Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Covariance Matrix”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 343 records · Page 19

Optimal Sensor Locations for Structural Identification

The optimum sensor location problem, OSLP, may be thought of in terms of the set of systems, S, the class of input time functions, I, and the identification algorithm (estimator) used, E. Thus, for a given time history of input, the technique of determining the OSL requires, in general, the solution of the optimization and the identification problems simultaneously. A technique which uncouples the two problems is introduced. This is done by means of the concept of an efficient estimator for which the covariance of the parameter estimates is inversely proportional to the Fisher Information Matrix.

Udwadia, F. E.↗

Echo mapping of active galactic nuclei broad-line regions: Fundamental algorithms

We formulate and test a series of algorithms for echo mapping the emission-line regions near active galactic nuclei from measurements of correlated variability in their line and continuum light curves. The linear regularization method (LRM) employs a direct inversion of evenly spaced light-curve data, with a regularization parameter that can be used to control the trade-off between noise and resolution. Matrix formulas express the formal solution as well as its variance and covariance in terms of uncertainties in the measurements. Unlike the maximum-entropy method (MEM), LRM applies to kernels with both positive and negative values, but the results are somewhat limited by ringing effects. A positivity constraint proves effective in controlling the ringing. MEM combines regularization and positivity in a natural way, but similar results are also found using positivity constraints with nonentropic regularization functions. Direct inversions of unevenly sampled light curves require interpolating the noisy data. In this case better results are found by solving for both the continuum light curve and kernel function in a simultaneous fit to the data. Our conclusion is that while echo mapping currently gives ambiguous results, the algorithms are not the limiting factor. Progress depends on efforts to increase the accuracy and completeness of sampling of the observed light curves.

Vio, Roberto↗

An application of the square root information filter to large scale linear interconnected systems

It is demonstrated that use of the square root information filter (SRIF) can reduce the storage and computation required for estimation of certain classes of large-scale interconnected systems. The SRIF uses an information array that is related to the Kalman filter covariance and estimate. The SRIF algorithm, which is optimal, is a direct application of matrix partitioning to some optimal filtering algorithms described in the literature. The SRIF algorithm is able to reduce the storage requirements of a 40-subsystem 10-state problem by a full order of magnitude.

Bierman, G. J.↗

Identification of terrain cover using the optimum polarimetric classifier

A systematic approach for the identification of terrain media such as vegetation canopy, forest, and snow-covered fields is developed using the optimum polarimetric classifier. The covariance matrices for various terrain cover are computed from theoretical models of random medium by evaluating the scattering matrix elements. The optimal classification scheme makes use of a quadratic distance measure and is applied to classify a vegetation canopy consisting of both trees and grass. Experimentally measured data are used to validate the classification scheme. Analytical and Monte Carlo simulated classification errors using the fully polarimetric feature vector are compared with classification based on single features which include the phase difference between the VV and HH polarization returns. It is shown that the full polarimetric results are optimal and provide better classification performance than single feature measurements.

Kong, J. A.↗

On the design of the dissipative LQG-type controllers

The design of dissipative linear-quadratic-Gaussian-type compensators for positive real plants is considered. It is shown that if the noise covariance matrices (used as weighting matrices) satisfy certain conditions, the compensator has a strictly positive real transfer function matrix. The stability of the resulting closed-loop system is guaranteed regardless of modeling errors as long as the plant remains positive real. In view of this property, the controller is expected to be useful for vibration suppression in large, flexible space structures.

Lozano-Leal, R.↗

Use of the maximum entropy method to retrieve the vertical atmospheric ozone profile and predict atmospheric ozone content

A method is developed for prediction of ozone levels in planetary atmospheres. This method is formulated in terms of error covariance matrices, and is associated with both direct measurements, a priori first guess profiles, and a weighting function matrix. This is described by the following linearized equation: y = A(matrix) x X + eta, where A is the weighting matrix and eta is noise. The problems to this approach are: (1) the A matrix is near singularity; (2) the number of unknowns in the profile exceeds the number of data points, therefore, the solution may not be unique; and (3) even if a unique solution exists, eta may cause the solution to be ill conditioned.

