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At least 127 records · Page 7
All sourcesNASA NTRSDOE OSTI
DOE OSTI2022

Kronecker-structured covariance models for multiway data

Many applications produce multiway data of exceedingly high dimension. Modeling such multi-way data is important in multichannel signal and video processing where sensors produce multi-indexed data, e.g. over spatial, frequency, and temporal dimensions. We will address the challenges of covariance representation of multiway data and review some of the progress in statistical modeling of multiway covariance over the past two decades, focusing on tensor-valued covariance models and their inference. We will illustrate through a space weather application: predicting the evolution of solar active regions over time.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Impact of Light Water Covariance on Integral Benchmarks [Slides]

New light water covariance has been generated. Impact of covariance quantified using two metrics on systems deemed sensitive to thermal scattering of light water. Analysis shows systems might not be sensitive enough to show significant differences. What differences were shown are most notable when comparing against the ENDF/B-VIII.0 covariance.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗
DOE OSTI2024

Physics-informed Estimation of the Covariance Matrix for Various Neutron Spectra

A method for estimating covariance matrices which capture the uncertainties in calculated reactor spectra has been developed. This method is based on perturbing the parameters of a physics-based analytic model fitted to a calculated spectrum. The covariance of the perturbed analytic spectra imposes energy-dependent correlations due to the physics of the neutron processes in the reactor, i.e., a fission component, a 1/E down-scatting component, and a thermal Maxwellian component. An analytic model is developed which is shown to produce good fits to several reactor environments. The covariance matrices produced via this method are then used as the prior spectrum in STAYSL least squares spectrum adjustment where it is combined with integral metrics, such as activation measurements, to produce a high-fidelity neutron spectrum characterization. It was concluded that the methodology showed agreeable results for the ACRR free-field spectrum adjustment in STAYSL resulting in a 𝜒 2 value of 2.21 (per degree of freedom), but further work is needed to describe scattering and interface regions.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2025

On the Error Covariance Correction Step of an ESKF Attitude Update

The attitude states of an error-state Kalman filter (ESKF) behave differently than most other states in the system due to their multiplicative (rather than additive) nature. One way in which they differ is an error covariance correction step after an ESKF error reset, which is not required for, for example, position and velocity states. This covariance correction step is not intuitive, and it has only been recently derived for coordinate transform matrices. The author of this memo, however, found the provided derivation in [1] confusing due to a lack of clarity surrounding the invoked reference frames, and clarity is required as there are at least 4 different ways to parameterize small-angle attitude errors in an ESKF. Furthermore, while reproducing the work, the author of this memo found a more straightforward derivation that provides additional insight into the correction step. This memo offers a derivation of the attitude error covariance correction step of an ESKF, which pays specific attention to the coordinate reference frames.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

PISCES two-detector covariance matrix fit for the NOvA Experiment

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 the precise measurements of neutrino oscillation parameters $\theta_{23}$ and $\Delta m^2_{32}$ , determine the neutrino mass ordering, and constrain the value of $\delta_{CP}$, via the study of muon neutrino to electron neutrino oscillation. In the standard NOvA three-flavor analysis, oscillation parameters are extracted using an extrapolation technique in which the ND data constrain the FD prediction through a ratio method. While this allows for systematic uncertainties sharing the same effects in both detectors to cancel, it remains an FD-only fit and does not fully leverage the constraining power of the high-statistics ND. This analysis proposes a simultaneous ND+FD fit using the PISCES method. PISCES (Parameter Inference with Systematic Covariance and Exact Statistics) is a framework designed to support complex configurations such as a joint ND+FD fit. This allows PISCES to take full advantage of the ND data to directly constrain systematic uncertainties across all samples. In PISCES, systematic uncertainties are encoded in a fractional covariance matrix, and statistical uncertainties are handled with a Poisson likelihood, making the approach well suited for low-statistics samples. For interpretability, we further use a Newton–Raphson + PCA method to recover per-systematic pulls from the covariance formulation. This poster presents the full PISCES joint ND+FD fit for the NOvA three-flavor analysis, describes 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.

