Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Covariance Matrix”

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 451 records · Page 25
All sourcesNASA NTRSDOE OSTI
NASA NTRS2000

Low-dimensional Representation of Error Covariance

Ensemble and reduced-rank approaches to prediction and assimilation rely on low-dimensional approximations of the estimation error covariances. Here stability properties of the forecast/analysis cycle for linear, time-independent systems are used to identify factors that cause the steady-state analysis error covariance to admit a low-dimensional representation. A useful measure of forecast/analysis cycle stability is the bound matrix, a function of the dynamics, observation operator and assimilation method. Upper and lower estimates for the steady-state analysis error covariance matrix eigenvalues are derived from the bound matrix. The estimates generalize to time-dependent systems. If much of the steady-state analysis error variance is due to a few dominant modes, the leading eigenvectors of the bound matrix approximate those of the steady-state analysis error covariance matrix. The analytical results are illustrated in two numerical examples where the Kalman filter is carried to steady state. The first example uses the dynamics of a generalized advection equation exhibiting nonmodal transient growth. Failure to observe growing modes leads to increased steady-state analysis error variances. Leading eigenvectors of the steady-state analysis error covariance matrix are well approximated by leading eigenvectors of the bound matrix. The second example uses the dynamics of a damped baroclinic wave model. The leading eigenvectors of a lowest-order approximation of the bound matrix are shown to approximate well the leading eigenvectors of the steady-state analysis error covariance matrix.

Tippett, Michael K.↗
NASA NTRS1975

The treatment of bias in the square-root information filter/smoother

The Dyer-McReynolds square-root information filter (SRIF) is rederived, using recursive least-square arguments. The result is applied to a system composed partly of biases. The filter sensitivity matrix, computed covariance, and consider covariance for this augmented system are reviewed. A new computationally attractive representation for the smoothed estimates, in terms of a smoothed sensitivity matrix and a smoothed computed covariance is presented.

Bierman, G. J.↗
DOE OSTI2025

Simple model to investigate jet quenching and correlated errors for centrality-dependent nuclear modification factors in relativistic heavy-ion collisions

Here, we apply Bayesian techniques to compare a simple, empirical model for jet quenching in heavy-ion collisions to centrality-dependent jet R AA measured by ATLAS for Pb + Pb collisions at $\sqrt{s_{NN}}$ = 5.02 TeV. We find that the R AA values for central collisions are adequately described with a model for the mean p T -dependent jet energy loss using only two parameters. This model is extended by incorporating two-dimensional initial geometry information from TRENTo and compared to centrality-dependent R AA values. We find that the results are sensitive to the value of the jet-quenching formation time, τ ƒ , and that the optimal value of τ ƒ varies with the assumed path-length dependence of the energy loss. We construct a covariance error matrix for the data from the p T -dependent contributions to the ATLAS systematic errors and perform Bayesian calibrations for several different assumptions for the systematic error correlations. We show that the most-probable functions and $χ^2_d$ values are sensitive to assumptions made when fitting to correlated errors. This work demonstrates the utility of a simple model that can quickly demonstrate the constraining power of jet-quenching observables with corresponding uncertainties and guide future studies using more sophisticated models.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
NASA NTRS1990

A numerical algorithm to propagate navigation error covariance matrices associated with generalized strapdown inertial measurement units

The design and operation of a Strapdown Navigation Analysis Program (SNAP) developed to perform covariance analysis on spacecraft inertial-measurement-unit (IMU) navigation errors are described and demonstrated. Consideration is given to the IMU modeling subroutine (with user-specified sensor characteristics), the data input procedures, state updates and the simulation of instrument failures, the determination of the nominal trajectory, the mapping-matrix and Monte Carlo covariance-matrix propagation methods, and aided-navigation simulation. Numerical results are presented in tables for sample applications involving (1) the Galileo/IUS spacecraft from its deployment from the Space Shuttle to a point 10 to the 8th ft from the center of the earth and (2) the TDRS-C/IUS spacecraft from Space Shuttle liftoff to a point about 2 h before IUS deployment. SNAP is shown to give reliable results for both cases, with good general agreement between the mapping-matrix and Monte Carlo predictions.

Weir, Kent A.↗
DOE OSTI2025

Mechanical form factors and densities of nonrelativistic fermions

The hadron physics community has been actively debating the interpretation of so-called mechanical properties of hadrons. Nonrelativistic quantum-mechanical systems like the hydrogen atom have been appealed to in these debates as analogies. Since such appeals are likely to continue, it is important to have Galilei-covariant expressions for matrix elements of the energy-momentum tensor. In this work, I obtain Galilei-covariant breakdowns of such matrix elements into mechanical form factors, with a special focus on spin-half states. I additionally study the spatial densities associated with these form factors, using the pilot wave interpretation to guide their breakdown into contributions from internal structure and from quantum-mechanical effects such as wave packet dispersion. For completeness, I also obtain nonrelativistic Breit frame densities.

form factors↗
NASA NTRS1992

Improvement of structural models using covariance analysis and nonlinear generalized least squares

