Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “maximum likelihood estimation”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 361 records · Page 20

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.↗

Multiple-Symbol, Partially Coherent Detection of MPSK

Proposed method of reception of multiple-phase-shift-keyed (MPSK) radio signals involves multiple-symbol, partially coherent detection. Instead of attempting to determine phase of transmitted signal during each symbol period as in coherent detection, receiver acquires signal data during multiple-symbol observation interval, then produces maximum-likelihood-sequence estimate of phases transmitted during interval. Combination of coherent-reception and incoherent-reception decision rules are used.

Simon, Marvin K.↗

Pseudo-coherent demodulation for mobile satellite systems

This paper proposes three so-called pseudo-coherent demodulation schemes for use in land mobile satellite channels. The schemes are derived based on maximum likelihood (ML) estimation and detection of an N-symbol observation of the received signal. Simulation results for all three demodulators are presented to allow comparison with the performance of differential PSK (DPSK) and ideal coherent demodulation for various system parameter sets of practical interest.

Divsalar, Dariush↗

Comparison of 2- and 10-micron coherent Doppler lidar performance

The performance of 2- and 10-micron coherent Doppler lidar is presented in terms of the statistical distribution of the maximum-likelihood velocity estimator from simulations for fixed range resolution and fixed velocity search space as a function of the number of coherent photoelectrons per estimate. The wavelength dependence of the aerosol backscatter coefficient, the detector quantum efficiency, and the atmospheric extinction produce a simple shift of the performance curves. Results are presented for a typical boundary layer measurement and a space-based measurement for two regimes: the pulse-dominated regime where the signal statistics are determined by the transmitted pulse, and the atmospheric-dominated regime where the signal statistics are determined by the velocity fluctuations over the range gate. The optimal choice of wavelength depends on the problem under consideration.

Frehlich, Rod↗

Data Assimilation in the Ocean and in the Atmosphere: What Should be Next?

As part of the International Symposium on Assimilation of Observation in Meteorology and Oceanography, a panel discussion was held on the evening of 15 March 1995. The purpose of this panel discussion was focus on what the next major areas of research in data assimilation should be. The panelists had five minutes each for short presentations (Kalman filters, representers, etc.) and this was followed by an open discussion. This preprocessing will require a good understanding of the fine-scale phenomena. Least square methods such as Kalman filters and variational schemes are inefficient estimators of non-Gaussian field such as chemical traces. Regardless of the modeling technique employed (Lagrangian methods seem best), a least squares assimilation scheme will smear fine structure. The estimator of maximum likelihood must be sought, by examination of tracer probability distributions.

Kalnay, Eugenia↗

An Adaptive Buddy Check for Observational Quality Control

An adaptive buddy check algorithm is presented that adjusts tolerances for outlier observations based on the variability of surrounding data. The algorithm derives from a statistical hypothesis test combined with maximum-likelihood covariance estimation. Its stability is shown to depend on the initial identification of outliers by a simple background check. The adaptive feature ensures that the final quality control decisions are not very sensitive to prescribed statistics of first-guess and observation errors, nor on other approximations introduced into the algorithm. The implementation of the algorithm in a global atmospheric data assimilation is described. Its performance is contrasted with that of a non-adaptive buddy check, for the surface analysis of an extreme storm that took place in Europe on 27 December 1999. The adaptive algorithm allowed the inclusion of many important observations that differed greatly from the first guess and that would have been excluded on the basis of prescribed statistics. The analysis of the storm development was much improved as a result of these additional observations.

Dee, Dick P.↗

Parafoveal Target Detectability Reversal Predicted by Local Luminance and Contrast Gain Control

This project is part of a program to develop image discrimination models for the prediction of the detectability of objects in a range of backgrounds. We wanted to see if the models could predict parafoveal object detection as well as they predict detection in foveal vision. We also wanted to make our simplified models more general by local computation of luminance and contrast gain control. A signal image (0.78 x 0.17 deg) was made by subtracting a simulated airport runway scene background image (2.7 deg square) from the same scene containing an obstructing aircraft. Signal visibility contrast thresholds were measured in a fully crossed factorial design with three factors: eccentricity (0 deg or 4 deg), background (uniform or runway scene background), and fixed-pattern white noise contrast (0%, 5%, or 10%). Three experienced observers responded to three repetitions of 60 2IFC trials in each condition and thresholds were estimated by maximum likelihood probit analysis. In the fovea the average detection contrast threshold was 4 dB lower for the runway background than for the uniform background, but in the parafovea, the average threshold was 6 dB higher for the runway background than for the uniform background. This interaction was similar across the different noise levels and for all three observers. A likely reason for the runway background giving a lower threshold in the fovea is the low luminance near the signal in that scene. In our model, the local luminance computation is controlled by a spatial spread parameter. When this parameter and a corresponding parameter for the spatial spread of contrast gain were increased for the parafoveal predictions, the model predicts the interaction of background with eccentricity.

Ahumada, Albert J., Jr.↗

Multiple-Bit Differential Detection of OQPSK

A multiple-bit differential-detection method has been proposed for the reception of radio signals modulated with offset quadrature phase-shift keying (offset QPSK or OQPSK). The method is also applicable to other spectrally efficient offset quadrature modulations. This method is based partly on the same principles as those of a multiple-symbol differential-detection method for M-ary QPSK, which includes QPSK (that is, non-offset QPSK) as a special case. That method was introduced more than a decade ago by the author of the present method as a means of improving performance relative to a traditional (two-symbol observation) differential-detection scheme. Instead of symbol-by-symbol detection, both that method and the present one are based on a concept of maximum-likelihood sequence estimation (MLSE). As applied to the modulations in question, MLSE involves consideration of (1) all possible binary data sequences that could have been received during an observation time of some number, N, of symbol periods and (2) selection of the sequence that yields the best match to the noise-corrupted signal received during that time. The performance of the prior method was shown to range from that of traditional differential detection for short observation times (small N) to that of ideal coherent detection (with differential encoding) for long observation times (large N).

