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NASA NTRS1984

Relationship between Allan variances and Kalman Filter parameters

A relationship was constructed between the Allan variance parameters (H sub z, H sub 1, H sub 0, H sub -1 and H sub -2) and a Kalman Filter model that would be used to estimate and predict clock phase, frequency and frequency drift. To start with the meaning of those Allan Variance parameters and how they are arrived at for a given frequency source is reviewed. Although a subset of these parameters is arrived at by measuring phase as a function of time rather than as a spectral density, they all represent phase noise spectral density coefficients, though not necessarily that of a rational spectral density. The phase noise spectral density is then transformed into a time domain covariance model which can then be used to derive the Kalman Filter model parameters. Simulation results of that covariance model are presented and compared to clock uncertainties predicted by Allan variance parameters. A two state Kalman Filter model is then derived and the significance of each state is explained.

Vandierendonck, A. J.↗

NASA NTRS1984

Estimation of parameters in linear structural relationships Sensitivity to the choice of the ratio of error variances

Maximum likelihood estimation of parameters in linear structural relationships under normality assumptions requires knowledge of one or more of the model parameters if no replication is available. The most common assumption added to the model definition is that the ratio of the error variances of the response and predictor variates is known. This paper investigates the use of asymptotic formulae for variances and mean squared errors as a function of sample size and the assumed value for the error variance ratio.

Lakshminarayanan, M. Y.↗

NASA NTRS1987

Latitude dependence of eddy variances

The eddy variance of a meteorological field must tend to zero at high latitudes due solely to the nature of spherical polar coordinates. The zonal averaging operator defines a length scale: the circumference of the latitude circle. When the circumference of the latitude circle is greater than the correlation length of the field, the eddy variance from transient eddies is the result of differences between statistically independent regions. When the circumference is less than the correlation length, the eddy variance is computed from points that are well correlated with each other, and so is reduced. The expansion of a field into zonal Fourier components is also influenced by the use of spherical coordinates. As is well known, a phenomenon of fixed wavelength will have different zonal wavenumbers at different latitudes. Simple analytical examples of these effects are presented along with an observational example from satellite ozone data. It is found that geometrical effects can be important even in middle latitudes.

Bowman, Kenneth P.↗

NASA NTRS1988

Variance and bias confidence criteria for ERA modal parameter identification

For the ERA system identification algorithm, perturbation methods are used to develop expressions for variance and bias of the identified modal parameters. Based on the statistics of the measurement noise, the variance results serve as confidence criteria by indicating how likely the true parameters are to lie within any chosen interval about their identified values. This replaces the use of expensive and time-consuming Monte Carlo computer runs to obtain similar information. The bias estimates help guide the ERA user in his choice of which data points to use and how much data to use in order to obtain the best results, performing the trade-off between the bias and scatter. Also, when the uncertainty in the bias is sufficiently small, the bias information can be used to correct the ERA results. In addition, expressions for the variance and bias of the singular values serve as tools to help the ERA user decide the proper modal order.

Longman, Richard W.↗

NASA NTRS1990

Measurement of Allan variance and phase noise at fractions of a millihertz

Although the measurement of Allan variance of oscillators is well documented, there is a need for a simplified system for finding the degradation of phase noise and Allan variance step-by-step through a system. This article describes an instrumentation system for simultaneous measurement of additive phase noise and degradation in Allan variance through a transmitter system. Also included are measurements of a 20-kW X-band transmitter showing the effect of adding a pass tube regulator.

Conroy, Bruce L.↗

NASA NTRS1991

Anisotropy and minimum variance directions of solar wind fluctuations in the outer heliosphere

Voyager 2 magnetic field and plasma data are examined over time intervals of 1 to 12 hours in the heliospheric range of 1 to 10 AU to study the evolution of the anisotropy of solar wind fluctuations. Consistent with previous results, the directions of minimum variance vectors of magnetic fluctuations are found to be close to the mean magnetic field direction with an increasing component along the field at larger scales. At large radial distances there is more spread in the minimum variance directions than at smaller radial distances. The power in smaller-scale fluctuations in the magnetic field components perpendicular to the local mean field B(0) is in the ratio of about 5:1 near 1 AU at the scale of 1 hour but decreases to about 3:1 further out. No evidence for selective enhancement of out-of-the-ecliptic components of fluctuations is found. In contrast to results for field fluctuations, analysis of velocity fluctuations shows that the minimum variance direction systematically remains more radially oriented and becomes increasingly less oriented along B(0) with increasing heliocentric distance. The velocity fluctuations are generally more isotropic than the magnetic fluctuations. The observations cannot be explained by a superposed wave picture, and thus are consistent with the view that nonlinear turbulent evolution is responsible for the anisotropy in the fluctuations.