Turner, B. Curtis↗

A numerical comparison of discrete Kalman filtering algorithms - An orbit determination case study

An improved Kalman filter algorithm based on a modified Givens matrix triangularization technique is proposed for solving a nonstationary discrete-time linear filtering problem. The proposed U-D covariance factorization filter uses orthogonal transformation technique; measurement and time updating of the U-D factors involve separate application of Gentleman's fast square-root-free Givens rotations. Numerical stability and accuracy of the algorithm are compared with those of the conventional and stabilized Kalman filters and the Potter-Schmidt square-root filter, by applying these techniques to a realistic planetary navigation problem (orbit determination for the Saturn approach phase of the Mariner Jupiter-Saturn Mission, 1977). The new algorithm is shown to combine the numerical precision of square root filtering with the efficiency of the original Kalman algorithm.

Thornton, C. L.↗

Thomas precession, Wigner rotations and gauge transformations

The exact Lorentz kinematics of the Thomas precession is discussed in terms of Wigner's O(3)-like little group which describes rotations in the Lorentz frame in which the particle is at rest. A Lorentz-covariant form for the Thomas factor is derived. It is shown that this factor is a Lorentz-boosted rotation matrix, which becomes a gauge transformation in the infinite-momentum or zero-mass limit.

Han, D.↗

Efficient Kriging Algorithms

More efficient versions of an interpolation method, called kriging, have been introduced in order to reduce its traditionally high computational cost. Written in C++, these approaches were tested on both synthetic and real data. Kriging is a best unbiased linear estimator and suitable for interpolation of scattered data points. Kriging has long been used in the geostatistic and mining communities, but is now being researched for use in the image fusion of remotely sensed data. This allows a combination of data from various locations to be used to fill in any missing data from any single location. To arrive at the faster algorithms, sparse SYMMLQ iterative solver, covariance tapering, Fast Multipole Methods (FMM), and nearest neighbor searching techniques were used. These implementations were used when the coefficient matrix in the linear system is symmetric, but not necessarily positive-definite.

Memarsadeghi, Nargess↗

Remote sensing of earth terrain

A systematic approach for the identification of terrain media such as vegetation canopy, forest, and snow covered fields is developed using the optimum polarimetric classifier. The covariance matrices for the various terrain cover are computed from theoretical models of random medium by evaluating the full polarimetric scattering matrix elements. The optimal classification scheme makes use of a quadratic distance measure and is applied to classify a vegetation canopy consisting of both trees and grass. Experimentally measured data are used to validate the classification scheme. Theoretical probability of classification error using the full polarimetric matrix are compared with classification based on single features including the phase difference between the VV and HH polarization returns. It is shown that the full polarimetric results are optimal and provide better classification performance than single feature measurements.

