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At least 577 records · Page 32

Estimation of the accuracy of dynamic flight-determined coefficients

This paper discusses means of assessing the accuracy of maximum likelihood parameter estimates obtained from dynamic flight data. The commonly used analytical predictors of accuracy are compared from both statistical and simplified geometric standpoints. Emphasizing practical considerations, such as modeling error, the accuracy predictions are evaluated with real and simulated data. Improved computations of the Cramer-Rao bound to correct large discrepancies caused by colored noise and modeling error are presented. This corrected Cramer-Rao bound is the best available analytical predictor of accuracy. Engineering judgement, aided by such analytical tools, is the final arbiter of accuracy estimation.

Maine, R. E.↗

Extremely Low Passive Microwave Brightness Temperatures Due to Thunderstorms

Extreme events by their nature fall outside the bounds of routine experience. With imperfect or ambiguous measuring systems, it is appropriate to question whether an unusual measurement represents an extreme event or is the result of instrument errors or other sources of noise. About three weeks after the Tropical Rainfall Measuring Mission (TRMM) satellite began collecting data in Dec 1997, a thunderstorm was observed over northern Argentina with 85 GHz brightness temperatures below 50 K and 37 GHz brightness temperatures below 70 K (Zipser et al. 2006). These values are well below what had previously been observed from satellite sensors with lower resolution. The 37 GHz brightness temperatures are also well below those measured by TRMM for any other storm in the subsequent 16 years. Without corroborating evidence, it would be natural to suspect a problem with the instrument, or perhaps an irregularity with the platform during the first weeks of the satellite mission. Automated quality control flags or other procedures in retrieval algorithms could treat these measurements as errors, because they fall outside the expected bounds. But the TRMM satellite also carries a radar and a lightning sensor, both confirming the presence of an intense thunderstorm. The radar recorded 40+ dBZ reflectivity up to about 19 km altitude. More than 200 lightning flashes per minute were recorded. That same storm's 19 GHz brightness temperatures below 150 K would normally be interpreted as the result of a low-emissivity water surface (e.g., a lake, or flood waters) if not for the simultaneous measurements of such intense convection. This paper will examine records from TRMM and related satellite sensors including SSMI, AMSR-E, and the new GMI to find the strongest signatures resulting from thunderstorms, and distinguishing those from sources of noise. The lowest brightness temperatures resulting from thunderstorms as seen by TRMM have been in Argentina in November and December. For SSMI sensors carried on five DMSP satellites examined so far, the lowest thunderstorm-related brightness temperatures have been from Argentina in November - December and from Minnesota in June-July. The Minnesota cases were associated with spotter reports of large hail, significant severe wind, and tornadoes. Those locations have the record-holders for each satellite. The lowest AMSR-E 36.5 GHz brightness temperatures associated with deep convection have been in Argentina; the lowest 89.0 GHz brightness temperatures were from Typhoon Bolaven in the Philippine Sea. This paper will show examples of cases with the lowest brightness temperatures, and map the locations of these and other storms with brightness temperatures nearly as low. The study is largely motivated by the new GMI sensor on the Global Precipitation Mission core satellite, launched in February 2014, with its high resolution expected to reveal unprecedented low brightness temperatures when extreme events are encountered.

Cecil, Daniel J.↗

FPDetect: Efficient Reasoning About Stencil Programs Using Selective Direct Evaluation

We present FPDetect, a low-overhead approach for detecting logical errors and soft errors affecting stencil computations without generating false positives. We develop an offline analysis that tightly estimates the number of floating-point bits preserved across stencil applications. This estimate rigorously bounds the values expected in the data space of the computation. Violations of this bound can be attributed with certainty to errors. FPDetect helps synthesize error detectors customized for user-specified levels of accuracy and coverage. FPDetect also enables overhead reduction techniques based on deploying these detectors coarsely in space and time. Experimental evaluations demonstrate the practicality of our approach.

97 MATHEMATICS AND COMPUTING↗

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.↗

Method of statistical filtering

Minimal formula for bounding the cross correlation between a random forcing function and the state error when this correlation is unknown is used in optimal linear filter theory applications. Use of the bound results in overestimation of the estimation-error covariance.

Battin, R. H.↗

Minimum distortion quantizers

The well-known algorithm of Max is used to determine the minimum distortion quantizers for normal, two-sided exponential, and specialized two-sided gamma input distributions and for mean-square, magnitude, and relative magnitude error distortion criteria. The optimum equally-spaced and unequally-spaced quantizers are found, with the resulting quantizer distortion and entropy. The quantizers, and the quantizers with entropy coding, are compared to the rate distortion bounds for mean-square and magnitude error.

