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NASA NTRS2005

Surveillance system and method having an adaptive sequential probability fault detection test

System and method providing surveillance of an asset such as a process and/or apparatus by providing training and surveillance procedures that numerically fit a probability density function to an observed residual error signal distribution that is correlative to normal asset operation and then utilizes the fitted probability density function in a dynamic statistical hypothesis test for providing improved asset surveillance.

Herzog, James P.↗

NASA NTRS2006

Surveillance system and method having an adaptive sequential probability fault detection test

Bickford, Randall L.↗

NASA NTRS2008

Surveillance System and Method having an Adaptive Sequential Probability Fault Detection Test

Bickford, Randall L.↗

NASA NTRS1977

Radar backscattering from a sea having an anisotropic large-scale surface, part 2

A two scale scattering model was derived that combines specular reflections from sea waves and Bragg scattering in a manner consistent with energy conservation. The effect of the tilting of the small scale roughness by the large scale roughness was included, which accounted for the reduction of reflected power. The special case of backscattering for which the transmitted polarization equaled the received polarization was considered. An anisotropic large scale surface was used to specify the probability density function of the large scale surface normal. In order to isolate the azimuthal variation of the normalized radar cross section produced by the anisotropic probability density function, an isotropical small scale spectrum was assumed.

Wentz, F. J.↗

NASA NTRS1988

Probabilistic structural analysis computer code (NESSUS)

Probabilistic structural analysis has been developed to analyze the effects of fluctuating loads, variable material properties, and uncertain analytical models especially for high performance structures such as SSME turbopump blades. The computer code NESSUS (Numerical Evaluation of Stochastic Structure Under Stress) was developed to serve as a primary computation tool for the characterization of the probabilistic structural response due to the stochastic environments by statistical description. The code consists of three major modules NESSUS/PRE, NESSUS/FEM, and NESSUS/FPI. NESSUS/PRE is a preprocessor which decomposes the spatially correlated random variables into a set of uncorrelated random variables using a modal analysis method. NESSUS/FEM is a finite element module which provides structural sensitivities to all the random variables considered. NESSUS/FPI is Fast Probability Integration method by which a cumulative distribution function or a probability density function is calculated.

Shiao, Michael C.↗

NASA NTRS1991

Maximum-entropy probability distributions under Lp-norm constraints

Continuous probability density functions and discrete probability mass functions are tabulated which maximize the differential entropy or absolute entropy, respectively, among all probability distributions with a given L sub p norm (i.e., a given pth absolute moment when p is a finite integer) and unconstrained or constrained value set. Expressions for the maximum entropy are evaluated as functions of the L sub p norm. The most interesting results are obtained and plotted for unconstrained (real valued) continuous random variables and for integer valued discrete random variables. The maximum entropy expressions are obtained in closed form for unconstrained continuous random variables, and in this case there is a simple straight line relationship between the maximum differential entropy and the logarithm of the L sub p norm. Corresponding expressions for arbitrary discrete and constrained continuous random variables are given parametrically; closed form expressions are available only for special cases. However, simpler alternative bounds on the maximum entropy of integer valued discrete random variables are obtained by applying the differential entropy results to continuous random variables which approximate the integer valued random variables in a natural manner. All the results are presented in an integrated framework that includes continuous and discrete random variables, constraints on the permissible value set, and all possible values of p. Understanding such as this is useful in evaluating the performance of data compression schemes.

Dolinar, S.↗

NASA NTRS1992

Design for cyclic loading endurance of composites

The present paper describes the application of the computer code IPACS (Integrated Probabilistic Assessment of Composite Structures) to air craft wing type structures. The code performs a complete probabilistic structural analysis for composites taking into account the uncertainties in geometry, boundary conditions, material properties, laminate lay-ups and loads. Results of the analysis are presented in terms of cumulative distribution functions (CDF) and probability density function (PDF) of life of a wing type composite structure under different hygrothermal environments subjected to random pressure. The sensitivity of fatigue life to a number of critical structural/material variables is also computed from the analysis.

