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Noncoherent DTTLs for Symbol Synchronization

Noncoherent data-transition tracking loops (DTTLs) have been proposed for use as symbol synchronizers in digital communication receivers. [Communication- receiver subsystems that can perform their assigned functions in the absence of synchronization with the phases of their carrier signals ( carrier synchronization ) are denoted by the term noncoherent, while receiver subsystems that cannot function without carrier synchronization are said to be coherent. ] The proposal applies, more specifically, to receivers of binary phase-shift-keying (BPSK) signals generated by directly phase-modulating binary non-return-to-zero (NRZ) data streams onto carrier signals having known frequencies but unknown phases. The proposed noncoherent DTTLs would be modified versions of traditional DTTLs, which are coherent. The symbol-synchronization problem is essentially the problem of recovering symbol timing from a received signal. In the traditional, coherent approach to symbol synchronization, it is necessary to establish carrier synchronization in order to recover symbol timing. A traditional DTTL effects an iterative process in which it first generates an estimate of the carrier phase in the absence of symbol-synchronization information, then uses the carrier-phase estimate to obtain an estimate of the symbol-synchronization information, then feeds the symbol-synchronization estimate back to the carrier-phase-estimation subprocess. In a noncoherent symbol-synchronization process, there is no need for carrier synchronization and, hence, no need for iteration between carrier-synchronization and symbol- synchronization subprocesses. The proposed noncoherent symbolsynchronization process is justified theoretically by a mathematical derivation that starts from a maximum a posteriori (MAP) method of estimation of symbol timing utilized in traditional, coherent DTTLs. In that MAP method, one chooses the value of a variable of interest (in this case, the offset in the estimated symbol timing) that causes a likelihood function of symbol estimates over some number of symbol periods to assume a maximum value. In terms that are necessarily oversimplified to fit within the space available for this article, it can be said that the mathematical derivation involves a modified interpretation of the likelihood function that lends itself to noncoherent DTTLs. The proposal encompasses both linear and nonlinear noncoherent DTTLs. The performances of both have been computationally simulated; for comparison, the performances of linear and nonlinear coherent DTTLs have also been computationally simulated. The results of these simulations show that, among other things, the expected mean-square timing errors of coherent and noncoherent DTTLs are relatively insensitive to window width. The results also show that at high signal-to-noise ratios (SNRs), the performances of the noncoherent DTTLs approach those of their coherent counterparts at, while at low SNRs, the noncoherent DTTLs incur penalties of the order of 1.5 to 2 dB.

Simon, Marvin

A NICER View of the Massive Pulsar PSR J0740+6620 Informed by Radio Timing and XMM-Newton Spectroscopy

We report on Bayesian estimation of the radius, mass, and hot surface regions of the massive millisecond pulsar PSR J0740+6620, conditional on pulse-profile modeling of Neutron Star Interior Composition Explorer X-ray Timing Instrument event data. We condition on informative pulsar mass, distance, and orbital inclination priors derived from the joint North American Nanohertz Observatory for Gravitational Waves and Canadian Hydrogen Intensity Mapping Experiment/Pulsar wideband radio timing measurements of Fonseca et al. We use XMM-Newton European Photon Imaging Camera spectroscopic event data to inform our X-ray likelihood function. The prior support of the pulsar radius is truncated at 16 km to ensure coverage of current dense matter models. We assume conservative priors on instrument calibration uncertainty. We constrain the equatorial radius and mass of PSR J0740+6620 to be-+12.390.981.30km and-+2.0720.0660.067Me respectively, each reported as the posterior credible interval bounded by the 16% and 84% quantiles, conditional on surface hot regions that are non-overlapping spherical caps of fully ionized hydrogen atmosphere with uniform effective temperature; a posteriori, the temperature is=-+TlogK5.99100.060.05([])for each hot region. All software for the X-ray modeling framework is open-source and all data, model, and sample information is publicly available, including analysis notebooks and model modules in the Python language. Our marginal likelihood function of mass and equatorial radius is proportional to the marginal joint posterior density of those parameters(within the prior support)and can thus be computed from the posterior samples.

Millisecond pulsars

Pattern recognition principles

The present work gives an account of basic principles and available techniques for the analysis and design of pattern processing and recognition systems. Areas covered include decision functions, pattern classification by distance functions, pattern classification by likelihood functions, the perceptron and the potential function approaches to trainable pattern classifiers, statistical approach to trainable classifiers, pattern preprocessing and feature selection, and syntactic pattern recognition.

