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At least 397 records · Page 22

An Empirical State Error Covariance Matrix for Batch State Estimation

State estimation techniques serve effectively to provide mean state estimates. However, the state error covariance matrices provided as part of these techniques suffer from some degree of lack of confidence in their ability to adequately describe the uncertainty in the estimated states. A specific problem with the traditional form of state error covariance matrices is that they represent only a mapping of the assumed observation error characteristics into the state space. Any errors that arise from other sources (environment modeling, precision, etc.) are not directly represented in a traditional, theoretical state error covariance matrix. Consider that an actual observation contains only measurement error and that an estimated observation contains all other errors, known and unknown. It then follows that a measurement residual (the difference between expected and observed measurements) contains all errors for that measurement. Therefore, a direct and appropriate inclusion of the actual measurement residuals in the state error covariance matrix will result in an empirical state error covariance matrix. This empirical state error covariance matrix will fully account for the error in the state estimate. By way of a literal reinterpretation of the equations involved in the weighted least squares estimation algorithm, it is possible to arrive at an appropriate, and formally correct, empirical state error covariance matrix. The first specific step of the method is to use the average form of the weighted measurement residual variance performance index rather than its usual total weighted residual form. Next it is helpful to interpret the solution to the normal equations as the average of a collection of sample vectors drawn from a hypothetical parent population. From here, using a standard statistical analysis approach, it directly follows as to how to determine the standard empirical state error covariance matrix. This matrix will contain the total uncertainty in the state estimate, regardless as to the source of the uncertainty. Also, in its most straight forward form, the technique only requires supplemental calculations to be added to existing batch algorithms. The generation of this direct, empirical form of the state error covariance matrix is independent of the dimensionality of the observations. Mixed degrees of freedom for an observation set are allowed. As is the case with any simple, empirical sample variance problems, the presented approach offers an opportunity (at least in the case of weighted least squares) to investigate confidence interval estimates for the error covariance matrix elements. The diagonal or variance terms of the error covariance matrix have a particularly simple form to associate with either a multiple degree of freedom chi-square distribution (more approximate) or with a gamma distribution (less approximate). The off diagonal or covariance terms of the matrix are less clear in their statistical behavior. However, the off diagonal covariance matrix elements still lend themselves to standard confidence interval error analysis. The distributional forms associated with the off diagonal terms are more varied and, perhaps, more approximate than those associated with the diagonal terms. Using a simple weighted least squares sample problem, results obtained through use of the proposed technique are presented. The example consists of a simple, two observer, triangulation problem with range only measurements. Variations of this problem reflect an ideal case (perfect knowledge of the range errors) and a mismodeled case (incorrect knowledge of the range errors).

Frisbee, Joseph H., Jr.↗

The Error Distribution of BATSE GRB Location

We develop empirical probability models for BATSE GRB location errors by a Bayesian analysis of the separations between BATSE GRB locations and locations obtained with the InterPlanetary Network (IPN). Models are compared and their parameters estimated using 394 GRBs with single IPN annuli and 20 GRBs with intersecting IPN annuli. Most of the analysis is for the 4B (rev) BATSE catalog; earlier catalogs are also analyzed. The simplest model that provides a good representation of the error distribution has 78% of the locations in a 'core' term with a systematic error of 1.85 degrees and the remainder in an extended tail with a systematic error of 5.36 degrees, implying a 68% confidence region for bursts with negligible statistical errors of 2.3 degrees. There is some evidence for a more complicated model in which the error distribution depends on the BATSE datatype that was used to obtain the location. Bright bursts are typically located using the CONT datatype, and according to the more complicated model, the 68% confidence region for CONT-located bursts with negligible statistical errors is 2.0 degrees.

