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Analyzing high dimensional data

Problems encountered in analyzing high dimensional data are discussed and possible solutions are proposed. The increased importance of second-order statistics in analyzing high dimensional data and the shortcoming of the minimum distance classifier in high dimensional data are recognized. By investigating characteristics of high dimensional data, it is shown that second-order statistics must be taken into account in high dimensional data. There is a need to represent second order statistics effectively. As the data dimensionality increases, it becomes more difficult to perceive and compare information present in statistics derived from data. In order to overcome this problem, a method to visualize statistics using color code is proposed. By representing statistics using a color code, the first and the second statistics can be more readily compared.

Lee, Chulhee↗

Analyzing High-Dimensional Multispectral Data

In this paper, through a series of specific examples, we illustrate some characteristics encountered in analyzing high- dimensional multispectral data. The increased importance of the second-order statistics in analyzing high-dimensional data is illustrated, as is the shortcoming of classifiers such as the minimum distance classifier which rely on first-order variations alone. We also illustrate how inaccurate estimation or first- and second-order statistics, e.g., from use of training sets which are too small, affects the performance of a classifier. Recognizing the importance of second-order statistics on the one hand, but the increased difficulty in perceiving and comprehending information present in statistics derived from high-dimensional data on the other, we propose a method to aid visualization of high-dimensional statistics using a color coding scheme.

Lee, Chulhee↗

Applying Monte Carlo Simulation to Launch Vehicle Design and Requirements Verification

This paper is focused on applying Monte Carlo simulation to probabilistic launch vehicle design and requirements verification. The approaches developed in this paper can be applied to other complex design efforts as well. Typically the verification must show that requirement "x" is met for at least "y" % of cases, with, say, 10% consumer risk or 90% confidence. Two particular aspects of making these runs for requirements verification will be explored in this paper. First, there are several types of uncertainties that should be handled in different ways, depending on when they become known (or not). The paper describes how to handle different types of uncertainties and how to develop vehicle models that can be used to examine their characteristics. This includes items that are not known exactly during the design phase but that will be known for each assembled vehicle (can be used to determine the payload capability and overall behavior of that vehicle), other items that become known before or on flight day (can be used for flight day trajectory design and go/no go decision), and items that remain unknown on flight day. Second, this paper explains a method (order statistics) for determining whether certain probabilistic requirements are met or not and enables the user to determine how many Monte Carlo samples are required. Order statistics is not new, but may not be known in general to the GN&C community. The methods also apply to determining the design values of parameters of interest in driving the vehicle design. The paper briefly discusses when it is desirable to fit a distribution to the experimental Monte Carlo results rather than using order statistics.

Hanson, John M.↗

The discrimination of sea ice types using SAR backscatter statistics

X-band (HH) synthetic aperture radar (SAR) data of sea ice collected during the Marginal Ice Zone Experiment in March and April of 1987 was statistically analyzed with respect to discriminating open water, first-year ice, multiyear ice, and Odden. Odden are large expanses of nilas ice that rapidly form in the Greenland Sea and transform into pancake ice. A first-order statistical analysis indicated that mean versus variance can segment out open water and first-year ice, and skewness versus modified skewness can segment the Odden and multilayer categories. In additions to first-order statistics, a model has been generated for the distribution function of the SAR ice data. Segmentation of ice types was also attempted using textural measurements. In this case, the general co-occurency matrix was evaluated. The textural method did not generate better results than the first-order statistical approach.

Shuchman, Robert A.↗

Towards Solving the Mixing Problem in the Decomposition of Geophysical Time Series by Independent Component Analysis

The use of the Principal Component Analysis technique for the analysis of geophysical time series has been questioned in particular for its tendency to extract components that mix several physical phenomena even when the signal is just their linear sum. We demonstrate with a data simulation experiment that the Independent Component Analysis, a recently developed technique, is able to solve this problem. This new technique requires the statistical independence of components, a stronger constraint, that uses higher-order statistics, instead of the classical decorrelation a weaker constraint, that uses only second-order statistics. Furthermore, ICA does not require additional a priori information such as the localization constraint used in Rotational Techniques.

Aires, Filipe↗

Rotation of EOFs by the Independent Component Analysis: Towards A Solution of the Mixing Problem in the Decomposition of Geophysical Time Series

The Independent Component Analysis is a recently developed technique for component extraction. This new method requires the statistical independence of the extracted components, a stronger constraint that uses higher-order statistics, instead of the classical decorrelation, a weaker constraint that uses only second-order statistics. This technique has been used recently for the analysis of geophysical time series with the goal of investigating the causes of variability in observed data (i.e. exploratory approach). We demonstrate with a data simulation experiment that, if initialized with a Principal Component Analysis, the Independent Component Analysis performs a rotation of the classical PCA (or EOF) solution. This rotation uses no localization criterion like other Rotation Techniques (RT), only the global generalization of decorrelation by statistical independence is used. This rotation of the PCA solution seems to be able to solve the tendency of PCA to mix several physical phenomena, even when the signal is just their linear sum.

