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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.

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NASA NTRS2015

Coupled Inertial Navigation and Flush Air Data Sensing Algorithm for Atmosphere Estimation

This paper describes an algorithm for atmospheric state estimation that is based on a coupling between inertial navigation and flush air data sensing pressure measurements. In this approach, the full navigation state is used in the atmospheric estimation algorithm along with the pressure measurements and a model of the surface pressure distribution to directly estimate atmospheric winds and density using a nonlinear weighted least-squares algorithm. The approach uses a high fidelity model of atmosphere stored in table-look-up form, along with simplified models of that are propagated along the trajectory within the algorithm to provide prior estimates and covariances to aid the air data state solution. Thus, the method is essentially a reduced-order Kalman filter in which the inertial states are taken from the navigation solution and atmospheric states are estimated in the filter. The algorithm is applied to data from the Mars Science Laboratory entry, descent, and landing from August 2012. Reasonable estimates of the atmosphere and winds are produced by the algorithm. The observability of winds along the trajectory are examined using an index based on the discrete-time observability Gramian and the pressure measurement sensitivity matrix. The results indicate that bank reversals are responsible for adding information content to the system. The algorithm is then applied to the design of the pressure measurement system for the Mars 2020 mission. The pressure port layout is optimized to maximize the observability of atmospheric states along the trajectory. Linear covariance analysis is performed to assess estimator performance for a given pressure measurement uncertainty. The results indicate that the new tightly-coupled estimator can produce enhanced estimates of atmospheric states when compared with existing algorithms.

Karlgaard, Christopher D.↗

DOE OSTI2021

Developing a Continuous Nuclear Data Evaluation Method for the Resolved and Unresolved Resonance Regions With FITAPI and SAMMY [Poster]

SAMMY is an R-matrix Bayesian fitting program used in the analysis of nuclear cross section data. SAMMY produces separate cross section models in the resolved and unresolved resonance regions. This project develops a new method of continuous evaluation joining both energy regions with FITAPI. Full energy spectrum model introduces cross covariance between physics models allowing more accurate description of uncertainty. Consistency developed between physics models by the use of a unique set of prior parameters. An unresolved region cross section developed with sensitivity to resolved cross section. Incorporation into ORNL FITAPI provides access to greater number of parameter estimation algorithms.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

DOE OSTI2022

Graph link prediction in computer networks using Poisson matrix factorisation

Graph link prediction is an important task in cybersecurity: relationships between entities within a computer network, such as users interacting with computers or system libraries and the corresponding processes that use them, can provide key insights into adversary behaviour. Poisson matrix factorisation (PMF) is a popular model for link prediction in large networks, particularly useful for its scalability. In this article PMF is extended to include scenarios that are commonly encountered in cybersecurity applications. Specifically, an extension is proposed to explicitly handle binary adjacency matrices and include known categorical covariates associated with the graph nodes. A seasonal PMF model is also presented to handle seasonal networks. To allow the methods to scale to large graphs, variational methods are discussed for performing fast inference. The results show an improved performance over the standard PMF model and other statistical network models.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

Long short-term memory embedded nudging schemes for nonlinear data assimilation of geophysical flows

Reduced rank nonlinear filters are increasingly utilized in data assimilation of geophysical flows, but often require a set of ensemble forward simulations to estimate forecast covariance. On the other hand, predictor-corrector type nudging approaches are still attractive due to their simplicity of implementation when more complex methods need to be avoided. However, optimal estimate of nudging gain matrix might be cumbersome. In this paper, we put forth a fully nonintrusive recurrent neural network approach based on a long short-term memory (LSTM) embedding architecture to estimate the nudging term, which plays a role not only to force the state trajectories to the observations but also acts as a stabilizer. Furthermore, our approach relies on the power of archival data and the trained model can be retrained effectively due to power of transfer learning in any neural network applications. In order to verify the feasibility of the proposed approach, we perform twin experiments using Lorenz 96 system. Our results demonstrate that the proposed LSTM nudging approach yields more accurate estimates than both extended Kalman filter (EKF) and ensemble Kalman filter (EnKF) when only sparse observations are available. With the availability of emerging AI-friendly and modular hardware technologies and heterogeneous computing platforms, we articulate that our simplistic nudging framework turns out to be computationally more efficient than either the EKF or EnKF approaches.

42 ENGINEERING↗

NASA NTRS1992

Linear analysis of opto-mechanical systems

A general framework is presented for the matrix-form, linear optical model analysis of controlled optomechanical systems; the models are conjoined with linear models of structures and controls to compute system performance as a function of optics, structures, and control parameters. Covariance analysis, optimization, and estimation/simulation are used. Attention is given to a tolerancing example for the Hubble Space Telescope's Wide Field and Planetary Camera, which involves the creation of a linear model of residual pupil shear.

