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Characterization of frequency standard instability by estimation of their covariance matrix

The popular 3-cornered hat method used for evaluating the noise contributions of individual frequency standards is revisited. This method is used in several cases, but sometimes the results are not consistent because one or more estimated clock variances turn out to be negative. Different causes of this unacceptable result have been conjectured: among them one regards the hypothesis of uncorrelated clocks, essential in this method. Since recently realistic cases of correlation between clocks, mainly due to the environmental conditions, have been observed, this paper proposes an entirely revisited version of the 3-cornered hat method which permits to evaluate the individual variances and also the possible covariances between clocks, by relaxing the hypothesis of uncorrelation. The uncertainty and the lack of contemporaneity of the measurement series are assumed to be negligible. The lack of the uncorrelation hypothesis calls for a more general mathematical model leading to an underdetermined linear system. The estimates of the (co)variances of the measurement series us well us those of the individual clocks are introduced by means of the scalar product of the related time series and arranged in the respective covariance matrices S and R. Since covariance matrix is positive definite by definition, the problem consists in estimating the unknown R, subject to the constraint of positive definiteness, from the known S. Unfortunately, this constraint is not sufficient to estimate R. Therefore a suitable optimization criterion is proposed, which assures the positive definiteness of R and, at the same time, minimizes the global correlation among clocks. Examples of frequency instability measurements processed by the "classical" 3-cornered hat method and the here-revisited method are presented showing that the solutions are identical only when the uncorrelation hypothesis doesn't violate the positive definiteness of R.

PatriziaTravella↗

Position Error Covariance Matrix Validation and Correction

In order to calculate operationally accurate collision probabilities, the position error covariance matrices predicted at times of closest approach must be sufficiently accurate representations of the position uncertainties. This presentation will discuss why the Gaussian distribution is a reasonable expectation for the position uncertainty and how this assumed distribution type is used in the validation and correction of position error covariance matrices.

Frisbee, Joe, Jr.↗

An Expression for the Transformed Covariance Matrix of Multivariate Normal Populations

The problem is considered of classifying into one of m distinct n-variate classes an arbitrary n-channel multispectral measurement vector x. The classification procedure used is the maximum likelihood procedure. Information loss in compressing the n-channel data to k channels is taken to be the difference in the average interclass divergences (or probability of misclassification) in n-space and in k-space. Data compression is accomplished by kxn linear transformation i.e., multiplication of the spectral n-vector by a kxn matrix of rank k.

Decell, H. P., Jr.↗

SAR Polarimetry

Radar Scattering includes: Surface Characteristics, Geometric Properties, Dielectric Properties, Rough Surface Scattering, Geometrical Optics and Small Perturbation Method Solutions, Integral Equation Method, Magellan Image of Pancake Domes on Venus, Dickinson Impact Crater on Venus (Magellan), Lakes on Titan (Cassini Radar, Longitudinal Dunes on Titan (Cassini Radar), Rough Surface Scattering: Effect of Dielectric Constant, Vegetation Scattering, Effect of Soil Moisture. Polarimetric Radar includes: Principles of Polarimetry: Field Descriptions, Wave Polarizations: Geometrical Representations, Definition of Ellipse Orientation Angles, Scatter as Polarization Transformer, Scattering Matrix, Coordinate Systems, Scattering Matrix, Covariance Matrix, Pauli Basis and Coherency Matrix, Polarization Synthesis, Polarimeter Implementation.

radar scattering↗

An Upper Bound on Orbital Debris Collision Probability When Only One Object has Position Uncertainty Information