Aires, Filipe↗

Rotation of EOFs by the Independent Component Analysis: Towards a Solution of the Mixing Problem in the Decomposition of Geophysical Time Series

The Independent Component Analysis is a recently developed technique for component extraction. This new method requires the statistical independence of the extracted components, a stronger constraint that uses higher-order statistics, instead of the classical decorrelation, a weaker constraint that uses only second-order statistics. This technique has been used recently for the analysis of geophysical time series with the goal of investigating the causes of variability in observed data (i.e. exploratory approach). We demonstrate with a data simulation experiment that, if initialized with a Principal Component Analysis, the Independent Component Analysis performs a rotation of the classical PCA (or EOF) solution. This rotation uses no localization criterion like other Rotation Techniques (RT), only the global generalization of decorrelation by statistical independence is used. This rotation of the PCA solution seems to be able to solve the tendency of PCA to mix several physical phenomena, even when the signal is just their linear sum.

Aires, Filipe↗

On the Stability of Jump-Linear Systems Driven by Finite-State Machines with Markovian Inputs

This paper presents two mean-square stability tests for a jump-linear system driven by a finite-state machine with a first-order Markovian input process. The first test is based on conventional Markov jump-linear theory and avoids the use of any higher-order statistics. The second test is developed directly using the higher-order statistics of the machine s output process. The two approaches are illustrated with a simple model for a recoverable computer control system.

Patilkulkarni, Sudarshan↗

A Novel Approach for Adaptive Signal Processing

Adaptive linear predictors have been used extensively in practice in a wide variety of forms. In the main, their theoretical development is based upon the assumption of stationarity of the signals involved, particularly with respect to the second order statistics. On this basis, the well-known normal equations can be formulated. If high- order statistical stationarity is assumed, then the equivalent normal equations involve high-order signal moments. In either case, the cross moments (second or higher) are needed. This renders the adaptive prediction procedure non-blind. A novel procedure for blind adaptive prediction has been proposed and considerable implementation has been made in our contributions in the past year. The approach is based upon a suitable interpretation of blind equalization methods that satisfy the constant modulus property and offers significant deviations from the standard prediction methods. These blind adaptive algorithms are derived by formulating Lagrange equivalents from mechanisms of constrained optimization. In this report, other new update algorithms are derived from the fundamental concepts of advanced system identification to carry out the proposed blind adaptive prediction. The results of the work can be extended to a number of control-related problems, such as disturbance identification. The basic principles are outlined in this report and differences from other existing methods are discussed. The applications implemented are speech processing, such as coding and synthesis. Simulations are included to verify the novel modelling method.

Chen, Ya-Chin↗

A boundary finding algorithm and its applications

An algorithm for locating gray level and/or texture edges in digitized pictures is presented. The algorithm is based on the concept of hypothesis testing. The digitized picture is first subdivided into subsets of picture elements, e.g., 2 x 2 arrays. The algorithm then compares the first- and second-order statistics of adjacent subsets; adjacent subsets having similar first- and/or second-order statistics are merged into blobs. By continuing this process, the entire picture is segmented into blobs such that the picture elements within each blob have similar characteristics. The boundaries between the blobs comprise the boundaries. The algorithm always generates closed boundaries. The algorithm was developed for multispectral imagery of the earth's surface. Application of this algorithm to various image processing techniques such as efficient coding, information extraction (terrain classification), and pattern recognition (feature selection) are included.

Gupta, J. N.↗

Kurtosis Approach Nonlinear Blind Source Separation

In this paper, we introduce a new algorithm for blind source signal separation for post-nonlinear mixtures. The mixtures are assumed to be linearly mixed from unknown sources first and then distorted by memoryless nonlinear functions. The nonlinear functions are assumed to be smooth and can be approximated by polynomials. Both the coefficients of the unknown mixing matrix and the coefficients of the approximated polynomials are estimated by the gradient descent method conditional on the higher order statistical requirements. The results of simulation experiments presented in this paper demonstrate the validity and usefulness of our approach for nonlinear blind source signal separation Keywords: Independent Component Analysis, Kurtosis, Higher order statistics.