Klein, Larry W.↗

NASA NTRS1991

Estimation variance bounds of importance sampling simulations in digital communication systems

In practical applications of importance sampling (IS) simulation, two basic problems are encountered, that of determining the estimation variance and that of evaluating the proper IS parameters needed in the simulations. The authors derive new upper and lower bounds on the estimation variance which are applicable to IS techniques. The upper bound is simple to evaluate and may be minimized by the proper selection of the IS parameter. Thus, lower and upper bounds on the improvement ratio of various IS techniques relative to the direct Monte Carlo simulation are also available. These bounds are shown to be useful and computationally simple to obtain. Based on the proposed technique, one can readily find practical suboptimum IS parameters. Numerical results indicate that these bounding techniques are useful for IS simulations of linear and nonlinear communication systems with intersymbol interference in which bit error rate and IS estimation variances cannot be obtained readily using prior techniques.

Lu, D.↗

NASA NTRS1992

Variance of phase fluctuations of waves propagating through a random medium

As an electromagnetic wave propagates through a random scattering medium, such as a forest, its energy is attenuated and random phase fluctuations are induced. The magnitude of the random phase fluctuations induced is important in estimating how well a Synthetic Aperture Radar (SAR) can image objects within the scattering medium. The two-layer random medium model, consisting of a scattering layer between free space and ground, is used to calculate the variance of the phase fluctuations induced between a transmitter located above the random medium and a receiver located below the random medium. The scattering properties of the random medium are characterized by a correlation function of the random permittivity fluctuations. The effective permittivity of the random medium is first calculated using the strong fluctuation theory, which accounts for large permittivity fluctuations of the scatterers. The distorted Born approximation is used to calculate the first-order scattered field. A perturbation series for the phase of the received field in the Rytov approximation is then introduced and the variance of the phase fluctuations is also calculated assuming that the transmitter and receiver are in the paraxial limit of the random medium, which allows an analytic solution to be obtained. Results are compared using the paraxial approximation, scalar Green's function formulation, and dyadic Green's function formulation. The effects studied are the dependence of the variance of the phase fluctuations on receiver location in lossy and lossless regions, medium thickness, correlation length and fractional volume of scatterers, depolarization of the incident wave, ground layer permittivity, angle of incidence, and polarization.

Chu, Nelson C.↗

NASA NTRS1994

Effects of noise variance model on optimal feedback design and actuator placement

In optimal placement of actuators for stochastic systems, it is commonly assumed that the actuator noise variances are not related to the feedback matrix and the actuator locations. In this paper, we will discuss the limitation of that assumption and develop a more practical noise variance model. Various properties associated with optimal actuator placement under the assumption of this noise variance model are discovered through the analytical study of a second order system.

Ruan, Mifang↗

NASA NTRS1999

Variance and Predictability of Precipitation at Seasonal-to-Interannual Timescales

A series of atmospheric general circulation model (AGCM) simulations, spanning a total of several thousand years, is used to assess the impact of land-surface and ocean boundary conditions on the seasonal-to-interannual variability and predictability of precipitation in a coupled modeling system. In the first half of the analysis, which focuses on precipitation variance, we show that the contributions of ocean, atmosphere, and land processes to this variance can be characterized, to first order, with a simple linear model. This allows a clean separation of the contributions, from which we find: (1) land and ocean processes have essentially different domains of influence, i.e., the amplification of precipitation variance by land-atmosphere feedback is most important outside of the regions (mainly in the tropics) that are most affected by sea surface temperatures; and (2) the strength of land-atmosphere feedback in a given region is largely controlled by the relative availability of energy and water there. In the second half of the analysis, the potential for seasonal-to-interannual predictability of precipitation is quantified under the assumption that all relevant surface boundary conditions (in the ocean and on land) are known perfectly into the future. We find that the chaotic nature of the atmospheric circulation imposes fundamental limits on predictability in many extratropical regions. Associated with this result is an indication that soil moisture initialization or assimilation in a seasonal-to-interannual forecasting system would be beneficial mainly in transition zones between dry and humid regions.