Kong, J. A.↗

NASA GPM GV Science Requirements

An important scientific objective of the NASA portion of the GPM Mission is to generate quantitatively-based error characterization information along with the rainrate retrievals emanating from the GPM constellation of satellites. These data must serve four main purposes: (1) they must be of sufficient quality, uniformity, and timeliness to govern the observation weighting schemes used in the data assimilation modules of numerical weather prediction models; (2) they must extend over that portion of the globe accessible by the GPM core satellite to which the NASA GV program is focused - (approx.65 degree inclination); (3) they must have sufficient specificity to enable detection of physically-formulated microphysical and meteorological weaknesses in the standard physical level 2 rainrate algorithms to be used in the GPM Precipitation Processing System (PPS), i.e., algorithms which will have evolved from the TRMM standard physical level 2 algorithms; and (4) they must support the use of physical error modeling as a primary validation tool and as the eventual replacement of the conventional GV approach of statistically intercomparing surface rainrates fiom ground and satellite measurements. This approach to ground validation research represents a paradigm shift vis-&-vis the program developed for the TRMM mission, which conducted ground validation largely as a statistical intercomparison process between raingauge-derived or radar-derived rainrates and the TRMM satellite rainrate retrievals -- long after the original satellite retrievals were archived. This approach has been able to quantify averaged rainrate differences between the satellite algorithms and the ground instruments, but has not been able to explain causes of algorithm failures or produce error information directly compatible with the cost functions of data assimilation schemes. These schemes require periodic and near-realtime bias uncertainty (i.e., global space-time distributed conditional accuracy of the retrieved rainrates) and local error covariance structure (i.e., global space-time distributed error correlation information for the local 4-dimensional space-time domain -- or in simpler terms, the matrix form of precision error). This can only be accomplished by establishing a network of high quality-heavily instrumented supersites selectively distributed at a few oceanic, continental, and coastal sites. Economics and pragmatics dictate that the network must be made up of a relatively small number of sites (6-8) created through international cooperation. This presentation will address some of the details of the methodology behind the error characterization approach, some proposed solutions for expanding site-developed error properties to regional scales, a data processing and communications concept that would enable rapid implementation of algorithm improvement by the algorithm developers, and the likely available options for developing the supersite network.

Smith, E.↗

Correlation, Cost Risk, and Geometry

The geometric viewpoint identifies the choice of a correlation matrix for the simulation of cost risk with the pairwise choice of data vectors corresponding to the parameters used to obtain cost risk. The correlation coefficient is the cosine of the angle between the data vectors after translation to an origin at the mean and normalization for magnitude. Thus correlation is equivalent to expressing the data in terms of a non orthogonal basis. To understand the many resulting phenomena requires the use of the tensor concept of raising the index to transform the measured and observed covariant components into contravariant components before vector addition can be applied. The geometric viewpoint also demonstrates that correlation and covariance are geometric properties, as opposed to purely statistical properties, of the variates. Thus, variates from different distributions may be correlated, as desired, after selection from independent distributions. By determining the principal components of the correlation matrix, variates with the desired mean, magnitude, and correlation can be generated through linear transforms which include the eigenvalues and the eigenvectors of the correlation matrix. The conversion of the data to a non orthogonal basis uses a compound linear transformation which distorts or stretches the data space. Hence, the correlated data does not have the same properties as the uncorrelated data used to generate it. This phenomena is responsible for seemingly strange observations such as the fact that the marginal distributions of the correlated data can be quite different from the distributions used to generate the data. The joint effect of statistical distributions and correlation remains a fertile area for further research. In terms of application to cost estimating, the geometric approach demonstrates that the estimator must have data and must understand that data in order to properly choose the correlation matrix appropriate for a given estimate. There is a general feeling by employers and managers that the field of cost requires little technical or mathematical background. Contrary to that opinion, this paper demonstrates that a background in mathematics equivalent to that needed for typical engineering and scientific disciplines at the masters or doctorate level is appropriate within the field of cost risk.

Dean, Edwin B.↗

Performance analysis of structured gradient algorithm

The structured gradient algorithm uses a structured estimate of the array correlation matrix (ACM) to estimate the gradient required for the constrained least-mean-square (LMS) algorithm. This structure reflects the structure of the exact array correlation matrix for an equispaced linear array and is obtained by spatial averaging of the elements of the noisy correlation matrix. In its standard form the LMS algorithm does not exploit the structure of the array correlation matrix. The gradient is estimated by multiplying the array output with the receiver outputs. An analysis of the two algorithms is presented to show that the covariance of the gradient estimated by the structured method is less sensitive to the look direction signal than that estimated by the standard method. The effect of the number of elements on the signal sensitivity of the two algorithms is studied.

