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At least 361 records · Page 20

A multi-variance analysis in the time domain

Recently a new technique for characterizing the noise processes affecting oscillators was introduced. This technique minimizes the difference between the estimates of several different variances and their values as predicted by the standard power law model of noise. The method outlined makes two significant advancements: it uses exclusively time domain variances so that deterministic parameters such as linear frequency drift may be estimated, and it correctly fits the estimates using the chi-square distribution. These changes permit a more accurate fitting at long time intervals where there is the least information. This technique was applied to both simulated and real data with excellent results.

Walter, Todd↗

Determination of the optimal level for combining area and yield estimates

Several levels of obtaining both area and yield estimates of corn and soybeans in Iowa were considered: county, refined strata, refined/split strata, crop reporting district, and state. Using the CCEA model form and smoothed weather data, regression coefficients at each level were derived to compute yield and its variance. Variances were also computed with stratum level. The variance of the yield estimates was largest at the state and smallest at the county level for both crops. The refined strata had somewhat larger variances than those associated with the refined/split strata and CRD. For production estimates, the difference in standard deviations among levels was not large for corn, but for soybeans the standard deviation at the state level was more than 50% greater than for the other levels. The refined strata had the smallest standard deviations. The county level was not considered in evaluation of production estimates due to lack of county area variances.

Bauer, M. E.↗

Covariance operator estimation via adaptive thresholding

This paper studies sparse covariance operator estimation for nonstationary processes with sharply varying marginal variance and small correlation lengthscale. We introduce a covariance operator estimator that adaptively thresholds the sample covariance function using an estimate of the variance component. Building on recent results from empirical process theory, we derive an operator norm bound on the estimation error in terms of the sparsity level of the covariance and the expected supremum of a normalized process. Furthermore, our theory and numerical simulations demonstrate the advantage of adaptive threshold estimators over universal threshold and sample covariance estimators in nonstationary settings.

Al-Ghattas, Omar [University of Chicago, IL (Unite↗

Doppler-corrected differential detection of MPSK

An open-loop technique is presented for estimating and correcting Doppler frequency shift in an M-ary differential phase-shift-keyed (MDPSK) receiver. The novelty of the scheme is based on the observation that whereas the change in phase of the received signal over a full symbol contains the sum of the data (phase) and the Doppler-induced phase shift, the same change in phase over half a symbol (within a given symbol interval) contains only the Doppler-induced phase shift. Thus, by proper processing, the latter can be estimated and removed from the former. Analytical and simulation results are given for the variance of the above estimator, and the error probability performance of the MDPSK receiver is evaluated in the presence of the Doppler correction. Next, the practical considerations associated with the application of this technique on bandlimited Nyquist channels are discussed and incorporated into the final design. It is shown that the receiver can, in the absence of timing jitter, be designed to allow combined Doppler correction and data detection with no penalty due to intersymbol interference (ISI). The effects of ISI due to timing jitter are assessed by computer simulation.

Simon, Marvin K.↗

Scale dependence of the 200-mb divergence inferred from EOLE data.

The EOLE experiment with 480 constant-volume balloons distributed over the Southern Hemisphere approximately at the 200-mb level, has provided a unique, highly accurate set of tracer trajectories in the general westerly circulation. The trajectories of neighboring balloons are analyzed to estimate the horizontal divergence from the Lagrangian derivative of the area of one cluster. The variance of the divergence estimates results from two almost comparable effects: the true divergence of the horizontal flow and eddy diffusion due to small-scale, two-dimensional turbulence. Taking this into account, the rms divergence is found to be of the order of 0.00001 per sec and decreases logarithmically with cluster size. This scale dependence is shown to be consistent with the quasi-geostrophic turbulence model of the general circulation in midlatitudes.