Koster, Randal D.↗

NASA NTRS2004

Mesoscale Gravity Wave Variances from AMSU-A Radiances

A variance analysis technique is developed here to extract gravity wave (GW) induced temperature fluctuations from NOAA AMSU-A (Advanced Microwave Sounding Unit-A) radiance measurements. By carefully removing the instrument/measurement noise, the algorithm can produce reliable GW variances with the minimum detectable value as small as 0.1 K2. Preliminary analyses with AMSU-A data show GW variance maps in the stratosphere have very similar distributions to those found with the UARS MLS (Upper Atmosphere Research Satellite Microwave Limb Sounder). However, the AMSU-A offers better horizontal and temporal resolution for observing regional GW variability, such as activity over sub-Antarctic islands.

middle atmosphere↗

NASA NTRS2010

Impact of Damping Uncertainty on SEA Model Response Variance

Statistical Energy Analysis (SEA) is commonly used to predict high-frequency vibroacoustic levels. This statistical approach provides the mean response over an ensemble of random subsystems that share the same gross system properties such as density, size, and damping. Recently, techniques have been developed to predict the ensemble variance as well as the mean response. However these techniques do not account for uncertainties in the system properties. In the present paper uncertainty in the damping loss factor is propagated through SEA to obtain more realistic prediction bounds that account for both ensemble and damping variance. The analysis is performed on a floor-equipped cylindrical test article that resembles an aircraft fuselage. Realistic bounds on the damping loss factor are determined from measurements acquired on the sidewall of the test article. The analysis demonstrates that uncertainties in damping have the potential to significantly impact the mean and variance of the predicted response.

Schiller, Noah↗

NASA NTRS2011

Visual SLAM Using Variance Grid Maps

An algorithm denoted Gamma-SLAM performs further processing, in real time, of preprocessed digitized images acquired by a stereoscopic pair of electronic cameras aboard an off-road robotic ground vehicle to build accurate maps of the terrain and determine the location of the vehicle with respect to the maps. Part of the name of the algorithm reflects the fact that the process of building the maps and determining the location with respect to them is denoted simultaneous localization and mapping (SLAM). Most prior real-time SLAM algorithms have been limited in applicability to (1) systems equipped with scanning laser range finders as the primary sensors in (2) indoor environments (or relatively simply structured outdoor environments). The few prior vision-based SLAM algorithms have been feature-based and not suitable for real-time applications and, hence, not suitable for autonomous navigation on irregularly structured terrain. The Gamma-SLAM algorithm incorporates two key innovations: Visual odometry (in contradistinction to wheel odometry) is used to estimate the motion of the vehicle. An elevation variance map (in contradistinction to an occupancy or an elevation map) is used to represent the terrain. The Gamma-SLAM algorithm makes use of a Rao-Blackwellized particle filter (RBPF) from Bayesian estimation theory for maintaining a distribution over poses and maps. The core idea of the RBPF approach is that the SLAM problem can be factored into two parts: (1) finding the distribution over robot trajectories, and (2) finding the map conditioned on any given trajectory. The factorization involves the use of a particle filter in which each particle encodes both a possible trajectory and a map conditioned on that trajectory. The base estimate of the trajectory is derived from visual odometry, and the map conditioned on that trajectory is a Cartesian grid of elevation variances. In comparison with traditional occupancy or elevation grid maps, the grid elevation variance maps are much better for representing the structure of vegetated or rocky terrain.

Howard, Andrew B.↗

NASA NTRS2012

A Practical Methodology for Quantifying Random and Systematic Components of Unexplained Variance in a Wind Tunnel

This paper documents a check standard wind tunnel test conducted in the Langley 0.3-Meter Transonic Cryogenic Tunnel (0.3M TCT) that was designed and analyzed using the Modern Design of Experiments (MDOE). The test designed to partition the unexplained variance of typical wind tunnel data samples into two constituent components, one attributable to ordinary random error, and one attributable to systematic error induced by covariate effects. Covariate effects in wind tunnel testing are discussed, with examples. The impact of systematic (non-random) unexplained variance on the statistical independence of sequential measurements is reviewed. The corresponding correlation among experimental errors is discussed, as is the impact of such correlation on experimental results generally. The specific experiment documented herein was organized as a formal test for the presence of unexplained variance in representative samples of wind tunnel data, in order to quantify the frequency with which such systematic error was detected, and its magnitude relative to ordinary random error. Levels of systematic and random error reported here are representative of those quantified in other facilities, as cited in the references.