Briggs, Michael S.↗

Adjoint Algorithm for CAD-Based Shape Optimization Using a Cartesian Method

Adjoint solutions of the governing flow equations are becoming increasingly important for the development of efficient analysis and optimization algorithms. A well-known use of the adjoint method is gradient-based shape optimization. Given an objective function that defines some measure of performance, such as the lift and drag functionals, its gradient is computed at a cost that is essentially independent of the number of design variables (geometric parameters that control the shape). More recently, emerging adjoint applications focus on the analysis problem, where the adjoint solution is used to drive mesh adaptation, as well as to provide estimates of functional error bounds and corrections. The attractive feature of this approach is that the mesh-adaptation procedure targets a specific functional, thereby localizing the mesh refinement and reducing computational cost. Our focus is on the development of adjoint-based optimization techniques for a Cartesian method with embedded boundaries.12 In contrast t o implementations on structured and unstructured grids, Cartesian methods decouple the surface discretization from the volume mesh. This feature makes Cartesian methods well suited for the automated analysis of complex geometry problems, and consequently a promising approach to aerodynamic optimization. Melvin et developed an adjoint formulation for the TRANAIR code, which is based on the full-potential equation with viscous corrections. More recently, Dadone and Grossman presented an adjoint formulation for the Euler equations. In both approaches, a boundary condition is introduced to approximate the effects of the evolving surface shape that results in accurate gradient computation. Central to automated shape optimization algorithms is the issue of geometry modeling and control. The need to optimize complex, "real-life" geometry provides a strong incentive for the use of parametric-CAD systems within the optimization procedure. In previous work, we presented an effective optimization framework that incorporates a direct-CAD interface. In this work, we enhance the capabilities of this framework with efficient gradient computations using the discrete adjoint method. We present details of the adjoint numerical implementation, which reuses the domain decomposition, multigrid, and time-marching schemes of the flow solver. Furthermore, we explain and demonstrate the use of CAD in conjunction with the Cartesian adjoint approach. The final paper will contain a number of complex geometry, industrially relevant examples with many design variables to demonstrate the effectiveness of the adjoint method on Cartesian meshes.

Nemec, Marian↗

Integrated Tail Buffet Loads on the F/A-18

The unsteady pressures acting on the vertical tails of a full-scale F/A-18 fighter aircraft were studied to gain a better understanding of tail-buffet loads that frequently occur on fighter aircraft operating at high angles-of-attack. Data for the study were acquired during two test entries in the 80- by 120-Foot Wind Tunnel wherein the aircraft was tested at wind speeds up to 100 knots and at angles-of-attack from 20deg to 40deg. For the purposes of this paper, the primary difference between the two tests is that, during the first wind-tunnel entry, the pressure transducers were more sparsely spaced and covered less of the fin than during the second entry. In addition to a brief description of the spectral analysis methods used for the unsteady aerodynamic pressures and loads, an analysis of the effects of sensor density on estimating integrated loads is presented. It was found that the integrated loads determined from sparse sensor arrays are significantly higher than actual loads. However, a modest increase in the number of sensors can greatly reduce the error and a method for correcting load estimates from sparse sensor arrays is also suggested. The results for the time-averaged, power-spectral analysis are then presented for the tail-fin bending moments. Power spectra are presented for the aircraft at zero sideslip over an angle-of-attack range from 20deg to 40deg and for the aircraft at an angle-of-attack of 30deg over a sideslip range from -16deg to 16deg. Since the aircraft was equipped with a removable leading-edge extension (LEX) fence to reduce tail-buffet loads, the tail-fin bending moment loads are also presented for that configuration. The LEX fence is shown to significantly reduce bending moment loads over a broad range frequencies, for all the aircraft attitudes presented.

Meyn, Larry A.↗

Evaluation of Amorphous Oxide Coatings for High-Voltage Li-Ion Battery Applications Using a First-Principles Framework

