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The concept of dissipative Hamiltonian system is converted to Lorentz-covariant form, with evolution generated jointly by two scalar functionals, the Lagrangian action and the global entropy. A bracket formulation yields the local covariant laws of energy-momentum conservation and of entropy production. The formalism is illustrated by a derivation of the covariant Landau kinetic equation.
Subroutine WSHRT for generating matrix of variances and covariances of Wishart distribution
The next generation of large, flexible space structures will be too light to support their own weight, requiring a system of structural supports for ground testing. The authors have proposed multiple boundary-condition testing (MBCT), using more than one support condition to reduce uncertainties associated with the supports. MBCT would revise the mass and stiffness matrix, analytically qualifying the structure for operation in space. The same procedure is applicable to other common test conditions, such as empty/loaded tanks and subsystem/system level tests. This paper examines three techniques for constructing the covariance matrix required by nonlinear generalized least squares (NGLS) to update structural models based on modal test data. The methods range from a complicated approach used to generate the simulation data (i.e., the correct answer) to a diagonal matrix based on only two constants. The results show that NGLS is very insensitive to assumptions about the covariance matrix, suggesting that a workable NGLS procedure is possible. The examples also indicate that the multiple boundary condition procedure more accurately reduces errors than individual boundary condition tests alone.
A next-generation lunar lander Guidance, Navigation, and Control (GNC) system, which includes a state-of-the-art optical sensor suite, is proposed in a concept design cycle. The design goal is to allow the lander to softly land within the prescribed landing precision. The achievement of this precision landing requirement depends on proper selection of the sensor suite. In this paper, a robust sensor selection procedure is demonstrated using a Linear Covariance (LinCov) analysis tool developed by Draper.
In this paper we evaluate the performance of two reduced resolution filter approaches to data assimilation. The main distinction between these approaches is in the manner they propagate error covariances. Both account for error covariances in a space with dimension m smaller than the model's state vector dimension n. In the first approach the m dimensional error covariance matrix is interpolated to the n-dimensional space and propagated with the n-dimensional dynamics. In the second approach the low-dimensional error covariance matrix is propagated by a dynamical operator generated in the m-dimensional space. Our experiments indicate that the first approach provides a more reliable simplified scheme for error covariance propagation than the second approach.
A comparison is made of the performances of two detection strategies that are based on different data fusion techniques. The strategies detect changes in a linear system. One detection strategy involves combining the estimates and error covariance matrices of distributed Kalman filters, generating a residual from the used estimates, comparing this residual to a threshold, and making a decision. The other detection strategy involves a distributed decision process in which estimates from distributed Kalman filters are used to generate distributed residuals which are compared locally to a threshold. Local decisions are made and these decisions are then fused into a global decision. The performances of each of these detection schemes are compared, and it is concluded that better performance is achieved when local decisions are made and then fused into a global decision.
Hyperspectral IR sounders such as AIRS on Aqua, CrIS on S-NPP, NOAA20 and JPSS-2, IASI on Metop A, B, and C provide high-quality atmospheric temperature, water, vapor, and greenhouse gas vertical profiles. Additionally, they provide atmospheric cloud properties, surface emissivity, and surface skin temperatures. We have developed two algorithms which can consistently derive these products from multiple IR sounders. The first one is a Single Field-of-view Sounder Atmospheric Product (SIFSAP) algorithm and the second one is a Climate Fingerprinting Sounder Product (ClimFiSP) algorithm. Compared to current operational AIRS and CrIS Level-2 (L2) algorithms, which perform one retrieval for each 3 by 3 field of views (FOVs) using a cloud-clearing approach, the SiFSAP algorithm, on the other hand, performs one retrieval for each FOV using an all-sky optimal estimation approach. The SiFSAP algorithm retrieves all the above-mentioned atmosphere and surface properties simultaneously including cloud properties with 3-time higher spatial resolution and 9-times more products. The core of the SiFSAP algorithm is an accurate and fast Principal Component-based Radiative Transfer Model (PCRTM), which can calculate hyperspectral radiance spectra under both clear and cloudy conditions. The PCRTM was developed in the past decade using consistent reference line-by-line radiative transfer model and spectroscopy for hyperspectral sounders such as AIRS, CrIS, IASI, NAST-I, and S-HIS. The SiFSAP retrieval algorithm also uses the same climatology a priori and associated covariances, which makes it ideal for generating high quality products for both weather and climate applications. Climate products are typically derived by performing spatial and temporal averaging of L2 products. It is a time-consuming process to generate L2 data products since AIRS, CrIS, and IASI have millions of observations each day with thousands of spectral channels for each observation. Additionally, differences in L2 retrieval algorithms for different satellite sensors can lead to errors in the climate products. Our ClimFiSP algorithm, which performs retrievals from spatiotemporally averaged L1 hyperspectral radiances directly, will be orders of magnitude faster than traditional method. he ClimFiSP algorithm uses consistent radiative kernels and a robust spectral fingerprinting method. It provides accurate data climate data fusion products from multiple satellite sensors. We have applied this method to both AIRS and CrIS (on SNPP and on NOAA 20) data and generated two decades climate data records for atmospheric temperature, water vapor, cloud, trace gases, and surface skin temperature. Both SiFSAP and ClimFiSP will be available at NASA GES DISC data center for public access.
