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All sourcesNASA NTRSDOE OSTI
NASA NTRS1986

A fully redundant double difference algorithm for obtaining minimum variance estimates from GPS observations

In double differencing a regression system obtained from concurrent Global Positioning System (GPS) observation sequences, one either undersamples the system to avoid introducing colored measurement statistics, or one fully samples the system incurring the resulting non-diagonal covariance matrix for the differenced measurement errors. A suboptimal estimation result will be obtained in the undersampling case and will also be obtained in the fully sampled case unless the color noise statistics are taken into account. The latter approach requires a least squares weighting matrix derived from inversion of a non-diagonal covariance matrix for the differenced measurement errors instead of inversion of the customary diagonal one associated with white noise processes. Presented is the so-called fully redundant double differencing algorithm for generating a weighted double differenced regression system that yields equivalent estimation results, but features for certain cases a diagonal weighting matrix even though the differenced measurement error statistics are highly colored.

Melbourne, William G.↗
NASA NTRS1981

An analytic technique for statistically modeling random atomic clock errors in estimation

Minimum variance estimation requires that the statistics of random observation errors be modeled properly. If measurements are derived through the use of atomic frequency standards, then one source of error affecting the observable is random fluctuation in frequency. This is the case, for example, with range and integrated Doppler measurements from satellites of the Global Positioning and baseline determination for geodynamic applications. An analytic method is presented which approximates the statistics of this random process. The procedure starts with a model of the Allan variance for a particular oscillator and develops the statistics of range and integrated Doppler measurements. A series of five first order Markov processes is used to approximate the power spectral density obtained from the Allan variance.

Fell, P. J.↗
DOE OSTI2024

A variance deconvolution estimator for efficient uncertainty quantification in Monte Carlo radiation transport applications

Monte Carlo simulations are at the heart of many high-fidelity simulations and analyses for radiation transport systems. As is the case with any complex computational model, it is important to propagate sources of input uncertainty and characterize how they affect model output. Unfortunately, uncertainty quantification (UQ) is made difficult by the stochastic variability that Monte Carlo transport solvers introduce. The standard method to avoid corrupting the UQ statistics with the transport solver noise is to increase the number of particle histories, resulting in very high computational costs. In this contribution, we propose and analyze a sampling estimator based on the law of total variance to compute UQ variance even in the presence of residual noise from Monte Carlo transport calculations. Here, we rigorously derive the statistical properties of the new variance estimator, compare its performance to that of the standard method, and demonstrate its use on neutral particle transport model problems involving both attenuation and scattering physics. We illustrate, both analytically and numerically, the estimator’s statistical performance as a function of available computational budget and the distribution of that budget between UQ samples and particle histories. We show analytically and corroborate numerically that the new estimator is unbiased, unlike the standard approach, and is more accurate and precise than the standard estimator for the same computational budget.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2021

Exploration of multifidelity UQ sampling strategies for computer network applications.

Network modeling is a powerful tool to enable rapid analysis of complex systems that can be challenging to study directly using physical testing. Here, two approaches are considered: emulation and simulation. The former runs real software on virtualized hardware, while the latter mimics the behavior of network components and their interactions in software. Although emulation provides an accurate representation of physical networks, this approach alone cannot guarantee the characterization of the system under realistic operative conditions. Operative conditions for physical networks are often characterized by intrinsic variability (payload size, packet latency, etc.) or a lack of precise knowledge regarding the network configuration (bandwidth, delays, etc.); therefore uncertainty quantification (UQ) strategies should be also employed. UQ strategies require multiple evaluations of the system with a number of evaluation instances that roughly increases with the problem dimensionality, i.e., the number of uncertain parameters. It follows that a typical UQ workflow for network modeling based on emulation can easily become unattainable due to its prohibitive computational cost. In this paper, a multifidelity sampling approach is discussed and applied to network modeling problems. The main idea is to optimally fuse information coming from simulations, which are a low-fidelity version of the emulation problem of interest, in order to decrease the estimator variance. By reducing the estimator variance in a sampling approach it is usually possible to obtain more reliable statistics and therefore a more reliable system characterization. Several network problems of increasing difficulty are presented. For each of them, the performance of the multifidelity estimator is compared with respect to the single fidelity counterpart, namely, Monte Carlo sampling. For all the test problems studied in this work, the multifidelity estimator demonstrated an increased efficiency with respect to MC.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Methods for the robust computation of the long-period seismic spectrum of broad-band arrays

SUMMARY We describe array methods to search for low signal-to-noise ratio (SNR) signals in long-period seismic data using Fourier analysis. This is motivated by published results that find evidence of solar free oscillations in the Earth's seismic hum. Previous work used data from only one station. In this paper, we describe methods for computing spectra from array data. Arrays reduce noise level through averaging and provide redundancy that we use to distinguish coherent signal from a random background. We describe two algorithms for calculating a robust spectrum from seismic arrays, an algorithm that automatically removes impulsive transient signals from data, a jackknife method for estimating the variance of the spectrum, and a method for assessing the significance of an entire spectral band. We show examples of their application to data recorded by the Homestake Mine 3-D array in Lead, SD and the Piñon Flats PY array. These are two of the quietest small aperture arrays ever deployed in North America. The underground Homestake data has exceptionally low noise, and the borehole sensors of the PY array also have very low noise, making these arrays well suited to finding very weak signals. We find that our methods remove transient signals effectively from the data so that even low-SNR signals in the seismic background can be found and tested. Additionally, we find that the jackknife variance estimate is comparable to the noise floor, and we present initial evidence for solar g-modes in our data through the T2 test, a multivariate generalization of Student's t-test.

