Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “ordered statistics”

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 55 records · Page 3

On the Stability of Jump-Linear Systems Driven by Finite-State Machines with Markovian Inputs

This paper presents two mean-square stability tests for a jump-linear system driven by a finite-state machine with a first-order Markovian input process. The first test is based on conventional Markov jump-linear theory and avoids the use of any higher-order statistics. The second test is developed directly using the higher-order statistics of the machine s output process. The two approaches are illustrated with a simple model for a recoverable computer control system.

Patilkulkarni, Sudarshan↗

A Novel Approach for Adaptive Signal Processing

Adaptive linear predictors have been used extensively in practice in a wide variety of forms. In the main, their theoretical development is based upon the assumption of stationarity of the signals involved, particularly with respect to the second order statistics. On this basis, the well-known normal equations can be formulated. If high- order statistical stationarity is assumed, then the equivalent normal equations involve high-order signal moments. In either case, the cross moments (second or higher) are needed. This renders the adaptive prediction procedure non-blind. A novel procedure for blind adaptive prediction has been proposed and considerable implementation has been made in our contributions in the past year. The approach is based upon a suitable interpretation of blind equalization methods that satisfy the constant modulus property and offers significant deviations from the standard prediction methods. These blind adaptive algorithms are derived by formulating Lagrange equivalents from mechanisms of constrained optimization. In this report, other new update algorithms are derived from the fundamental concepts of advanced system identification to carry out the proposed blind adaptive prediction. The results of the work can be extended to a number of control-related problems, such as disturbance identification. The basic principles are outlined in this report and differences from other existing methods are discussed. The applications implemented are speech processing, such as coding and synthesis. Simulations are included to verify the novel modelling method.

Chen, Ya-Chin↗

A boundary finding algorithm and its applications

An algorithm for locating gray level and/or texture edges in digitized pictures is presented. The algorithm is based on the concept of hypothesis testing. The digitized picture is first subdivided into subsets of picture elements, e.g., 2 x 2 arrays. The algorithm then compares the first- and second-order statistics of adjacent subsets; adjacent subsets having similar first- and/or second-order statistics are merged into blobs. By continuing this process, the entire picture is segmented into blobs such that the picture elements within each blob have similar characteristics. The boundaries between the blobs comprise the boundaries. The algorithm always generates closed boundaries. The algorithm was developed for multispectral imagery of the earth's surface. Application of this algorithm to various image processing techniques such as efficient coding, information extraction (terrain classification), and pattern recognition (feature selection) are included.

Gupta, J. N.↗

Kurtosis Approach Nonlinear Blind Source Separation

In this paper, we introduce a new algorithm for blind source signal separation for post-nonlinear mixtures. The mixtures are assumed to be linearly mixed from unknown sources first and then distorted by memoryless nonlinear functions. The nonlinear functions are assumed to be smooth and can be approximated by polynomials. Both the coefficients of the unknown mixing matrix and the coefficients of the approximated polynomials are estimated by the gradient descent method conditional on the higher order statistical requirements. The results of simulation experiments presented in this paper demonstrate the validity and usefulness of our approach for nonlinear blind source signal separation Keywords: Independent Component Analysis, Kurtosis, Higher order statistics.

Duong, Vu A.↗

Labeling sequential data from noisy annotations

Crowdsourcing algorithms often work under the assumption that the data samples are independent. Recent work has shown that data dependence, such as temporal correlations in sequential data, can be leveraged to improve the label quality. Existing methods that exploit this special structure rely on third-order statistics of the annotator outputs to ensure the identifiability of key latent parameters, which are costly to acquire. This work proposes an approach for integrating crowdsourced annotations under the Dawid-Skene/Hidden Markov Model (DS-HMM) for sequential data based on second-order statistics, which naturally enjoys a lower sample complexity. An effective algorithm is proposed to tackle the challenging optimization problem associated with the proposed estimator. Numerical experiments showcase the effectiveness of the data labeling paradigm.

