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Frequency Domain Quasi Maximum Likelihood Identification of Low Order Aeroservoelastic Models from Flight-Test Data

In this paper a quasi maximum likelihood method for estimating a low order model of a flexible vehicle has been developed and demonstrated. The quasi maximum likelihood method uses a large number of sensors to estimate the parameters and covariance in a method consistent with the maximum likelihood filter-error method. The cost function has been defined in a frequency domain to improve computational efficiency and to enable estimation of an unstable plant. The method has been demonstrated using flight data from the National Aeronautics and Space Administration X-56A Multi-Utility Technology Testbed flex wing tests, which include unstable flutter modes. The method was able to effectively estimate the frequency and damping of the dynamics of the aircraft and generate a transfer function that is useful for control system evaluations.

Jeffrey Ouellette↗
NASA NTRS1986

Maximum-Likelihood Parameter-Estimation Algorithm

Efficient version of maximum-likelihood algorithm devised for calculating normal-mode frequencies and damping parameters of vibrating system from experimental data where both process noise and measurement noise present. Method applicable in vibration analysis of such complicated structures as vehicles, aircraft, and spacecraft. New algorithm simplification of existing maximum-likelihood formulation using Kalman filter that allows for both process and measurement noise.

Eldred, D. B.↗
NASA NTRS1982

Mixture densities, maximum likelihood, and the EM algorithm

The problem of estimating the parameters which determine a mixture density is reviewed as well as maximum likelihood estimation for it. A particular iterative procedure for numerically approximating maximum likelihood estimates for mixture density problems is considered. This EM algorithm, is a specialization to the mixture density context of a general algorithm of the same name used to approximate maximum likelihood estimates for incomplete data problems. The formulation and theoretical and practical properties of the EM algorithm for mixture densities are discussed focussing in particular on mixtures of densities from exponential families.

Redner, R. A.↗
NASA NTRS1978

An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions

This paper addresses the problem of obtaining numerically maximum-likelihood estimates of the parameters for a mixture of normal distributions. In recent literature, a certain successive-approximations procedure, based on the likelihood equations, was shown empirically to be effective in numerically approximating such maximum-likelihood estimates; however, the reliability of this procedure was not established theoretically. Here, we introduce a general iterative procedure, of the generalized steepest-ascent (deflected-gradient) type, which is just the procedure known in the literature when the step-size is taken to be 1. We show that, with probability 1 as the sample size grows large, this procedure converges locally to the strongly consistent maximum-likelihood estimate whenever the step-size lies between 0 and 2. We also show that the step-size which yields optimal local convergence rates for large samples is determined in a sense by the 'separation' of the component normal densities and is bounded below by a number between 1 and 2.

Peters, B. C., Jr.↗
NASA NTRS1974

Nonparametric maximum likelihood estimation of probability densities by penalty function methods

When it is known a priori exactly to which finite dimensional manifold the probability density function gives rise to a set of samples, the parametric maximum likelihood estimation procedure leads to poor estimates and is unstable; while the nonparametric maximum likelihood procedure is undefined. A very general theory of maximum penalized likelihood estimation which should avoid many of these difficulties is presented. It is demonstrated that each reproducing kernel Hilbert space leads, in a very natural way, to a maximum penalized likelihood estimator and that a well-known class of reproducing kernel Hilbert spaces gives polynomial splines as the nonparametric maximum penalized likelihood estimates.

Demontricher, G. F.↗
NASA NTRS1976

The numerical evaluation of maximum-likelihood estimates of the parameters for a mixture of normal distributions from partially identified samples

Likelihood equations determined by the two types of samples which are necessary conditions for a maximum-likelihood estimate are considered. These equations, suggest certain successive-approximations iterative procedures for obtaining maximum-likelihood estimates. These are generalized steepest ascent (deflected gradient) procedures. It is shown that, with probability 1 as N sub 0 approaches infinity (regardless of the relative sizes of N sub 0 and N sub 1, i=1,...,m), these procedures converge locally to the strongly consistent maximum-likelihood estimates whenever the step size is between 0 and 2. Furthermore, the value of the step size which yields optimal local convergence rates is bounded from below by a number which always lies between 1 and 2.

Walker, H. F.↗
NASA NTRS1979

Parameter estimation in X-ray astronomy using maximum likelihood

Methods of estimation of parameter values and confidence regions by maximum likelihood and Fisher efficient scores starting from Poisson probabilities are developed for the nonlinear spectral functions commonly encountered in X-ray astronomy. It is argued that these methods offer significant advantages over the commonly used alternatives called minimum chi-squared because they rely on less pervasive statistical approximations and so may be expected to remain valid for data of poorer quality. Extensive numerical simulations of the maximum likelihood method are reported which verify that the best-fit parameter value and confidence region calculations are correct over a wide range of input spectra.

