Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Covariance Matrix”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 127 records · Page 7

First Year Wilkinson Microwave Anisotropy Probe(WMAP) Observations: Data Processing Methods and Systematic Errors Limits

We describe the calibration and data processing methods used to generate full-sky maps of the cosmic microwave background (CMB) from the first year of Wilkinson Microwave Anisotropy Probe (WMAP) observations. Detailed limits on residual systematic errors are assigned based largely on analyses of the flight data supplemented, where necessary, with results from ground tests. The data are calibrated in flight using the dipole modulation of the CMB due to the observatory's motion around the Sun. This constitutes a full-beam calibration source. An iterative algorithm simultaneously fits the time-ordered data to obtain calibration parameters and pixelized sky map temperatures. The noise properties are determined by analyzing the time-ordered data with this sky signal estimate subtracted. Based on this, we apply a pre-whitening filter to the time-ordered data to remove a low level of l/f noise. We infer and correct for a small (approx. 1 %) transmission imbalance between the two sky inputs to each differential radiometer, and we subtract a small sidelobe correction from the 23 GHz (K band) map prior to further analysis. No other systematic error corrections are applied to the data. Calibration and baseline artifacts, including the response to environmental perturbations, are negligible. Systematic uncertainties are comparable to statistical uncertainties in the characterization of the beam response. Both are accounted for in the covariance matrix of the window function and are propagated to uncertainties in the final power spectrum. We characterize the combined upper limits to residual systematic uncertainties through the pixel covariance matrix.

Hinshaw, G.↗

DESI DR2 Baryon Acoustic Oscillations from the Lyman Alpha Forest Multipoles

We present an alternative measurement of the Baryon Acoustic Oscillation (BAO) using the Legendre multipole representation of the Ly$α$ forest correlation functions from the second data release (DR2) of the Dark Energy Spectroscopic Instrument survey. Compressing the auto- and cross-correlation functions into Legendre multipoles yields a positive-definite covariance matrix without any smoothing -- unlike the baseline DR2 analysis -- thanks to a significantly reduced data vector size. We introduce the statistical corrections required to debias the finite-sample covariance matrix estimate and demonstrate that monopole and quadrupole terms for both auto- and cross-correlations can be used even when the correlation functions are distorted by continuum errors and contaminated by metals. This formalism has slightly diminished the constraining power of the BAO scale, while considerably weakening constraints on nuisance parameters. We measure the isotropic BAO scale with $0.93\%$ precision at $z_\mathrm{eff}=2.35$, the Hubble parameter $H(z_\mathrm{eff})=(239.5\pm3.4)~(147.09~\mathrm{Mpc}/r_d) ~\mathrm{km~s}^{-1}~\text{Mpc}^{-1}$, and the transverse comoving distance $D_M(z_\mathrm{eff})=(5.80 \pm 0.10)~(r_d/147.09~\mathrm{Mpc})$~Gpc for a given value of the sound horizon ($r_d$). Our BAO results are entirely consistent with the baseline DR2 analysis.

Karaçaylı, Naim Göksel [Chicago U., KICP; Ohio Sta↗

Systematic and statistical uncertainties of the hilbert-transform based high-precision FID frequency extraction method

Pulsed nuclear magnetic resonance (NMR) is widely used in high-precision magnetic field measurements. The absolute value of the magnetic field is determined from the precession frequency of nuclear magnetic moments. The Hilbert transform is widely used to extract the phase function from the observed free induction decay (FID) signal and then its frequency. In this paper, a detailed implementation of a Hilbert-transform based FID frequency extraction method is described. How artifacts and noise level in the FID signal affect the extracted phase function are derived analytically. A method of mitigating the artifacts in the extracted phase function of an FID is discussed. Correlations between noises of the phase function samples are studied for different noise spectra. We discovered that the error covariance matrix for the extracted phase function is nearly singular and improper for constructing the $\chi^2$ used in the fitting routine. A down-sampling method for fixing the singular covariance matrix has been developed, so that the minimum $\chi^2$-fit yields properly the statistical uncertainty of the extracted frequency. Other practical methods of obtaining the statistical uncertainty are also discussed.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Estimating the instabilities of N clocks by means of comparison measurements

