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At least 109 records · Page 6

Statistical Comparison and Improvement of Methods for Combining Random and Harmonic Loads

Structures in many environments experience both random and harmonic excitation. A variety of closed-form techniques has been used in the aerospace industry to combine the loads resulting from the two sources. The resulting combined loads are then used to design for both yield ultimate strength and high cycle fatigue capability. This paper examines the cumulative distribution function (CDF) percentiles obtained using each method by integrating the joint probability density function of the sine and random components. A new Microsoft Excel spreadsheet macro that links with the software program Mathematics is then used to calculate the combined value corresponding to any desired percentile along with a curve fit to this value. Another Excel macro is used to calculate the combination using a Monte Carlo simulation. Unlike the traditional techniques, these methods quantify the calculated load value with a Consistent percentile. Using either of the presented methods can be extremely valuable in probabilistic design, which requires a statistical characterization of the loading. Also, since the CDF at high probability levels is very flat, the design value is extremely sensitive to the predetermined percentile; therefore, applying the new techniques can lower the design loading substantially without losing any of the identified structural reliability.

Brown, Andrew M.↗

Optimal design of an unsupervised adaptive classifier with unknown priors

An adaptive detection scheme for M hypotheses was analyzed. It was assumed that the probability density function under each hypothesis was known, and that the prior probabilities of the M hypotheses were unknown and sequentially estimated. Each observation vector was classified using the current estimate of the prior probabilities. Using a set of nonlinear transformations, and applying stochastic approximation theory, an optimally converging adaptive detection and estimation scheme was designed. The optimality of the scheme lies in the fact that convergence to the true prior probabilities is ensured, and that the asymptotic error variance is minimum, for the class of nonlinear transformations considered. An expression for the asymptotic mean square error variance of the scheme was also obtained.

Kazakos, D.↗

An optimum PN code search technique for a given apriori signal location density

A method is presented for optimizing (minimizing) the acquisition time for a PN-type spread spectrum system when the a priori probability density function is not uniform. For an assumed a priori Gaussian density function, calculations show that the acquisition time, when the 0.5 probability acquisition time is used as a measure of acquisition time, is reduced by 40% for a cell detection probability of 0.25 and when three sweeps are used. For the same parameters and with four sweeps the acquisition time is reduced by 41%. When the acquisition time probability is set to 0.9 instead of 0.5, the reduction is 25% of the uniform sweep time.

Holmes, J. K.↗

On the joint spectral density of bivariate random sequences

For univariate random sequences, the power spectral density acts like a probability density function of the frequencies present in the sequence. This dissertation extends that concept to bivariate random sequences. For this purpose, a function called the joint spectral density is defined that represents a joint probability weighing of the frequency content of pairs of random sequences. Given a pair of random sequences, the joint spectral density is not uniquely determined in the absence of any constraints. Two approaches to constraining the sequences are suggested: (1) assume the sequences are the margins of some stationary random field, (2) assume the sequences conform to a particular model that is linked to the joint spectral density. For both approaches, the properties of the resulting sequences are investigated in some detail, and simulation is used to corroborate theoretical results. It is concluded that under either of these two constraints, the joint spectral density can be computed from the non-stationary cross-correlation.

Aalfs, David D.↗

Computation of Domain-Averaged Shortwave Irradiance by a One-Dimensional Algorithm Incorporating Correlations between Optical Thickness and Direct Incident Radiation

A one-dimensional radiative transfer algorithm that accounts for correlations between the optical thickness and the incident direct solar radiation is developed to compute the domain-averaged shortwave irradiance profile. It divides the direct irradiance into four components and treats the direct irradiance in two separate, clear and cloudy columns to account for the fact that clouds attenuate the direct irradiance more than clear-sky. The horizontal inhomogeneity of clouds in the cloudy column is treated by the gamma weighted two-stream approximation, which assumes that the optical thickness of clouds follows a gamma distribution. The algorithm inputs the cloud fraction, cumulative cloud fraction as a function of height, and a parameter expressing the shape of the probability density function of the cloud optical thickness distribution in addition to inputs required for a two-stream radiative transfer model. These cloud property inputs can be obtained using ground- and satellite-based instruments. Therefore, the algorithm can treat realistic cloud overlap features and horizontal inhomogeneity of clouds in a framework of one- dimensional radiative transfer. Heating rates computed by the algorithm using cloud fields generated by cloud resolving models agree with those computed with a Monte Carlo model. If optical properties in computational layers that divide a vertically extensive cloud are correlated, the irradiance profile computed by the algorithm further improves.

Kato, S.↗

A dual frequency radar for ocean roughness sampling

A microwave technique for determining the roughness (rms wave height) of a randomly varying air-water interface has been developed theoretically, verified with laboratory wavetank studies and is currently being implemented for ocean surface measurements in a series of applications flight experiments. These aircraft observations will be near the Chesapeake Light Tower and will include a range of altitudes and sea conditions. The measurement concept involves cross-correlating the envelope fluctuations on two received carriers that are monochromatic when transmitted in a normal direction to the interface and are observed in a backscatter direction after reflection by the large number of randomly distributed specular points on the surface. The measured correlation coefficient (normalized covariance) as a function of carrier frequency separation will depend on the surface roughness, specifically the probability density function of the specular point height. Details of the flight system are discussed, and preliminary flight results are presented.