Rajaoalisoa, Miriama [Cincinnati U.] (ORCID:000000↗
NASA NTRS1972

Power series evaluation of transition and covariance matrices.

Reexamination power series solutions to the matrix covariance differential equation and the transition differential equation. Truncation error bounds are derived which are computationally attractive and which extend previous results. Polynomial approximations are obtained by exploiting the functional equations satisfied by the transition and covariance matrices. The series-functional equation propagation technique represents a fast and accurate alternative to the numerical integration of the time-invariant transition and covariance equations.

Bierman, G. J.↗
NASA NTRS1975

Computation of transform domain covariance matrices

It is often of interest in applications to compute the covariance matrix of a random process transformed by a fast unitary transform. Here, the recursive definition of fast unitary transforms is used to derive recursive relations for the covariance matrices of the transformed process. These relations lead to fast methods of computation of covariance matrices and to substantial reductions of the number of arithmetic operations required.

Fino, B. J.↗
NASA NTRS1975

Gram-Schmidt algorithms for covariance propagation

This paper addresses the time propagation of triangular covariance factors. Attention is focused on the square-root free factorization, P = UDU/T/, where U is unit upper triangular and D is diagonal. An efficient and reliable algorithm for U-D propagation is derived which employs Gram-Schmidt orthogonalization. Partitioning the state vector to distinguish bias and colored process noise parameters increases mapping efficiency. Cost comparisons of the U-D, Schmidt square-root covariance and conventional covariance propagation methods are made using weighted arithmetic operation counts. The U-D time update is shown to be less costly than the Schmidt method; and, except in unusual circumstances, it is within 20% of the cost of conventional propagation.

Thornton, C. L.↗
NASA NTRS1977

Gram-Schmidt algorithms for covariance propagation

This paper addresses the time propagation of triangular covariance factors. Attention is focused on the square-root free factorization, P = UD(transpose of U), where U is unit upper triangular and D is diagonal. An efficient and reliable algorithm for U-D propagation is derived which employs Gram-Schmidt orthogonalization. Partitioning the state vector to distinguish bias and coloured process noise parameters increase mapping efficiency. Cost comparisons of the U-D, Schmidt square-root covariance and conventional covariance propagation methods are made using weighted arithmetic operation counts. The U-D time update is shown to be less costly than the Schmidt method; and, except in unusual circumstances, it is within 20% of the cost of conventional propagation.

Thornton, C. L.↗
NASA NTRS1985

Lorentz-covariant dissipative Lagrangian systems

The concept of dissipative Hamiltonian system is converted to Lorentz-covariant form, with evolution generated jointly by two scalar functionals, the Lagrangian action and the global entropy. A bracket formulation yields the local covariant laws of energy-momentum conservation and of entropy production. The formalism is illustrated by a derivation of the covariant Landau kinetic equation.

Kaufman, A. N.↗
NASA NTRS1988

Relative error covariance analysis techniques and application

A technique for computing the error covariance of the difference between two estimators derived from different (possibly overlapping) data arcs is presented. The relative error covariance is useful for predicting the achievable consistency between Kalman-Bucy filtered estimates generated from two (not necessarily disjoint) data sets. The relative error covariance analysis technique is then applied to a Venus Orbiter simulation.

Wolff, Peter, J.↗
NASA NTRS1991

The behavior of forecast error covariances for a Kalman filter in two dimensions

The behavior of forecast error covariances in a fairly realistic setting is demonstrated via a Kalman filter algorithm. It is used to assimilate simulated data from the existing radiosonde network, from the demonstration network of 31 Doppler wind profilers in the central U.S., and from hypothetical radiometers located at five of the profiler sites. Some theoretical justification of the hypothesis advanced by Phillips (1982), and the hypothesis is used to formulate the model error covariance matrix required by the Kalman filter. The results show that assimilating the profiler wind data leads to a large reduction of forecast/analysis error in heights as well as in winds, over the profiler region and also downstream, when compared with the results of assimilating the radiosonde data alone. The forecast error covariance matrices that the Kalman filter calculates to obtain this error reduction differ considerably from those prescribed by the optimal interpolation schemes that are employed for data assimilation at operational centers.