Shiao, Michael C.↗

NASA NTRS1993

Design for cyclic loading endurance of composites

The application of the computer code IPACS (Integrated Probabilistic Assessment of Composite Structures) to aircraft wing type structures is described. The code performs a complete probabilistic analysis for composites taking into account the uncertainties in geometry, boundary conditions, material properties, laminate lay-ups, and loads. Results of the analysis are presented in terms of cumulative distribution functions (CDF) and probability density function (PDF) of the fatigue life of a wing type composite structure under different hygrothermal environments subjected to the random pressure. The sensitivity of the fatigue life to a number of critical structural/material variables is also computed from the analysis.

Shiao, Michael C.↗

NASA NTRS2002

Optimization of Systems with Uncertainty: Initial Developments for Performance, Robustness and Reliability Based Designs

This paper presents a study on the optimization of systems with structured uncertainties, whose inputs and outputs can be exhaustively described in the probabilistic sense. By propagating the uncertainty from the input to the output in the space of the probability density functions and the moments, optimization problems that pursue performance, robustness and reliability based designs are studied. Be specifying the desired outputs in terms of desired probability density functions and then in terms of meaningful probabilistic indices, we settle a computationally viable framework for solving practical optimization problems. Applications to static optimization and stability control are used to illustrate the relevance of incorporating uncertainty in the early stages of the design. Several examples that admit a full probabilistic description of the output in terms of the design variables and the uncertain inputs are used to elucidate the main features of the generic problem and its solution. Extensions to problems that do not admit closed form solutions are also evaluated. Concrete evidence of the importance of using a consistent probabilistic formulation of the optimization problem and a meaningful probabilistic description of its solution is provided in the examples. In the stability control problem the analysis shows that standard deterministic approaches lead to designs with high probability of running into instability. The implementation of such designs can indeed have catastrophic consequences.

Crespo, Luis G.↗

NASA NTRS2011

Hypervelocity Impact Test Fragment Modeling: Modifications to the Fragment Rotation Analysis and Lightcurve Code

Hypervelocity impact tests on test satellites are performed by members of the orbital debris scientific community in order to understand and typify the on-orbit collision breakup process. By analysis of these test satellite fragments, the fragment size and mass distributions are derived and incorporated into various orbital debris models. These same fragments are currently being put to new use using emerging technologies. Digital models of these fragments are created using a laser scanner. A group of computer programs referred to as the Fragment Rotation Analysis and Lightcurve code uses these digital representations in a multitude of ways that describe, measure, and model on-orbit fragments and fragment behavior. The Dynamic Rotation subroutine generates all of the possible reflected intensities from a scanned fragment as if it were observed to rotate dynamically while in orbit about the Earth. This calls an additional subroutine that graphically displays the intensities and the resulting frequency of those intensities as a range of solar phase angles in a Probability Density Function plot. This document reports the additions and modifications to the subset of the Fragment Rotation Analysis and Lightcurve concerned with the Dynamic Rotation and Probability Density Function plotting subroutines.

Gouge, Michael F.↗

NASA NTRS1993

On the use of the noncentral chi-square density function for the distribution of helicopter spectral estimates

A probability density function for the variability of ensemble averaged spectral estimates from helicopter acoustic signals in Gaussian background noise was evaluated. Numerical methods for calculating the density function and for determining confidence limits were explored. Density functions were predicted for both synthesized and experimental data and compared with observed spectral estimate variability.