Weissman, D. E.↗

An investigation into the probabilistic combination of quasi-static and random accelerations

The development of design load factors for aerospace and aircraft components and experiment support structures, which are subject to a simultaneous vehicle dynamic vibration (quasi-static) and acoustically generated random vibration, require the selection of a combination methodology. Typically, the procedure is to define the quasi-static and the random generated response separately, and arithmetically add or root sum square to get combined accelerations. Since the combination of a probabilistic and a deterministic function yield a probabilistic function, a viable alternate approach would be to determine the characteristics of the combined acceleration probability density function and select an appropriate percentile level for the combined acceleration. The following paper develops this mechanism and provides graphical data to select combined accelerations for most popular percentile levels.

Schock, R. W.↗

Error probability performance of unbalanced QPSK receivers

A simple technique for calculating the error probability performance and associated noisy reference loss of practical unbalanced QPSK receivers is presented. The approach is based on expanding the error probability conditioned on the loop phase error in a power series in the loop phase error and then, keeping only the first few terms of this series, averaging this conditional error probability over the probability density function of the loop phase error. Doing so results in an expression for the average error probability which is in the form of a leading term representing the ideal (perfect synchronization references) performance plus a term proportional to the mean-squared crosstalk. Thus, the additional error probability due to noisy synchronization references occurs as an additive term proportional to the mean-squared phase jitter directly associated with the receiver's tracking loop. Similar arguments are advanced to give closed-form results for the noisy reference loss itself.

Simon, M. K.↗

Theoretical Accuracy for ESTL Bit Error Rate Tests

"Bit error rate" [BER] for the purposes of this paper is the fraction of binary bits which are inverted by passage through a communication system. BER can be measured for a block of sample bits by comparing a received block with the transmitted block and counting the erroneous bits. Bit Error Rate [BER] tests are the most common type of test used by the ESTL for evaluating system-level performance. The resolution of the test is obvious: the measurement cannot be resolved more finely than 1/N, the number of bits tested. The tolerance is not. This paper examines the measurement accuracy of the bit error rate test. It is intended that this information will be useful in analyzing data taken in the ESTL. This paper is divided into four sections and follows a logically ordered presentation, with results developed before they are evaluated. However, first-time readers will derive the greatest benefit from this paper by skipping the lengthy section devoted to analysis, and treating it as reference material. The analysis performed in this paper is based on a Probability Density Function [PDF] which is developed with greater detail in a past paper, Theoretical Accuracy for ESTL Probability of Acquisition Tests, EV4-98-609.

Lansdowne, Chatwin↗

Filtered Mass Density Function for Design Simulation of High Speed Airbreathing Propulsion Systems

The objective of this research is to develop and implement new methodology for large eddy simulation of (LES) of high-speed reacting turbulent flows. We have just completed two (2) years of Phase I of this research. This annual report provides a brief and up-to-date summary of our activities during the period: September 1, 2000 through August 31, 2001. In the work within the past year, a methodology termed "velocity-scalar filtered density function" (VSFDF) is developed and implemented for large eddy simulation (LES) of turbulent flows. In this methodology the effects of the unresolved subgrid scales (SGS) are taken into account by considering the joint probability density function (PDF) of all of the components of the velocity and scalar vectors. An exact transport equation is derived for the VSFDF in which the effects of the unresolved SGS convection, SGS velocity-scalar source, and SGS scalar-scalar source terms appear in closed form. The remaining unclosed terms in this equation are modeled. A system of stochastic differential equations (SDEs) which yields statistically equivalent results to the modeled VSFDF transport equation is constructed. These SDEs are solved numerically by a Lagrangian Monte Carlo procedure. The consistency of the proposed SDEs and the convergence of the Monte Carlo solution are assessed by comparison with results obtained by an Eulerian LES procedure in which the corresponding transport equations for the first two SGS moments are solved. The unclosed SGS convection, SGS velocity-scalar source, and SGS scalar-scalar source in the Eulerian LES are replaced by corresponding terms from VSFDF equation. The consistency of the results is then analyzed for a case of two dimensional mixing layer.

Drozda, T. G.↗

Fatigue crack growth model RANDOM2 user manual, appendix 1

The FORTRAN program RANDOM2 is documented. RANDOM2 is based on fracture mechanics using a probabilistic fatigue crack growth model. It predicts the random lifetime of an engine component to reach a given crack size. Included in this user manual are details regarding the theoretical background of RANDOM2, input data, instructions and a sample problem illustrating the use of RANDOM2. Appendix A gives information on the physical quantities, their symbols, FORTRAN names, and both SI and U.S. Customary units. Appendix B includes photocopies of the actual computer printout corresponding to the sample problem. Appendices C and D detail the IMSL, Ver. 10(1), subroutines and functions called by RANDOM2 and a SAS/GRAPH(2) program that can be used to plot both the probability density function (p.d.f.) and the cumulative distribution function (c.d.f.).

