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27 records · Page 2

A dual-mode generalized likelihood ratio approach to self-reorganizing digital flight control system design

Analytic techniques have been developed for detecting and identifying abrupt changes in dynamic systems. The GLR technique monitors the output of the Kalman filter and searches for the time that the failure occured, thus allowing it to be sensitive to new data and consequently increasing the chances for fast system recovery following detection of a failure. All failure detections are based on functional redundancy. Performance tests of the F-8 aircraft flight control system and computerized modelling of the technique are presented.

Source record↗

Performance evaluation of a Doppler radar system for wind shear detection

Nonlinear stochastic differential equations are used to model wind shear, and extended Kalman filters are used to generate state estimates from measurements received from a Doppler radar onboard an aircraft. Likelihood-ratio tests are then used to detect the presence of wind shear. The performance of the system is evaluated by deriving theoretical expressions for the false alarm and miss error probabiilties. The approach uses a Fokker-Planck equation. The overall methodology is general and should be of interest in other applications.

Khalaf, Camille S.↗

Statistical Significance Testing for Mixed Priors: A Combined Bayesian and Frequentist Analysis

In many hypothesis testing applications, we have mixed priors, with well-motivated informative priors for some parameters but not for others. The Bayesian methodology uses the Bayes factor and is helpful for the informative priors, as it incorporates Occam’s razor via the multiplicity or trials factor in the look-elsewhere effect. However, if the prior is not known completely, the frequentist hypothesis test via the false-positive rate is a better approach, as it is less sensitive to the prior choice. We argue that when only partial prior information is available, it is best to combine the two methodologies by using the Bayes factor as a test statistic in the frequentist analysis. We show that the standard frequentist maximum likelihood-ratio test statistic corresponds to the Bayes factor with a non-informative Jeffrey’s prior. We also show that mixed priors increase the statistical power in frequentist analyses over the maximum likelihood test statistic. We develop an analytic formalism that does not require expensive simulations and generalize Wilks’ theorem beyond its usual regime of validity. In specific limits, the formalism reproduces existing expressions, such as the p-value of linear models and periodograms. We apply the formalism to an example of exoplanet transits, where multiplicity can be more than 10 7 . We show that our analytic expressions reproduce the $p$-values derived from numerical simulations. We offer an interpretation of our formalism based on the statistical mechanics. We introduce the counting of states in a continuous parameter space using the uncertainty volume as the quantum of the state. We show that both the $p$-value and Bayes factor can be expressed as an energy versus entropy competition.

97 MATHEMATICS AND COMPUTING↗

Statistical analysis of astronomical data containing upper bounds - General methods and examples drawn from X-ray astronomy

Statistical procedures taken from the field of survival analysis have been adapted to astronomical usage and have been applied to a sample of stars in the B-V color range between 0.1 and 0.5 with measured soft X-ray luminosities and projected equatorial velocities. The two-sample problem and linear regression problem with arbitrarily censored data were studied. A new method for determining the linear regression between two random variables in the presence of arbitrary censoring has been developed which can also be used for a likelihood-ratio test for the independence of two random variables and for principal-component analysis in the presence of arbitrary censoring. The required numerical computations can be carried out straightforwardly and rapidly.

Schmitt, J. H. M. M.↗

Current-State Constrained Filter Bank for Wald Testing of Spacecraft Conjunctions

We propose a filter bank consisting of an ordinary current-state extended Kalman filter, and two similar but constrained filters: one is constrained by a null hypothesis that the miss distance between two conjuncting spacecraft is inside their combined hard body radius at the predicted time of closest approach, and one is constrained by an alternative complementary hypothesis. The unconstrained filter is the basis of an initial screening for close approaches of interest. Once the initial screening detects a possibly risky conjunction, the unconstrained filter also governs measurement editing for all three filters, and predicts the time of closest approach. The constrained filters operate only when conjunctions of interest occur. The computed likelihoods of the innovations of the two constrained filters form a ratio for a Wald sequential probability ratio test. The Wald test guides risk mitigation maneuver decisions based on explicit false alarm and missed detection criteria. Since only current-state Kalman filtering is required to compute the innovations for the likelihood ratio, the present approach does not require the mapping of probability density forward to the time of closest approach. Instead, the hard-body constraint manifold is mapped to the filter update time by applying a sigma-point transformation to a projection function. Although many projectors are available, we choose one based on Lambert-style differential correction of the current-state velocity. We have tested our method using a scenario based on the Magnetospheric Multi-Scale mission, scheduled for launch in late 2014. This mission involves formation flight in highly elliptical orbits of four spinning spacecraft equipped with antennas extending 120 meters tip-to-tip. Eccentricities range from 0.82 to 0.91, and close approaches generally occur in the vicinity of perigee, where rapid changes in geometry may occur. Testing the method using two 12,000-case Monte Carlo simulations, we found the method achieved a missed detection rate of 0.1%, and a false alarm rate of 2%.