Morel, P.↗

Fitting of Failure Rate Data to a Closed Form Solution using Gamma-Poisson Method of Moments

Due to the responsibility and gravity of estimation of nuclear power plant failure rates, it is required that there be consistent and accurate methodology for describing the likelihood of an event occurring. However, the methodology currently employed can vary dependent on the data, as well as subjective conjecture from the expert performing the analysis. The current implementation of the empirical Bayes method to a Gamma-Poisson (GaP) distribution utilizes algorithms to solve for the parameters that do not provide consistent answers. Additionally, to achieve a distribution of the likelihood, the variance of each parameter of the GaP must be determined. There does not exist an exact solution to one of the parameters variance and is typically estimated using techniques like the Kass-Steffey adjustment. Thus a new approach to the problem is proposed, built upon the method of moments for a negative binomial, based upon the work of Bradlow. Using the method of moments approach, we are able to achieve a closed form estimation of the mean and variance for each parameter in the negative binomial distribution. Due to the relationship between the negative binominal and GaP distribution, results can be made between the distributions. The hyper-priors defined assume beta prime distribution which is appropriately informed; the results of this application translate back to the Gamma distribution for easy utilization in SAPHIRE. Additionally several cases are explored using publically available NRC data that considers zero inflated, over dispersed, and Poisson data.

Failure Rate↗

On the internal target model in a tracking task

An optimal control model for predicting operator's dynamic responses and errors in target tracking ability is summarized. The model, which predicts asymmetry in the tracking data, is dependent on target maneuvers and trajectories. Gunners perception, decision making, control, and estimate of target positions and velocity related to crossover intervals are discussed. The model provides estimates for means, standard deviations, and variances for variables investigated and for operator estimates of future target positions and velocities.

Caglayan, A. K.↗

An empirical analysis of the distribution of overshoots in a stationary Gaussian stochastic process

The frequency distribution of overshoots in a stationary Gaussian stochastic process is analyzed. The primary processes involved in this analysis are computer simulation and statistical estimation. Computer simulation is used to simulate stationary Gaussian stochastic processes that have selected autocorrelation functions. An analysis of the simulation results reveals a frequency distribution for overshoots with a functional dependence on the mean and variance of the process. Statistical estimation is then used to estimate the mean and variance of a process. It is shown that for an autocorrelation function, the mean and the variance for the number of overshoots, a frequency distribution for overshoots can be estimated.

Carter, M. C.↗

Clutter mitigation, multiple peaks, and high-order spectral moments in 35 GHz vertically pointing radar velocity spectra

Abstract. This study presents and applies three separate processing methods to improve high-order moments estimated from 35 GHz (Ka band) vertically pointing radar Doppler velocity spectra. The first processing method removes Doppler-shifted ground clutter from spectra collected by a US Department of Energy (DOE) Atmospheric Radiation Measurement (ARM) program Ka-band zenith pointing radar (KAZR) deployed at Oliktok Point (OLI), Alaska. Ground clutter resulted from multiple pathways through antenna side lobes and reflections off a rotating scanning radar antenna located 2 m away from KAZR, which caused Doppler shifts in ground clutter returns from stationary targets 2.5 km away. After removing clutter in the recorded velocity spectra, the second processing method identifies multiple separate and sub-peaks in the spectra and estimates high-order moments for each peak. Multiple peaks and high-order moments were estimated for both original 2 and 15 s averaged spectra. The third processing step improves the spectrum variance, skewness, and kurtosis estimates by removing velocity variability due to turbulent broadening during 15 s averaging intervals. Applying the multiple peak processing to Doppler velocity spectra during liquid-only clouds can identify cloud and drizzle particles and during mixed-phase clouds can identify liquid cloud and frozen hydrometeors. Consistent with previous studies, this work found that spectrum skewness assuming only a single spectral peak was a good indicator of two hydrometeor populations (for example, cloud and drizzle particles) being present in the radar pulse volume. Yet, after dividing the spectrum into multiple peaks, velocity spectrum skewness for individual peaks is near zero, indicating nearly symmetric peaks. This suggests that future studies should use velocity skewness of single-peak spectra as an indicator of possible multiple hydrometeor populations and then use multiple-peak moments for quantitative studies. Three future activities will continue this work. First, KAZR spectra from several ARM sites have been processed and are available in the ARM archive as a principal investigator (PI) product. ARM programmers are evaluating these processing methods as part of future multiple-peak products generated by ARM. Third, MATLAB code generating the Oliktok Point products has been uploaded as supplemental material for public dissemination.