Boyce, Lola↗

Radiative transfer theory for active remote sensing of a layer of nonspherical particles

The radiative transfer theory is applied to calculate the scattering by a layer of randomly positioned and oriented nonspherical particles. The scattering amplitude functions of each individual particle are calculated with Waterman's T matrix method, which utilizes vector spherical wave functions for expansion of incident, scattered, and surface fields. The orientation of the particles is described by a probability density function of the Eulerian angles of rotation. A rotation matrix is used to relate the T matrix of the principal frame to that of the natural frame of the particle. The extinction matrix and phase matrix of the radiative transfer equations are expressed in terms of the T matrix elements. The extinction matrix for nonspherical particles is generally nondiagonal. There are only two attenuation rates in a specified direction of propagation. The radiative transfer equations are solved by an iterative method to first order in albedo. Numerical results are illustrated as functions of incidence angle and frequency with applications to active remote sensing.

Tsang, L.↗

Simulation of proton-induced energy deposition in integrated circuits

A time-efficient simulation technique was developed for modeling the energy deposition by incident protons in modern integrated circuits. To avoid the excessive computer time required by many proton-effects simulators, a stochastic method was chosen to model the various physical effects responsible for energy deposition by incident protons. Using probability density functions to describe the nuclear reactions responsible for most proton-induced memory upsets, the simulator determines the probability of a proton hit depositing the energy necessary for circuit destabilization. This factor is combined with various circuit parameters to determine the expected error-rate in a given proton environment. An analysis of transient or dose-rate effects is also performed. A comparison to experimental energy-disposition data proves the simulator to be quite accurate for predicting the expected number of events in certain integrated circuits.

Fernald, Kenneth W.↗

Fatigue strength reduction model: RANDOM3 and RANDOM4 user manual, appendix 2

The FORTRAN programs RANDOM3 and RANDOM4 are documented. They are based on fatigue strength reduction, using a probabilistic constitutive model. They predict the random lifetime of an engine component to reach a given fatigue strength. Included in this user manual are details regarding the theoretical backgrounds of RANDOM3 and RANDOM4. Appendix A gives information on the physical quantities, their symbols, FORTRAN names, and both SI and U.S. Customary units. Appendix B and C include photocopies of the actual computer printout corresponding to the sample problems. Appendices D and E detail the IMSL, Version 10(1), subroutines and functions called by RANDOM3 and RANDOM4 and SAS/GRAPH(2) programs that can be used to plot both the probability density functions (p.d.f.) and the cumulative distribution functions (c.d.f.).

Boyce, Lola↗

Density Weighted FDF Equations for Simulations of Turbulent Reacting Flows

In this report, we briefly revisit the formulation of density weighted filtered density function (DW-FDF) for large eddy simulation (LES) of turbulent reacting flows, which was proposed by Jaberi et al. (Jaberi, F.A., Colucci, P.J., James, S., Givi, P. and Pope, S.B., Filtered mass density function for Large-eddy simulation of turbulent reacting flows, J. Fluid Mech., vol. 401, pp. 85-121, 1999). At first, we proceed the traditional derivation of the DW-FDF equations by using the fine grained probability density function (FG-PDF), then we explore another way of constructing the DW-FDF equations by starting directly from the compressible Navier-Stokes equations. We observe that the terms which are unclosed in the traditional DW-FDF equations are now closed in the newly constructed DW-FDF equations. This significant difference and its practical impact on the computational simulations may deserve further studies.

Shih, Tsan-Hsing↗

Use of Probability Distribution Functions for Discriminating Between Cloud and Aerosol in Lidar Backscatter Data

In this paper we describe the algorithm hat will be used during the upcoming Cloud-Aerosol Lidar and Infrared Pathfinder Satellite Observations (CALIPSO) mission for discriminating between clouds and aerosols detected in two wavelength backscatter lidar profiles. We first analyze single-test and multiple-test classification approaches based on one-dimensional and multiple-dimensional probability density functions (PDFs) in the context of a two-class feature identification scheme. From these studies we derive an operational algorithm based on a set of 3-dimensional probability distribution functions characteristic of clouds and aerosols. A dataset acquired by the Cloud Physics Lidar (CPL) is used to test the algorithm. Comparisons are conducted between the CALIPSO algorithm results and the CPL data product. The results obtained show generally good agreement between the two methods. However, of a total of 228,264 layers analyzed, approximately 5.7% are classified as different types by the CALIPSO and CPL algorithm. This disparity is shown to be due largely to the misclassification of clouds as aerosols by the CPL algorithm. The use of 3-dimensional PDFs in the CALIPSO algorithm is found to significantly reduce this type of error. Dust presents a special case. Because the intrinsic scattering properties of dust layers can be very similar to those of clouds, additional algorithm testing was performed using an optically dense layer of Saharan dust measured during the Lidar In-space Technology Experiment (LITE). In general, the method is shown to distinguish reliably between dust layers and clouds. The relatively few erroneous classifications occurred most often in the LITE data, in those regions of the Saharan dust layer where the optical thickness was the highest.

Liu, Zhaoyan↗