Tou, J. T.

Modeling of solar oscillation power spectra

To produce accurate estimates of the line-profile parameters of a model used to represent the spectral features in a solar oscillation power spectrum, it is necessary to (1) select the appropriate probability density function when deriving the maximum-likelihood function to be employed for the parameter estimation and (2) allow for the redistribution of spectral power caused by gaps in the data string. This paper describes a maximum-likelihood method for estimating the model parameters (based on the observed power spectrum statistics) that accounts for redistribution of spectral power caused by gaps in the data string, by convolving the model with the power spectrum of the observed window function. The accuracy and reliability of the method were tested using both artificial and authentic solar oscillation power spectrum data. A comparison of this method with various least-squares techniques is also presented.

Anderson, Edwin R.

Image Moment-Based Extended Object Tracking for Complex Motions

A novel image moment-based model for shape estimation and tracking of an extended target moving with a complex trajectory is presented. The proposed extended object tracking algorithm is based on multiple noisy measurement points sampled from the target at each time step. The shape of the object, approximated by an ellipse, is estimated using a combination of image moments. Dynamic models of image moments for constant velocity and coordinated turn motions are mathematically derived. An unscented Kalman filter - interacting multiple model (UKF-IMM) method is used to track the object and estimate its shape. A likelihood function based on average log-likelihood is derived for the IMM filter. Simulation results of the proposed UKF-IMM algorithm with the image momentbased models are presented that show the estimation of the shape of the object moving in a complex trajectory. The intersection over union (IoU), and the root mean square errors (RMSEs) of the position and velocity of the centroid of the ellipse are used as metrics. The comparison results of the proposed algorithm with a benchmark algorithm from literature based on the IoU and RMSE metrics are presented.

Extended object tracking

A Convex Optimization Approach to Improving Suboptimal Hyperparameters of Sliced Normal Distributions

Sliced Normal (SN) distributions are a generalization of Gaussian distributions where the quadratic argument of the exponential is replaced with a sum of squares polynomial. SNs may be used to represent the distribution of a diverse set of random variables including multi-modal, non-symmetric, and skewed distributions. Unfortunately, the likelihood function of a SN includes a normalization constant and the inclusion of this normalization constant makes the likelihood a non-convex function of the hyperparameters which define the SN. In previous work, suboptimal fitting of the hyperparameters was performed by transforming the given data into a higher dimensional monomial basis and selecting the optimal hyperparameters of a Gaussian fit in this space. However, this approach did not account for the effect of lifting on the normalization constant. Indeed, it was observed that as the number of monomials is increased the likelihood of the Sliced Normal can decrease. In this paper, we increase the likelihood of Sliced Normals found using the previous method by developing a convex formulation which scales the covariance matrix of the Gaussian fit such that the likelihood of the Sliced Normal is maximized. The result is significant improvements of the log likelihood of fitted SN distributions, including a significant increase, especially for problems with 500+ monomials.

Convex optimization approach to improving suboptim

Stochastic control system parameter identifiability

The parameter identification problem of general discrete time, nonlinear, multiple input/multiple output dynamic systems with Gaussian white distributed measurement errors is considered. The knowledge of the system parameterization was assumed to be known. Concepts of local parameter identifiability and local constrained maximum likelihood parameter identifiability were established. A set of sufficient conditions for the existence of a region of parameter identifiability was derived. A computation procedure employing interval arithmetic was provided for finding the regions of parameter identifiability. If the vector of the true parameters is locally constrained maximum likelihood (CML) identifiable, then with probability one, the vector of true parameters is a unique maximal point of the maximum likelihood function in the region of parameter identifiability and the constrained maximum likelihood estimation sequence will converge to the vector of true parameters.

Lee, C. H.

Estimation of correlation functions by stochastic approximation.

Consideration of the autocorrelation function of a zero-mean stationary random process. The techniques are applicable to processes with nonzero mean provided the mean is estimated first and subtracted. Two recursive techniques are proposed, both of which are based on the method of stochastic approximation and assume a functional form for the correlation function that depends on a number of parameters that are recursively estimated from successive records. One technique uses a standard point estimator of the correlation function to provide estimates of the parameters that minimize the mean-square error between the point estimates and the parametric function. The other technique provides estimates of the parameters that maximize a likelihood function relating the parameters of the function to the random process. Examples are presented.