Duong, Vu A.↗

Approach for Input Uncertainty Propagation and Robust Design in CFD Using Sensitivity Derivatives

An implementation of the approximate statistical moment method for uncertainty propagation and robust optimization for quasi 3-D Euler CFD code is presented. Given uncertainties in statistically independent, random, normally distributed input variables, first- and second-order statistical moment procedures are performed to approximate the uncertainty in the CFD output. Efficient calculation of both first- and second-order sensitivity derivatives is required. In order to assess the validity of the approximations, these moments are compared with statistical moments generated through Monte Carlo simulations. The uncertainties in the CFD input variables are also incorporated into a robust optimization procedure. For this optimization, statistical moments involving first-order sensitivity derivatives appear in the objective function and system constraints. Second-order sensitivity derivatives are used in a gradient-based search to successfully execute a robust optimization. The approximate methods used throughout the analyses are found to be valid when considering robustness about input parameter mean values.

Putko, Michele M.↗

Kurtosis Approach for Nonlinear Blind Source Separation

In this paper, we introduce a new algorithm for blind source signal separation for post-nonlinear mixtures. The mixtures are assumed to be linearly mixed from unknown sources first and then distorted by memoryless nonlinear functions. The nonlinear functions are assumed to be smooth and can be approximated by polynomials. Both the coefficients of the unknown mixing matrix and the coefficients of the approximated polynomials are estimated by the gradient descent method conditional on the higher order statistical requirements. The results of simulation experiments presented in this paper demonstrate the validity and usefulness of our approach for nonlinear blind source signal separation.

kurtosis↗

Approach for Uncertainty Propagation and Robust Design in CFD Using Sensitivity Derivatives

This paper presents an implementation of the approximate statistical moment method for uncertainty propagation and robust optimization for a quasi 1-D Euler CFD (computational fluid dynamics) code. Given uncertainties in statistically independent, random, normally distributed input variables, a first- and second-order statistical moment matching procedure is performed to approximate the uncertainty in the CFD output. Efficient calculation of both first- and second-order sensitivity derivatives is required. In order to assess the validity of the approximations, the moments are compared with statistical moments generated through Monte Carlo simulations. The uncertainties in the CFD input variables are also incorporated into a robust optimization procedure. For this optimization, statistical moments involving first-order sensitivity derivatives appear in the objective function and system constraints. Second-order sensitivity derivatives are used in a gradient-based search to successfully execute a robust optimization. The approximate methods used throughout the analyses are found to be valid when considering robustness about input parameter mean values.

Putko, Michele M.↗

Establishing Consensus Turbulence Statistics for Hot Subsonic Jets

Many tasks in fluids engineering require knowledge of the turbulence in jets. There is a strong, although fragmented, literature base for low order statistics, such as jet spread and other meanvelocity field characteristics. Some sources, particularly for low speed cold jets, also provide turbulence intensities that are required for validating Reynolds-averaged Navier-Stokes (RANS) Computational Fluid Dynamics (CFD) codes. There are far fewer sources for jet spectra and for space-time correlations of turbulent velocity required for aeroacoustics applications, although there have been many singular publications with various unique statistics, such as Proper Orthogonal Decomposition, designed to uncover an underlying low-order dynamical description of turbulent jet flow. As the complexity of the statistic increases, the number of flows for which the data has been categorized and assembled decreases, making it difficult to systematically validate prediction codes that require high-level statistics over a broad range of jet flow conditions. For several years, researchers at NASA have worked on developing and validating jet noise prediction codes. One such class of codes, loosely called CFD-based or statistical methods, uses RANS CFD to predict jet mean and turbulent intensities in velocity and temperature. These flow quantities serve as the input to the acoustic source models and flow-sound interaction calculations that yield predictions of far-field jet noise. To develop this capability, a catalog of turbulent jet flows has been created with statistics ranging from mean velocity to space-time correlations of Reynolds stresses. The present document aims to document this catalog and to assess the accuracies of the data, e.g. establish uncertainties for the data. This paper covers the following five tasks: Document acquisition and processing procedures used to create the particle image velocimetry (PIV) datasets. Compare PIV data with hotwire and laser Doppler velocimetry (LDV) data published in the open literature. Compare different datasets acquired at roughly the same flow conditions to establish uncertainties. Create a consensus dataset for a range of hot jet flows, including uncertainty bands. Analyze this consensus dataset for self-consistency and compare jet characteristics to those of the open literature. One final objective fulfilled by this work was the demonstration of a universal scaling for the jet flow fields, at least within the region of interest to aeroacoustics. The potential core length and the spread rate of the half-velocity radius were used to collapse of the mean and turbulent velocity fields over the first 20 jet diameters in a highly satisfying manner.

Bridges, James↗

Making statistical inferences about software reliability

Failure times of software undergoing random debugging can be modeled as order statistics of independent but nonidentically distributed exponential random variables. Using this model inferences can be made about current reliability and, if debugging continues, future reliability. This model also shows the difficulty inherent in statistical verification of very highly reliable software such as that used by digital avionics in commercial aircraft.

Miller, Douglas R.↗