Garber, Donald P.↗

NASA NTRS2004

Force Density Function Relationships in 2-D Granular Media

An integral transform relationship is developed to convert between two important probability density functions (distributions) used in the study of contact forces in granular physics. Developing this transform has now made it possible to compare and relate various theoretical approaches with one another and with the experimental data despite the fact that one may predict the Cartesian probability density and another the force magnitude probability density. Also, the transforms identify which functional forms are relevant to describe the probability density observed in nature, and so the modified Bessel function of the second kind has been identified as the relevant form for the Cartesian probability density corresponding to exponential forms in the force magnitude distribution. Furthermore, it is shown that this transform pair supplies a sufficient mathematical framework to describe the evolution of the force magnitude distribution under shearing. Apart from the choice of several coefficients, whose evolution of values must be explained in the physics, this framework successfully reproduces the features of the distribution that are taken to be an indicator of jamming and unjamming in a granular packing. Key words. Granular Physics, Probability Density Functions, Fourier Transforms

Youngquist, Robert C.↗

NASA NTRS1978

Use of a priori statistics to minimize acquisition time for RFI immune spread spectrum systems

The optimum acquisition sweep strategy was determined for a PN code despreader when the a priori probability density function was not uniform. A psuedo noise spread spectrum system was considered which could be utilized in the DSN to combat radio frequency interference. In a sample case, when the a priori probability density function was Gaussian, the acquisition time was reduced by about 41% compared to a uniform sweep approach.

Holmes, J. K.↗

NASA NTRS2005

Nonlinear Attitude Filtering Methods

This paper provides a survey of modern nonlinear filtering methods for attitude estimation. Early applications relied mostly on the extended Kalman filter for attitude estimation. Since these applications, several new approaches have been developed that have proven to be superior to the extended Kalman filter. Several of these approaches maintain the basic structure of the extended Kalman filter, but employ various modifications in order to provide better convergence or improve other performance characteristics. Examples of such approaches include: filter QUEST, extended QUEST, the super-iterated extended Kalman filter, the interlaced extended Kalman filter, and the second-order Kalman filter. Filters that propagate and update a discrete set of sigma points rather than using linearized equations for the mean and covariance are also reviewed. A two-step approach is discussed with a first-step state that linearizes the measurement model and an iterative second step to recover the desired attitude states. These approaches are all based on the Gaussian assumption that the probability density function is adequately specified by its mean and covariance. Other approaches that do not require this assumption are reviewed, including particle filters and a Bayesian filter based on a non-Gaussian, finite-parameter probability density function on SO(3). Finally, the predictive filter, nonlinear observers and adaptive approaches are shown. The strengths and weaknesses of the various approaches are discussed.

F Landis Markley↗

NASA NTRS2011

The Vertical Distribution of Thin Features Over the Arctic Analysed from CALIPSO Observations: Optically Thin Clouds - Part 1

Clouds play a crucial role in the Arctic climate system. Therefore, it is essential to accurately and reliably quantify and understand cloud properties over the Arctic. It is also important to monitor and attribute changes in Arctic clouds. Here, we exploit the capability of the CALIPSO-CALIOP instrument and provide comprehensive statistics of tropospheric thin clouds, otherwise extremely difficult to monitor from passive satellite sensors.We use 4 yr of data (June 2006.May 2010) over the circumpolar Arctic, here defined as 67-82 deg. N, and characterize probability density functions of cloud base and top heights, geometrical thickness and zonal distribution of such cloud layers, separately for water and ice phases, and discuss seasonal variability of these properties. When computed for the entire study area, probability density functions of cloud base and top heights and geometrical thickness peak at 200-400, 1000-2000 and 400-800 m, respectively, for thin water clouds, while for ice clouds they peak at 6-8, 7-9 and 400-1000 m, respectively. In general, liquid clouds were often identified below 2 km during all seasons, whereas ice clouds were sensed throughout the majority of the upper troposphere and also, but to a smaller extent, below 2 km for all seasons.

