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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.↗

DOE OSTI2026

Measurements of three-flavor neutrino oscillations from a PISCES two-detector fit to the NOvA Experiment data

NOvA is a long-baseline neutrino oscillation experiment with two functionally identical detectors: a Near Detector (ND) at Fermilab, placed 1 km from the neutrino source, and a Far Detector (FD) located 810 km away from the ND in Minnesota. NOvA s primary physics goals are to measure the neutrino oscillation parameters $\theta_{23}$ and $\Delta m^2_{32}$ with high precision, determine the neutrino mass hierarchy, and constrain the value of $\delta_{CP}$, primarily via the study of muon neutrino to electron neutrino oscillation. Extracting values for oscillation parameters from fits to data usually relies on treating systematic uncertainties as nuisance parameters, a strategy that suffers from poor scalability as the number of uncertainties becomes larger. This work introduces PISCES (Parameter Inference with Systematic Covariance and Exact Statistics), a novel method that circumvents this scalability problem by encoding systematic uncertainties into a covariance matrix. PISCES utilizes a nested minimization in which optimal systematic pulls are first computed using the covariance matrix in an inner minimization step, then the oscillation parameters are profiled over in the outer minimization. PISCES also uses a Poisson Likelihood term, making it ideal for the inclusion of low-statistic samples in the fits. PISCES is a flexible framework that also supports complex fits, such as a joint Near and Far detector fit. In the standard NOvA analysis, oscillation parameters are extracted using an extrapolation technique in which the ND data indirectly constrain the FD prediction via a ratio method. PISCES, on the other hand, enables a simultaneous ND+FD fit, allowing the high-statistics ND data to directly constrain systematic uncertainties across all samples. This thesis presents the full PISCES joint ND+FD fit for the NOvA three-flavor analysis, details its implementation, and evaluates its performance through extensive robustness tests and fake data studies. It also provides a comparison between the PISCES joint ND+FD results and the standard NOvA extrapolation method using the full NOvA 10-year data set. The results demonstrate that PISCES can successfully fit NOvA data while incorporating the constraints from the ND detectors consistently, using physically motivated systematic uncertainties to account for data/MC discrepancies.

Rajaoalisoa, Miriama [Cincinnati U.]↗

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.↗

DOE OSTI2021

Cosmic shear power spectra in practice

Cosmic shear is one of the most powerful probes of Dark Energy, targeted by several current and future galaxy surveys. Lensing shear, however, is only sampled at the positions of galaxies with measured shapes in the catalog, making its associated sky window function one of the most complicated amongst all projected cosmological probes of inhomogeneities, as well as giving rise to inhomogeneous noise. Partly for this reason, cosmic shear analyses have been mostly carried out in real-space, making use of correlation functions, as opposed to Fourier-space power spectra. Since the use of power spectra can yield complementary information and has numerical advantages over real-space pipelines, it is important to develop a complete formalism describing the standard unbiased power spectrum estimators as well as their associated uncertainties. Building on previous work, this paper contains a study of the main complications associated with estimating and interpreting shear power spectra, and presents fast and accurate methods to estimate two key quantities needed for their practical usage: the noise bias and the Gaussian covariance matrix, fully accounting for survey geometry, with some of these results also applicable to other cosmological probes. Here, we demonstrate the performance of these methods by applying them to the latest public data releases of the Hyper Suprime-Cam and the Dark Energy Survey collaborations, quantifying the presence of systematics in our measurements and the validity of the covariance matrix estimate. We make the resulting power spectra, covariance matrices, null tests and all associated data necessary for a full cosmological analysis publicly available.

79 ASTRONOMY AND ASTROPHYSICS↗

DOE OSTI2023

The two-point correlation function covariance with fewer mocks

We present FITCOV an approach for accurate estimation of the covariance of two-point correlation functions that requires fewer mocks than the standard mock-based covariance. This can be achieved by dividing a set of mocks into jackknife regions and fitting the correction term first introduced in Mohammad & Percival (2022), such that the mean of the jackknife covariances corresponds to the one from the mocks. This extends the model beyond the shot-noise limited regime, allowing it to be used for denser samples of galaxies. We test the performance of our fitted jackknife approach, both in terms of accuracy and precision, using lognormal mocks with varying densities and approximate EZmocks mimicking the Dark Energy Spectroscopic Instrument LRG and ELG samples in the redshift range of z = [0.8, 1.1]. We find that the Mohammad–Percival correction produces a bias in the two-point correlation function covariance matrix that grows with number density and that our fitted jackknife approach does not. We also study the effect of the covariance on the uncertainty of cosmological parameters by performing a full-shape analysis. We demonstrate that our fitted jackknife approach based on 25 mocks can recover unbiased and as precise cosmological parameters as the ones obtained from a covariance matrix based on 1000 or 1500 mocks, while the Mohammad–Percival correction produces uncertainties that are twice as large.