A technique for computing the error covariance of the difference between two estimators derived from different (possibly overlapping) data arcs is presented. The relative error covariance is useful for predicting the achievable consistency between Kalman-Bucy filtered estimates generated from two (not necessarily disjoint) data sets. The relative error covariance analysis technique is then applied to a Venus Orbiter simulation.
Since 1969, flight experience has been used as the basis for predicting Scout orbital accuracy. The data used for calculating the accuracy consists of errors in the trajectory parameters (altitude, velocity, etc.) at stage burnout as observed on Scout flights. Approximately 50 sets of errors are used in Monte Carlo analysis to generate error statistics in the trajectory parameters. A covariance matrix is formed which may be propagated in time. The mechanization of this process resulted in computer program Scout Trajectory Error Propagation (STEP) and is described herein. Computer program STEP may be used in conjunction with the Statistical Orbital Analysis Routine to generate accuracy in the orbit parameters (apogee, perigee, inclination, etc.) based upon flight experience.
In this paper we present an algorithm for adaptive resolution integration of 3D data collected from multiple distributed sensors. The input to the algorithm is a set of 3D surface points and associated sensor models. Using a probabilistic rule, a surface probability function is generated that represents the probability that a particular volume of space contains the surface. The surface probability function is represented using an octree data structure; regions of space with samples of large conariance are stored at a coarser level than regions of space containing samples with smaller covariance. The algorithm outputs an adaptive resolution surface generated by connecting points that lie on the ridge of surface probability with triangles scaled to match the local discretization of space given by the algorithm, we present results from 3D data generated by scanning lidar and structure from motion.
The Mueller matrix and polarization covariance matrix for polarimetric radar systems was studied. The clutter was modeled by a layer of random permittivity, described by a three-dimensional correlation function, with variance, and horizontal and vertical correlation lengths. This model was applied, using the wave theory with Born approximations carried to the second order, to find the backscattering elements of the polarimetric matrices. Theoretical predictions are matched with experimental data for vegetation fields. The strong fluctuation theory was used to derive the backscattering cross sections. A two-layer anisotropic random medium model was developed for the active and passive microwave remote sensing of ice fields. A three-layer random medium model was adopted to study the volume scattering effects for the active and passive microwave remote sensing of snow-covered ice fields.
The Mueller matrix and polarization covariance matrix for polarimetric radar systems was studied. The clutter is modeled by a layer of random permittivity, described by a three-dimensional correlation function, with variance, and horizontal and vertical correlation lengths. A general mixing formula was derived for discrete scatters immersed in a host medium. The results are applicable to general multiphase mixtures. The strong fluctuation theory was used to derive the backscattering cross sections, and was further extended to include higher order co-polarized and cross-polarized moments. A two-layer anisotropic random medium model was developed for the active and passive remote sensing of ice fields. A three-layer random medium model was adopted to study the volume scattering effects for the active and passive microwave remote sensing of snow-covered ice fields. The snow layer was simulated by an isotropic random medium and the ice layer by an anisotropic random medium. The vegetation canopy and snow-covered ice field were studied with a three-layer model, an isotropic random medium layer overlying an anisotropic random medium. The dyadic Green's function of the three-layer medium and the scattered electromagnetic intensities with Born approximation were calculated.