Upper bounds on high speed satellite collision probability, P (sub c), have been investigated. Previous methods assume an individual position error covariance matrix is available for each object. The two matrices being combined into a single, relative position error covariance matrix. Components of the combined error covariance are then varied to obtain a maximum P (sub c). If error covariance information for only one of the two objects was available, either some default shape has been used or nothing could be done. An alternative is presented that uses the known covariance information along with a critical value of the missing covariance to obtain an approximate but useful P (sub c) upper bound. There are various avenues along which an upper bound on the high speed satellite collision probability has been pursued. Typically, for the collision plane representation of the high speed collision probability problem, the predicted miss position in the collision plane is assumed fixed. Then the shape (aspect ratio of ellipse), the size (scaling of standard deviations) or the orientation (rotation of ellipse principal axes) of the combined position error ellipse is varied to obtain a maximum P (sub c). Regardless as to the exact details of the approach, previously presented methods all assume that an individual position error covariance matrix is available for each object and the two are combined into a single, relative position error covariance matrix. This combined position error covariance matrix is then modified according to the chosen scheme to arrive at a maximum P (sub c). But what if error covariance information for one of the two objects is not available? When error covariance information for one of the objects is not available the analyst has commonly defaulted to the situation in which only the relative miss position and velocity are known without any corresponding state error covariance information. The various usual methods of finding a maximum P (sub c) do no good because the analyst defaults to no knowledge of the combined, relative position error covariance matrix. It is reasonable to think, given an assumption of no covariance information, an analyst might still attempt to determine the error covariance matrix that results in an upper bound on the P (sub c). Without some guidance on limits to the shape, size and orientation of the unknown covariance matrix, the limiting case is a degenerate ellipse lying along the relative miss vector in the collision plane. Unless the miss position is exceptionally large or the at-risk object is exceptionally small, this method results in a maximum P (sub c) too large to be of practical use. For example, assuming that the miss distance is equal to the current ISS alert volume along-track (+ or -) distance of 25 kilometers and that the at-risk area has a 70 meter radius. The maximum (degenerate ellipse) P (sub c) is about 0.00136. At 40 kilometers, the maximum P (sub c) would be 0.00085 which is still almost an order of magnitude larger than the ISS maneuver threshold of 0.0001. In fact, a miss distance of almost 340 kilometers is necessary to reduce the maximum P (sub c) associated with this degenerate ellipse to the ISS maneuver threshold value. Such a result is frequently of no practical value to the analyst. Some improvement may be made with respect to this problem by realizing that while the position error covariance matrix of one of the objects (usually the debris object) may not be known the position error covariance matrix of the other object (usually the asset) is almost always available. Making use of the position error covariance information for the one object provides an improvement in finding a maximum P (sub c) which, in some cases, may offer real utility. The equations to be used are presented and their use discussed.

Frisbee, Joseph H., Jr.↗

ILIAD Testing; and a Kalman Filter for 3-D Pose Estimation

This report presents the results of a two-part project. The first part presents results of performance assessment tests on an Internet Library Information Assembly Data Base (ILIAD). It was found that ILLAD performed best when queries were short (one-to-three keywords), and were made up of rare, unambiguous words. In such cases as many as 64% of the typically 25 returned documents were found to be relevant. It was also found that a query format that was not so rigid with respect to spelling errors and punctuation marks would be more user-friendly. The second part of the report shows the design of a Kalman Filter for estimating motion parameters of a three dimensional object from sequences of noisy data derived from two-dimensional pictures. Given six measured deviation values represendng X, Y, Z, pitch, yaw, and roll, twelve parameters were estimated comprising the six deviations and their time rate of change. Values for the state transiton matrix, the observation matrix, the system noise covariance matrix, and the observation noise covariance matrix were determined. A simple way of initilizing the error covariance matrix was pointed out.

Richardson, A. O.↗

Structured estimation - Sample size reduction for adaptive pattern classification

The Gaussian two-category classification problem with known category mean value vectors and identical but unknown category covariance matrices is considered. The weight vector depends on the unknown common covariance matrix, so the procedure is to estimate the covariance matrix in order to obtain an estimate of the optimum weight vector. The measure of performance for the adapted classifier is the output signal-to-interference noise ratio (SIR). A simple approximation for the expected SIR is gained by using the general sample covariance matrix estimator; this performance is both signal and true covariance matrix independent. An approximation is also found for the expected SIR obtained by using a Toeplitz form covariance matrix estimator; this performance is found to be dependent on both the signal and the true covariance matrix.