Marrinan, Timothy P.↗

Advanced Turbulence Models for Large-Scale Atmospheric Boundary Layer Flows

We present high-fidelity large-eddy-simulation (LES) modeling approaches for the turbulent atmospheric boundary layer (ABL) flows. Wind energy is a prime example of an application driven by ABL. Generation of electrical energy from farms of wind turbines at night in the stable ABL is a particularly interesting situation. In this report, we consider the well-known GEWEX (Global Energy and Water Cycle Experiment) Atmospheric Boundary Layer Study (GABLS) stably stratified benchmark LES case. We use a high-order spectral element code Nek5000/RS, which is supported under the DOE's Exascale Computing Project (ECP) Center for Efficient Exascale Discretizations (CEED) project, targeting application simulations on various acceleration-device based exascale computing platforms. In our earlier ANL report, we demonstrated our newly developed subgrid-scale (SGS) models based on high-pass filter (HPF), mean-field eddy viscosity (MFEV), and Smagorinsky (SMG) with no-slip and traction boundary conditions, provided with low-order statistics, convergence and turbulent structure analysis. In this report, we extend the range of our SGS modeling approaches in the context of the mean-field eddy viscosity (MFEV), to include the solution of an SGS turbulent kinetic energy equation (TKE). We demonstrate the model fidelity of Nek5000/RS in comparison to that of AMR-Wind, a block-structured second-order finite-volume code with adaptive-mesh-refinement capabilities, with which we studied scaling performance for both codes in comparison on DOE's leadership computing platforms.

17 WIND ENERGY↗

Approach for Input Uncertainty Propagation and Robust Design in CFD Using Sensitivity Derivatives

An implementation of the approximate statistical moment method for uncertainty propagation and robust optimization for quasi 3-D Euler CFD code is presented. Given uncertainties in statistically independent, random, normally distributed input variables, first- and second-order statistical moment procedures are performed to approximate the uncertainty in the CFD output. Efficient calculation of both first- and second-order sensitivity derivatives is required. In order to assess the validity of the approximations, these moments are compared with statistical moments generated through Monte Carlo simulations. The uncertainties in the CFD input variables are also incorporated into a robust optimization procedure. For this optimization, statistical moments involving first-order sensitivity derivatives appear in the objective function and system constraints. Second-order sensitivity derivatives are used in a gradient-based search to successfully execute a robust optimization. The approximate methods used throughout the analyses are found to be valid when considering robustness about input parameter mean values.

Putko, Michele M.↗

Kurtosis Approach for Nonlinear Blind Source Separation

In this paper, we introduce a new algorithm for blind source signal separation for post-nonlinear mixtures. The mixtures are assumed to be linearly mixed from unknown sources first and then distorted by memoryless nonlinear functions. The nonlinear functions are assumed to be smooth and can be approximated by polynomials. Both the coefficients of the unknown mixing matrix and the coefficients of the approximated polynomials are estimated by the gradient descent method conditional on the higher order statistical requirements. The results of simulation experiments presented in this paper demonstrate the validity and usefulness of our approach for nonlinear blind source signal separation.

kurtosis↗

Impact of baryonic feedback on HSC-Y1 weak lensing non-Gaussian statistics

Baryonic feedback is a major systematic in weak lensing cosmology. Its most studied effect is the suppression of the lensing power spectrum, a second-order statistic, on small scales. Motivated by the growing interest in statistics beyond the second order, we investigate the effect of baryons on lensing non-Gaussian statistics and the resulting biases in the matter clustering amplitude S 8 = σ 8 Ω m / 0.3 . We focus on the Subaru Hyper Suprime-Cam Year 1 (HSC-Y1) data which, with its high source number density, closely resembles those expected from the upcoming Euclid and Rubin Legacy Survey of Space and Time. We study four non-Gaussian statistics of convergence maps—peak counts, minimum counts, the probability distribution function, and the scattering transform coefficients—in addition to the usual power spectrum. We first estimate the biases in S 8 using mock observations built from the IllustrisTNG and BAHAMAS hydrodynamical simulations and theoretical models built from dark-matter-only simulations. We find up to 1 σ bias in S 8 when the smallest scales (2 arcmin) and the highest feedback level are considered. We then analyze the HSC-Y1 data and compare the S 8 obtained for each statistic with different smoothing scales or scale cuts. As we expect that baryons mostly affect the small scales, comparing the results obtained from including and excluding small scales can indicate the level of impact from baryons. With HSC data, we find only minor ( ≤ 0.5 σ ) differences in S 8 for all statistics, even when considering very small scales (2 arcmin). Our results suggest that the effect of baryons is insignificant at the level of HSC-Y1 down to 2 arcmin for all statistics examined here, or it is canceled by other scale-dependent systematics.