Cathode surface coatings are widely used industrially as a means to suppress degradation and improve electrochemical performance of lithium-ion batteries. However, developing an optimal coating is challenging, as different coating materials may enhance one aspect of performance while hindering another. Furthermore, to elucidate the fundamental thermodynamic and transport properties of amorphous cathode coating materials, here, we present a framework for calculating and analyzing the Li + and O 2- transport and the stability against delithiation in such materials. Our framework includes systematic workflows of ab-initio molecular dynamics calculations to obtain amorphous structures and diffusion trajectories coupled with an analysis of critical changes of the active-ion local environment during diffusion. Based on these data, we provide an estimate of room-temperature diffusivities, including statistical error bars, and the evaluation of the coating suitability in terms of its ability to facilitate Li + transport while blocking O 2- transport. Finally, we add the thermodynamic stability analysis of the coating chemistry within the operating voltage of common Li-ion cathodes. We apply this framework to two commonly used amorphous coating materials, Al 2 O 3 and ZnO. We find that (1) in general, a higher Li + content increases both Li + and O 2- diffusivities in both Al 2 O 3 and ZnO. Also, Li + and O 2- diffuse much faster in ZnO than in Al 2 O 3 . (2) However, neither Al 2 O 3 nor ZnO is expected to retain a significant concentration of Li + at high charge. (3) ZnO performs much more poorly in terms of O 2- blocking, and hence, Al 2 O 3 is preferred for high-voltage cathode applications. These results will help to quantitatively evaluate amorphous materials, such as metal oxides and fluorides, for different performance metrics and facilitate the development of optimal cathode coatings.

25 ENERGY STORAGE↗

Error analysis for a reduced-order discrete adaptive observer

The Kreisselmeier discrete adaptive observer is analyzed for the case in which the observer order is less than that of the plant. The state and parameter estimates from the observer are compared to the states and parameters for an arbitrary reduced-order model (ROM) of the plant, where the observer and ROM are of equal dimension. Conditions sufficient for ultimate boundedness of the observation errors are given, and expressions for the error bounds are derived.

Lilly, J. H.↗

Investigation of Adaptive-threshold Approaches for Determining Area-Time Integrals from Satellite Infrared Data to Estimate Convective Rain Volumes

The principal goal of this project is to establish relationships that would allow application of area-time integral (ATI) calculations based upon satellite data to estimate rainfall volumes. The research is being carried out as a collaborative effort between the two participating organizations, with the satellite data analysis to determine values for the ATIs being done primarily by the STC-METSAT scientists and the associated radar data analysis to determine the 'ground-truth' rainfall estimates being done primarily at the South Dakota School of Mines and Technology (SDSM&T). Synthesis of the two separate kinds of data and investigation of the resulting rainfall-versus-ATI relationships is then carried out jointly. The research has been pursued using two different approaches, which for convenience can be designated as the 'fixed-threshold approach' and the 'adaptive-threshold approach'. In the former, an attempt is made to determine a single temperature threshold in the satellite infrared data that would yield ATI values for identifiable cloud clusters which are closely related to the corresponding rainfall amounts as determined by radar. Work on the second, or 'adaptive-threshold', approach for determining the satellite ATI values has explored two avenues: (1) attempt involved choosing IR thresholds to match the satellite ATI values with ones separately calculated from the radar data on a case basis; and (2) an attempt involved a striaghtforward screening analysis to determine the (fixed) offset that would lead to the strongest correlation and lowest standard error of estimate in the relationship between the satellite ATI values and the corresponding rainfall volumes.

Smith, Paul L.↗

On-line estimation of error covariance parameters for atmospheric data assimilation

A simple scheme is presented for on-line estimation of covariance parameters in statistical data assimilation systems. The scheme is based on a maximum-likelihood approach in which estimates are produced on the basis of a single batch of simultaneous observations. Simple-sample covariance estimation is reasonable as long as the number of available observations exceeds the number of tunable parameters by two or three orders of magnitude. Not much is known at present about model error associated with actual forecast systems. Our scheme can be used to estimate some important statistical model error parameters such as regionally averaged variances or characteristic correlation length scales. The advantage of the single-sample approach is that it does not rely on any assumptions about the temporal behavior of the covariance parameters: time-dependent parameter estimates can be continuously adjusted on the basis of current observations. This is of practical importance since it is likely to be the case that both model error and observation error strongly depend on the actual state of the atmosphere. The single-sample estimation scheme can be incorporated into any four-dimensional statistical data assimilation system that involves explicit calculation of forecast error covariances, including optimal interpolation (OI) and the simplified Kalman filter (SKF). The computational cost of the scheme is high but not prohibitive; on-line estimation of one or two covariance parameters in each analysis box of an operational bozed-OI system is currently feasible. A number of numerical experiments performed with an adaptive SKF and an adaptive version of OI, using a linear two-dimensional shallow-water model and artificially generated model error are described. The performance of the nonadaptive versions of these methods turns out to depend rather strongly on correct specification of model error parameters. These parameters are estimated under a variety of conditions, including uniformly distributed model error and time-dependent model error statistics.

