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NASA NTRS1975

An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions, Addendum

New results and insights concerning a previously published iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions were discussed. It was shown that the procedure converges locally to the consistent maximum likelihood estimate as long as a specified parameter is bounded between two limits. Bound values were given to yield optimal local convergence.

Peters, B. C., Jr.↗

NASA NTRS1976

The recursive maximum likelihood proportion estimator: User's guide and test results

Implementation of the recursive maximum likelihood proportion estimator is described. A user's guide to programs as they currently exist on the IBM 360/67 at LARS, Purdue is included, and test results on LANDSAT data are described. On Hill County data, the algorithm yields results comparable to the standard maximum likelihood proportion estimator.

Vanrooy, D. L.↗

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

Regions of constrained maximum likelihood parameter identifiability

This paper considers the parameter identification problem of general discrete-time, nonlinear, multiple-input/multiple-output dynamic systems with Gaussian-white distributed measurement errors. Knowledge of the system parameterization is assumed to be known. Regions of constrained maximum likelihood (CML) parameter identifiability are established. A computation procedure employing interval arithmetic is proposed for finding explicit regions of parameter identifiability for the case of linear systems. It is shown that if the vector of true parameters is locally CML identifiable, then with probability one, the vector of true parameters is a unique maximal point of the maximum likelihood function in the region of parameter identifiability and the CML estimation sequence will converge to the true parameters.

Lee, C.-H.↗

NASA NTRS1976

Maximum likelihood identifier refinements for F-8C adaptive control

Design refinement is described for baseline F-8C adaptive flight test control laws which consist of simplified quadratic-optimal model-following control structures in the pitch and lateral directional axes. The variable gains of both axes are adjusted adaptively by an explicit on-line maximum likelihood parameter identifier. The identifier, consisting of five parallel computing channels which evaluate the likelihood functions at discrete points in parameter space, operates in pitch only, using pitch rate, normal acceleration, and elevator position measurements.

Stein, G.↗

NASA NTRS1977

The Maximum Likelihood Estimation of Signature Transformation /MLEST/ algorithm

The Maximum Likelihood Estimation of Signature Transformation (MLEST) algorithm is used to obtain maximum likelihood estimates (MLE) of affine transformation. The algorithm has been evaluated for three sets of data: simulated (training and recognition segment pairs), consecutive-day (data gathered from Landsat images), and geographical-extension (large-area crop inventory experiment) data sets. For each set, MLEST signature extension runs were made to determine MLE values and the affine-transformed training segment signatures were used to classify the recognition segments. The classification results were used to estimate wheat proportions at 0 and 1% threshold values.

Thadani, S. G.↗

NASA NTRS1979

Parameter estimation in astronomy through application of the likelihood ratio

Many problems in the experimental estimation of parameters for models can be solved through use of the likelihood ratio test. Applications of the likelihood ratio, with particular attention to photon counting experiments, are discussed. The procedures presented solve a greater range of problems than those currently in use, yet are no more difficult to apply. The procedures are proved analytically, and examples from current problems in astronomy are discussed.

Cash, W.↗

NASA NTRS1979

Parameter estimation in X-ray astronomy using maximum likelihood

Methods of estimation of parameter values and confidence regions by maximum likelihood and Fisher efficient scores starting from Poisson probabilities are developed for the nonlinear spectral functions commonly encountered in X-ray astronomy. It is argued that these methods offer significant advantages over the commonly used alternatives called minimum chi-squared because they rely on less pervasive statistical approximations and so may be expected to remain valid for data of poorer quality. Extensive numerical simulations of the maximum likelihood method are reported which verify that the best-fit parameter value and confidence region calculations are correct over a wide range of input spectra.

Wachter, K.↗

NASA NTRS1979

Maximum likelihood estimation for life distributions with competing failure modes

The general model for the competing failure modes assuming that location parameters for each mode are expressible as linear functions of the stress variables and the failure modes act independently is presented. The general form of the likelihood function and the likelihood equations are derived for the extreme value distributions, and solving these equations using nonlinear least squares techniques provides an estimate of the asymptotic covariance matrix of the estimators. Monte-Carlo results indicate that, under appropriate conditions, the location parameters are nearly unbiased, the scale parameter is slightly biased, and the asymptotic covariances are rapidly approached.

Sidik, S. M.↗

NASA NTRS1979

Maximum likelihood estimation of label imperfections and its use in the identification of mislabeled patterns

The problem of estimating label imperfections and the use of the estimation in identifying mislabeled patterns is presented. Expressions for the maximum likelihood estimates of classification errors and a priori probabilities are derived from the classification of a set of labeled patterns. Expressions also are given for the asymptotic variances of probability of correct classification and proportions. Simple models are developed for imperfections in the labels and for classification errors and are used in the formulation of a maximum likelihood estimation scheme. Schemes are presented for the identification of mislabeled patterns in terms of threshold on the discriminant functions for both two-class and multiclass cases. Expressions are derived for the probability that the imperfect label identification scheme will result in a wrong decision and are used in computing thresholds. The results of practical applications of these techniques in the processing of remotely sensed multispectral data are presented.

Chittineni, C. B.↗

NASA NTRS1980

Maximum likelihood method for estimating airplane stability and control parameters from flight data in frequency domain

A frequency domain maximum likelihood method is developed for the estimation of airplane stability and control parameters from measured data. The model of an airplane is represented by a discrete-type steady state Kalman filter with time variables replaced by their Fourier series expansions. The likelihood function of innovations is formulated, and by its maximization with respect to unknown parameters the estimation algorithm is obtained. This algorithm is then simplified to the output error estimation method with the data in the form of transformed time histories, frequency response curves, or spectral and cross-spectral densities. The development is followed by a discussion on the equivalence of the cost function in the time and frequency domains, and on advantages and disadvantages of the frequency domain approach. The algorithm developed is applied in four examples to the estimation of longitudinal parameters of a general aviation airplane using computer generated and measured data in turbulent and still air. The cost functions in the time and frequency domains are shown to be equivalent; therefore, both approaches are complementary and not contradictory. Despite some computational advantages of parameter estimation in the frequency domain, this approach is limited to linear equations of motion with constant coefficients.