Godara, Lal C.↗

Origin of gauge invariance in string theory

A first quantization of the space-time embedding Chi exp mu and the world-sheet metric rho of the open bosonic string. The world-sheet metric rho decouples from S-matrix elements in 26 dimensions. This formulation of the theory naturally includes 26-dimensional gauge transformations. The gauge invariance of S-matrix elements is a direct consequence of the decoupling of rho. Second quantization leads to a string field Phi(Chi exp mu, rho) with a gauge-covariant equation of motion.

Horowitz, G. T.↗

Model reduction for discrete bilinear systems

A model reduction method for discrete bilinear systems is developed which matches q sets of Volterra and covariance parameters. These parameters are shown to represent both deterministic and stochastic attributes of the discrete bilinear system. A reduced order model which matches these q sets of parameters is defined to be a q-Volterra covariance equivalent realization (q-Volterra COVER). An algorithm is presented which constructs a class of q-Volterra COVERs parameterized by solutions to a Hermitian, quadratic, matrix equation. The algorithm is applied to a bilinear model of a robot manipulator.

King, A. M.↗

Random field estimation approach to robot dynamics

The difference equations of Kalman filtering and smoothing recursively factor and invert the covariance of the output of a linear state-space system driven by a white-noise process. Here it is shown that similar recursive techniques factor and invert the inertia matrix of a multibody robot system. The random field models are based on the assumption that all of the inertial (D'Alembert) forces in the system are represented by a spatially distributed white-noise model. They are easier to describe than the models based on classical mechanics, which typically require extensive derivation and manipulation of equations of motion for complex mechanical systems. With the spatially random models, more primitive locally specified computations result in a global collective system behavior equivalent to that obtained with deterministic models. The primary goal of applying random field estimation is to provide a concise analytical foundation for solving robot control and motion planning problems.

Rodriguez, Guillermo↗

The Goddard VLBI SINEX Files

The Goddard VLBI group generates SINEX files for individual 24-hr sessions and multiyear TRF solutions. Each 24-hr file includes the reduced normal matrix for the station positions, EOP, and EOP rates. A global Terrestrial Reference Frame (TRF) SINEX file has the reduced normal matrix for station positions and velocities but no EOP parameters. Both types of normal matrix are free from any datum constraints and are designed for combination solutions that will later apply the necessary datum constraints. The SINEX files also contain blocks that provide the constraints and covariance of well-defined 24-hr or global TRF solutions. These blocks are not yet part of the SINEX 2.0 specification. For the TRF solutions the Goddard VLBI group also generates the corresponding EOP time series. SINEX files and EOP time series are distributed through the IVS. The algorithms for generating the various blocks and the proper use of such SINEX files will be discussed.

Ma, Chopo↗

Coupled Inertial Navigation and Flush Air Data Sensing Algorithm for Atmosphere Estimation

This paper describes an algorithm for atmospheric state estimation based on a coupling between inertial navigation and flush air data-sensing pressure measurements. The navigation state is used in the atmospheric estimation algorithm along with the pressure measurements and a model of the surface pressure distribution to estimate the atmosphere using a nonlinear weighted least-squares algorithm. The approach uses a high-fidelity model of atmosphere stored in table-lookup form, along with simplified models propagated along the trajectory within the algorithm to aid the solution. Thus, the method is a reduced-order Kalman filter in which the inertial states are taken from the navigation solution and atmospheric states are estimated in the filter. The algorithm is applied to data from the Mars Science Laboratory entry, descent, and landing from August 2012. Reasonable estimates of the atmosphere are produced by the algorithm. The observability of winds along the trajectory are examined using an index based on the observability Gramian and the pressure measurement sensitivity matrix. The results indicate that bank reversals are responsible for adding information content. The algorithm is applied to the design of the pressure measurement system for the Mars 2020 mission. A linear covariance analysis is performed to assess estimator performance. The results indicate that the new estimator produces more precise estimates of atmospheric states than existing algorithms.

Karlgaard, Christopher D.↗