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NASA NTRS1975

Maximum likelihood failure detection techniques applied to the shuttle orbiter reaction control subsystem

A technique for on-board detection and identification of hard failures and leaks of the shuttle orbiter reaction control subsystem jets, during the orbital flight phase, is presented. The method uses gimbal angle and linear accelerometer measurements from the orbiter inertial measurement unit and requires no additional hardware. Extended Kalman filters with residual traps are employed for state estimation, and generalized likelihood ratio tests for jet failure identification. Rigid body simulation results indicate identification times of less than 2 seconds for hard jet failures and less than 70 seconds for jet leaks.

Deckert, J. C.↗

NASA NTRS1975

Pattern recognition of soils and crops from space

An evaluation is conducted of the relative effectiveness of the computer analysis techniques which are commonly employed to extract land use (crop identification) information from digitized aerial photographs. It is found that the minimum distance to the mean (MDM) algorithm and the maximum likelihood ratio (MLR) can both be used for the successful recognition of land-use patterns. The MDM algorithm is slightly more accurate in cases involving the use of three or more variables. The use of the MLR algorithm, however, is preferable in cases in which less than three variables are employed.

Leamer, R. W.↗

NASA NTRS1974

Estimation and detection of signals in multiplicative noise

We define a class of detection-estimation problems on matrix Lie groups in which the observation noise is multiplicative in nature. By examining the differential versions of the hypotheses, which are bilinear, we are able to derive the relevant likelihood ratio formula and the associated optimal estimation equations for the signal given the observations and the assumption that the signal is present. These estimation equations are of interest in their own right, in that they represent a finite-dimensional optimal solution to a nonlinear estimation problem and consist of a Kalman-Bucy filter along with the on-line computation of the solution of the associated Riccati equation, which is driven by the observations. The usefulness of these results is illustrated via an example concerning the detection of an actuator failure in a rigid-body rotational control system.

Willsky, A. S.↗

NASA NTRS1975

A note on the consistency of maximum likelihood estimates for finite families of stochastic processes

The note considers families of stochastic processes indexed by a finite number of alternative parameter values. For general classes of stochastic processes, it is shown that maximum-likelihood estimates converge almost surely to the correct parameter value. This is established by use of a submartingale property of the sequence of maximized-likelihood ratios together with a technique first employed by Wald (1949) in the case of independent identically distributed random variables.

Caines, P. E.↗

NASA NTRS1975

Parameter adaptive estimation of random processes

This paper is concerned with the parameter adaptive least squares estimation of random processes. The main result is a general representation theorem for the conditional expectation of a random variable on a product probability space. Using this theorem along with the general likelihood ratio expression, the least squares estimate of the process is found in terms of the parameter conditioned estimates. The stochastic differential for the a posteriori probability and the stochastic differential equation for the a posteriori density are found by using simple stochastic calculus on the representations obtained. The results are specialized to the case when the parameter has a discrete distribution. The results can be used to construct an implementable recursive estimator for certain types of nonlinear filtering problems. This is illustrated by some simple examples.

Caglayan, A. K.↗

NASA NTRS1980

Sensor/actuator failure detection for turbofan engines

A procedure for sensor/actuator failure detection using a generalized likelihood ratio (GLR) test is described. The GLR concept can provide a reliable evaluation of failure occurence when associated with a feedback control design which does not require sensor outputs to provide data estimates. A GLR detector was developed and tested.

Behbehani, K.↗

NASA NTRS1981

Role of the doubly stochastic Neyman type-A and Thomas counting distributions in photon detection

The sums of Meyman type-A and Thomas random variables are shown to retain their form under the constant multiplication parameter constraint. The conditions under which the two random variables converge in distribution to the fixed multiplicative Poisson, and to the Gaussian, are presented. It is shown that the latter result is important, in that it provides a solution to likelihood-ratio detection, estimation and discrimination problems in the presence of many kinds of signal and noise. Among the explicit applications presented are: (1) the photon-counter scintillation detection of nuclear particles when particle flux is low, (2) the photon-counting detection of weak optical signals in the presence of ionizing radiation, and (3) the design of a star-scanner spacecraft guidance system adequate for hostile space environments.