47 OTHER INSTRUMENTATION↗

Extreme Mean and Its Applications

Extreme value statistics obtained from normally distributed data are considered. An extreme mean is defined as the mean of p-th probability truncated normal distribution. An unbiased estimate of this extreme mean and its large sample distribution are derived. The distribution of this estimate even for very large samples is found to be nonnormal. Further, as the sample size increases, the variance of the unbiased estimate converges to the Cramer-Rao lower bound. The computer program used to obtain the density and distribution functions of the standardized unbiased estimate, and the confidence intervals of the extreme mean for any data are included for ready application. An example is included to demonstrate the usefulness of extreme mean application.

Swaroop, R.↗

Improved performance of a digital phase-locked loop combined with a frequency/frequency-rate estimator

When a digital phase-locked loop with a long loop update time tracks a signal with high Doppler, the demodualtion losses due to frequency mismatch can become very significant. One way of reducing these Doppler-related losses is to compensate for the Doppler effect using some kind of frequency-rate estimator. The performance of the fixed-window least-squares estimator and the Kalman filter is investigated; several Doppler compensating techniques are proposed. It is shown that the variance of the frequency estimator can be made as small as desired, and with this, the Doppler effect can be effectively compensated. The remaining demodulation losses due to phase jitter in the loop can be less than 0.1 dB.

Mileant, A.↗

An empirical Bayes approach for the Poisson life distribution.

A smooth empirical Bayes estimator is derived for the intensity parameter (hazard rate) in the Poisson distribution as used in life testing. The reliability function is also estimated either by using the empirical Bayes estimate of the parameter, or by obtaining the expectation of the reliability function. The behavior of the empirical Bayes procedure is studied through Monte Carlo simulation in which estimates of mean-squared errors of the empirical Bayes estimators are compared with those of conventional estimators such as minimum variance unbiased or maximum likelihood. Results indicate a significant reduction in mean-squared error of the empirical Bayes estimators over the conventional variety.

Canavos, G. C.↗

Characterization, parameter estimation, and aircraft response statistics of atmospheric turbulence

A nonGaussian three component model of atmospheric turbulence is postulated that accounts for readily observable features of turbulence velocity records, their autocorrelation functions, and their spectra. Methods for computing probability density functions and mean exceedance rates of a generic aircraft response variable are developed using nonGaussian turbulence characterizations readily extracted from velocity recordings. A maximum likelihood method is developed for optimal estimation of the integral scale and intensity of records possessing von Karman transverse of longitudinal spectra. Formulas for the variances of such parameter estimates are developed. The maximum likelihood and least-square approaches are combined to yield a method for estimating the autocorrelation function parameters of a two component model for turbulence.