79 ASTRONOMY AND ASTROPHYSICS↗

Approach for Uncertainty Propagation and Robust Design in CFD Using Sensitivity Derivatives

This paper presents an implementation of the approximate statistical moment method for uncertainty propagation and robust optimization for a quasi 1-D Euler CFD (computational fluid dynamics) code. Given uncertainties in statistically independent, random, normally distributed input variables, a first- and second-order statistical moment matching procedure is performed to approximate the uncertainty in the CFD output. Efficient calculation of both first- and second-order sensitivity derivatives is required. In order to assess the validity of the approximations, the moments are compared with statistical moments generated through Monte Carlo simulations. The uncertainties in the CFD input variables are also incorporated into a robust optimization procedure. For this optimization, statistical moments involving first-order sensitivity derivatives appear in the objective function and system constraints. Second-order sensitivity derivatives are used in a gradient-based search to successfully execute a robust optimization. The approximate methods used throughout the analyses are found to be valid when considering robustness about input parameter mean values.

Putko, Michele M.↗

Quasar Identification Using Multivariate Probability Density Estimated from Nonparametric Conditional Probabilities

Nonparametric estimation for a probability density function that describes multivariate data has typically been addressed by kernel density estimation (KDE). A novel density estimator recently developed by Farmer and Jacobs offers an alternative high-throughput automated approach to univariate nonparametric density estimation based on maximum entropy and order statistics, improving accuracy over univariate KDE. This article presents an extension of the single variable case to multiple variables. The univariate estimator is used to recursively calculate a product array of one-dimensional conditional probabilities. In combination with interpolation methods, a complete joint probability density estimate is generated for multiple variables. Good accuracy and speed performance in synthetic data are demonstrated by a numerical study using known distributions over a range of sample sizes from 100 to 10 6 for two to six variables. Performance in terms of speed and accuracy is compared to KDE. The multivariate density estimate developed here tends to perform better as the number of samples and/or variables increases. As an example application, measurements are analyzed over five filters of photometric data from the Sloan Digital Sky Survey Data Release 17. The multivariate estimation is used to form the basis for a binary classifier that distinguishes quasars from galaxies and stars with up to 94% accuracy.