The estimation of individual instabilities of N clocks, compared by measuring the differences of their readings, is considered without assuming a priori any hypotheses on their uncorrelation. Instabilities of the N clocks are described by a complete (non-diagonal) N x N covariance matrix R. Only differences of clock readings are available in order to estimate R. Statistical processing of these data allows one to calculate the (N-1)x(N-l) covariance matrix S of the differences relative to the N-th(reference) clock. By analyzing the relationships tying R and S, several pieces of information can be inferred and, in particular, the conditions for the validity of the uncorrelation hypothesis are established. The estimation of R from S is not unique: in any case R must be positive definite. A theorem states that R is positive definite if and only if its determinant is positive. Nevertheless infinitely many acceptable choices of R still fulfill the condition of positive definiteness. This paper shows that, by increasing the number N of compared clocks, the amount of arbitrariness in estimating R is reduced. The analysis of some experimental data illustrates the capability of the method.

Premoli, Amedeo↗

A review of reduced Kalman filters for clock ensembles

This paper reviews the author’s previous work on free-running timescales based on Kalman filters that act upon clock comparisons. The natural Kalman clock ensemble algorithm tends to optimize long-term timescale stability at the expense of short-term stability. By subjecting each postmeasurement error covariance matrix to a non-transparent reduction operation, one obtains corrected clocks with improved short-term stability and little sacrifice of long-term stability. A new result on covariance matrix reduction is also stated.

Greenhall, Charles A.↗

Nuclear Data Covariances and Sampling

In this report, we present an overview of the task of producing sample nuclear data sets for the purpose of exploring the effects of nuclear data uncertainties on physics simulations. These sample data sets (or, as we sometimes call them variations) are produced based on uncertainties specified in the ENDF/B-VIII nuclear data library, although the principles discussed here apply to sampling based on similar libraries, such as JENDL. The uncertainties in ENDF and similar libraries are given in the form of mean values (a mean vector) and a covariance matrix. The components of the mean vector are what are normally thought of as the values of the nuclear data (cross sections, $\bar{v}$, the prompt fission neutron spectrum, etc.) and the covariance matrix contains the information about the uncertainties in these values and correlations between them, including correlations across different energies in a single channel and correlations across different channels.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Cosmic shear in harmonic space from the Dark Energy Survey Year 1 Data: compatibility with configuration space results

ABSTRACT We perform a cosmic shear analysis in harmonic space using the first year of data collected by the Dark Energy Survey (DES-Y1). We measure the cosmic weak lensing shear power spectra using the metacalibration catalogue and perform a likelihood analysis within the framework of CosmoSIS. We set scale cuts based on baryonic effects contamination and model redshift and shear calibration uncertainties as well as intrinsic alignments. We adopt as fiducial covariance matrix an analytical computation accounting for the mask geometry in the Gaussian term, including non-Gaussian contributions. A suite of 1200 lognormal simulations is used to validate the harmonic space pipeline and the covariance matrix. We perform a series of stress tests to gauge the robustness of the harmonic space analysis. Finally, we use the DES-Y1 pipeline in configuration space to perform a similar likelihood analysis and compare both results, demonstrating their compatibility in estimating the cosmological parameters S8, σ8, and Ωm. We use the DES-Y1 metacalibration shape catalogue, with photometric redshifts estimates in the range of 0.2−1.3, divided in four tomographic bins finding σ8(Ωm/0.3)0.5 = 0.766 ± 0.033 at 68 per cent CL. The methods implemented and validated in this paper will allow us to perform a consistent harmonic space analysis in the upcoming DES data.

79 ASTRONOMY AND ASTROPHYSICS↗

Kalman Filter Estimation of Spinning Spacecraft Attitude using Markley Variables

There are several different ways to represent spacecraft attitude and its time rate of change. For spinning or momentum-biased spacecraft, one particular representation has been put forward as a superior parameterization for numerical integration. Markley has demonstrated that these new variables have fewer rapidly varying elements for spinning spacecraft than other commonly used representations and provide advantages when integrating the equations of motion. The current work demonstrates how a Kalman filter can be devised to estimate the attitude using these new variables. The seven Markley variables are subject to one constraint condition, making the error covariance matrix singular. The filter design presented here explicitly accounts for this constraint by using a six-component error state in the filter update step. The reduced dimension error state is unconstrained and its covariance matrix is nonsingular.