Simon, Marvin↗

Experimental Validation of Pulse Phase Tracking for X-Ray Pulsar Based

Pulsars are a form of variable celestial source that have shown to be usable as aids for autonomous, deep space navigation. Particularly those sources emitting in the X-ray band are ideal for navigation due to smaller detector sizes. In this paper X-ray photons arriving from a pulsar are modeled as a non-homogeneous Poisson process. The method of pulse phase tracking is then investigated as a technique to measure the radial distance traveled by a spacecraft over an observation interval. A maximum-likelihood phase estimator (MLE) is used for the case where the observed frequency signal is constant. For the varying signal frequency case, an algorithm is used in which the observation window is broken up into smaller blocks over which an MLE is used. The outputs of this phase estimation process were then looped through a digital phase-locked loop (DPLL) in order to reduce the errors and produce estimates of the doppler frequency. These phase tracking algorithms were tested both in a computer simulation environment and using the NASA Goddard Space flight Center X-ray Navigation Laboratory Testbed (GXLT). This provided an experimental validation with photons being emitted by a modulated X-ray source and detected by a silicon-drift detector. Models of the Crab pulsar and the pulsar B1821-24 were used in order to generate test scenarios. Three different simulated detector trajectories were used to be tracked by the phase tracking algorithm: a stationary case, one with constant velocity, and one with constant acceleration. All three were performed in one-dimension along the line of sight to the pulsar. The first two had a constant signal frequency and the third had a time varying frequency. All of the constant frequency cases were processed using the MLE, and it was shown that they tracked the initial phase within 0.15% for the simulations and 2.5% in the experiments, based on an average of ten runs. The MLE-DPLL cascade version of the phase tracking algorithm was used in the varying frequency case. This resulted in tracking of the phase and frequency by the DPLL outputs in both the simulation and experimental environments. The crab pulsar was experimentally tested with a trajectory with a higher acceleration. In this case the phase error tended toward zero as the observation extended to 250 seconds and the doppler frequency error tended to zero in under 100 seconds.

Experimental↗

Maximum Likelihood Synchronization for Pulse Position Modulation with Inter-Symbol Guard Times

Deep space optical communications promises orders-of-magnitude growth in communication capacity, supporting high data rate applications such as video streaming and high-bandwidth science instruments. Pulse position modulation is the modulation format of choice for deep space applications, and by inserting inter-symbol guard times between the symbols, the signal carries the timing information needed by the demodulator. Accurately extracting this timing information is crucial to demodulating and decoding this signal. In this paper we propose a low complexity maximum likelihood timing estimator for pulse position modulation with inter-symbol guard times which significantly outperforms the prior art in this domain. We show that this estimator can achieve the same performance as prior estimators with an order-of-magnitude less signal flux, or multiple orders-of-magnitude less flux-accumulation time. Further we show that this estimator achieves the Cramer-Rao bound, making it asymptotically efficient. This method does not require an explicit synchronization sequence, freeing up channel resources for data transmission.

Rogalin, Ryan↗

Pseudo-Coherent Demodulation for Mobile Satellite Systems

This paper proposes three so-called pseudo-coherent demodulation schemes for use in land mobile satellite channels. The schemes are derived based on maximum-likelihood (ML) estimation and detection of an N-symbol observation of the received signal.

Mobile↗

Maximum likelihood algorithm using an efficient scheme for computing sensitivities and parameter confidence intervals

Improved techniques for estimating airplane stability and control derivatives and their standard errors are presented. A maximum likelihood estimation algorithm is developed which relies on an optimization scheme referred to as a modified Newton-Raphson scheme with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort compared to integrating the analytically-determined sensitivity equations or using a finite difference scheme. An aircraft estimation problem is solved using real flight data to compare MNRES with the commonly used modified Newton-Raphson technique; MNRES is found to be faster and more generally applicable. Parameter standard errors are determined using a random search technique. The confidence intervals obtained are compared with Cramer-Rao lower bounds at the same confidence level. It is observed that the nonlinearity of the cost function is an important factor in the relationship between Cramer-Rao bounds and the error bounds determined by the search technique.

Murphy, P. C.↗

A computer program for estimation from incomplete multinomial data

Coding is given for maximum likelihood and Bayesian estimation of the vector p of multinomial cell probabilities from incomplete data. Also included is coding to calculate and approximate elements of the posterior mean and covariance matrices. The program is written in FORTRAN 4 language for the Control Data CYBER 170 series digital computer system with network operating system (NOS) 1.1. The program requires approximately 44000 octal locations of core storage. A typical case requires from 72 seconds to 92 seconds on CYBER 175 depending on the value of the prior parameter.

Credeur, K. R.↗

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.↗

Aerodynamic derivatives for an oblique wing aircraft estimated from flight data by using a maximum likelihood technique

There are several practical problems in using current techniques with five degree of freedom equations to estimate the stability and control derivatives of oblique wing aircraft from flight data. A technique was developed to estimate these derivatives by separating the analysis of the longitudinal and lateral directional motion without neglecting cross coupling effects. Although previously applied to symmetrical aircraft, the technique was not expected to be adequate for oblique wing vehicles. The application of the technique to flight data from a remotely piloted oblique wing aircraft is described. The aircraft instrumentation and data processing were reviewed, with particular emphasis on the digital filtering of the data. A complete set of flight determined stability and control derivative estimates is presented and compared with predictions. The results demonstrated that the relatively simple approach developed was adequate to obtain high quality estimates of the aerodynamic derivatives of such aircraft.

Maine, R. E.↗