Teich, M. C.↗

NASA NTRS1980

Sensor/actuator failure detection and isolation for airbreathing propulsion systems

In this paper, the Generalized Likelihood Ratio (GLR) test is used to detect and isolate sensor and/or actuator failures when a digital computer simulation model of the physical system is available. The input to the GLR detector is an innovation sequence formed by subtracting the model outputs from the sensed outputs. Application of the GLR detector to the General Electric QCSEE turbofan engine demonstrates the utility of the proposed procedure.

Leininger, G. G.↗

NASA NTRS1981

Sensor failure detection system

Advanced concepts for detecting, isolating, and accommodating sensor failures were studied to determine their applicability to the gas turbine control problem. Five concepts were formulated based upon such techniques as Kalman filters and a screening process led to the selection of one advanced concept for further evaluation. The selected advanced concept uses a Kalman filter to generate residuals, a weighted sum square residuals technique to detect soft failures, likelihood ratio testing of a bank of Kalman filters for isolation, and reconfiguring of the normal mode Kalman filter by eliminating the failed input to accommodate the failure. The advanced concept was compared to a baseline parameter synthesis technique. The advanced concept was shown to be a viable concept for detecting, isolating, and accommodating sensor failures for the gas turbine applications.

Beattie, E. C.↗

NASA NTRS1981

A model of the human observer and decision maker

The decision process is described in terms of classical sequential decision theory by considering the hypothesis that an abnormal condition has occurred by means of a generalized likelihood ratio test. For this, a sufficient statistic is provided by the innovation sequence which is the result of the perception an information processing submodel of the human observer. On the basis of only two model parameters, the model predicts the decision speed/accuracy trade-off and various attentional characteristics. A preliminary test of the model for single variable failure detection tasks resulted in a very good fit of the experimental data. In a formal validation program, a variety of multivariable failure detection tasks was investigated and the predictive capability of the model was demonstrated.

Wewerinke, P. H.↗

NASA NTRS1981

Multistage classification of multispectral Earth observational data: The design approach

An algorithm is proposed which predicts the optimal features at every node in a binary tree procedure. The algorithm estimates the probability of error by approximating the area under the likelihood ratio function for two classes and taking into account the number of training samples used in estimating each of these two classes. Some results on feature selection techniques, particularly in the presence of a very limited set of training samples, are presented. Results comparing probabilities of error predicted by the proposed algorithm as a function of dimensionality as compared to experimental observations are shown for aircraft and LANDSAT data. Results are obtained for both real and simulated data. Finally, two binary tree examples which use the algorithm are presented to illustrate the usefulness of the procedure.

Bauer, M. E.↗

NASA NTRS1981

Model degradation effects on sensor failure detection

This paper discusses the effects of imperfect modeling on the detection and isolation of sensor failures. For systems with non-zero set points, deterministic inputs or non-zero noise biases, the model mismatch appears as a bias on the stochastic innovation process. This bias, if left unaccounted for, would be sufficient to declare a false alarm failure in one or more sensors. A practical design procedure based upon the Generalized Likelihood Ratio (GLR) form uses a finite data window sequential t-test to detect and isolate model mismatch effects and soft sensor failures. Application to an eighth order model of the QCSEE turbofan engine is discussed.