Habibi, A.

Statistical analysis of failure data on controllers and SSME turbine blade failures

The expressions for the maximum likelihood functions are given when the failure data are censored at a given point or at multiple points, or when the data come in groups. Different models applicable to failure data are presented with their characteristics. A graphical method of distinguishing different models by using cumulative hazard fucnction is discussed. For the failure data on controllers the model is determined by cumulative hazard function and chi-square goodness of fit. Using the Weibull Model the maximum likelihood estimators of the shape parameter and the failure rate parameter are obtained. The confidence intervals, meantime between failures, and B1 are determined. Similarly, for the data on Space Shuttle Main Engine (SSME) blade failures the maximum likelihood estimators are obtained for the Weibull parameters. The variances, confidence intervals, meantime between failures, and reliability are determined. The analysis is performed under assumption of grouped data as well as randomly placed data.

Patil, S. A.

Multiple object tracking with non-unique data-to-object association via generalized hypothesis testing

A generalized hypothesis testing approach is applied to the problem of tracking several objects where several different associations of data with objects are possible. Such problems occur, for instance, when attempting to distinctly track several aircraft maneuvering near each other or when tracking ships at sea. Conceptually, the problem is solved by first, associating data with objects in a statistically reasonable fashion and then, tracking with a bank of Kalman filters. The objects are assumed to have motion characterized by a fixed but unknown deterministic portion plus a random process portion modeled by a shaping filter. For example, the object might be assumed to have a mean straight line path about which it maneuvers in a random manner. Several hypothesized associations of data with objects are possible because of ambiguity as to which object the data comes from, false alarm/detection errors, and possible uncertainty in the number of objects being tracked. The statistical likelihood function is computed for each possible hypothesized association of data with objects. Then the generalized likelihood is computed by maximizing the likelihood over parameters that define the deterministic motion of the object.

Porter, D. W.

Role of the likelihood for elastic scattering uncertainty quantification

In the last decade, uncertainty quantification (UQ) for optical model potentials (OMPs) has become a focal point for nuclear reaction theory, and several competing approaches for OMP UQ have recently been developed. Here, we clarify recent efforts to compare frequentist and Bayesian approaches in the context of OMP UQ [G. B. King et al., Phys. Rev. Lett. 122, 232502 (2019)]. We replicate a portion of that OMP UQ study but use independent statistical tools. Specifically, we compare two methods for OMP parameter inference from elastic scattering data: the Levenberg-Marquardt algorithm for χ 2 minimization on one hand and Markov chain Monte Carlo (MCMC) sampling on the other. Separately, we assess the common practice of using a renormalized likelihood (χ 2 /N), N being the number of data points, instead of the canonical weighted-least-squares likelihood (χ 2 ), as a way of accounting for unknown data correlations. Here, we show that for a generic linear model and for a five-parameter OMP analysis, frequentist and uniform-prior Bayesian approaches recover the same optimum and uncertainty estimates—not systematically larger uncertainties for the Bayesian approach, as was concluded in G. B. King et al., Phys. Rev. Lett. 122, 232502 (2019). Further, we show that if an additional, near-degenerate parameter is introduced into the same OMP analysis such that the parameter posterior becomes non-Gaussian, then covariance-based estimates of uncertainty become unreliable. Finally, we show that regardless of optimization approach, if χ 2 /N is used for the likelihood, the resulting parametric uncertainties increase by $\sqrt{N}$, and that this is responsible for the conclusions drawn in the revisited study. Based on our replication results, we find that a fortuitous cancellation of unreported errors and the renormalization factor can lead to improvement in empirical coverages, as was the case in the original comparative study. We emphasize that developing and applying a realistic likelihood function is an essential task in a UQ analysis, and that several recent UQ studies that employed a renormalized likelihood (i.e., including a 1/N factor) may have yielded unrealistically large uncertainties for elastic-scattering observables. If the parameter posterior deviates from multivariate-normal, a sampling-based approach like MCMC has a clear advantage over methods that assume the Laplace approximation holds. We note that empirical coverage can serve as an important internal check for the analyst whose model or data may have additional, unaccounted-for uncertainties.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS

