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At least 73 records · Page 4
All sourcesNASA NTRSDOE OSTI
NASA NTRS1992

Incorporation of a priori gravity field information in satellite orbit determination using bin parameters

A method to determine satellite orbits using tracking data and a priori gravitational field is described. The a priori constraint on the orbit dynamics is determined by the covariance matrix of the spherical harmonic coefficients for the gravity model, so that the optimal combination of the measurements and gravitational field is achieved. A set of bin parameters is introduced to represent the perturbation of the gravitational field on the position of the satellite orbit. The covariance matrix of a conventional gravity model is transformed into that for the bin parameters by the variational partial derivatives. The covariance matrices of the bin parameters and the epoch state are combined to form the covariance matrix of the satellite positions at the measurement times. The combined matrix is used as the a priori information to estimate the satellite positions with measurements.

Wu, Jiun-Tsong↗
NASA NTRS1987

Estimability and regulability of linear systems

A linear state-space system will be said to be estimable if in estimating its state from its output the posterior error covariance matrix is strictly smaller than the prior covariance matrix. It will be said to be regulable if the quadratic cost of state feedback control is strictly smaller than the cost when no feedback is used. These properties, which are shown to be dual, are different from the well known observability and controllability properties of linear systems. Necessary and sufficient conditions for estimability and regulability are derived for time variant and time invariant systems, in discrete and continuous time.

Baram, Yoram↗
NASA NTRS1987

Estimability and regulability of linear systems

A linear state-space system will be said to be estimable if in estimating its state from its output the posterior error covariance matrix is strictly smaller than the prior covariance matrix. It will be said to be regulable if the quadratic cost of state feedback control is strictly smaller than the cost when no feedback is used. These properties, which are are shown to be dual, are different from the well known observability and controllability properties of linear systems. Necessary and sufficient conditions for estimability and regulability are derived for time variant and time invariant systems, in discrete and continuous time.

Baram, Yoram↗
NASA NTRS1996

Multilevel Algorithm for Atmospheric Data Assimilation

A multiscale algorithm for the problem of optimal statistical interpolation of observed data has been developed. This problem includes the calculation of the vector of the 'analyzed' (best estimated) atmosphere flow field w(sup a) by the formula: w(sup a) = w(sup f) + P(sup f) H(sup T) y, where the quantity y is defined by the equation (H P(sup f) H(sup T) + R)y = w(sup o) - H w(sup f), using the given model forecast first guess w(sup f) and the vector of observations w(sup o); H is an interpolation operator from the regular grid to the observation network, P(sup f) is the forecast error covariance matrix, and R is the observation error covariance matrix. At this initial stage the case of univariate analysis of single level radiosonde height data is considered. The matrix R is assumed to be diagonal, and the matrix P(sup f) is assumed to be given by the formula P(sub ij)(sup f) = sigma(sub i)(sup f) mu(sub ij) sigma(sub j)(sub f), where mu(sub ij) is a smooth, decreasing function of the distance between the i-th and the j-th points. In this paper we describe a multiscale iterative process based on a multiresolution, simultaneous displacement technique and a localized variational calculation of iteration parameters.

Brandt, Achi↗
NASA NTRS1988

Estimability and Regulability of Linear Systems

A linear state-space system will be said to be estimable if in estimating its state from its output the posterior error covariance matrix is strictly smaller than the prior covariance matrix. It will be said to be regulable if the quadratic cost of state feedback control is strictly smaller than the cost when no feedback is used. Estimability and regulability are shown to be dual properties, equivalent to the nonreducibility of the Kalman filter and of the optimal linear quadratic regulator, respectively.

Baram, Yoram↗
NASA NTRS2003

On the Use of the Log-Normal Particle Size Distribution to Characterize Global Rain

Although most parameterizations of the drop size distributions (DSD) use the gamma function, there are several advantages to the log-normal form, particularly if we want to characterize the large scale space-time variability of the DSD and rain rate. The advantages of the distribution are twofold: the logarithm of any moment can be expressed as a linear combination of the individual parameters of the distribution; the parameters of the distribution are approximately normally distributed. Since all radar and rainfall-related parameters can be written approximately as a moment of the DSD, the first property allows us to express the logarithm of any radar/rainfall variable as a linear combination of the individual DSD parameters. Another consequence is that any power law relationship between rain rate, reflectivity factor, specific attenuation or water content can be expressed in terms of the covariance matrix of the DSD parameters. The joint-normal property of the DSD parameters has applications to the description of the space-time variation of rainfall in the sense that any radar-rainfall quantity can be specified by the covariance matrix associated with the DSD parameters at two arbitrary space-time points. As such, the parameterization provides a means by which we can use the spaceborne radar-derived DSD parameters to specify in part the covariance matrices globally. However, since satellite observations have coarse temporal sampling, the specification of the temporal covariance must be derived from ancillary measurements and models. Work is presently underway to determine whether the use of instantaneous rain rate data from the TRMM Precipitation Radar can provide good estimates of the spatial correlation in rain rate from data collected in 5(sup 0)x 5(sup 0) x 1 month space-time boxes. To characterize the temporal characteristics of the DSD parameters, disdrometer data are being used from the Wallops Flight Facility site where as many as 4 disdrometers have been used to acquire data over a 2 km path. These data should help quantify the temporal form of the covariance matrix at this site.