Redding, David C.↗

NASA NTRS2021

Thermal Inspection of a Composite Fuselage Section Using theMethod of Proper Generalized Decomposition

Proper Generalized Decomposition (PGD) is a reduced order modeling technique for the simulation of physical systems whose governing equations depend on boundary conditions, initial conditions, material properties, and geometric parameters. It uses separated representations of system covariates combined with an iterative approximation method known as successive enrichment in order to compute an accurate parameter-dependent approximation to the full governing equations. PGD can also be used as an alternative to the Singular Value Decomposition (SVD) of a matrix and therefore as an alternative to PCA thermography. In this paper PGD was used to analyze data derived from the inspection of a composite fuselage forward section using flash thermography, and the results were compared against the standard PCA approach.

Nondestructive Evaluation↗

NASA NTRS1988

Observability analysis of inertial navigation systems during in-flight alignment

In this work the observability of an Inertial Navigation System (INS) during In-Flight Alignment (IFA) is investigated. A systematic approach to the observability analysis of a piece-wise constant system is presented and its use is justified mathematically. As a tool for the investigation a Stepped Observability Matrix (SOM) is constructed and a corresponding Stepped Space is defined. The INS error model is transformed into the Stepped Space during a specially chosen IFA trajectory and a full observability is carried out. The results of the mathematical analysis are checked against the results of covariance simulation and a full agreement is found between the two. Finally, the practical implications of this analysis are outlined.

Bar-Itzhack, I. Y.↗

NASA NTRS1994

A Continuous Square Root Information Filter-Smoother with Discrete Data Update

Data filters may be separated into two categories being continuous filters or discrete filters. Continuous data filters are described by a matrix differential equation or Ricatti equation and discrete filters are obtained by solving the continuous equations over some finite time interval.

filter↗

NASA NTRS1973

An Iterative Approach to the Feature Selection Problem

The problem dealt with concerns feature selection or reducing the dimension of the data to be processed from n to k. By reducing the dimension of the data from n to k, classification time is generally reduced. Yet the dimension reduction should not be so great that classification accuracy is impaired. Thus, the general problem is considered of classifying an n-dimensional observation vector x into one of m-distinct classes where each class is normally distributed with mean and covariance. It is shown that the probability of misclassification is minimized if a maximum likelihood classification procedure is used to classify the data. The dimension of each observation vector to be processed is conveniently reduced by performing the transformation y = Bx, where B is a K by n matrix of rank k. Thus, the n-dimensional classification problem transforms into a k-dimensional classification problem.

Decell, H. P., Jr.↗

NASA NTRS1979

Algebraic methods for the solution of some linear matrix equations

The characterization of polynomials whose zeros lie in certain algebraic domains (and the unification of the ideas of Hermite and Lyapunov) is the basis for developing finite algorithms for the solution of linear matrix equations. Particular attention is given to equations PA + A'P = Q (the Lyapunov equation) and P - A'PA = Q the (discrete Lyapunov equation). The Lyapunov equation appears in several areas of control theory such as stability theory, optimal control (evaluation of quadratic integrals), stochastic control (evaluation of covariance matrices) and in the solution of the algebraic Riccati equation using Newton's method.

Djaferis, T. E.↗

NASA NTRS1972

Adaptive filtering with correlated state noise

An adaptive filter which uses a minimum variance criteria to estimate state noise covariance is presented. It is not necessary to assume white state noise in order to implement the filter. Simulation results are given which demonstrate that the filter tracks a satellite in the presence of modeling errors better than a conventional minimum variance filter with state noise. It is also shown that the propagated convariance matrix of the filter is an accurate indicator of the filter's performance.

Argentiero, P.↗

DOE OSTI2024

A new 181 Ta neutron resolved resonance region evaluation

A new 181 Ta neutron resolved resonance region evaluation has been performed from the thermal energy range up to approximately 2.5 keV. The R-matrix SAMMY code was used with the Reich–Moore approximation to evaluate resonance parameters from several experimental data sets. A Monte Carlo approach was used for resonance spin assignments and generating 59 small fictitious resonance levels which were shown to improve the cumulative level, Porter-Thomas, and Wigner distributions as compared to theoretical predictions. Covariance information was also generated for the entire resolved resonance region. Finally, the positive impact of the new evaluation was validated through benchmark calculations which were sensitive to the 181 Ta cross section and showed improvement in the reactivity bias for several benchmark cases.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

NASA NTRS2006

On the Extraction of Angular Velocity from Attitude Measurements

In this paper we research the extraction of the angular rate vector from attitude information without differentiation, in particular from quaternion measurements. We show that instead of using a Kalman filter of some kind, it is possible to obtain good rate estimates, suitable for spacecraft attitude control loop damping, using simple feedback loops, thereby eliminating the need for recurrent covariance computation performed when a Kalman filter is used. This considerably simplifies the computations required for rate estimation in gyro-less spacecraft. Some interesting qualities of the Kalman filter gain are explored, proven and utilized. We examine two kinds of feedback loops, one with varying gain that is proportional to the well known Q matrix, which is computed using the measured quaternion, and the other type of feedback loop is one with constant coefficients. The latter type includes two kinds; namely, a proportional feedback loop, and a proportional-integral feedback loop. The various schemes are examined through simulations and their performance is compared. It is shown that all schemes are adequate for extracting the angular velocity at an accuracy suitable for control loop damping.