Jones, H. W., Jr.↗

Electroweak three-body decays in the presence of two- and three-body bound states

Recently, formalism has been derived for studying electroweak transition amplitudes for three-body systems both in infinite and finite volumes. The formalism provides exact relations that the infinite-volume amplitudes must satisfy, as well as a relationship between physical amplitudes and finite-volume matrix elements, which can be constrained from lattice QCD calculations. This formalism poses additional challenges when compared with the analogous well-studied two-body equivalent one, including the necessary step of solving integral equations of singular functions. In this work, we provide some non-trivial analytical and numerical tests on the aforementioned formalism. In particular, we consider a case where the three-particle system can have three-body bound states as well as bound states in the two-body subsystem. For kinematics below the three-body threshold, we demonstrate that the scattering amplitudes satisfy unitarity. We also check that for these kinematics the finite-volume matrix elements are accurately described by the formalism for two-body systems up to exponentially suppressed corrections. Finally, we verify that in the case of the three-body bound state, the finite-volume matrix element is equal to the infinite-volume coupling of the bound state, up to exponentially suppressed errors.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Context-aware learning of hierarchies of low-fidelity models for multi-fidelity uncertainty quantification

Multi-fidelity Monte Carlo methods leverage low-fidelity and surrogate models for variance reduction to make tractable uncertainty quantification even when numerically simulating the physical systems of interest with high-fidelity models is computationally expensive. This work proposes a context-aware multi-fidelity Monte Carlo method that optimally balances the costs of training low-fidelity models with the costs of Monte Carlo sampling. It generalizes the previously developed context-aware bi-fidelity Monte Carlo method to hierarchies of multiple models and to more general types of low-fidelity models. When training low-fidelity models, the proposed approach takes into account the context in which the learned low-fidelity models will be used, namely for variance reduction in Monte Carlo estimation, which allows it to find optimal trade-offs between training and sampling to minimize upper bounds of the mean-squared errors of the estimators for given computational budgets. This is in stark contrast to traditional surrogate modeling and model reduction techniques that construct low-fidelity models with the primary goal of approximating well the high-fidelity model outputs and typically ignore the context in which the learned models will be used in upstream tasks. Further, the proposed context-aware multi-fidelity Monte Carlo method applies to hierarchies of a wide range of types of low-fidelity models such as sparse-grid and deep-network models. Numerical experiments with the gyrokinetic simulation code Gene show speedups of up to two orders of magnitude compared to standard estimators when quantifying uncertainties in small-scale fluctuations in confined plasma in fusion reactors. This corresponds to a runtime reduction from 72 days to four hours on one node of the Lonestar6 supercomputer at the Texas Advanced Computing Center.

42 ENGINEERING↗

Traceable random numbers from a non-local quantum advantage

The unpredictability of random numbers is fundamental to both digital security and applications that fairly distribute resources. However, existing random number generators have limitations—the generation processes cannot be fully traced, audited and certified to be unpredictable. The algorithmic steps used in pseudorandom number generators are auditable, but they cannot guarantee that their outputs were a priori unpredictable given knowledge of the initial seed. Device-independent quantum random number generators can ensure that the source of randomness was unknown beforehand, but the steps used to extract the randomness are vulnerable to tampering. Here we demonstrate a fully traceable random number generation protocol based on device-independent techniques. Our protocol extracts randomness from unpredictable non-local quantum correlations, and uses distributed intertwined hash chains to cryptographically trace and verify the extraction process. This protocol forms the basis for a public traceable and certifiable quantum randomness beacon that we have launched. Over the first 40 days of operation, we completed the protocol 7,434 out of 7,454 attempts—a success rate of 99.7%. Each time the protocol succeeded, the beacon emitted a pulse of 512 bits of traceable randomness. The bits are certified to be uniform with error multiplied by actual success probability bounded by 2−64. Further, the generation of certifiable and traceable randomness represents a public service that operates with an entanglement-derived advantage over comparable classical approaches.

97 MATHEMATICS AND COMPUTING↗

Dynamic Power Network State Estimation with Asynchronous Measurements

The operation of distribution networks is becoming increasingly volatile, due to fast variations of renewables and, hence, net-loading conditions. To perform a reliable state estimation under these conditions, this paper considers the case where measurements from meters, phasor measurement units, and distributed energy resources are collected and processed in real time to produce estimates of the state at a fast time scale. Streams of measurements collected in real time and at heterogenous rates render the underlying processing asynchronous, and poses severe strains on workhorse state estimation algorithms. In this work, a real-time state estimation algorithm is proposed, where data are processed on the fly. Starting from a regularized least-squares model, and leveraging appropriate linear models, the proposed scheme boils down to a linear dynamical system where the state is updated based on the previous estimate and on the measurement gathered from a few available sensors. The estimation error is shown to be always bounded under mild condition. Numerical simulations are provided to corroborate the analytical findings.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Information rates for data compression.