Carpenter, J. Russell↗

Constraining cosmological parameters using the pairwise kinematic Sunyaev-Zel’dovich effect with CMB-S4 and future galaxy cluster surveys

We present a forecast of the pairwise kinematic Sunyaev-Zel’dovich (kSZ) measurement that will be achievable with the future CMB-S4 experiment. CMB-S4 is the next stage for ground-based cosmic microwave background experiments, with a planned wide-area survey that will observe approximately 50% of the sky. We construct a simulated sample of galaxy clusters that have been optically selected in a Legacy Survey of Space and Time–like survey and have spectroscopic redshifts. For this cluster sample, assuming the likelihood is Gaussian, we predict that CMB-S4 will reject the null hypothesis of zero pairwise kSZ signal at 36⁢𝜎. We estimate the effects of systematic uncertainties such as scatter in the mass-richness scaling relation and cluster miscentering. We find that these effects can reduce the signal-to-noise ratio of the CMB-S4 pairwise kSZ measurement by 20%. We explore the constraining power of the measured kSZ signal in combination with measurements of the galaxy clusters’ thermal SZ emission on two extensions to the standard cosmological model. The first extension allows the dark energy equation of state 𝑤 to vary. We find the CMB-S4 pairwise kSZ measurement yields a modest reduction in the uncertainty on 𝑤 by a factor of 1.36 over the Planck’s 2018 uncertainty. The second extension tests general relativity by varying the growth index 𝛾. In conclusion, we find that CMB-S4’s pairwise kSZ measurement will yield a 28⁢𝜎 constraint on 𝛾 and strongly constrain alternative theories of gravity.

79 ASTRONOMY AND ASTROPHYSICS↗

Less-Complex Method of Classifying MPSK

An alternative to an optimal method of automated classification of signals modulated with M-ary phase-shift-keying (M-ary PSK or MPSK) has been derived. The alternative method is approximate, but it offers nearly optimal performance and entails much less complexity, which translates to much less computation time. Modulation classification is becoming increasingly important in radio-communication systems that utilize multiple data modulation schemes and include software-defined or software-controlled receivers. Such a receiver may "know" little a priori about an incoming signal but may be required to correctly classify its data rate, modulation type, and forward error-correction code before properly configuring itself to acquire and track the symbol timing, carrier frequency, and phase, and ultimately produce decoded bits. Modulation classification has long been an important component of military interception of initially unknown radio signals transmitted by adversaries. Modulation classification may also be useful for enabling cellular telephones to automatically recognize different signal types and configure themselves accordingly. The concept of modulation classification as outlined in the preceding paragraph is quite general. However, at the present early stage of development, and for the purpose of describing the present alternative method, the term "modulation classification" or simply "classification" signifies, more specifically, a distinction between M-ary and M'-ary PSK, where M and M' represent two different integer multiples of 2. Both the prior optimal method and the present alternative method require the acquisition of magnitude and phase values of a number (N) of consecutive baseband samples of the incoming signal + noise. The prior optimal method is based on a maximum- likelihood (ML) classification rule that requires a calculation of likelihood functions for the M and M' hypotheses: Each likelihood function is an integral, over a full cycle of carrier phase, of a complicated sum of functions of the baseband sample values, the carrier phase, the carrier-signal and noise magnitudes, and M or M'. Then the likelihood ratio, defined as the ratio between the likelihood functions, is computed, leading to the choice of whichever hypothesis - M or M'- is more likely. In the alternative method, the integral in each likelihood function is approximated by a sum over values of the integrand sampled at a number, 1, of equally spaced values of carrier phase. Used in this way, 1 is a parameter that can be adjusted to trade computational complexity against the probability of misclassification. In the limit as 1 approaches infinity, one obtains the integral form of the likelihood function and thus recovers the ML classification. The present approximate method has been tested in comparison with the ML method by means of computational simulations. The results of the simulations have shown that the performance (as quantified by probability of misclassification) of the approximate method is nearly indistinguishable from that of the ML method (see figure).