79 ASTRONOMY AND ASTROPHYSICS↗

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.↗

DOE OSTI2024

Dark energy survey year 3 results: cosmology from galaxy clustering and galaxy–galaxy lensing in harmonic space

We present the joint tomographic analysis of galaxy-galaxy lensing and galaxy clustering in harmonic space (HS), using galaxy catalogues from the first three years of observations by the Dark Energy Survey (DES Y3). We utilize the redMaGiC and MagLim catalogues as lens galaxies and the metacalibration catalogue as source galaxies. The measurements of angular power spectra are performed using the pseudo-$C_\ell$ method, and our theoretical modelling follows the fiducial analyses performed by DES Y3 in configuration space, accounting for galaxy bias, intrinsic alignments, magnification bias, shear magnification bias and photometric redshift uncertainties. We explore different approaches for scale cuts based on non-linear galaxy bias and baryonic effects contamination. Our fiducial covariance matrix is computed analytically, accounting for mask geometry in the Gaussian term, and including non-Gaussian contributions and super-sample covariance terms. To validate our HS pipelines and covariance matrix, we used a suite of 1800 log-normal simulations. We also perform a series of stress tests to gauge the robustness of our HS analysis. In the $\Lambda$CDM model, the clustering amplitude $S_8 =\sigma _8(\Omega _m/0.3)^{0.5}$ is constrained to $S_8 = 0.704\pm 0.029$ and $S_8 = 0.753\pm 0.024$ (68 per cent C.L.) for the redMaGiC and MagLim catalogues, respectively. For the wCDM, the dark energy equation of state is constrained to $w = -1.28 \pm 0.29$ and $w = -1.26^{+0.34}_{-0.27}$, for redMaGiC and MagLim catalogues, respectively. These results are compatible with the corresponding DES Y3 results in configuration space and pave the way for HS analyses using the DES Y6 data.

(cosmology:) cosmological parameters↗

NASA NTRS1974

Weighted adaptive algorithms for estimation of Gaussian distribution parameters

Two weighted adaptive algorithms are proposed for updating the estimates of the mean vector and the covariance matrix, respectively, in a multispectral pattern recognition system. To achieve computational efficiency, the auxiliary matrices have been utilized in the algorithm for covariance matrix updating. Enhancements in the performance accuracy of a multispectral processing system and extensions of the Gaussian maximum likelihood classification capabilities to larger scale surveys are the motivations in developing the algorithms presented herein.

Chang, C. Y.↗

NASA NTRS1975

A prefiltering version of the Kalman filter with new numerical integration formulas for Riccati equations

A prefiltering version of the Kalman filter is derived for both discrete and continuous measurements. The derivation consists of determining a single discrete measurement that is equivalent to either a time segment of continuous measurements or a set of discrete measurements. This prefiltering version of the Kalman filter easily handles numerical problems associated with rapid transients and ill-conditioned Riccati matrices. Therefore, the derived technique for extrapolating the Riccati matrix from one time to the next constitutes a new set of integration formulas which alleviate ill-conditioning problems associated with continuous Riccati equations. Furthermore, since a time segment of continuous measurements is converted into a single discrete measurement, Potter's square root formulas can be used to update the state estimate and its error covariance matrix. Therefore, if having the state estimate and its error covariance matrix at discrete times is acceptable, the prefilter extends square root filtering with all its advantages, to continuous measurement problems.

Womble, M. E.↗

NASA NTRS2001

The Computational Complexity, Parallel Scalability, and Performance of Atmospheric Data Assimilation Algorithms

The computational complexity of algorithms for Four Dimensional Data Assimilation (4DDA) at NASA's Data Assimilation Office (DAO) is discussed. In 4DDA, observations are assimilated with the output of a dynamical model to generate best-estimates of the states of the system. It is thus a mapping problem, whereby scattered observations are converted into regular accurate maps of wind, temperature, moisture and other variables. The DAO is developing and using 4DDA algorithms that provide these datasets, or analyses, in support of Earth System Science research. Two large-scale algorithms are discussed. The first approach, the Goddard Earth Observing System Data Assimilation System (GEOS DAS), uses an atmospheric general circulation model (GCM) and an observation-space based analysis system, the Physical-space Statistical Analysis System (PSAS). GEOS DAS is very similar to global meteorological weather forecasting data assimilation systems, but is used at NASA for climate research. Systems of this size typically run at between 1 and 20 gigaflop/s. The second approach, the Kalman filter, uses a more consistent algorithm to determine the forecast error covariance matrix than does GEOS DAS. For atmospheric assimilation, the gridded dynamical fields typically have More than 10(exp 6) variables, therefore the full error covariance matrix may be in excess of a teraword. For the Kalman filter this problem can easily scale to petaflop/s proportions. We discuss the computational complexity of GEOS DAS and our implementation of the Kalman filter. We also discuss and quantify some of the technical issues and limitations in developing efficient, in terms of wall clock time, and scalable parallel implementations of the algorithms.

