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At least 73 records · Page 4

Maximum likelihood estimation for distributed parameter models of flexible spacecraft

A distributed-parameter model of the NASA Solar Array Flight Experiment spacecraft structure is constructed on the basis of measurement data and analyzed to generate a priori estimates of modal frequencies and mode shapes. A Newton-Raphson maximum-likelihood algorithm is applied to determine the unknown parameters, using a truncated model for the estimation and the full model for the computation of the higher modes. Numerical results are presented in a series of graphs and briefly discussed, and the significant improvement in computation speed obtained by parallel implementation of the method on a supercomputer is noted.

Taylor, L. W., Jr.↗

Statistical Properties of Maximum Likelihood Estimators of Power Law Spectra Information

A simple power law model consisting of a single spectral index, a is believed to be an adequate description of the galactic cosmic-ray (GCR) proton flux at energies below 10(exp 13) eV, with a transition at the knee energy, E(sub k), to a steeper spectral index alpha(sub 2) greater than alpha(sub 1) above E(sub k). The Maximum likelihood (ML) procedure was developed for estimating the single parameter alpha(sub 1) of a simple power law energy spectrum and generalized to estimate the three spectral parameters of the broken power law energy spectrum from simulated detector responses and real cosmic-ray data. The statistical properties of the ML estimator were investigated and shown to have the three desirable properties: (P1) consistency (asymptotically unbiased). (P2) efficiency asymptotically attains the Cramer-Rao minimum variance bound), and (P3) asymptotically normally distributed, under a wide range of potential detector response functions. Attainment of these properties necessarily implies that the ML estimation procedure provides the best unbiased estimator possible. While simulation studies can easily determine if a given estimation procedure provides an unbiased estimate of the spectra information, and whether or not the estimator is approximately normally distributed, attainment of the Cramer-Rao bound (CRB) can only he ascertained by calculating the CRB for an assumed energy spectrum-detector response function combination, which can be quite formidable in practice. However. the effort in calculating the CRB is very worthwhile because it provides the necessary means to compare the efficiency of competing estimation techniques and, furthermore, provides a stopping rule in the search for the best unbiased estimator. Consequently, the CRB for both the simple and broken power law energy spectra are derived herein and the conditions under which they are attained in practice are investigated. The ML technique is then extended to estimate spectra information from an arbitrary number of astrophysics data sets produced by vastly different science instruments. This theory and its successful implementation will facilitate the interpretation of spectral information from multiple astrophysics missions and thereby permit the derivation of superior spectral parameter estimates based on the combination of data sets.

Howell, L. W.↗

Statistical Properties of Maximum Likelihood Estimators of Power Law Spectra Information

A simple power law model consisting of a single spectral index, sigma(sub 2), is believed to be an adequate description of the galactic cosmic-ray (GCR) proton flux at energies below 10(exp 13) eV, with a transition at the knee energy, E(sub k), to a steeper spectral index sigma(sub 2) greater than sigma(sub 1) above E(sub k). The maximum likelihood (ML) procedure was developed for estimating the single parameter sigma(sub 1) of a simple power law energy spectrum and generalized to estimate the three spectral parameters of the broken power law energy spectrum from simulated detector responses and real cosmic-ray data. The statistical properties of the ML estimator were investigated and shown to have the three desirable properties: (Pl) consistency (asymptotically unbiased), (P2) efficiency (asymptotically attains the Cramer-Rao minimum variance bound), and (P3) asymptotically normally distributed, under a wide range of potential detector response functions. Attainment of these properties necessarily implies that the ML estimation procedure provides the best unbiased estimator possible. While simulation studies can easily determine if a given estimation procedure provides an unbiased estimate of the spectra information, and whether or not the estimator is approximately normally distributed, attainment of the Cramer-Rao bound (CRB) can only be ascertained by calculating the CRB for an assumed energy spectrum- detector response function combination, which can be quite formidable in practice. However, the effort in calculating the CRB is very worthwhile because it provides the necessary means to compare the efficiency of competing estimation techniques and, furthermore, provides a stopping rule in the search for the best unbiased estimator. Consequently, the CRB for both the simple and broken power law energy spectra are derived herein and the conditions under which they are stained in practice are investigated.

Howell, L. W., Jr.↗

Maximum likelihood estimates of polar motion parameters

Two estimators developed by Jeffreys (1940, 1968) are described and used in conjunction with polar-motion data to determine the frequency (Fc) and quality factor (Qc) of the Chandler wobble. Data are taken from a monthly polar-motion series, satellite laser-ranging results, and optical astrometry and intercompared for use via interpolation techniques. Maximum likelihood arguments were employed to develop the estimators, and the assumption that polar motion relates to a Gaussian random process is assessed in terms of the accuracies of the estimators. The present results agree with those from Jeffreys' earlier study but are inconsistent with the later estimator; a Monte Carlo evaluation of the estimators confirms that the 1968 method is more accurate. The later estimator method shows good performance because the Fourier coefficients derived from the data have signal/noise levels that are superior to those for an individual datum. The method is shown to be valuable for general spectral-analysis problems in which isolated peaks must be analyzed from noisy data.