Cohn, Stephen E.↗
NASA NTRS1991

Generalized covariance analysis for partially autonomous deep space missions

A new covariance analysis method is presented that is suitable for the evaluation of multiple impulsive controllers acting on some stochastic process x. The method accommodates batch and sequential estimators with equal ease and accounts for time-delay effects in a natural manner. The formalism is developed in terms of a generalized state vector that is formed from the system state vector x, augmented by various fixed epoch estimates, and a data vector formed from discrete time observations of the system. Recursions are developed for time transition, measurement incorporation, and impulsive control updating of the generalized covariance matrix. Means of limiting the dimensional growth of the generalized state vector via the processes of estimator epoch adjustment and measurement vector deflation are described and the application of numerically stable matrix factorization methods to the generalized covariance recursions is outlined. The method is applied to the Magellan spacecraft to demonstrate the capability of ground-based optimal estimation and control of gyro/star scanner misalignment.

Boone, Jack N.↗
NASA NTRS1991

Characterization of frequency standard instability by estimation of their covariance matrix

The popular 3-cornered hat method used for evaluating the noise contributions of individual frequency standards is revisited. This method is used in several cases, but sometimes the results are not consistent because one or more estimated clock variances turn out to be negative. Different causes of this unacceptable result have been conjectured: among them one regards the hypothesis of uncorrelated clocks, essential in this method. Since recently realistic cases of correlation between clocks, mainly due to the environmental conditions, have been observed, this paper proposes an entirely revisited version of the 3-cornered hat method which permits to evaluate the individual variances and also the possible covariances between clocks, by relaxing the hypothesis of uncorrelation. The uncertainty and the lack of contemporaneity of the measurement series are assumed to be negligible. The lack of the uncorrelation hypothesis calls for a more general mathematical model leading to an underdetermined linear system. The estimates of the (co)variances of the measurement series us well us those of the individual clocks are introduced by means of the scalar product of the related time series and arranged in the respective covariance matrices S and R. Since covariance matrix is positive definite by definition, the problem consists in estimating the unknown R, subject to the constraint of positive definiteness, from the known S. Unfortunately, this constraint is not sufficient to estimate R. Therefore a suitable optimization criterion is proposed, which assures the positive definiteness of R and, at the same time, minimizes the global correlation among clocks. Examples of frequency instability measurements processed by the "classical" 3-cornered hat method and the here-revisited method are presented showing that the solutions are identical only when the uncorrelation hypothesis doesn't violate the positive definiteness of R.

PatriziaTravella↗
NASA NTRS1992

Gravity field improvement using global positioning system data from TOPEX/Poseidon - A covariance analysis

The TOPEX/Poseidon satellite data can be used to improve the knowledge of the earth's gravitational field. The GPS data are especially useful for improving the gravity field over the world's oceans, where the current tracking data are sparse. Using realistic scenario for processing 10 days of GPS data, a covariance analysis is performed to obtain the expected improvement to the GEM-T2 gravity field. The large amount of GPS data and the large number of parameters (1979 parameters for the gravity field, plus carrier-phase biases, etc.) required special filtering techniques for efficient solution. The gravity-bin technique is used to compute the covariance matrix associated with the spherical harmonic gravity field. The covariance analysis shows that the GPS data from one 10-day arc of TOPEX/Poseidon with no a priori constraints can resolve medium degree and order (3-26) parameters with sigmas (standard deviations) that are an order of magnitude smaller than the corresponding sigmas of GEM-T2. When the information from GEM-T2 is combined with the TOPEX/Poseidon GPS measurements, an order-of-magnitude improvement is observed in low- and medium-degree terms with significant improvements spread over a wide range of degree and order.