Dee, Dick P.↗

Comparing Consider-Covariance Analysis with Sigma-Point Consider Filter and Linear-Theory Consider Filter Formulations

Recent literature in applied estimation theory reflects growing interest in the sigma-point (also called unscented ) formulation for optimal sequential state estimation, often describing performance comparisons with extended Kalman filters as applied to specific dynamical problems [c.f. 1, 2, 3]. Favorable attributes of sigma-point filters are described as including a lower expected error for nonlinear even non-differentiable dynamical systems, and a straightforward formulation not requiring derivation or implementation of any partial derivative Jacobian matrices. These attributes are particularly attractive, e.g. in terms of enabling simplified code architecture and streamlined testing, in the formulation of estimators for nonlinear spaceflight mechanics systems, such as filter software onboard deep-space robotic spacecraft. As presented in [4], the Sigma-Point Consider Filter (SPCF) algorithm extends the sigma-point filter algorithm to the problem of consider covariance analysis. Considering parameters in a dynamical system, while estimating its state, provides an upper bound on the estimated state covariance, which is viewed as a conservative approach to designing estimators for problems of general guidance, navigation and control. This is because, whether a parameter in the system model is observable or not, error in the knowledge of the value of a non-estimated parameter will increase the actual uncertainty of the estimated state of the system beyond the level formally indicated by the covariance of an estimator that neglects errors or uncertainty in that parameter. The equations for SPCF covariance evolution are obtained in a fashion similar to the derivation approach taken with standard (i.e. linearized or extended) consider parameterized Kalman filters (c.f. [5]). While in [4] the SPCF and linear-theory consider filter (LTCF) were applied to an illustrative linear dynamics/linear measurement problem, in the present work examines the SPCF as applied to nonlinear sequential consider covariance analysis, i.e. in the presence of nonlinear dynamics and nonlinear measurements. A simple SPCF for orbit determination, exemplifying an algorithm hosted in the guidance, navigation and control (GN&C) computer processor of a hypothetical robotic spacecraft, was implemented, and compared with an identically-parameterized (standard) extended, consider-parameterized Kalman filter. The onboard filtering scenario examined is a hypothetical spacecraft orbit about a small natural body with imperfectly-known mass. The formulations, relative complexities, and performances of the filters are compared and discussed.

Lisano, Michael E.↗

Global precipitation estimates based on a technique for combining satellite-based estimates, rain gauge analysis, and NWP model precipitation information

The 'satellite-gauge model' (SGM) technique is described for combining precipitation estimates from microwave satellite data, infrared satellite data, rain gauge analyses, and numerical weather prediction models into improved estimates of global precipitation. Throughout, monthly estimates on a 2.5 degrees x 2.5 degrees lat-long grid are employed. First, a multisatellite product is developed using a combination of low-orbit microwave and geosynchronous-orbit infrared data in the latitude range 40 degrees N - 40 degrees S (the adjusted geosynchronous precipitation index) and low-orbit microwave data alone at higher latitudes. Then the rain gauge analysis is brougth in, weighting each field by its inverse relative error variance to produce a nearly global, observationally based precipitation estimate. To produce a complete global estimate, the numerical model results are used to fill data voids in the combined satellite-gauge estimate. Our sequential approach to combining estimates allows a user to select the multisatellite estimate, the satellite-gauge estimate, or the full SGM estimate (observationally based estimates plus the model information). The primary limitation in the method is imperfections in the estimation of relative error for the individual fields. The SGM results for one year of data (July 1987 to June 1988) show important differences from the individual estimates, including model estimates as well as climatological estimates. In general, the SGM results are drier in the subtropics than the model and climatological results, reflecting the relatively dry microwave estimates that dominate the SGM in oceanic regions.