Hamkins, Jon↗

Subspace Iteration Method for Complex Eigenvalue Problems with Nonsymmetric Matrices in Aeroelastic System

Modern airplane design is a multidisciplinary task which combines several disciplines such as structures, aerodynamics, flight controls, and sometimes heat transfer. Historically, analytical and experimental investigations concerning the interaction of the elastic airframe with aerodynamic and in retia loads have been conducted during the design phase to determine the existence of aeroelastic instabilities, so called flutter .With the advent and increased usage of flight control systems, there is also a likelihood of instabilities caused by the interaction of the flight control system and the aeroelastic response of the airplane, known as aeroservoelastic instabilities. An in -house code MPASES (Ref. 1), modified from PASES (Ref. 2), is a general purpose digital computer program for the analysis of the closed-loop stability problem. This program used subroutines given in the International Mathematical and Statistical Library (IMSL) (Ref. 3) to compute all of the real and/or complex conjugate pairs of eigenvalues of the Hessenberg matrix. For high fidelity configuration, these aeroelastic system matrices are large and compute all eigenvalues will be time consuming. A subspace iteration method (Ref. 4) for complex eigenvalues problems with nonsymmetric matrices has been formulated and incorporated into the modified program for aeroservoelastic stability (MPASES code). Subspace iteration method only solve for the lowest p eigenvalues and corresponding eigenvectors for aeroelastic and aeroservoelastic analysis. In general, the selection of p is ranging from 10 for wing flutter analysis to 50 for an entire aircraft flutter analysis. The application of this newly incorporated code is an experiment known as the Aerostructures Test Wing (ATW) which was designed by the National Aeronautic and Space Administration (NASA) Dryden Flight Research Center, Edwards, California to research aeroelastic instabilities. Specifically, this experiment was used to study an instability known as flutter. ATW was a small-scale airplane wing comprised of an airfoil and wing tip boom. This wing was formulated based on a NACA-65A004 airfoil shape with a 3.28 aspect ratio. The wing had a span of 18 inch with root chord length of 13.2 inch and tip chord length of 8.7 inch. The total area of this wing was 197 square inch. The wing tip boom was a 1 inch diameter hollow tube of length 21.5 inch. The total weight of the wing was 2.66 lbs.

Pak, Chan-gi↗

The onset of galactic winds in early-type galaxies

We completed the spectral analysis of 31 early-type galaxies to investigate whether their x-ray emission was predominantly due to thermal bremsstrahlung from a hot gaseous corona or emission from discrete, galactic sources such as x-ray binaries. If a corona dominates the x-ray emission, its spectra is expected to be relatively cool (0.5 - 1 keV) compared to the harder emission associated with x-ray binaries in our galaxy, the Magellanic Clouds and M31. While it is generally accepted that the x-ray emission in luminous E and S0 galaxies arises from hot coronae, the status of hot gas in lower luminosity (and hence lower mass) galaxies is less clear. Calculations show that, for a given supernova rate, a critical galaxy luminosity (mass) exists below which the gas cannot be gravitationally confined and a galactic wind is predicted to be effective in expelling gas from the galaxy. Since significant mass (a dark halo) is required to hold a hot, gaseous corona around a galaxy, we expect that the faintest, smallest galaxies will not have a hot corona, but their x-ray emission will be dominated by galactic sources or by an active galactic nuclei. In the sample we tested which spanned the absolute magnitude range from -21.5 to -19.5, we found that except for two galaxies whose x-ray emission was dominated by an active nucleus, that the others were consistent with emission from hot gas. We also found that there is a correlation between gas temperature and galaxy magnitude (mass), such that the brighter, more luminous galaxies have hotter gas temperatures. Thus even at relatively faint magnitudes, the dominant emission from early-type galaxies appears to be hot gas. We also carried out an investigation of the x-ray surface brightness distribution of the x-ray emission for about 100 early type galaxies to determine whether the x-ray emission from galaxies are extended. Extended x-ray emission is expected if the emission is due to a hot gaseous corona. We determined the ratio of the source counts in two annuli (0-80 arc seconds and 80-160 arc seconds) for each galaxy and analyzed these ratios using a maximum likelihood estimator to determine the errors on the ratios. Even for weak sources, this ratio provides a sensitive test for source extent. We then compared these ratios to a sample of quasars (all unresolved sources) and have determined which galaxies are extended and which are consistent with point sources. A first paper including the Einstein x-ray fluxes for 147 early-type galaxies has been published in the Astrophysical Journal Supplement Series (with Roberts, Hogg, Bregman, Forman entitled 'Interstellar Matter in Early-Type Galaxies'). A second paper will describe the spectral and extent analysis carried out for this galaxy sample. These results also have been presented at scientific conferences and in colloquia.

Jones, Christine↗