Wilson, Clark R.↗

A Monte Carlo comparison of the recovery of winds near upwind and downwind from the SASS-1 model function by means of the sum of squares algorithm and a maximum likelihood estimator

Backscatter measurements at upwind and crosswind are simulated for five incidence angles by means of the SASS-1 model function. The effects of communication noise and attitude errors are simulated by Monte Carlo methods, and the winds are recovered by both the Sum of Square (SOS) algorithm and a Maximum Likelihood Estimater (MLE). The SOS algorithm is shown to fail for light enough winds at all incidence angles and to fail to show areas of calm because backscatter estimates that were negative or that produced incorrect values of K sub p greater than one were discarded. The MLE performs well for all input backscatter estimates and returns calm when both are negative. The use of the SOS algorithm is shown to have introduced errors in the SASS-1 model function that, in part, cancel out the errors that result from using it, but that also cause disagreement with other data sources such as the AAFE circle flight data at light winds. Implications for future scatterometer systems are given.

Pierson, W. J., Jr.↗

Maximum likelihood estimation of aerodynamic derivatives for an oblique wing aircraft from flight data

There are several practical problems in using current techniques on 5-degree-of-freedom equations to estimate the stability and control derivatives of oblique wing aircraft from flight data. A technique has been developed to estimate these derivatives by separating the analysis of the longitudinal and lateral-directional motion without neglecting cross-coupling effects. This technique was used on flight data from a remotely piloted oblique wing aircraft. The results demonstrated that the relatively simple approach developed was adequate to obtain high quality estimates of the aerodynamic derivatives of such aircraft.

Maine, R. E.↗

Maximum likelihood estimation of translational acceleration derivatives from flight data

This paper shows that translational acceleration derivatives, such as pitching moment due to rate of change of angle of attack, can be estimated from flight data with the use of appropriately designed maneuvers. No new development of estimation methodology is necessary to analyze these maneuvers. Flight data from a T-37B airplane were used to verify that rate of change of angle of attack could be estimated from rolling maneuvers.

Maine, R. E.↗

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.↗

The Implementation of Maximum Likelihood Estimation in Space Launch System Vehicle Design

As NASA’s Space Launch System (SLS) approaches first launch, the design has matured to a point where the manufacturing uncertainty has decreased now that many of the components of the launch vehicle have been manufactured and the flight engines have been successfully tested. Prior to this point, a method was required to qualify and capture the impact of the differences between simulation and reality, as well as any uncertainties in the SLS design. Two primary categories of uncertainty arise during the launch vehicle design process. The first represents flight-day uncertainties including dispersions due to winds and temperatures. These are typically examined by performing a Monte Carlo on 6 Degree of Freedom (6-DOF) simulations. The second category of uncertainties represents any manufacturing variations that are present at the individual component level of the launch vehicle design. These variations are constructed using statistical masses and tend to become better understood and refined as the design cycle matures, finally resulting in the launch vehicle as constructed and tested.

Stein, W. B.↗

Determining the accuracy of maximum likelihood parameter estimates with colored residuals

An important part of building high fidelity mathematical models based on measured data is calculating the accuracy associated with statistical estimates of the model parameters. Indeed, without some idea of the accuracy of parameter estimates, the estimates themselves have limited value. In this work, an expression based on theoretical analysis was developed to properly compute parameter accuracy measures for maximum likelihood estimates with colored residuals. This result is important because experience from the analysis of measured data reveals that the residuals from maximum likelihood estimation are almost always colored. The calculations involved can be appended to conventional maximum likelihood estimation algorithms. Simulated data runs were used to show that the parameter accuracy measures computed with this technique accurately reflect the quality of the parameter estimates from maximum likelihood estimation without the need for analysis of the output residuals in the frequency domain or heuristically determined multiplication factors. The result is general, although the application studied here is maximum likelihood estimation of aerodynamic model parameters from flight test data.

Morelli, Eugene A.↗

Programmer's manual for MMLE3, a general FORTRAN program for maximum likelihood parameter estimation

The MMLE3 is a maximum likelihood parameter estimation program capable of handling general bilinear dynamic equations of arbitrary order with measurement noise and/or state noise (process noise). The basic MMLE3 program is quite general and, therefore, applicable to a wide variety of problems. The basic program can interact with a set of user written problem specific routines to simplify the use of the program on specific systems. A set of user routines for the aircraft stability and control derivative estimation problem is provided with the program. The implementation of the program on specific computer systems is discussed. The structure of the program is diagrammed, and the function and operation of individual routines is described. Complete listings and reference maps of the routines are included on microfiche as a supplement. Four test cases are discussed; listings of the input cards and program output for the test cases are included on microfiche as a supplement.

Maine, R. E.↗