Deloach, Richard↗

NASA NTRS2012

An Empirical Temperature Variance Source Model in Heated Jets

An acoustic analogy approach is implemented that models the sources of jet noise in heated jets. The equivalent sources of turbulent mixing noise are recognized as the differences between the fluctuating and Favre-averaged Reynolds stresses and enthalpy fluxes. While in a conventional acoustic analogy only Reynolds stress components are scrutinized for their noise generation properties, it is now accepted that a comprehensive source model should include the additional entropy source term. Following Goldstein s generalized acoustic analogy, the set of Euler equations are divided into two sets of equations that govern a non-radiating base flow plus its residual components. When the base flow is considered as a locally parallel mean flow, the residual equations may be rearranged to form an inhomogeneous third-order wave equation. A general solution is written subsequently using a Green s function method while all non-linear terms are treated as the equivalent sources of aerodynamic sound and are modeled accordingly. In a previous study, a specialized Reynolds-averaged Navier-Stokes (RANS) solver was implemented to compute the variance of thermal fluctuations that determine the enthalpy flux source strength. The main objective here is to present an empirical model capable of providing a reasonable estimate of the stagnation temperature variance in a jet. Such a model is parameterized as a function of the mean stagnation temperature gradient in the jet, and is evaluated using commonly available RANS solvers. The ensuing thermal source distribution is compared with measurements as well as computational result from a dedicated RANS solver that employs an enthalpy variance and dissipation rate model. Turbulent mixing noise predictions are presented for a wide range of jet temperature ratios from 1.0 to 3.20.

Khavaran, Abbas↗

NASA NTRS2013

View-angle-dependent AIRS Cloudiness and Radiance Variance: Analysis and Interpretation

Upper tropospheric clouds play an important role in the global energy budget and hydrological cycle. Significant view-angle asymmetry has been observed in upper-level tropical clouds derived from eight years of Atmospheric Infrared Sounder (AIRS) 15 um radiances. Here, we find that the asymmetry also exists in the extra-tropics. It is larger during day than that during night, more prominent near elevated terrain, and closely associated with deep convection and wind shear. The cloud radiance variance, a proxy for cloud inhomogeneity, has consistent characteristics of the asymmetry to those in the AIRS cloudiness. The leading causes of the view-dependent cloudiness asymmetry are the local time difference and small-scale organized cloud structures. The local time difference (1-1.5 hr) of upper-level (UL) clouds between two AIRS outermost views can create parts of the observed asymmetry. On the other hand, small-scale tilted and banded structures of the UL clouds can induce about half of the observed view-angle dependent differences in the AIRS cloud radiances and their variances. This estimate is inferred from analogous study using Microwave Humidity Sounder (MHS) radiances observed during the period of time when there were simultaneous measurements at two different view-angles from NOAA-18 and -19 satellites. The existence of tilted cloud structures and asymmetric 15 um and 6.7 um cloud radiances implies that cloud statistics would be view-angle dependent, and should be taken into account in radiative transfer calculations, measurement uncertainty evaluations and cloud climatology investigations. In addition, the momentum forcing in the upper troposphere from tilted clouds is also likely asymmetric, which can affect atmospheric circulation anisotropically.

AIRS↗

NASA NTRS2017

LMI-Based Fuzzy Optimal Variance Control of Airfoil Model Subject to Input Constraints

This paper presents a study of fuzzy optimal variance control problem for dynamical systems subject to actuator amplitude and rate constraints. Using Takagi-Sugeno fuzzy modeling and dynamic Parallel Distributed Compensation technique, the stability and the constraints can be cast as a multi-objective optimization problem in the form of Linear Matrix Inequalities. By utilizing the formulations and solutions for the input and output variance constraint problems, we develop a fuzzy full-state feedback controller. The stability and performance of the proposed controller is demonstrated through its application to the airfoil flutter suppression.

optimal variance control↗

DOE OSTI2025

The Bias-Variance-Correlation Tradeoff and Its Implications for ML Applications in HEP

The bias-variance tradeoff is a well-recognized phenomenon in statistics and machine learning. In this talk, I will discuss an extension, dubbed the bias-variance-correlation tradeoff. Roughly speaking, as the flexibility of a model decreases, the correlations in the outputs of a trained model for different inputs increases. Such correlations have implications for several applications of machine learning in high energy physics, e.g., the use generative models for event generation. In particular, I will argue that claims in the literature of data amplification by generative models stem from ignoring important correlations between the model's outputs for different inputs.

Shyamsundar, Prasanth [Fermilab] (ORCID:0000000227↗