Caton, Ross C.↗
NASA NTRS1981

An optimal numerical filter for wide-field-of-view measurements of earth-emitted radiation

A technique is described in which all data points along an arc of the orbit may be used in an optimal numerical filter for wide-field-of-view measurements of earth emitted radiation. The statistical filter design is derived whereby the filter is required to give a minimum variance estimate of the radiative exitance at discrete points along the ground track of the satellite. An equation for the optimal numerical filter is given by minimizing the estimate error variance equation with respect to the filter weights, resulting in a discrete form of the Wiener-Hopf equation. Finally, variances of the errors in the radiant exitance can be computed along the ground track and in the cross track directions.

Smith, G. L.↗
NASA NTRS1976

On the interpretation of least squares collocation

A demonstration is given of the strict mathematical equivalence between the least squares collocation and the classical minimum variance estimates. It is shown that the least squares collocation algorithms are a special case of the modified minimum variance estimates. The computational efficiency of several forms of the general minimum variance estimation algorithm is discussed. It is pointed out that for certain geodetic applications the least square collocation algorithm may provide a more efficient formulation of the results from the point of view of the computations required.

Tapley, B. D.↗
DOE OSTI2023

Unbalanced Nested Random Effects Estimation of Variance Components

To investigate the contributing factors of variance in the measurement of an iodine 127 (127I) sample, we implement a nested random effects analysis of variance (ANOVA). Historically, the reported uncertainty on a measurement of 127I has been obtained by methods of forward uncertainty propagation because there is typically only one replicate of a given sample for which to estimate the uncertainty. When samples are processed there are several types of quality control (QC) standards analyzed along-side the unknown samples with two to five replicates for each. Assuming the variance observed in these replicate QC standards is representative of that of the unknown samples, we use these data in a nested random effects ANOVA to estimate the total uncertainty of a measurement. We demonstrate this approach with two sets of measurements from Idaho National Laboratory and compare the results with the forward uncertainty propagation approach. Variance component estimates for the coarsest level of the nesting structure were most imprecise because replicates were most limited at these levels. We find that the results largely agree between forward propagation and ANOVA, and the greatest contributors of variance are due to instrument variation and chemical processing, with human processing being among the smallest contributors. This analysis provides reassurance that the reported uncertainties using forward propagation are reasonable and the process is well controlled. We propose a future designed experiment to increase replicates at the coarsest level of the hierarchy to improve estimates of these variance components.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
NASA NTRS1976

Flight data identification of six degree-of-freedom stability and control derivatives of a large crane type helicopter

Flight test data from a large 'crane' type helicopter were collected and processed for the purpose of identifying vehicle rigid body stability and control derivatives. The process consisted of using digital and Kalman filtering techniques for state estimation and Extended Kalman filtering for parameter identification, utilizing a least squares algorithm for initial derivative and variance estimates. Data were processed for indicated airspeeds from 0 m/sec to 152 m/sec. Pulse, doublet and step control inputs were investigated. Digital filter frequency did not have a major effect on the identification process, while the initial derivative estimates and the estimated variances had an appreciable effect on many derivative estimates. The major derivatives identified agreed fairly well with analytical predictions and engineering experience. Doublet control inputs provided better results than pulse or step inputs.

Tomaine, R. L.↗
NASA NTRS2013

Comparison of Precision of Biomass Estimates in Regional Field Sample Surveys and Airborne LiDAR-Assisted Surveys in Hedmark County, Norway

Airborne scanning LiDAR (Light Detection and Ranging) has emerged as a promising tool to provide auxiliary data for sample surveys aiming at estimation of above-ground tree biomass (AGB), with potential applications in REDD forest monitoring. For larger geographical regions such as counties, states or nations, it is not feasible to collect airborne LiDAR data continuously ("wall-to-wall") over the entire area of interest. Two-stage cluster survey designs have therefore been demonstrated by which LiDAR data are collected along selected individual flight-lines treated as clusters and with ground plots sampled along these LiDAR swaths. Recently, analytical AGB estimators and associated variance estimators that quantify the sampling variability have been proposed. Empirical studies employing these estimators have shown a seemingly equal or even larger uncertainty of the AGB estimates obtained with extensive use of LiDAR data to support the estimation as compared to pure field-based estimates employing estimators appropriate under simple random sampling (SRS). However, comparison of uncertainty estimates under SRS and sophisticated two-stage designs is complicated by large differences in the designs and assumptions. In this study, probability-based principles to estimation and inference were followed. We assumed designs of a field sample and a LiDAR-assisted survey of Hedmark County (HC) (27,390 km2), Norway, considered to be more comparable than those assumed in previous studies. The field sample consisted of 659 systematically distributed National Forest Inventory (NFI) plots and the airborne scanning LiDAR data were collected along 53 parallel flight-lines flown over the NFI plots. We compared AGB estimates based on the field survey only assuming SRS against corresponding estimates assuming two-phase (double) sampling with LiDAR and employing model-assisted estimators. We also compared AGB estimates based on the field survey only assuming two-stage sampling (the NFI plots being grouped in clusters) against corresponding estimates assuming two-stage sampling with the LiDAR and employing model-assisted estimators. For each of the two comparisons, the standard errors of the AGB estimates were consistently lower for the LiDAR-assisted designs. The overall reduction of the standard errors in the LiDAR-assisted estimation was around 40-60% compared to the pure field survey. We conclude that the previously proposed two-stage model-assisted estimators are inappropriate for surveys with unequal lengths of the LiDAR flight-lines and new estimators are needed. Some options for design of LiDAR-assisted sample surveys under REDD are also discussed, which capitalize on the flexibility offered when the field survey is designed as an integrated part of the overall survey design as opposed to previous LiDAR-assisted sample surveys in the boreal and temperate zones which have been restricted by the current design of an existing NFI.

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