Upper and lower bounds on required information rate for data compression fidelity criterion, comparing bounds with equivalent mean-square-error result

Davisson, L. D.↗

Robust state estimation with imperfect sensors

Robustness properties of extended Kalman-type filters are investigated for time-varying plants when nonlinearities or linear dynamics are present at the plant input and output. Sufficient conditions for the asymptotic stability (of the state estimation error) in the absence of noise are obtained when the nonlinearities or the linear dynamics are perfectly known. When the nonlinearities are known only within bands of uncertainty, the estimation error is shown to be ultimately bounded under certain conditions. The results obtained highlight the robustness properties of such filters, which are similar to, but not exact duals of those of linear quadratic regulators.

Joshi, S. M.↗

Robust time and frequency domain estimation methods in adaptive control

A robust identification method was developed for use in an adaptive control system. The type of estimator is called the robust estimator, since it is robust to the effects of both unmodeled dynamics and an unmeasurable disturbance. The development of the robust estimator was motivated by a need to provide guarantees in the identification part of an adaptive controller. To enable the design of a robust control system, a nominal model as well as a frequency-domain bounding function on the modeling uncertainty associated with this nominal model must be provided. Two estimation methods are presented for finding parameter estimates, and, hence, a nominal model. One of these methods is based on the well developed field of time-domain parameter estimation. In a second method of finding parameter estimates, a type of weighted least-squares fitting to a frequency-domain estimated model is used. The frequency-domain estimator is shown to perform better, in general, than the time-domain parameter estimator. In addition, a methodology for finding a frequency-domain bounding function on the disturbance is used to compute a frequency-domain bounding function on the additive modeling error due to the effects of the disturbance and the use of finite-length data. The performance of the robust estimator in both open-loop and closed-loop situations is examined through the use of simulations.

Lamaire, Richard Orville↗

On the synchronizability and detectability of random PPM sequences

The problem of synchronization and detection of random pulse-position-modulation (PPM) sequences is investigated under the assumption of perfect slot synchronization. Maximum likelihood PPM symbol synchronization and receiver algorithms are derived that make decisions based both on soft as well as hard data; these algorithms are seen to be easily implementable. Bounds were derived on the symbol error probability as well as the probability of false synchronization that indicate the existence of a rather severe performance floor, which can easily be the limiting factor in the overall system performance. The performance floor is inherent in the PPM format and random data and becomes more serious as the PPM alphabet size Q is increased. A way to eliminate the performance floor is suggested by inserting special PPM symbols in the random data stream.

Georghiades, Costas N.↗

Modeling and control of beam-like structures

The most popular finite element codes are based upon appealing theories of convergence of modal frequencies. For example, the popularity of cubic elements for beam-like structures is due to the rapid convergence of modal frequencies and stiffness properties. However, for those problems in which the primary consideration is the accuracy of response of the structure at specified locations it is more important to obtain accuracy in the modal costs than in the modal frequencies. The modal cost represents the contribution of a mode in the norm of the response vector. This paper provides a complete modal cost analysis for beam-like continua. Upper bounds are developed for mode truncation errors in the model reduction process and modal cost analysis dictates which modes to retain in order to reduce the model for control design purposes.

Hu, A.↗

Modal cost analysis for simple continua

The most popular finite element codes are based upon appealing theories of convergence of modal frequencies. For example, the popularity of cubic elements for beam-like structures is due to the rapid convergence of modal frequencies and stiffness properties. However, for those problems in which the primary consideration is the accuracy of response of the structure at specified locations, it is more important to obtain accuracy in the modal costs than in the modal frequencies. The modal cost represents the contribution of a mode in the norm of the response vector. This paper provides a complete modal cost analysis for simple continua such as beam-like structures. Upper bounds are developed for mode truncation errors in the model reduction process and modal cost analysis dictates which modes to retain in order to reduce the model for control design purposes.

Hu, A.↗

On the synchronizability and detectability of random PPM sequences

The problem of synchronization and detection of random pulse-position modulation (PPM) sequences is investigated under the assumption of perfect slot synchronization. Maximum-likelihood PPM symbol synchronization and receiver algorithms are derived that make decisions based on both soft as well as hard data; these algorithms are seen to be easily implementable. Bounds were derived on the symbol error probability as well as the probability of false synchronization that indicate the existence of a rather severe performance floor, which can easily be the limiting factor in the overall system performance. The performance floor is inherent in the PPM format and random data and becomes more serious as the PPM alphabet size Q is increased. A way to eliminate the performance floor is suggested by inserting special PPM symbols in the random data stream.

Georghiades, Costas N.↗

A Surrogate Approach to the Experimental Optimization of Multielement Airfoils

The incorporation of experimental test data into the optimization process is accomplished through the use of Bayesian-validated surrogates. In the surrogate approach, a surrogate for the experiment (e.g., a response surface) serves in the optimization process. The validation step of the framework provides a qualitative assessment of the surrogate quality, and bounds the surrogate-for-experiment error on designs "near" surrogate-predicted optimal designs. The utility of the framework is demonstrated through its application to the experimental selection of the trailing edge ap position to achieve a design lift coefficient for a three-element airfoil.

Otto, John C.↗