The Velocity Distribution of Isolated Radio Pulsars

We infer the velocity distribution of radio pulsars based on large-scale 0.4 GHz pulsar surveys. We do so by modelling evolution of the locations, velocities, spins, and radio luminosities of pulsars; calculating pulsed flux according to a beaming model and random orientation angles of spin and beam; applying selection effects of pulsar surveys; and comparing model distributions of measurable pulsar properties with survey data using a likelihood function. The surveys analyzed have well-defined characteristics and cover approx. 95% of the sky. We maximize the likelihood in a 6-dimensional space of observables P, dot-P, DM, absolute value of b, mu, F (period, period derivative, dispersion measure, Galactic latitude, proper motion, and flux density). The models we test are described by 12 parameters that characterize a population's birth rate, luminosity, shutoff of radio emission, birth locations, and birth velocities. We infer that the radio beam luminosity (i) is comparable to the energy flux of relativistic particles in models for spin-driven magnetospheres, signifying that radio emission losses reach nearly 100% for the oldest pulsars; and (ii) scales approximately as E(exp 1/2) which, in magnetosphere models, is proportional to the voltage drop available for acceleration of particles. We find that a two-component velocity distribution with characteristic velocities of 90 km/ s and 500 km/ s is greatly preferred to any one-component distribution; this preference is largely immune to variations in other population parameters, such as the luminosity or distance scale, or the assumed spin-down law. We explore some consequences of the preferred birth velocity distribution: (1) roughly 50% of pulsars in the solar neighborhood will escape the Galaxy, while approx. 15% have velocities greater than 1000 km/ s (2) observational bias against high velocity pulsars is relatively unimportant for surveys that reach high Galactic absolute value of z distances, but is severe for spatially bounded surveys; (3) an important low-velocity population exists that increases the fraction of neutron stars retained by globular clusters and is consistent with the number of old objects that accrete from the interstellar medium; (4) under standard assumptions for supernova remnant expansion and pulsar spin-down, approx. 10% of pulsars younger than 20 kyr will appear to lie outside of their host remnants. Finally, we comment on the ramifications of our birth velocity distribution for binary survival and the population of inspiraling binary neutron stars relevant to some GRB models and potential sources for LIGO.

Arzoumanian, Z.

The Atacama Cosmology Telescope: Likelihood for Small-Scale CMB Data

The Atacama Cosmology Telescope has measured the angular power spectra of microwave fluctuations to arcminute scales at frequencies of 148 and 218 GHz, from three seasons of data. At small scales the fluctuations in the primordial Cosmic Microwave Background (CMB) become increasingly obscured by extragalactic foregounds and secondary CMB signals. We present results from a nine-parameter model describing these secondary effects, including the thermal and kinematic Sunyaev-Zel'dovich (tSZ and kSZ) power; the clustered and Poisson-like power from Cosmic Infrared Background (CIB) sources, and their frequency scaling; the tSZ-CIB correlation coefficient; the extragalactic radio source power; and thermal dust emission from Galactic cirrus in two different regions of the sky. In order to extract cosmological parameters, we describe a likelihood function for the ACT data, fitting this model to the multi-frequency spectra in the multipole range 500 < l < 10000. We extend the likelihood to include spectra from the South Pole Telescope at frequencies of 95, 150, and 220 GHz. Accounting for different radio source levels and Galactic cirrus emission, the same model provides an excellent fit to both datasets simultaneously, with χ2/dof= 675/697 for ACT, and 96/107 for SPT. We then use the multi-frequency likelihood to estimate the CMB power spectrum from ACT in bandpowers, marginalizing over the secondary parameters. This provides a simplified 'CMB-only' likelihood in the range 500 < l < 3500 for use in cosmological parameter estimation

Cosmology

Analysis and optimization of seismic monitoring networks with Bayesian optimal experimental design

SUMMARY Monitoring networks increasingly aim to assimilate data from a large number of diverse sensors covering many sensing modalities. Bayesian optimal experimental design (OED) seeks to identify data, sensor configurations or experiments which can optimally reduce uncertainty and hence increase the performance of a monitoring network. Information theory guides OED by formulating the choice of experiment or sensor placement as an optimization problem that maximizes the expected information gain (EIG) about quantities of interest given prior knowledge and models of expected observation data. Therefore, within the context of seismo-acoustic monitoring, we can use Bayesian OED to configure sensor networks by choosing sensor locations, types and fidelity in order to improve our ability to identify and locate seismic sources. In this work, we develop the framework necessary to use Bayesian OED to optimize a sensor network’s ability to locate seismic events from arrival time data of detected seismic phases at the regional-scale. This framework requires five elements: (i) A likelihood function that describes the distribution of detection and traveltime data from the sensor network, (ii) A prior distribution that describes a priori belief about seismic events, (iii) A Bayesian solver that uses a prior and likelihood to identify the posterior distribution of seismic events given the data, (iv) An algorithm to compute EIG about seismic events over a data set of hypothetical prior events, (v) An optimizer that finds a sensor network which maximizes EIG. Once we have developed this framework, we explore many relevant questions to monitoring such as: how to trade off sensor fidelity and earth model uncertainty; how sensor types, number and locations influence uncertainty; and how prior models and constraints influence sensor placement.