The next generation of large, flexible space structures will be too light to support their own weight, requiring a system of structural supports for ground testing. The authors have proposed multiple boundary-condition testing (MBCT), using more than one support condition to reduce uncertainties associated with the supports. MBCT would revise the mass and stiffness matrix, analytically qualifying the structure for operation in space. The same procedure is applicable to other common test conditions, such as empty/loaded tanks and subsystem/system level tests. This paper examines three techniques for constructing the covariance matrix required by nonlinear generalized least squares (NGLS) to update structural models based on modal test data. The methods range from a complicated approach used to generate the simulation data (i.e., the correct answer) to a diagonal matrix based on only two constants. The results show that NGLS is very insensitive to assumptions about the covariance matrix, suggesting that a workable NGLS procedure is possible. The examples also indicate that the multiple boundary condition procedure more accurately reduces errors than individual boundary condition tests alone.

Glaser, R. J.↗
NASA NTRS1986

Nonlinear filtering for spacecraft attitude estimation

Nonlinear filtering techniques are applied to spacecraft attitude estimation using quaternion parameterization for the attitude kinematics. By replacing the angular velocity vector by the gyro output vector, a state dependent noise vector is introduced in the seven-dimensional system equations. The resulting conditional probability density function from the Ito differential rule is governed by the Fokker Planck partial differential equation which is approximated by the second order mean and covariance differential equations. In order to minimize computer loading, the covariance propagation is carried out in six-dimensional state space using a matrix transformation. The star tracker data is used to update the covariance matrix in the seven-dimensional space. The algorithm is simulated for an earth pointing spacecraft mission, using Monte Carlo samples of gyro and star measurements. The performance of the second order filter is compared with the extended Kalman Filter through several simulation runs and drift rates have been identified.

Vathsal, S.↗
DOE OSTI2025

Gluon unpolarized, polarized, and transversity GPDs from lattice QCD: Lorentz-covariant parametrization

We identify the matrix elements necessary to determine the leading-twist gluon generalized parton distributions (GPDs) H g , E g , H ˜ g , E ˜ g , H g T , E g T , H ˜ g T , E ˜ g T in lattice QCD calculations. We present a method to achieve a Lorentz-covariant parameterization of the matrix elements in terms of a linearly independent basis of tensor structures. This parameterization is crucial for projecting lattice QCD matrix elements onto light cone distributions. For the first time, we determine the corresponding components that project onto the linear combinations of invariant amplitudes, which reduce to the different gluon GPDs in the light cone limit and enable their separation in a lattice QCD calculation for spin-0 and spin- 1 2 hadrons. Hence, this work lays the foundation for the numerical determination of the gluon GPDs from first-principle lattice QCD calculations, directly advancing our understanding of the mass and spin structures and mechanical properties of the nucleon, as well as the physics underlying deeply virtual Compton scattering and deeply virtual meson production in a range of experimental processes. Published by the American Physical Society 2025

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2020

Principal Component Analysis for Extremes and Application to U.S. Precipitation

Here, we propose a method for analyzing extremal behavior through the lens of a most efficient basis of vectors. The method is analogous to principal component analysis, but is based on methods from extreme value analysis. Specifically, rather than decomposing a covariance or correlation matrix, we obtain our basis vectors by performing an eigendecomposition of a matrix that describes pairwise extremal dependence. We apply the method to precipitation observations over the contiguous United States. We find that the time series of large coefficients associated with the leading eigenvector shows very strong evidence of a positive trend, and there is evidence that large coefficients of other eigenvectors have relationships with El Niño–Southern Oscillation.

54 ENVIRONMENTAL SCIENCES↗
NASA NTRS1988

Random field estimation approach to multibody dynamics

The use of recursive techniques similar to random field models to factor and invert the inertia matrix of a multibody system is discussed. An equivalence is established between the composite multibody system inertia matrix and the covariance of the output of a described linear system model. Conditional mean estimation and sequential estimation problems are solved along with problems of filtering and smoothing. Formulas are developed to compute the covariance of several relevant quantities. The foregoing results are used to obtain the inverse of the composite multibody system inertia in closed form.

Rodriguez, G.↗
NASA NTRS1990

Computation of the factorized error covariance of the difference between correlated estimators

A state estimation problem where some of the measurements may be common to two or more data sets is considered. Two approaches for computing the error covariance of the difference between filtered estimates (for each data set) are discussed. The first algorithm is based on postprocessing of the Kalman gain profiles of two correlated estimators. It uses UD factors of the covariance of the relative error. The second algorithm uses a square root information filter applied to relative error analysis. In the absence of process noise, the square root information filter is computationally more efficient and more flexible than the Kalman gain (covariance update) method. Both the algorithms (covariance and information matrix based) are applied to a Venus orbiter simulation, and their performances are compared.