Klein, V.↗

NASA NTRS1981

Maximum likelihood clustering with dependent feature trees

The decomposition of mixture density of the data into its normal component densities is considered. The densities are approximated with first order dependent feature trees using criteria of mutual information and distance measures. Expressions are presented for the criteria when the densities are Gaussian. By defining different typs of nodes in a general dependent feature tree, maximum likelihood equations are developed for the estimation of parameters using fixed point iterations. The field structure of the data is also taken into account in developing maximum likelihood equations. Experimental results from the processing of remotely sensed multispectral scanner imagery data are included.

Chittineni, C. B.↗

NASA NTRS1980

Maximum likelihood estimation of label imperfection probabilities and its use in the identification of mislabeled patterns

Estimating label imperfections and the use of estimations in the identification of mislabeled patterns are discussed. Expressions are presented for the asymptotic variances of the probability of correct classification and proportion, and for the maximum likelihood estimates of classification errors and a priori probabilities. Models are developed for imperfections in the labels and classification errors, and expressions are derived for the probability of imperfect label identification schemes resulting in wrong decisions. The expressions are used in computing thresholds and the techniques are given practical applications. The imperfect label identification scheme in the multiclass case is found to amount to establishing a region around each decision surface, and decisions of the label correction scheme are found in close agreement with the analyst-interpreter interpretations of the imagery films. As an example, the application of the maximum likelihood estimation to the processing of Landsat MSS data is discussed.

Chittineni, C. B.↗

NASA NTRS1982

Monte Carlo studies of ocean wind vector measurements by SCATT: Objective criteria and maximum likelihood estimates for removal of aliases, and effects of cell size on accuracy of vector winds

The scatterometer on the National Oceanic Satellite System (NOSS) is studied by means of Monte Carlo techniques so as to determine the effect of two additional antennas for alias (or ambiguity) removal by means of an objective criteria technique and a normalized maximum likelihood estimator. Cells nominally 10 km by 10 km, 10 km by 50 km, and 50 km by 50 km are simulated for winds of 4, 8, 12 and 24 m/s and incidence angles of 29, 39, 47, and 53.5 deg for 15 deg changes in direction. The normalized maximum likelihood estimate (MLE) is correct a large part of the time, but the objective criterion technique is recommended as a reserve, and more quickly computed, procedure. Both methods for alias removal depend on the differences in the present model function at upwind and downwind. For 10 km by 10 km cells, it is found that the MLE method introduces a correlation between wind speed errors and aspect angle (wind direction) errors that can be as high as 0.8 or 0.9 and that the wind direction errors are unacceptably large, compared to those obtained for the SASS for similar assumptions.

Pierson, W. J.↗

NASA NTRS1980

The use of prior probabilities in maximum likelihood classification of remotely sensed data

Possibilities for the improvement of classification accuracies by the use of prior information about the expected distribution of classes in the maximum likelihood classification of remote sensing data are examined. The modification of the maximum likelihood decision rule to take into account one or several sets of probabilities for the occurrence of classes which probabilities are based on independent knowledge of the area surveyed is demonstrated. It is then shown that the use of prior probabilities is sufficiently versatile so as to allow the prior weighting of output classes based on their anticipated sizes as well as the merging of continuously varying measurements with discrete collateral information data sets and the construction of time-sequential classification systems in which an earlier classification modifies the outcome of a latter one.

Strahler, A. H.↗

NASA NTRS1981

A low-power, high-throughput maximum-likelihood convolutional decoder chip for NASA's 30/20 GHz program

It is pointed out that the NASA 30/20 GHz program will place in geosynchronous orbit a technically advanced communication satellite which can process time-division multiple access (TDMA) information bursts with a data throughput in excess of 4 GBPS. To guarantee acceptable data quality during periods of signal attenuation it will be necessary to provide a significant forward error correction (FEC) capability. Convolutional decoding (utilizing the maximum-likelihood techniques) was identified as the most attractive FEC strategy. Design trade-offs regarding a maximum-likelihood convolutional decoder (MCD) in a single-chip CMOS implementation are discussed.

Mccallister, R. D.↗

NASA NTRS1986

Maximum-Likelihood Parameter-Estimation Algorithm

Efficient version of maximum-likelihood algorithm devised for calculating normal-mode frequencies and damping parameters of vibrating system from experimental data where both process noise and measurement noise present. Method applicable in vibration analysis of such complicated structures as vehicles, aircraft, and spacecraft. New algorithm simplification of existing maximum-likelihood formulation using Kalman filter that allows for both process and measurement noise.

Eldred, D. B.↗

NASA NTRS1985

More than you want to know about maximum likelihood estimation

The maximum likelihood estimator has been used to extract stability and control derivatives from flight data for many years. Most of the literature on aircraft estimation concentrates on new developments and applications, assuming familiarity with basic estimation concepts. Some of these basic concepts are presented. The maximum likelihood estimator is briefly discussed and the aircraft equations of motion that the estimator uses. The basic concepts of minimization and estimation are examined for a simple computed aircraft example. The cost functions that are to be minimized during estimation are defined and discussed. Graphic representations of the cost functions are given to help illustrate the minimization process. Finally, the basic concepts are generalized, and estimation from flight data is discussed. Some of the major conclusions for the computed example are also developed for the analysis of flight data.

Iliff, K. W.↗