Huffman, George J.↗

Aerosol anomalies in Nimbus-7 coastal zone color scanner data obtained in Japan area

About 400 CZCS (coastal zone color scanner) scenes covering the Japan area in November 1978-May 1982 were processed to study the applicability of the Gordon-Clark atmospheric correction scheme which produces water-leaving radiances Lw at 443 nm, 520 nm, and 550 nm as well as phytoplankton pigment maps. Typical spring-fall aerosol radiance in the images was found to be 0.8-1.5 micro-W/sq cm-nm-sr, which is about 50 percent more than reported for the US eastern coastal images. The correction for about half the data resulted in negative Lw (443) values, implying overestimation of the aerosol effect for this channel. Several possible reasons for this are considered, including deviation of the aerosol optical thickness tau(a) at 443 nm from that estimated by Angstrom's exponential law, which the algorithm assumes. The analysis shows that, assuming the use of the Gordon-Clark algorithm, and for a pigment concentration of about 1 microgram/l, -40 percent to +100 percent error in satellite estimates is common. Although this does not fully explain the negative Lw (443) in the satellite data, it seems to contribute to the problem significantly, together with other error sources, including one in the sensor calibration.

Fukushima, Hajime↗

Atmospheric Multiple Scattering Effects on GLAS Altimetry: Analysis of Expected Errors in Antarctic Altitude Measurements - Part 2

The altimetry bias in GLAS (Geoscience Laser Altimeter System) or other laser altimeters resulting from atmospheric multiple scattering is studied in relationship to current knowledge of cloud properties over the Antarctic Plateau. Estimates of seasonal and interannual changes in the bias are presented. Results show the bias in altitude from multiple scattering in clouds would be a significant error source without correction. The selective use of low optical depth clouds or cloudfree observations, as well as improved analysis of the return pulse such as by the Gaussian method used here, are necessary to minimize the surface altitude errors. The magnitude of the bias is affected by variations in cloud height, cloud effective particle size and optical depth. Interannual variations in these properties as well as in cloud cover fraction could lead to significant year-to-year variations in the altitude bias. Although cloud-free observations reduce biases in surface elevation measurements from space, over Antarctica these may often include near-surface blowing snow, also a source of scattering-induced delay. With careful selection and analysis of data, laser altimetry specifications can be met.

Mahesh, Ashwin↗

Batch VUV4 characterization for the SBC-LAr10 scintillating bubble chamber

The Scintillating Bubble Chamber (SBC) collaboration purchased 32 Hamamatsu VUV4 silicon photomultipliers (SiPMs) for use in SBC-LAr10, a bubble chamber containing 10 kg of liquid argon. A dark-count characterization technique, which avoids the use of a single-photon source, was used at two temperatures to measure the VUV4 SiPMs breakdown voltage (V BD ), the SiPM gain (g SiPM ), the rate of change of g SiPM with respect to voltage (m), the dark count rate (DCR), and the probability of a correlated avalanche (P CA ) as well as the temperature coefficients of these parameters. A Peltier-based chilled vacuum chamber was developed at Queen's University to cool down the Quads to 233.15 ± 0.2 K and 255.15 ± 0.2 K with average stability of ±20 mK. An analysis framework was developed to estimate V BD to tens of mV precision and DCR close to Poissonian error. The temperature dependence of V BD was found to be 56 ± 2 mV K -1 , and m on average across all Quads was found to be (459 ± 3(stat.)±23(sys.))× 10 3 e- PE -1 V -1 . The average DCR temperature coefficient was estimated to be 0.099 ± 0.008 K -1 corresponding to a reduction factor of 7 for every 20 K drop in temperature. The average temperature dependence of P CA was estimated to be 4000 ± 1000 ppm K -1 . P CA estimated from the average across all SiPMs is a better estimator than the P CA calculated from individual SiPMs, for all of the other parameters, the opposite is true. All the estimated parameters were measured to the precision required for SBC-LAr10, and the Quads will be used in conditions to optimize the signal-to-noise ratio.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Bayesian analysis of nucleon-nucleon scattering data in pionless effective field theory