Wachter, K.↗
NASA NTRS1985

Maximum Likelihood Estimation with Emphasis on Aircraft Flight Data

Accurate modeling of flexible space structures is an important field that is currently under investigation. Parameter estimation, using methods such as maximum likelihood, is one of the ways that the model can be improved. The maximum likelihood estimator has been used to extract stability and control derivatives from flight data for many years. Most of the literature on aircraft estimation concentrates on new developments and applications, assuming familiarity with basic estimation concepts. Some of these basic concepts are presented. The maximum likelihood estimator and the aircraft equations of motion that the estimator uses are briefly discussed. The basic concepts of minimization and estimation are examined for a simple computed aircraft example. The cost functions that are to be minimized during estimation are defined and discussed. Graphic representations of the cost functions are given to help illustrate the minimization process. Finally, the basic concepts are generalized, and estimation from flight data is discussed. Specific examples of estimation of structural dynamics are included. Some of the major conclusions for the computed example are also developed for the analysis of flight data.

Iliff, K. W.↗
NASA NTRS1993

Maximum-likelihood block detection of noncoherent continuous phase modulation

This paper examines maximum-likelihood block detection of uncoded full response CPM over an additive white Gaussian noise (AWGN) channel. Both the maximum-likelihood metrics and the bit error probability performances of the associated detection algorithms are considered. The special and popular case of minimum-shift-keying (MSK) corresponding to h = 0.5 and constant amplitude frequency pulse is treated separately. The many new receiver structures that result from this investigation can be compared to the traditional ones that have been used in the past both from the standpoint of simplicity of implementation and optimality of performance.

Simon, Marvin K.↗
NASA NTRS1974

Estimation of elastic aircraft parameters using the maximum likelihood method

The application of the maximum likelihood method to estimate the aerodynamic parameters of elastic flight vehicles in a symmetric flight condition is discussed. In this application, particular attention is directed toward the center of mass, elastic deformation, and sensor equations of motion. It is shown that the two major computational problems to be overcome are the inversion of large-sized matrices and the time-wise integration of a large number of linear, ordinary, differential equations.

Schwanz, R. C.↗
NASA NTRS1975

Practical aspects of using a maximum likelihood estimator

The application of a maximum likelihood estimator to flight data is discussed and procedures to facilitate routine analysis of a large amount of flight data are proposed. Flight data were used to demonstrate the proposed procedures. Modeling considerations are discussed for the system to be identified, including linear aerodynamics, instrumentation, and data time shifts, and aerodynamic biases for the specific types of maneuvers to be analyzed. Data editing to eliminate common data acquisition problems, and a method of identifying other problems are considered. The need for careful selection of the maneuver or portions of the maneuver to be analyzed is pointed out. Uncertaintly levels (analogous to Cramer-Rao bounds) are discussed as a way of recognizing significant new information.

Iliff, K. W.↗
NASA NTRS1979

Approximate maximum likelihood decoding of block codes

Approximate maximum likelihood decoding algorithms, based upon selecting a small set of candidate code words with the aid of the estimated probability of error of each received symbol, can give performance close to optimum with a reasonable amount of computation. By combining the best features of various algorithms and taking care to perform each step as efficiently as possible, a decoding scheme was developed which can decode codes which have better performance than those presently in use and yet not require an unreasonable amount of computation. The discussion of the details and tradeoffs of presently known efficient optimum and near optimum decoding algorithms leads, naturally, to the one which embodies the best features of all of them.

Greenberger, H. J.↗
NASA NTRS1987

Maximum likelihood identification using an array processor

Maximum likelihood estimation (MLE) is a method used to calculate the parameters of a dynamic system. It can be applied to a large class of problems and has good statistical properties. The main disadvantage of the MLE method is the amount of computation required. This paper describes how the computation time can be reduced significantly by using an array processor. The estimation of the parameters of a dynamic model of the Space Station is used as an example to evaluate the method.

Sridhar, Banavar↗
NASA NTRS1992

Methods of periodicity analysis - Relationship between the Rayleigh analysis and a maximum likelihood method

For periodicity analysis of occurrence rates of discrete events, one can use the maximum likelihood method or the 'Rayleigh analysis'. In a maximum likelihood analysis using a sinusoidal distribution, one tries various values of amplitude A and phase angle Theta(0) of the distribution function. We show that these two methods are essentially equivalent to one another in spite of their different mathematical origins. Using the Rayleigh analysis, therefore, we can simply calculate A and Theta(0) which maximize the likelihood. Using the cumulative nature of the logarithmic likelihood, we can identify time intervals during which the periodicity is in operation. When a periodicity operates only in certain time intervals, it is important to identify these intervals. Mathematically, the above technique is applicable only to discrete events. However, with slight modifications we can apply this technique to general cases - periodicity analysis of measurements of continuously varying quantities.

Bai, T.↗
NASA NTRS1993

Maximum-Likelihood Detection Of Noncoherent CPM

Simplified detectors proposed for use in maximum-likelihood-sequence detection of symbols in alphabet of size M transmitted by uncoded, full-response continuous phase modulation over radio channel with additive white Gaussian noise. Structures of receivers derived from particular interpretation of maximum-likelihood metrics. Receivers include front ends, structures of which depends only on M, analogous to those in receivers of coherent CPM. Parts of receivers following front ends have structures, complexity of which would depend on N.

Divsalar, Dariush↗
NASA NTRS1976

The recursive maximum likelihood proportion estimator: User's guide and test results

Implementation of the recursive maximum likelihood proportion estimator is described. A user's guide to programs as they currently exist on the IBM 360/67 at LARS, Purdue is included, and test results on LANDSAT data are described. On Hill County data, the algorithm yields results comparable to the standard maximum likelihood proportion estimator.

Vanrooy, D. L.↗