79 ASTRONOMY AND ASTROPHYSICS↗

Establishing Consensus Turbulence Statistics for Hot Subsonic Jets

Many tasks in fluids engineering require knowledge of the turbulence in jets. There is a strong, although fragmented, literature base for low order statistics, such as jet spread and other meanvelocity field characteristics. Some sources, particularly for low speed cold jets, also provide turbulence intensities that are required for validating Reynolds-averaged Navier-Stokes (RANS) Computational Fluid Dynamics (CFD) codes. There are far fewer sources for jet spectra and for space-time correlations of turbulent velocity required for aeroacoustics applications, although there have been many singular publications with various unique statistics, such as Proper Orthogonal Decomposition, designed to uncover an underlying low-order dynamical description of turbulent jet flow. As the complexity of the statistic increases, the number of flows for which the data has been categorized and assembled decreases, making it difficult to systematically validate prediction codes that require high-level statistics over a broad range of jet flow conditions. For several years, researchers at NASA have worked on developing and validating jet noise prediction codes. One such class of codes, loosely called CFD-based or statistical methods, uses RANS CFD to predict jet mean and turbulent intensities in velocity and temperature. These flow quantities serve as the input to the acoustic source models and flow-sound interaction calculations that yield predictions of far-field jet noise. To develop this capability, a catalog of turbulent jet flows has been created with statistics ranging from mean velocity to space-time correlations of Reynolds stresses. The present document aims to document this catalog and to assess the accuracies of the data, e.g. establish uncertainties for the data. This paper covers the following five tasks: Document acquisition and processing procedures used to create the particle image velocimetry (PIV) datasets. Compare PIV data with hotwire and laser Doppler velocimetry (LDV) data published in the open literature. Compare different datasets acquired at roughly the same flow conditions to establish uncertainties. Create a consensus dataset for a range of hot jet flows, including uncertainty bands. Analyze this consensus dataset for self-consistency and compare jet characteristics to those of the open literature. One final objective fulfilled by this work was the demonstration of a universal scaling for the jet flow fields, at least within the region of interest to aeroacoustics. The potential core length and the spread rate of the half-velocity radius were used to collapse of the mean and turbulent velocity fields over the first 20 jet diameters in a highly satisfying manner.

Bridges, James↗

Cosmological constraints from the Subaru Hyper Suprime-Cam year 1 shear catalogue lensing convergence probability distribution function

Here we utilize the probability distribution function (PDF) of normalized convergence maps reconstructed from the Subaru Hyper Suprime-Cam (HSC) year 1 shear catalogue, in combination with the power spectrum, to measure the matter clustering amplitude S 8 = σ 8 $\sqrt {Ω_{m}/0.3}$. The large-scale structure’s statistical properties are incompletely described by the traditional two-point statistics, motivating our investigation of the PDF—a complementary higher-order statistic. By defining the PDF over the standard-deviation-normalized convergence map, we are able to isolate the non-Gaussian information. We use tailored simulations to compress the data vector and construct a likelihood approximation. We mitigate the impact of survey and astrophysical systematics with cuts on smoothing scales, redshift bins, and data vectors. We find S 8 = $0.860^{+0.066}_{–0.109}$ from the PDF alone and S 8 = 0.798$^{+0.029}_{–0.042}$ from the combination of the PDF and power spectrum (68% confidential level (CL)). The PDF improves the power-spectrum-only constraint by about 10%.

79 ASTRONOMY AND ASTROPHYSICS↗

Making statistical inferences about software reliability

Failure times of software undergoing random debugging can be modeled as order statistics of independent but nonidentically distributed exponential random variables. Using this model inferences can be made about current reliability and, if debugging continues, future reliability. This model also shows the difficulty inherent in statistical verification of very highly reliable software such as that used by digital avionics in commercial aircraft.

Miller, Douglas R.↗

Making statistical inferences about software reliability

Failure times of software undergoing random debugging can be modelled as order statistics of independent but nonidentically distributed exponential random variables. Using this model inferences can be made about current reliability and, if debugging continues, future reliability. This model also shows the difficulty inherent in statistical verification of very highly reliable software such as that used by digital avionics in commercial aircraft.

Miller, Douglas R.↗

Employing Sensitivity Derivatives for Robust Optimization under Uncertainty in CFD

A robust optimization is demonstrated on a two-dimensional inviscid airfoil problem in subsonic flow. Given uncertainties in statistically independent, random, normally distributed flow parameters (input variables), an approximate first-order statistical moment method is employed to represent the Computational Fluid Dynamics (CFD) code outputs as expected values with variances. These output quantities are used to form the objective function and constraints. The constraints are cast in probabilistic terms; that is, the probability that a constraint is satisfied is greater than or equal to some desired target probability. Gradient-based robust optimization of this stochastic problem is accomplished through use of both first and second-order sensitivity derivatives. For each robust optimization, the effect of increasing both input standard deviations and target probability of constraint satisfaction are demonstrated. This method provides a means for incorporating uncertainty when considering small deviations from input mean values.

Newman, Perry A.↗