Bertiger, Willy I.↗
NASA NTRS1991

Covariance control of discrete stochastic bilinear systems

The covariances that certain bilinear stochastic discrete time systems may possess are characterized. An explicit parameterization of all controllers that assign such covariances is given. The state feedback assignability and robustness of the system are discussed from a deterministic point of view. This work extends the theory of covariance control for continuous time bilinear systems to a discrete time setting.

Skelton, R. E.↗
NASA NTRS1995

A pseudo-sound constitutive relationship for the dilatational covariances in compressible turbulence: An analytical theory

The mathematical consequences of a few simple scaling assumptions about the effects of compressibility are explored using a simple singular perturbation idea and the methods of statistical fluid mechanics. Representations for the pressure-dilation and dilatational dissipation covariances appearing in single-point moment closures for compressible turbulence are obtained. While the results are expressed in the context of a second-order statistical closure they provide some interesting and very clear physical metaphors for the effects of compressibility that have not been seen using more traditional linear stability methods. In the limit of homogeneous turbulence with quasi-normal large-scales the expressions derived are - in the low turbulent Mach number limit - asymptotically exact. The expressions obtained are functions of the rate of change of the turbulence energy, its correlation length scale, and the relative time scale of the cascade rate. The expressions for the dilatational covariances contain constants which have a precise and definite physical significance; they are related to various integrals of the longitudinal velocity correlation. The pressure-dilation covariance is found to be a nonequilibrium phenomena related to the time rate of change of the internal energy and the kinetic energy of the turbulence. Also of interest is the fact that the representation for the dilatational dissipation in turbulence, with or without shear, features a dependence on the Reynolds number. This article is a documentation of an analytical investigation of the implications of a pseudo-sound theory for the effects of compressibility.

Ristorcelli, J. R.↗
NASA NTRS1994

An error covariance model for sea surface topography and velocity derived from TOPEX/POSEIDON altimetry

In order to facilitate the use of satellite-derived sea surface topography and velocity oceanographic models, methodology is presented for deriving the total error covariance and its geographic distribution from TOPEX/POSEIDON measurements. The model is formulated using a parametric model fit to the altimeter range observations. The topography and velocity modeled with spherical harmonic expansions whose coefficients are found through optimal adjustment to the altimeter range residuals using Bayesian statistics. All other parameters, including the orbit, geoid, surface models, and range corrections are provided as unadjusted parameters. The maximum likelihood estimates and errors are derived from the probability density function of the altimeter range residuals conditioned with a priori information. Estimates of model errors for the unadjusted parameters are obtained from the TOPEX/POSEIDON postlaunch verification results and the error covariances for the orbit and the geoid, except for the ocean tides. The error in the ocean tides is modeled, first, as the difference between two global tide models and, second, as the correction to the present tide model, the correction derived from the TOPEX/POSEIDON data. A formal error covariance propagation scheme is used to derive the total error. Our global total error estimate for the TOPEX/POSEIDON topography relative to the geoid for one 10-day period is found tio be 11 cm RMS. When the error in the geoid is removed, thereby providing an estimate of the time dependent error, the uncertainty in the topography is 3.5 cm root mean square (RMS). This level of accuracy is consistent with direct comparisons of TOPEX/POSEIDON altimeter heights with tide gauge measurements at 28 stations. In addition, the error correlation length scales are derived globally in both east-west and north-south directions, which should prove useful for data assimilation. The largest error correlation length scales are found in the tropics. Errors in the velocity field are smallest in midlatitude regions. For both variables the largest errors caused by uncertainty in the geoid. More accurate representations of the geoid await a dedicated geopotential satellite mission. Substantial improvements in the accuracy of ocean tide models are expected in the very near future from research with TOPEX/POSEIDON data.

Tsaoussi, Lucia S.↗