Lyster, Peter M.↗

NASA NTRS2024

Aircraft Parameter Estimation Considering Process and Measurement Noise

A practical formulation is proposed for parameter estimation using the filter-error method, which is a maximum-likelihood estimator for dynamic systems having both process and measurement noise inputs. The novelty of the proposed formulation is that by accurately estimating the measurement noise covariance matrix using a time series analysis method, the remaining unknowns (which include the unknown parameters in the state-space matrices and the process noise covariance matrix) become decorrelated and can be estimated simultaneously in a straightforward manner. The approach is demonstrated using simulation data and flight test data from a subscale airplane. Results indicate that proposed algorithm can obtain accurate modeling results when both measurement noise and process noise are present in the data.

Kalman filter↗

DOE OSTI2022

Bias on tensor-to-scalar ratio inference with estimated covariance matrices

ABSTRACT We investigate simulation-based bandpower covariance matrices commonly used in cosmological parameter inferences such as the estimation of the tensor-to-scalar ratio r. We find that upper limits on r can be biased low by tens of per cent. The underestimation of the upper limit is most severe when the number of simulation realizations is similar to the number of observables. Convergence of the covariance-matrix estimation can require a number of simulations an order of magnitude larger than the number of observables, which could mean $\mathcal {O}(10\ 000)$ simulations. This is found to be caused by an additional scatter in the posterior probability of r due to Monte Carlo noise in the estimated bandpower covariance matrix, in particular, by spurious non-zero off-diagonal elements. We show that matrix conditioning can be a viable mitigation strategy in the case that legitimate covariance assumptions can be made.

79 ASTRONOMY AND ASTROPHYSICS↗

NASA NTRS1991

An experimental SMI adaptive antenna array simulator for weak interfering signals

An experimental sample matrix inversion (SMI) adaptive antenna array for suppressing weak interfering signals is described. The experimental adaptive array uses a modified SMI algorithm to increase the interference suppression. In the modified SMI algorithm, the sample covariance matrix is redefined to reduce the effect of thermal noise on the weights of an adaptive array. This is accomplished by subtracting a fraction of the smallest eigenvalue of the original covariance matrix from its diagonal entries. The test results obtained using the experimental system are compared with theoretical results. The two show a good agreement.

Dilsavor, Ronald S.↗

DOE OSTI2023

Binning is Sinning: Redemption for Hubble Diagram Using Photometrically Classified Type Ia Supernovae

Bayesian Estimation Applied to Multiple Species (BEAMS) is implemented in the BEAMS with Bias Corrections (BBC) framework to produce a redshift-binned Hubble diagram (HD) for Type Ia supernovae (SNe Ia). BBC corrects for selection effects and non–SN Ia contamination, and systematic uncertainties are described by a covariance matrix with dimension matching the number of BBC redshift bins. For spectroscopically confirmed SN Ia samples, a recent "Binning is Sinning" article showed that an unbinned HD and covariance matrix reduces the systematic uncertainty by a factor of ~1.5 compared to the binned approach. Here we extend their analysis to obtain an unbinned HD for a photometrically identified sample processed with BBC. To test this new method, we simulate and analyze 50 samples corresponding to the Dark Energy Survey (DES) with a low-redshift anchor; the simulation includes SNe Ia, and contaminants from core-collapse SNe and peculiar SNe Ia. The analysis includes systematic uncertainties for calibration and measures the dark energy equation of state parameter (w). Compared to a redshift-binned HD, the unbinned HD with nearly 2000 events results in a smaller systematic uncertainty, in qualitative agreement with BHS21, and averaging results among the 50 samples we find no evidence for a w-bias. To reduce computation time for fitting an unbinned HD with large samples, we propose an HD-rebinning method that defines the HD in bins of redshift, color, and stretch; the rebinned HD results in similar uncertainty as the unbinned case, and shows no evidence for a w-bias.

79 ASTRONOMY AND ASTROPHYSICS↗

NASA NTRS1994

The updated statistical inversion technique to the evaluation of Umkehr observations

In the present study the standard retrieval Umkehr method to estimate the vertical distribution of ozone was updated using a statistical approach to the mathematical inversion scheme. The vertical ozone profile covariance matrix was used as a priori information for the inverse problem. A new method of the ozonesonde data organization according to air mass types helped to improve the covariance matrix quality. A retrieval method was developed using eigenvector technique. An optimal vertical ozone profile resolution was determined from the mathematical inversion scheme analysis based on the same technique. The sun radiation transfer was accounted for multiple scattering and atmospheric sphericity in this calculation. The retrievals using actual Umkehr Dobson spectrophotometer observations were also performed to provide the comparison of the standard and updated methods with concurrent ozone sound data at Boulder U.S. The comparison has revealed that the present method has some advantages in both resolution and accuracy, as compared to the standard one, especially for the atmospheric layers below ozone maximum.

Frolov, Alexander D.↗