58 GEOSCIENCES

Bayesian estimation of normal mixture parameters

A Bayesian, or penalized maximum likelihood, approach to the problem of estimating the parameters of a mixture of multivariate normal distributions is proposed. The Bayesian formulation eliminates the problem of singularities in the likelihood function and results in an attractive EM-like procedure. Although the question of consistency is not settled, it is suggested that the proposed method has certain advantages over both the constrained and unconstrained maximum likelihood procedures.

Peters, C.

Likelihood Analysis for Mega Pixel Maps

The derivation of cosmological parameters from astrophysical data sets routinely involves operations counts which scale as O(N(exp 3) where N is the number of data points. Currently planned missions, including MAP and Planck, will generate sky maps with N(sub d) = 10(exp 6) or more pixels. Simple "brute force" analysis, applied to such mega-pixel data, would require years of computing even on the fastest computers. We describe an algorithm which allows estimation of the likelihood function in the direct pixel basis. The algorithm uses a conjugate gradient approach to evaluate X2 and a geometric approximation to evaluate the determinant. Monte Carlo simulations provide a correction to the determinant, yielding an unbiased estimate of the likelihood surface in an arbitrary region surrounding the likelihood peak. The algorithm requires O(N(sub d)(exp 3/2) operations and O(Nd) storage for each likelihood evaluation, and allows for significant parallel computation.

Kogut, Alan J.

Comparison of Likelihood Methods for Generalized Linear Mixed Models with Application to Quiet Supersonic Flights 2018 Data

Repeated measurement will be a feature of the survey data collected during the Quesst missionX-59 community response tests (CRT). Since each participant will report his or her categorical level of annoyance in response to multiple events, the responses from any single individual may be correlated with one another. Several models within the class of generalized linear mixed models (GLMM) are pertinent to the analysis of correlated categorical outcomes; the random intercept logistic regression model is one example. Both Bayesian and frequentist methods for fitting these models are available, with frequentist methods relying on some form of approximation (of either an integral or the integrand) that appears in the marginal likelihood function. Given several anticipated similarities of the X-59 CRT data to data collected during a past risk reduction, Quiet Supersonic Flights 2018 (QSF18), this short note is intended to create awareness. It documents an instance in which a reported population average dose-response relationship derived from QSF18 single event data was distorted by the integral approximation applied in likelihood-based methods. We review some of the available literature on the topic, compare the outputs of several different computational approaches implemented in available statistical software, and present simple corrective actions that may be useful during the Quesst mission.

dose-response model

A Bayesian Framework for Reliability Analysis of Spacecraft Deployments

Deployable subsystems are essential to mission success of most spacecraft. These subsystems enable critical functions including power, communications and thermal control. The loss of any of these functions will generally result in loss of the mission. These subsystems and their components often consist of unique designs and applications for which various standardized data sources are not applicable for estimating reliability and for assessing risks. In this study, a two stage sequential Bayesian framework for reliability estimation of spacecraft deployment was developed for this purpose. This process was then applied to the James Webb Space Telescope (JWST) Sunshield subsystem, a unique design intended for thermal control of the Optical Telescope Element. Initially, detailed studies of NASA deployment history, "heritage information", were conducted, extending over 45 years of spacecraft launches. This information was then coupled to a non-informative prior and a binomial likelihood function to create a posterior distribution for deployments of various subsystems uSing Monte Carlo Markov Chain sampling. Select distributions were then coupled to a subsequent analysis, using test data and anomaly occurrences on successive ground test deployments of scale model test articles of JWST hardware, to update the NASA heritage data. This allowed for a realistic prediction for the reliability of the complex Sunshield deployment, with credibility limits, within this two stage Bayesian framework.

Evans, John W.