The purpose of this paper is to demonstrate the trace gas profiling capabilities of future passive high spectral resolution (1 cm(exp -1) or better) infrared (600 to 2700 cm(exp -1)) satellite tropospheric sounders. These sounders, such as the grating spectrometer, Atmospheric InfRared Sounders (AIRS) (Chahine et al., 1990) and the interferometer, GOES High Resolution Interferometer Sounder (GHIS), (Smith et al., 1991) can provide these unique infrared spectra which enable us to conduct this analysis. In this calculation only the total random retrieval error component is presented. The systematic error components contributed by the forward and inverse model error are not considered (subject of further studies). The total random errors, which are composed of null space error (vertical resolution component error) and measurement error (instrument noise component error), are computed by assuming one wavenumber spectral resolution with wavenumber span from 1100 cm(exp -1) to 2300 cm(exp -1) (the band 600 cm(exp -1) to 1100 cm(exp -1) is not used since there is no major absorption of our three gases here) and measurement noise of 0.25 degree at reference temperature of 260 degree K. Temperature, water vapor, ozone and mixing ratio profiles of nitrous oxide, carbon monoxide and methane are taken from 1976 US Standard Atmosphere conditions (a FASCODE model). Covariance matrices of the gases are 'subjectively' generated by assuming 50 percent standard deviation of gaussian perturbation with respect to their US Standard model profiles. Minimum information and maximum likelihood retrieval solutions are used.
ARTSN, the Automated Real-Time Spacecraft Navigation system is a real time system for the automated navigation of interplanetary spacecraft. The system processes the real time DSN radio metric data flow and generates updated spacecraft solutions and the associated covariance. ARTSN is designed modularly with the user interface input and output separated from the data analysis modules. Designed for distributed application, the system provided, for the first time, an automated method of processing radio metric navigation data for interplanetary spacecraft.
Since numerical weather prediction models are unable to accurately forecast the severity and the location of the storm cells several hours into the future when compared with observation data, there has been a growing interest in probabilistic description of convective weather. The classical approach for generating uncertainty bounds consists of integrating the state equations and covariance propagation equations forward in time. This step is readily recognized as the process update step of the Kalman Filter algorithm. The second well known method, known as the Monte Carlo method, consists of generating output samples by driving the forecast algorithm with input samples selected from distributions. The statistical properties of the distributions of the output samples are then used for defining the uncertainty bounds of the output variables. This method is computationally expensive for a complex model compared to the covariance propagation method. The main advantage of the Monte Carlo method is that a complex non-linear model can be easily handled. Recently, a few different methods for probabilistic forecasting have appeared in the literature. A method for computing probability of convection in a region using forecast data is described in Ref. 5. Probability at a grid location is computed as the fraction of grid points, within a box of specified dimensions around the grid location, with forecast convection precipitation exceeding a specified threshold. The main limitation of this method is that the results are dependent on the chosen dimensions of the box. The examples presented Ref. 5 show that this process is equivalent to low-pass filtering of the forecast data with a finite support spatial filter. References 6 and 7 describe the technique for computing percentage coverage within a 92 x 92 square-kilometer box and assigning the value to the center 4 x 4 square-kilometer box. This technique is same as that described in Ref. 5. Characterizing the forecast, following the process described in Refs. 5 through 7, in terms of percentage coverage or confidence level is notionally sound compared to characterizing in terms of probabilities because the probability of the forecast being correct can only be determined using actual observations. References 5 through 7 only use the forecast data and not the observations. The method for computing the probability of detection, false alarm ratio and several forecast quality metrics (Skill Scores) using both the forecast and observation data are given in Ref. 2. This paper extends the statistical verification method in Ref. 2 to determine co-occurrence probabilities. The method consists of computing the probability that a severe weather cell (grid location) is detected in the observation data in the neighborhood of the severe weather cell in the forecast data. Probabilities of occurrence at the grid location and in its neighborhood with higher severity, and with lower severity in the observation data compared to that in the forecast data are examined. The method proposed in Refs. 5 through 7 is used for computing the probability that a certain number of cells in the neighborhood of severe weather cells in the forecast data are seen as severe weather cells in the observation data. Finally, the probability of existence of gaps in the observation data in the neighborhood of severe weather cells in forecast data is computed. Gaps are defined as openings between severe weather cells through which an aircraft can safely fly to its intended destination. The rest of the paper is organized as follows. Section II summarizes the statistical verification method described in Ref. 2. The extension of this method for computing the co-occurrence probabilities in discussed in Section HI. Numerical examples using NCWF forecast data and NCWD observation data are presented in Section III to elucidate the characteristics of the co-occurrence probabilities. This section also discusses the procedure for computing throbabilities that the severity of convection in the observation data will be higher or lower in the neighborhood of grid locations compared to that indicated at the grid locations in the forecast data. The probability of coverage of neighborhood grid cells is also described via examples in this section. Section IV discusses the gap detection algorithm and presents a numerical example to illustrate the method. The locations of the detected gaps in the observation data are used along with the locations of convective weather cells in the forecast data to determine the probability of existence of gaps in the neighborhood of these cells. Finally, the paper is concluded in Section V.