Meneghini, Robert↗
NASA NTRS1986

A fully redundant double difference algorithm for obtaining minimum variance estimates from GPS observations

In double differencing a regression system obtained from concurrent Global Positioning System (GPS) observation sequences, one either undersamples the system to avoid introducing colored measurement statistics, or one fully samples the system incurring the resulting non-diagonal covariance matrix for the differenced measurement errors. A suboptimal estimation result will be obtained in the undersampling case and will also be obtained in the fully sampled case unless the color noise statistics are taken into account. The latter approach requires a least squares weighting matrix derived from inversion of a non-diagonal covariance matrix for the differenced measurement errors instead of inversion of the customary diagonal one associated with white noise processes. Presented is the so-called fully redundant double differencing algorithm for generating a weighted double differenced regression system that yields equivalent estimation results, but features for certain cases a diagonal weighting matrix even though the differenced measurement error statistics are highly colored.

Melbourne, William G.↗
NASA NTRS2015

An Upper Bound on High Speed Satellite Collision Probability When Only One Object has Position Uncertainty Information

Upper bounds on high speed satellite collision probability, PC †, have been investigated. Previous methods assume an individual position error covariance matrix is available for each object. The two matrices being combined into a single, relative position error covariance matrix. Components of the combined error covariance are then varied to obtain a maximum PC. If error covariance information for only one of the two objects was available, either some default shape has been used or nothing could be done. An alternative is presented that uses the known covariance information along with a critical value of the missing covariance to obtain an approximate but potentially useful Pc upper bound.

Frisbee, Joseph H., Jr.↗
NASA NTRS1986

Radar scene generation for tactical decision aids

The Mueller matrix and polarization covariance matrix for polarimetric radar systems was studied. The clutter was modeled by a layer of random permittivity, described by a three-dimensional correlation function, with variance, and horizontal and vertical correlation lengths. This model was applied, using the wave theory with Born approximations carried to the second order, to find the backscattering elements of the polarimetric matrices. Theoretical predictions are matched with experimental data for vegetation fields. The strong fluctuation theory was used to derive the backscattering cross sections. A two-layer anisotropic random medium model was developed for the active and passive microwave remote sensing of ice fields. A three-layer random medium model was adopted to study the volume scattering effects for the active and passive microwave remote sensing of snow-covered ice fields.

Kong, J. A.↗
NASA NTRS1987

Radar scene generation for tactical decision aids

The Mueller matrix and polarization covariance matrix for polarimetric radar systems was studied. The clutter is modeled by a layer of random permittivity, described by a three-dimensional correlation function, with variance, and horizontal and vertical correlation lengths. A general mixing formula was derived for discrete scatters immersed in a host medium. The results are applicable to general multiphase mixtures. The strong fluctuation theory was used to derive the backscattering cross sections, and was further extended to include higher order co-polarized and cross-polarized moments. A two-layer anisotropic random medium model was developed for the active and passive remote sensing of ice fields. A three-layer random medium model was adopted to study the volume scattering effects for the active and passive microwave remote sensing of snow-covered ice fields. The snow layer was simulated by an isotropic random medium and the ice layer by an anisotropic random medium. The vegetation canopy and snow-covered ice field were studied with a three-layer model, an isotropic random medium layer overlying an anisotropic random medium. The dyadic Green's function of the three-layer medium and the scattered electromagnetic intensities with Born approximation were calculated.

Kong, J. A.↗
NASA NTRSDate not supplied

From Formal Errors Towards Realistic Uncertainties

Evaluation of uncertainties of geodetic parameter estimates is the problem that is not yet solved in a satisfactory way. A direct evaluation of the uncertainties derived from a least square solution is labeled "formal" and is usually biased, sometimes up to an order of magnitude. Customary, the use of formal errors for scientific analysis is discouraged. We claim that the root of the problem is neglecting off-diagonal elements in the variance-covariance matrix of the noise in the data. A careful reconstruction of the full variance-covariance matrix, including the off-diagonal terms greatly improves realism of uncertainty estimates derived from least squares. We processed the dataset of VLBI group delays and built a prior variance-covariance of the atmosphere-driven noise based on analysis of the output of NASA high-resolution numerical weather models. We found that the uncertainties of parameter estimates derived from this least square solution that uses such variance-covariance matrices become much closer to realistic errors. We consider approaches for implementation of this method in routine data analysis of space geodesy data.