DeVasthale, Abhay↗

NASA NTRS2003

Probabilistic Aeroelastic Analysis Developed for Turbomachinery Components

Aeroelastic analyses for advanced turbomachines are being developed for use at the NASA Glenn Research Center and industry. However, these analyses at present are used for turbomachinery design with uncertainties accounted for by using safety factors. This approach may lead to overly conservative designs, thereby reducing the potential of designing higher efficiency engines. An integration of the deterministic aeroelastic analysis methods with probabilistic analysis methods offers the potential to design efficient engines with fewer aeroelastic problems and to make a quantum leap toward designing safe reliable engines. In this research, probabilistic analysis is integrated with aeroelastic analysis: (1) to determine the parameters that most affect the aeroelastic characteristics (forced response and stability) of a turbomachine component such as a fan, compressor, or turbine and (2) to give the acceptable standard deviation on the design parameters for an aeroelastically stable system. The approach taken is to combine the aeroelastic analysis of the MISER (MIStuned Engine Response) code with the FPI (fast probability integration) code. The role of MISER is to provide the functional relationships that tie the structural and aerodynamic parameters (the primitive variables) to the forced response amplitudes and stability eigenvalues (the response properties). The role of FPI is to perform probabilistic analyses by utilizing the response properties generated by MISER. The results are a probability density function for the response properties. The probabilistic sensitivities of the response variables to uncertainty in primitive variables are obtained as a byproduct of the FPI technique. The combined analysis of aeroelastic and probabilistic analysis is applied to a 12-bladed cascade vibrating in bending and torsion. Out of the total 11 design parameters, 6 are considered as having probabilistic variation. The six parameters are space-to-chord ratio (SBYC), stagger angle (GAMA), elastic axis (ELAXS), Mach number (MACH), mass ratio (MASSR), and frequency ratio (WHWB). The cascade is considered to be in subsonic flow with Mach 0.7. The results of the probabilistic aeroelastic analysis are the probability density function of predicted aerodynamic damping and frequency for flutter and the response amplitudes for forced response.

Reddy, T. S. R.↗

NASA NTRS1991

Progress in the development of PDF turbulence models for combustion

A combined Monte Carlo-computational fluid dynamic (CFD) algorithm was developed recently at Lewis Research Center (LeRC) for turbulent reacting flows. In this algorithm, conventional CFD schemes are employed to obtain the velocity field and other velocity related turbulent quantities, and a Monte Carlo scheme is used to solve the evolution equation for the probability density function (pdf) of species mass fraction and temperature. In combustion computations, the predictions of chemical reaction rates (the source terms in the species conservation equation) are poor if conventional turbulence modles are used. The main difficulty lies in the fact that the reaction rate is highly nonlinear, and the use of averaged temperature produces excessively large errors. Moment closure models for the source terms have attained only limited success. The probability density function (pdf) method seems to be the only alternative at the present time that uses local instantaneous values of the temperature, density, etc., in predicting chemical reaction rates, and thus may be the only viable approach for more accurate turbulent combustion calculations. Assumed pdf's are useful in simple problems; however, for more general combustion problems, the solution of an evolution equation for the pdf is necessary.

Hsu, Andrew T.↗

NASA NTRSDate not supplied

Modeling of Cavity Residence Time via Modeled Lagrangian Particle Tracking

One of the critical components in a scramjet is the cavity flame holder. In evaluating the sizing of this component, the residence time of the fuel in the cavity is a common parameter used. However, to obtain the residence time via CFD is an expensive undertaking. One method is to perform an LES simulation of the cavity and use Lagrangian particle tracking to obtain both the mean and probability density function of the time that the particles remain in the cavity. While this method affords a significant amount of information, it is very costly in CPU run time. A simpler method involves performing a time accurate RANS simulation of the cavity, and when converged, overlay a traceable scalar in the cavity region, and then record the decay of this scalar’s flux at a downstream location. The time scale of the decay rate can then be estimated and a residence time inferred. This method is less computationally expensive than the LES approach, but still requires a time-accurate solution while only providing a mean cavity residence time evaluation. In this paper a method of determining the mean cavity residence time as well as the Probability Density Function (PDF) of the residence time is proposed and demonstrated. This method is based on Lagrangian particle tracking modeled by the Generalized Langevin Equation and is implemented as a post-processing step for a steady RANS solution. Computational cost is on the order of minutes and the results are in agreement with values obtained by the LES and scalar decay methods.

Langevin↗