Wolff, Peter J.↗
NASA NTRS1988

Remote sensing of earth terrain

A systematic approach for the identification of terrain media such as vegetation canopy, forest, and snow covered fields is developed using the optimum polarimetric classifier. The covariance matrices for the various terrain covers are computed from the theoretical models of random medium by evaluating the full polarimetric scattering matrix elements. The optimal classification scheme makes use of a quadratic distance measure and is applied to classify a vegetation canopy consisting of both trees and grass. Experimentally measured data are used to validate the classification scheme. Theoretical probability of classification error using the full polarimetric matrix are compared with classification based on single features including the phase difference between the VV and HH polarization returns. It is shown that the full polarimetric results are optimal and provide better classification performance than single feature measurements. A systematic approach is presented for obtaining the optimal polarimetric matched filter which produces maximum contrast between two scattering classes, each represented by its respective covariance matrix.

Kong, J. A.↗
DOE OSTI2024

Generalized parton distributions from lattice QCD with asymmetric momentum transfer: Axial-vector case

Recently, we made significant advancements in improving the computational efficiency of lattice QCD calculations for generalized parton distributions (GPDs). This progress was achieved by adopting calculations of matrix elements in asymmetric frames, deviating from the computationally-expensive symmetric frame typically used, and allowing freedom in the choice for the distribution of the momentum transfer between the initial and final states. A crucial aspect of this approach involves the adoption of a Lorentz covariant parametrization for the matrix elements, introducing Lorentz-invariant amplitudes. This approach also allows us to propose an alternative definition of quasi-GPDs, ensuring frame independence and potentially reduce power corrections in matching to light cone GPDs. In our previous work, we presented lattice QCD results for twist-2 unpolarized GPDs ( H and E ) of quarks obtained from calculations performed in asymmetric frames at zero skewness. Building upon this work, we now introduce a novel Lorentz covariant parametrization for the axial-vector matrix elements. We employ this parametrization to compute the axial-vector GPD H ˜ at zero skewness, using an N f = 2 + 1 + 1 ensemble of twisted mass fermions with clover improvement. The light-quark masses employed in our calculations correspond to a pion mass of approximately 260 MeV. Published by the American Physical Society 2024

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2020

Covariance generation for the prompt neutron multiplicity of 239 Pu including the (n, γ f) process

Fission cross section of 239 Pu can be seen as a sum of the “immediate" fission and “two-step" (n,γf) reactions. In the Resolved Resonance Range of the reaction cross sections, the contribution of the (n,γf) process has an impact on the determination of the partial widths magnitude involved in the Reich-Moore approximation of the R-matrix theory. The present work aims to investigate this impact by using the CONRAD code and the partial width Γ γf for the (n,γf) reaction calculated by Lynn et al. A special attention will be paid to the covariance matrix obtained on ν p .

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
NASA NTRS2017

Assessment of the Gaussian Covariance Approximation over an Earth-Asteroid Encounter Period

In assessing the risk an asteroid may pose to the Earth, the asteroids state is often predicted for many years, often decades. Only by accounting for the asteroids initial state uncertainty can a measure of the risk be calculated. With the asteroids state uncertainty growing as a function of the initial velocity uncertainty, orbit velocity at the last state update, and the time from the last update to the epoch of interest, the asteroids position uncertainties can grow to many times the size of the Earth when propagated to the encounter risk corridor. This paper examines the merits of propagating the asteroids state covariance as an analytical matrix. The results of this study help to bound the efficacy of applying different metrics for assessing the risk an asteroid poses to the Earth. Additionally, this work identifies a criterion for when different covariance propagation methods are needed to continue predictions after an Earth-encounter period.

planetary defense↗
NASA NTRS2017

Assessment of the Gaussian Covariance Approximation over an Earth-Asteroid Encounter Period

In assessing the risk an asteroid may pose to the Earth, the asteroids state is often predicted for many years, often decades. Only by accounting for the asteroids initial state uncertainty can a measure of the risk be calculated. With the asteroids state uncertainty growing as a function of the initial velocity uncertainty, orbit velocity at the last state update, and the time from the last update to the epoch of interest, the asteroids position uncertainties can grow to many times the size of the Earth when propagated to the encounter risk corridor. This paper examines the merits of propagating the asteroids state covariance as an analytical matrix. The results of this study help to bound the efficacy of applying different metrics for assessing the risk an asteroid poses to the Earth. Additionally, this work identifies a criterion for when different covariance propagation methods are needed to continue predictions after an Earth-encounter period.

uncertainty characterization↗
NASA NTRS1992

Derivation of phase statistics from the Mueller matrix

Experimental observations show a strong dependence of phase differences of scattering matrix elements on the physical parameters of random media. Here, the statistical behavior of the phase differences is studied for distributed targets. The pdfs of the phase differences are derived from the Mueller matrix of the target. In deriving the density functions, it is assumed that the real and imaginary parts of the copolarized and cross-polarized terms of the scattering matrix are jointly Gaussian and their covariance matrices are found in terms of the Mueller matrix elements. The functional forms of the copolarized and cross-polarized density functions are similar and are obtained independently. It is shown that the density function of the phase difference is completely determined in terms of only two parameters.

Sarabandi, K.↗