Bar-Itzhack, I. Y.↗

NASA NTRS2006

Rigid Body Rate Inference from Attitude Variation

Bar-Itzhack, I. Y.↗

DOE OSTI2021

The XFaster Power Spectrum and Likelihood Estimator for the Analysis of Cosmic Microwave Background Maps

We present the XFaster analysis package, XFaster is a fast, iterative angular power spectrum estimator based on a diagonal approximation to the quadratic Fisher matrix estimator. XFaster uses Monte Carlo simulations to compute noise biases and filter transfer functions and is thus a hybrid of both Monte Carlo and quadratic estimator methods. In contrast to conventional pseudo-C ℓ based methods, the algorithm described here requires a minimal number of simulations, and does not require them to be precisely representative of the data to estimate accurate covariance matrices for the bandpowers. The formalism works with polarization-sensitive observations and also data sets with identical, partially overlapping, or independent survey regions. The method was first implemented for the analysis of BOOMERanG data (Netterfield et al. 2002; Jones et al. 2006), and also used as part of the Planck analysis (Rocha et al. 2011). Here, we describe the full, publicly available analysis package, written in Python, as developed for the analysis of data from the 2015 flight of the SPIDER instrument (SPIDER Collaboration 2021). The package includes extensions for self-consistently estimating null spectra and for estimating fits for Galactic foreground contributions. We show results from the extensive validation of XFaster using simulations, and its application to the SPIDER data set.

79 ASTRONOMY AND ASTROPHYSICS↗

DOE OSTI2024

Light-front puzzles

Abstract Light-front formulations of quantum field theories have many advantages for computing electroweak matrix elements of strongly interacting systems and other quantities that are used to study hadronic structure. The theory can be formulated in Hamiltonian form so non-perturbative calculations of the strongly interacting initial and final states are in principle reduced to linear algebra. These states are needed for calculating parton distribution functions and other types of distribution amplitudes that are used to understand the structure of hadrons. Light-front boosts are kinematic transformations so the strongly interacting states can be computed in any frame. This is useful for computing current matrix elements involving electroweak probes where the initial and final hadronic states are in different frames related by the momentum transferred by the probe. Finally in many calculations the vacuum is trivial so the calculations can be formulated in Fock space. The advantages of light front-field theory would not be interesting if the light-front formulation was not equivalent to the covariant or canonical formulations of quantum field theory. Many of the distinguishing properties of light-front quantum field theory are difficult to reconcile with canonical or covariant formulations of quantum field theory. This paper discusses the resolution of some of the apparent inconsistencies in canonical, covariant and light-front formulations of quantum field theory. The puzzles that will be discussed are (1) the problem of inequivalent representations (2) the problem of the trivial vacuum (3) the problem of ill-posed initial value problems (4) the problem of rotational covariance (5) the problem of zero modes and (6) the problem of spontaneously broken symmetries.

Physics↗

NASA NTRS1989

Bilinear modeling and nonlinear estimation

New methods are illustrated for online nonlinear estimation applied to the lateral deflection of an elastic beam on board measurements of angular rates and angular accelerations. The development of the filter equations, together with practical issues of their numerical solution as developed from global linearization by nonlinear output injection are contrasted with the usual method of the extended Kalman filter (EKF). It is shown how nonlinear estimation due to gyroscopic coupling can be implemented as an adaptive covariance filter using off-the-shelf Kalman filter algorithms. The effect of the global linearization by nonlinear output injection is to introduce a change of coordinates in which only the process noise covariance is to be updated in online implementation. This is in contrast to the computational approach which arises in EKF methods arising by local linearization with respect to the current conditional mean. Processing refinements for nonlinear estimation based on optimal, nonlinear interpolation between observations are also highlighted. In these methods the extrapolation of the process dynamics between measurement updates is obtained by replacing a transition matrix with an operator spline that is optimized off-line from responses to selected test inputs.

Dwyer, Thomas A. W., III↗

NASA NTRS1983

Evaluation of the effect of vibration nonlinearity on convergence behavior of adaptive higher harmonic controllers

Effect of nonlinearity on convergence of the local linear and global linear adaptive controllers is evaluated. A nonlinear helicopter vibration model is selected for the evaluation which has sufficient nonlinearity, including multiple minimum, to assess the vibration reduction capability of the adaptive controllers. The adaptive control algorithms are based upon a linear transfer matrix assumption and the presence of nonlinearity has a significant effect on algorithm behavior. Simulation results are presented which demonstrate the importance of the caution property in the global linear controller. Caution is represented by a time varying rate weighting term in the local linear controller and this improves the algorithm convergence. Nonlinearity in some cases causes Kalman filter divergence. Two forms of the Kalman filter covariance equation are investigated.

Molusis, J. A.↗