Leininger, G. G.↗

NASA NTRS1982

Quantiles, parametric-select density estimation, and bi-information parameter estimators

A quantile-based approach to statistical analysis and probability modeling of data is presented which formulates statistical inference problems as functional inference problems in which the parameters to be estimated are density functions. Density estimators can be non-parametric (computed independently of model identified) or parametric-select (approximated by finite parametric models that can provide standard models whose fit can be tested). Exponential models and autoregressive models are approximating densities which can be justified as maximum entropy for respectively the entropy of a probability density and the entropy of a quantile density. Applications of these ideas are outlined to the problems of modeling: (1) univariate data; (2) bivariate data and tests for independence; and (3) two samples and likelihood ratios. It is proposed that bi-information estimation of a density function can be developed by analogy to the problem of identification of regression models.

Parzen, E.↗

NASA NTRS1980

Sensor failure and multivariable control for airbreathing propulsion systems

A new sensor/actuator failure analysis technique for turbofan jet engines was developed. Three phases of failure analysis, namely detection, isolation, and accommodation are considered. Failure detection and isolation techniques are developed by utilizing the concept of Generalized Likelihood Ratio (GLR) tests. These techniques are applicable to both time varying and time invariant systems. Three GLR detectors are developed for: (1) hard-over sensor failure; (2) hard-over actuator failure; and (3) brief disturbances in the actuators. The probability distribution of the GLR detectors and the detectability of sensor/actuator failures are established. Failure type is determined by the maximum of the GLR detectors. Failure accommodation is accomplished by extending the Multivariable Nyquest Array (MNA) control design techniques to nonsquare system designs. The performance and effectiveness of the failure analysis technique are studied by applying the technique to a turbofan jet engine, namely the Quiet Clean Short Haul Experimental Engine (QCSEE). Single and multiple sensor/actuator failures in the QCSEE are simulated and analyzed and the effects of model degradation are studied.

Behbehani, K.↗

NASA NTRS1983

On Restructurable Control System Theory

The state of stochastic system and control theory as it impacts restructurable control issues is addressed. The multivariable characteristics of the control problem are addressed. The failure detection/identification problem is discussed as a multi-hypothesis testing problem. Control strategy reconfiguration, static multivariable controls, static failure hypothesis testing, dynamic multivariable controls, fault-tolerant control theory, dynamic hypothesis testing, generalized likelihood ratio (GLR) methods, and adaptive control are discussed.

Athans, M.↗

NASA NTRS1982

Edge detection for synthetic aperture radar and other noisy images

The development is examined of a new edge detector which is shown to perform adequately in the non-Gaussian multiplicative noise environment which characterizes radar images. This edge detector operates over larger local neighborhood and is less susceptible to noise than previous edge detectors and is therefore more suitable for radar. In addition, a radar image noise model is employed for the design of this new operator. This edge detector is unique in that it is assumed that every local area belongs to either the class of local areas not containing edges or to the class of local areas containing edges. Each pixel's local neighborhood is then assigned to one of these two classes using a statistical hypothesis (a likelihood ratio) test. It is demonstrated that this algorithm is useful for detecting edges in radar images.

Frost, V. S.↗

NASA NTRS1984

Detection of abrupt changes in dynamic systems

Some of the basic ideas associated with the detection of abrupt changes in dynamic systems are presented. Multiple filter-based techniques and residual-based method and the multiple model and generalized likelihood ratio methods are considered. Issues such as the effect of unknown onset time on algorithm complexity and structure and robustness to model uncertainty are discussed.

Willsky, A. S.↗

NASA NTRS1985

Statistical analysis of astronomical data containing upper bounds - General methods and examples drawn from X-ray astronomy

Statistical procedures taken from the field of survival analysis have been adapted to astronomical usage and have been applied to a sample of stars in the B-V color range between 0.1 and 0.5 with measured soft X-ray luminosities and projected equatorial velocities. The two-sample problem and linear regression problem with arbitrarily censored data were studied. A new method for determining the linear regression between two random variables in the presence of arbitrary censoring has been developed which can also be used for a likelihood-ratio test for the independence of two random variables and for principal-component analysis in the presence of arbitrary censoring. The required numerical computations can be carried out straightforwardly and rapidly.

Schmitt, J. H. M. M.↗