This study demonstrates a robust trajectory optimization approach for rendezvous and proximity operations with angles-only navigation measurements. Often, sensors that directly measure relative range and velocity require communication or coordination between the chaser and target vehicle and can have limiting pointing accuracy, mass, or power requirements compared to angle measurement sensors. Thus, the capability to perform a rendezvous with only angle measurements can be advantageous for vehicle design and to improve robustness to failures. However, the well studied limitation of angles-only navigation in measuring range results in large uncertainties in the navigation system that must be reduced with chaser vehicle thrust maneuvers to induce observability in range for the navigation filter. This analysis presents a trajectory optimization problem for a lunar ascent rendezvous during a crewed lunar mission in a Near-Rectilinear Halo Orbit (NRHO) that is limited to only angle measurements. The objective of this study is to show that an angles-only rendezvous is feasible in an NRHO and to present the sensitivity to an assortment of constraints generated from a systematic optimization process using linear covariance analysis and particle swarm optimization. Linearized NRHO dynamics and linearized relative targeting are applied to use linear covariance analysis to determine the expected delta-v and trajectory dispersions due to initial state uncertainty, sensor errors, maneuver execution errors, and unmodeled dynamics. The delta-v and trajectory dispersions are passed into a particle swarm optimization algorithm to find the optimized maneuver profile that minimizes fuel use while satisfying constraints such as free drift and underburn to 3-sigma certainty. The trajectory constraints including time available, desired final uncertainty, and initial uncertainty are varied to ascertain sensitivity and desirable engineering trades.
State estimation techniques serve effectively to provide mean state estimates. However, the state error covariance matrices provided as part of these techniques suffer from some degree of lack of confidence in their ability to adequately describe the uncertainty in the estimated states. A specific problem with the traditional form of state error covariance matrices is that they represent only a mapping of the assumed observation error characteristics into the state space. Any errors that arise from other sources (environment modeling, precision, etc.) are not directly represented in a traditional, theoretical state error covariance matrix. Consider that an actual observation contains only measurement error and that an estimated observation contains all other errors, known and unknown. It then follows that a measurement residual (the difference between expected and observed measurements) contains all errors for that measurement. Therefore, a direct and appropriate inclusion of the actual measurement residuals in the state error covariance matrix will result in an empirical state error covariance matrix. This empirical state error covariance matrix will fully account for the error in the state estimate. By way of a literal reinterpretation of the equations involved in the weighted least squares estimation algorithm, it is possible to arrive at an appropriate, and formally correct, empirical state error covariance matrix. The first specific step of the method is to use the average form of the weighted measurement residual variance performance index rather than its usual total weighted residual form. Next it is helpful to interpret the solution to the normal equations as the average of a collection of sample vectors drawn from a hypothetical parent population. From here, using a standard statistical analysis approach, it directly follows as to how to determine the standard empirical state error covariance matrix. This matrix will contain the total uncertainty in the state estimate, regardless as to the source of the uncertainty. Also, in its most straight forward form, the technique only requires supplemental calculations to be added to existing batch algorithms. The generation of this direct, empirical form of the state error covariance matrix is independent of the dimensionality of the observations. Mixed degrees of freedom for an observation set are allowed. As is the case with any simple, empirical sample variance problems, the presented approach offers an opportunity (at least in the case of weighted least squares) to investigate confidence interval estimates for the error covariance matrix elements. The diagonal or variance terms of the error covariance matrix have a particularly simple form to associate with either a multiple degree of freedom chi-square distribution (more approximate) or with a gamma distribution (less approximate). The off diagonal or covariance terms of the matrix are less clear in their statistical behavior. However, the off diagonal covariance matrix elements still lend themselves to standard confidence interval error analysis. The distributional forms associated with the off diagonal terms are more varied and, perhaps, more approximate than those associated with the diagonal terms. Using a simple weighted least squares sample problem, results obtained through use of the proposed technique are presented. The example consists of a simple, two observer, triangulation problem with range only measurements. Variations of this problem reflect an ideal case (perfect knowledge of the range errors) and a mismodeled case (incorrect knowledge of the range errors).
Logical flow and guidelines are provided for the construction of a low thrust orbit determination computer program. The program, tentatively called FRACAS (filter response analysis for continuously accelerating spacecraft), is capable of generating a reference low thrust trajectory, performing a linear covariance analysis of guidance and navigation processes, and analyzing trajectory nonlinearities in Monte Carlo fashion. The choice of trajectory, guidance and navigation models has been made after extensive literature surveys and investigation of previous software. A key part of program design relied upon experience gained in developing and using Martin Marietta Aerospace programs: TOPSEP (Targeting/Optimization for Solar Electric Propulsion), GODSEP (Guidance and Orbit Determination for SEP) and SIMSEP (Simulation of SEP).