Morgera, S.↗

Application of the target decomposition theorem to a polarimetric random media model

With advances in polarimetric radar measurements of land surfaces, the need for understanding the underlying scattering mechanisms and dominant target features has become the focus of many studies. In particular, the maximum use of the polarimetric information to identify and/or separate parameters related to the surface features such as vegetation thickness, structure, water content, and soil surface characteristics will enhance the possibility of using polarimetric radars for monitoring the earth's surface from space. In this paper, Cloude's decomposition theorem is applied to a polarimetric random media model to simulate the radar measurements of vegetated canopies. The vegetated canopies are modeled as a three layer discrete random medium with leaves and branches in the first layer, tree trunks in the second layer, and a half space of homogeneous ground with rough interface as the bottom layer. The distorted born approximation (DBA) has been used to compute full Mueller matrix of the canopy, using canonical dielectric objects such as thin discs and cylinders as leaves, branches, and trunks, respectively. The Mueller matrix and the derived covariance matrix contain information on the second order statistics of radar signals at various polarizations from the canopy. To decompose the covariance matrix to its constituent targets, the eigenvalues and eigenvectors of the covariance matrix are computed in terms of the physical parameters of the canopy. In addition, each eigenvector explicitly shows the scattering mechanisms such as odd and even reflections in the canopy. Cloude's decomposition theorem is applied using the Pauli spin matrices as a basis and an expression for the degree of disorder or the entropy for the vegetated surface is found. Then, the physical parameters estimated from in situ measurements are used in the random media to obtain realistic covariance matrices. As a result, the sensitivity of the eigenvalue spectrums and the coefficients resulting from the target decomposition theorem to the physical parameters of the canopy are examined and the possible use of Cloude's theorem to estimate vegetation and soil parameters is discussed.

Saatchi, Sasan S.↗

Remote sensing of Earth Terrain

The Mueller matrix and polarization covariance matrix for polarimetric radar systems were studied. The clutter is modelled by a layer of random permittivity, described by a three dimensional correlation function, with variance, and horizontal and vertical correlation lengths. This model is applied, using the wave theory with Born approximations carried to the second order, to find the backscattering elements of the polarimetric matrices. It is found that 8 out of 16 elements of the Mueller matrix are identically zero, corresponding to a covariance matrix with four zero elements. Theoretical predictions are matched with experimental data for vegetation fields. A general mixing formula is derived for discrete scatterers immersed in a host medium. The inclusion particles are assumed to be ellipsoidal. The electric field inside the scatterers is determined by quasistatic analysis, assuming the diameter of the inclusion particles to be much smaller than the wavelength. The results are applicable to general multiphase mixtures.

Kong, J. A.↗

Theoretical models for polarimetric radar clutter

The Mueller matrix and polarization covariance matrix are described for polarimetric radar systems. 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. This model is applied, using the wave theory with Born approximations carried to the second order, to find the backscattering elements of the polarimetric matrices. It is found that 8 out of 16 elements of the Mueller matrix are identically zero, corresponding to a covariance matrix with four zero elements. Theoretical predictions are matched with experimental data for vegetation fields.

Borgeaud, M.↗

Analysis of modified SMI method for adaptive array weight control

An adaptive array is applied to the problem of receiving a desired signal in the presence of weak interference signals which need to be suppressed. A modification, suggested by Gupta, of the sample matrix inversion (SMI) algorithm controls the array weights. In the modified SMI algorithm, interference suppression is increased by subtracting a fraction F of the noise power from the diagonal elements of the estimated covariance matrix. Given the true covariance matrix and the desired signal direction, the modified algorithm is shown to maximize a well-defined, intuitive output power ratio criterion. Expressions are derived for the expected value and variance of the array weights and output powers as a function of the fraction F and the number of snapshots used in the covariance matrix estimate. These expressions are compared with computer simulation and good agreement is found. A trade-off is found to exist between the desired level of interference suppression and the number of snapshots required in order to achieve that level with some certainty. The removal of noise eigenvectors from the covariance matrix inverse is also discussed with respect to this application. Finally, the type and severity of errors which occur in the covariance matrix estimate are characterized through simulation.

Dilsavor, R. L.↗