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At least 37 records · Page 2

Improving the performance of soft decision Viterbi decoding in a non-Gaussian environment through non-linear quantization

The performance of Viterbi decoding in a non-Gaussian environment is investigated using a nonlinear quantization strategy. The channel model consists of a convolutionally encoded BPSK signal transmitted to a satellite where it is corrupted with additive white Gaussian noise and pulsed radio frequency interference (RFI). The resultant signal is then passed through a satellite nonlinearity and transmitted to a ground station where it is coherently detected. Interleaving is assumed in order to make the channel memoryless. The presence of RFI makes the channel statistics non-Gaussian, leading to a nonlinear log-likelihood function. A near optimum quantization scheme is found by maximizing a channel parameter, or by matching the quantizer to the log-likelihood function in a mean square error sense. Bit error rate performance improvement is achieved by using such nonlinear quantization.

Mcgregor, D. N.↗

Maximum likelihood tuning of a vehicle motion filter

This paper describes the use of maximum likelihood parameter estimation unknown parameters appearing in a nonlinear vehicle motion filter. The filter uses the kinematic equations of motion of a rigid body in motion over a spherical earth. The nine states of the filter represent vehicle velocity, attitude, and position. The inputs to the filter are three components of translational acceleration and three components of angular rate. Measurements used to update states include air data, altitude, position, and attitude. Expressions are derived for the elements of filter matrices needed to use air data in a body-fixed frame with filter states expressed in a geographic frame. An expression for the likelihood functions of the data is given, along with accurate approximations for the function's gradient and Hessian with respect to unknown parameters. These are used by a numerical quasi-Newton algorithm for maximizing the likelihood function of the data in order to estimate the unknown parameters. The parameter estimation algorithm is useful for processing data from aircraft flight tests or for tuning inertial navigation systems.

Trankle, Thomas L.↗

A Residuals Approach to Filtering, Smoothing and Identification for Static Distributed Systems

An approach for state estimation and identification of spatially distributed parameters embedded in static distributed (elliptic) system models is advanced. The method of maximum likelihood is used to find parameter values that maximize a likelihood functional for the system model, or equivalently, that minimize the negative logarithm of this functional. To find the minimum, a Newton-Raphson search is conducted that from an initial estimate generates a convergent sequence of parameter estimates. For simplicity, a Gauss-Markov approach is used to approximate the Hessian in terms of products of first derivatives. The gradient and approximate Hessian are computed by first arranging the negative log likelihood functional into a form based on the square root factorization of the predicted covariance of the measurement process. The resulting data processing approach, referred to here by the new term of predicted data covariance square root filtering, makes the gradient and approximate Hessian calculations very simple. A closely related set of state estimates is also produced by the maximum likelihood method: smoothed estimates that are optimal in a conditional mean sense and filtered estimates that emerge from the predicted data covariance square root filter.

Rodriguez, G.↗

An analytic modeling and system identification study of rotor/fuselage dynamics at hover

A combination of analytic modeling and system identification methods have been used to develop an improved dynamic model describing the response of articulated rotor helicopters to control inputs. A high-order linearized model of coupled rotor/body dynamics including flap and lag degrees of freedom and inflow dynamics with literal coefficients is compared to flight test data from single rotor helicopters in the near hover trim condition. The identification problem was formulated using the maximum likelihood function in the time domain. The dynamic model with literal coefficients was used to generate the model states, and the model was parametrized in terms of physical constants of the aircraft rather than the stability derivatives resulting in a significant reduction in the number of quantities to be identified. The likelihood function was optimized using the genetic algorithm approach. This method proved highly effective in producing an estimated model from flight test data which included coupled fuselage/rotor dynamics. Using this approach it has been shown that blade flexibility is a significant contributing factor to the discrepancies between theory and experiment shown in previous studies. Addition of flexible modes, properly incorporating the constraint due to the lag dampers, results in excellent agreement between flight test and theory, especially in the high frequency range.

Hong, Steven W.↗

An analytic modeling and system identification study of rotor/fuselage dynamics at hover

A combination of analytic modeling and system identification methods have been used to develop an improved dynamic model describing the response of articulated rotor helicopters to control inputs. A high-order linearized model of coupled rotor/body dynamics including flap and lag degrees of freedom and inflow dynamics with literal coefficients is compared to flight test data from single rotor helicopters in the near hover trim condition. The identification problem was formulated using the maximum likelihood function in the time domain. The dynamic model with literal coefficients was used to generate the model states, and the model was parametrized in terms of physical constants of the aircraft rather than the stability derivatives, resulting in a significant reduction in the number of quantities to be identified. The likelihood function was optimized using the genetic algorithm approach. This method proved highly effective in producing an estimated model from flight test data which included coupled fuselage/rotor dynamics. Using this approach it has been shown that blade flexibility is a significant contributing factor to the discrepancies between theory and experiment shown in previous studies. Addition of flexible modes, properly incorporating the constraint due to the lag dampers, results in excellent agreement between flight test and theory, especially in the high frequency range.

Hong, Steven W.↗

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↗

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 ${12.39}_{-0.98}^{+1.30}$ km and ${2.072}_{-0.066}^{+0.067}$ M ⊙ 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 ${\mathrm{log}}_{10}(T\,[{\rm{K}}])={5.99}_{-0.06}^{+0.05}$ 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. Furthermore, 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.

79 ASTRONOMY AND ASTROPHYSICS↗

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.↗

Deep probabilistic direction prediction in 3D with applications to directional dark matter detectors

Abstract We present the first method to probabilistically predict 3D direction in a deep neural network model. The probabilistic predictions are modeled as a heteroscedastic von Mises-Fisher distribution on the sphere S 2 , giving a simple way to quantify aleatoric uncertainty. This approach generalizes the cosine distance loss which is a special case of our loss function when the uncertainty is assumed to be uniform across samples. We develop approximations required to make the likelihood function and gradient calculations stable. The method is applied to the task of predicting the 3D directions of electrons, the most complex signal in a class of experimental particle physics detectors designed to demonstrate the particle nature of dark matter and study solar neutrinos. Using simulated Monte Carlo data, the initial direction of recoiling electrons is inferred from their tortuous trajectories, as captured by the 3D detectors. For 40 keV electrons in a 70% He 30% CO 2 gas mixture at STP, the new approach achieves a mean cosine distance of 0.104 (26 ∘ ) compared to 0.556 (64 ∘ ) achieved by a non-machine learning algorithm. We show that the model is well-calibrated and accuracy can be increased further by removing samples with high predicted uncertainty. This advancement in probabilistic 3D directional learning could increase the sensitivity of directional dark matter detectors.

Computer Science↗