Mark, W. D.↗

Testing Nesting DXTRAN Spheres for Neutron Transport in Air

The deterministic transport sphere (DXTRAN sphere) is a technology that can be utilized in MCNP for improving sampling in the vicinity of a particular geometry, when the solid angle, between the source and particular geometry, is small. At a collision event, a DXTRAN particle is created and deterministically transported to the DXTRAN sphere, while the colliding particle (NONDXTRAN particle) continues transporting as if no DXTRAN event had occurred. Weight is balanced by killing the NONDXTRAN particle when traversing the DXTRAN sphere. If set up correctly, the DXTRAN particle placed on the DXTRAN sphere has a high probability of interacting with the geometry within the DXTRAN sphere. The Central Limit Theorem (CLT) states that the estimated mean approaches a normal distribution with known variance as the number of random samples grows sufficiently large. In reality the variance is seldom known and therefore must be estimated. In a Monte Carlo calculation, one must determine when the number of random samples is sufficiently large for the CLT to be satisfied. For the CLT to be satisfied, the first two moments (mean and variance) must exist. The second moment, the variance of a normal distribution is estimated. The slope test, which uses the largest 201 history scores of each tally fluctuation chart (TFC) bin fit to a Pareto function, is used to determine if the largest history scores decrease faster than 1/x{sup 3}. If the slope is less than 3, then enough histories have not yet been sampled such to meet the second moment existence requirement of the CLT. Usually, a slope of less than 3 indicates that the effects of high weight scores have not been satisfactorily sampled; such a consequence can also be manifested in examining trends in the 4. moment, the variance of the variance (VOV). For example, when examining the TFC, if the VOV is monotonically decreasing for a few sets of histories and then drastically increases for the next set of histories, chances are a rare high weight score, significantly greater than the average score, was encountered. As a result of the 1/R{sup 2} term, a point detector can achieve an extremely high weight, much greater than the average, as the distance from collision to point detector approaches zero. To remedy this difficulty, a 'radius of exclusion' is applied, where within the radius of exclusion 'the point detector estimate is assumed to be the average flux uniformly distributed'. A DXTRAN sphere can suffer from the same weight fluctuation as collisions in the vicinity of the DXTRAN sphere produce much larger weights than collisions happening far from the DXTRAN sphere. If the rare large weight put on the DXTRAN sphere then scores in a tally, there will be a significant increase in the VOV and the slope may drop below 3. To compliment that analysis, here we utilize an air composition and density that varies as a function of altitude, detailing the trials and tribulations of attempting to pass the 10 statistical checks for a variety of single and nested DXTRAN sphere approaches. The objective here is to illuminate important considerations for radiation transport problems with small solid angles in a scatter medium of few mean free paths (MFPs)

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Ways to improve your correlation functions

This paper describes a number of ways to improve on the standard method for measuring the two-point correlation function of large scale structure in the Universe. Issues addressed are: (1) the problem of the mean density, and how to solve it; (2) how to estimate the uncertainty in a measured correlation function; (3) minimum variance pair weighting; (4) unbiased estimation of the selection function when magnitudes are discrete; and (5) analytic computation of angular integrals in background pair counts.

Hamilton, A. J. S.↗

An Optimal-Estimation-Based Aerosol Retrieval Algorithm Using OMI Near-UV Observations

An optimal-estimation(OE)-based aerosol retrieval algorithm using the OMI (Ozone Monitoring Instrument) near-ultraviolet observation was developed in this study. The OE-based algorithm has the merit of providing useful estimates of errors simultaneously with the inversion products. Furthermore, instead of using the traditional lookup tables for inversion, it performs online radiative transfer calculations with the VLIDORT (linearized pseudo-spherical vector discrete ordinate radiative transfer code) to eliminate interpolation errors and improve stability. The measurements and inversion products of the Distributed Regional Aerosol Gridded Observation Network campaign in northeast Asia (DRAGON NE-Asia 2012) were used to validate the retrieved aerosol optical thickness (AOT) and single scattering albedo (SSA). The retrieved AOT and SSA at 388 nm have a correlation with the Aerosol Robotic Network (AERONET) products that is comparable to or better than the correlation with the operational product during the campaign. The OEbased estimated error represented the variance of actual biases of AOT at 388 nm between the retrieval and AERONET measurements better than the operational error estimates. The forward model parameter errors were analyzed separately for both AOT and SSA retrievals. The surface reflectance at 388 nm, the imaginary part of the refractive index at 354 nm, and the number fine-mode fraction (FMF) were found to be the most important parameters affecting the retrieval accuracy of AOT, while FMF was the most important parameter for the SSA retrieval. The additional information provided with the retrievals, including the estimated error and degrees of freedom, is expected to be valuable for relevant studies. Detailed advantages of using the OE method were described and discussed in this paper.

Air Pollution↗