Leonid Petrov↗
NASA NTRS1972

SYMAT, COVAR: Test Procedures for Matrix Calculations

The FORTRAN subroutine SYMAT and related subroutines are described. In essence SYMAT is an iterative algorithm in which the problem of finding eigenvalues and eigenvectors of a real symmetric matrix is transformed into an equivalent problem of finding eigenvalues and eigenvectors of an infinite sequence of matrices of order two. A DEMO PROGRAM contains a subroutine COVAR which is used to compute the covariance matrix (denoted by A) of a data matrix (denoted by X). Since a covariance matrix is symmetric it can be analyzed by using subroutine SYMAT.

Morris, W. L.↗
NASA NTRS1979

Navigation and meteorological error equations for some aerodynamic parameters

Mathematical equations for the analysis of the errors that are expected in a set of postflight aerodynamic parameters are presented. The errors are due to inaccuracies in the Shuttle best estimate trajectory and in the meteorological data obtained in support of the flights. The error analysis shows that the parameter vector, Z, and its associated error covariance matrix, C sub Z, is calculated from a given state vector, X, and its associated covariance matrix, C sub X.

Krikorian, M. J.↗
NASA NTRS1981

Statistical classification techniques for engineering and climatic data samples

Fisher's sample linear discriminant function is modified through an appropriate alteration of the common sample variance-covariance matrix. The alteration consists of adding nonnegative values to the eigenvalues of the sample variance covariance matrix. The desired results of this modification is to increase the number of correct classifications by the new linear discriminant function over Fisher's function. This study is limited to the two-group discriminant problem.

Temple, E. C.↗
NASA NTRS1972

Recursive filter initialization.

Description of an initialization technique which partially accounts for the interrelation between the true-state vector errors when recursive filtering is applied in space navigation systems. The technique reduces the undesirable transient effects of the first few measurements and inhibits filter divergence when the interval between measurements is inordinately large. The key feature of this technique is the inclusion of the effect of a number of pseudo-measurements of certain orbital parameters into the initial covariance matrix. The pseudo-measurement technique has been shown to be useful when reinitialization of the error covariance matrix is required to prevent filter divergence.

Battin, R. H.↗
NASA NTRS1996

Two Reduced Resolution Filter Approaches to Data Assimilation

In this paper we evaluate the performance of two reduced resolution filter approaches to data assimilation. The main distinction between these approaches is in the manner they propagate error covariances. Both account for error covariances in a space with dimension m smaller than the model's state vector dimension n. In the first approach the m dimensional error covariance matrix is interpolated to the n-dimensional space and propagated with the n-dimensional dynamics. In the second approach the low-dimensional error covariance matrix is propagated by a dynamical operator generated in the m-dimensional space. Our experiments indicate that the first approach provides a more reliable simplified scheme for error covariance propagation than the second approach.

Todling, Ricardo↗
NASA NTRS1994

Correlated noise in the COBE DMR sky maps

The Cosmic Background Explorer Satellite Differential Radiometer (COBE DMR) sky maps contain low-level correlated noise. We obtain estimates of the amplitude and pattern of the correlated noise from three techniques: angular averages of the covariance matrix, Monte Carlo simulations of two-point correlation functions and direct analysis of the DMR maps. The results from the three methods are mutually consistent. The noise covariance matrix of a DMR sky maps is diagonal to an accuracy of better than 1%. For a given sky pixel, the dominant noise covariance occure with the ring of pixels at an angular separation of 60 deg due to the 60 deg separation of the DMR horns. The mean covariance at 60 deg is 0.45%((sup +0.18)(sub -0.14)) of the mean variance. Additionally, the variance in a given pixel is 0.7% greater than would be expected from a single beam experiment with the same noise properties. Autocorrelation functions suffer from a approximately 1.5 sigma positive bias at 60 deg while cross-correlations have no bias. Published COBE DMR results are not significantly affected by correlated noise.

Lineweaver, C. H.↗
NASA NTRS2000

Adjoints and Low-rank Covariance Representation

Quantitative measures of the uncertainty of Earth System estimates can be as important as the estimates themselves. Second moments of estimation errors are described by the covariance matrix, whose direct calculation is impractical when the number of degrees of freedom of the system state is large. Ensemble and reduced-state approaches to prediction and data assimilation replace full estimation error covariance matrices by low-rank approximations. The appropriateness of such approximations depends on the spectrum of the full error covariance matrix, whose calculation is also often impractical. Here we examine the situation where the error covariance is a linear transformation of a forcing error covariance. We use operator norms and adjoints to relate the appropriateness of low-rank representations to the conditioning of this transformation. The analysis is used to investigate low-rank representations of the steady-state response to random forcing of an idealized discrete-time dynamical system.

Tippett, Michael K.↗