We perform Bayesian model calibration of two-nucleon (NN) low-energy constants (LECs) appearing in an NN interaction based on pionless effective field theory (πEFT). The calibration is carried out for potentials constructed using naive dimensional analysis in NN relative momenta (p) up to next-to-leading order [NLO, O(p 2 )] and next-to-next-to-next-to-leading order [N3LO, O(p 4 )]. We consider two classes of pionless πEFT potential: one that acts in all partial waves and another that is dominated by s-wave physics. The two classes produce broadly similar results for calibrations to NN data up to E lab = 5 MeV. Our analysis accounts for the correlated uncertainties that arise from the truncation of the pionless πEFT. We simultaneously estimate both the πEFT LECs and the parameters that quantify the truncation error. This permits the first quantitative estimates of the pionless πEFT breakdown scale, Λ b : the 95% intervals are Λ b ∈[50.11,63.03] MeV at NLO and Λ b ∈[72.27,88.54] MeV at N3LO. Furthermore, invoking naive dimensional analysis for the NN potential, therefore, does not lead to consistent results across orders in pionless πEFT. This exemplifies the possible use of Bayesian tools to identify inconsistencies in a proposed EFT power counting.

Bayesian methods↗

The Error Distribution of BATSE Gamma-Ray Burst Locations

Empirical probability models for BATSE gamma-ray burst (GRB) location errors are developed via a Bayesian analysis of the separations between BATSE GRB locations and locations obtained with the Interplanetary Network (IPN). Models are compared and their parameters estimated using 392 GRBs with single IPN annuli and 19 GRBs with intersecting IPN annuli. Most of the analysis is for the 4Br BATSE catalog; earlier catalogs are also analyzed. The simplest model that provides a good representation of the error distribution has 78% of the probability in a "core" term with a systematic error of 1.85 deg and the remainder in an extended tail with a systematic error of 5.1 deg, which implies a 68% confidence radius for bursts with negligible statistical uncertainties of 2.2 deg. There is evidence for a more complicated model in which the error distribution depends on the BATSE data type that was used to obtain the location. Bright bursts are typically located using the CONT data type, and according to the more complicated model, the 68% confidence radius for CONT-located bursts with negligible statistical uncertainties is 2.0 deg.

Briggs, Michael S.↗

Error analysis of numerical methods for thick diffusive neutron transport problems on Shishkin mesh

A thin layer will develop at the boundary if the incoming angular flux is anisotropic in thick diffusive neutron transport problems. Solving such singularly perturbed problems, which have non-smooth solutions with singularity near the boundary, is computationally challenging. Standard finite difference schemes on a uniform mesh cannot yield ε-uniform convergence, where ε is a small parameter, while it can be achieved on a suitable piecewise-uniform Shishkin mesh. We present a formal error analysis of the diamond difference (DD) method and step difference (SD) method for solving the S{sub N} neutron transport equation. The analysis can be extended to other finite difference methods. Numerical results are presented to confirm the error estimates and the advantages of the Shishkin mesh. (author)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Solar activity prediction

A statistical study of formulas for predicting the sunspot number several years in advance is reported. By using a data lineup with cycle maxima coinciding, and by using multiple and nonlinear predictors, a new formula which gives better error estimates than former formulas derived from the work of McNish and Lincoln is obtained. A statistical analysis is conducted to determine which of several mathematical expressions best describes the relationship between 10.7 cm solar flux and Zurich sunspot numbers. Attention is given to the autocorrelation of the observations, and confidence intervals for the derived relationships are presented. The accuracy of predicting a value of 10.7 cm solar flux from a predicted sunspot number is dicussed.

Slutz, R. J.↗