Sedlak, Joseph E.↗

A deep learning-based Bayesian framework for high-resolution calibration of building energy models

Calibrating building energy models (BEMs), i.e., closing discrepancy between modeling and field measurements, is of significance to support its applications in building sustainability and resilience analysis. However, as being widely used in practice, current Bayesian calibration is mostly performed in low-resolution (annual or monthly), instead of high-resolution (hourly or sub-hourly), which is crucial to support emerging BEM applications, such as building-renewable energy integration (demand response) and smart control. This is attributable to the gaps in current Bayesian calibration process, including (1) difficulty in supporting reliable high-resolution calibration with over-parameterization and multi-solution issues, (2) inadequacy of meta-model to capture temporal building dynamics in high-resolution, and (3) excessive computational burdens of covariance matrix calculation in Bayesian inference. Therefore, to close these gaps, this research proposes a novel deep learning-based Bayesian calibration framework, involving pre-calibration mechanism, Long Short-Term Memory as surrogate models, and simplified covariance matrix calculation, to calibrate BEMs in high temporal resolution (i.e., hourly) with enhanced accuracy and computational efficiency. Finally, the case study demonstrates its effectiveness to match modeling outcomes with measurements and realize CV-RMSE of < 30 % and NMBE of < 6 % in hourly resolution, as well as a significant reduction of calibration time (by > 99 %, from > 600 h to ~ 1.5 h).

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Binning is Sinning (Supernova Version): The Impact of Self-calibration in Cosmological Analyses with Type Ia Supernovae

Recent cosmological analyses (e.g., JLA, Pantheon) of Type Ia supernovae (SNe Ia) have propagated systematic uncertainties into a covariance matrix and either binned or smoothed the systematic uncertainty vectors in redshift space. We demonstrate that systematic error budgets of these analyses can be improved by a factor of ~ 1.5 × with the use of unbinned and unsmoothed covariance matrices. To understand this, we employ a separate approach that simultaneously fits for cosmological parameters and additional self-calibrating scale parameters that constrain the size of each systematic. We show that the covariance-matrix approach and scale-parameter approach indeed yield equivalent results, implying that in both cases the data can self-calibrate certain systematic uncertainties, but that this ability is hindered when information is binned or smoothed in redshift space. We review the top systematic uncertainties in current analyses and find that the reduction of systematic uncertainties in the unbinned case depends on whether a systematic is solely degenerate with the cosmological model in redshift space or whether it can be described by additional correlations between supernova properties and luminosity. Furthermore, we show that the power of self-calibration increases with the size of the data set, which presents a tremendous opportunity for upcoming analyses of photometrically classified samples, like those of Legacy Survey of Space and Time (LSST) and the Nancy Grace Roman Telescope (NGRST). However, to take advantage of self-calibration in large, photometrically classified samples, we must first address the issue that binning is required in currently used photometric analysis methods.

79 ASTRONOMY AND ASTROPHYSICS↗

Dispersion analysis techniques within the space vehicle dynamics simulation program

The Space Vehicle Dynamics Simulation (SVDS) program was evaluated as a dispersion analysis tool. The Linear Error Analysis (LEA) post processor was examined in detail and simulation techniques relative to conducting a dispersion analysis using the SVDS were considered. The LEA processor is a tool for correlating trajectory dispersion data developed by simulating 3 sigma uncertainties as single error source cases. The processor combines trajectory and performance deviations by a root-sum-square (RSS process) and develops a covariance matrix for the deviations. Results are used in dispersion analyses for the baseline reference and orbiter flight test missions. As a part of this study, LEA results were verified as follows: (A) Hand calculating the RSS data and the elements of the covariance matrix for comparison with the LEA processor computed data. (B) Comparing results with previous error analyses. The LEA comparisons and verification are made at main engine cutoff (MECO).

Snow, L. S.↗

Non -degenerate marginal-likelihood calibration with application to quantum characterization

Here, we propose a marginal likelihood strategy within the Kennedy-O’Hagan (KOH) Bayesian framework, where a Gaussian process (GP) models the discrepancy between a physical system and its simulator. Our approach introduces a novel marginalized likelihood by integrating out the degenerate eigenspace of the covariance matrix, rather than approximating the original likelihood. Unlike approximation methods that compromise accuracy for computational efficiency, our method defines an exact likelihood—distinct from the original but preserving all relevant information. This formulation achieves computational efficiency and stability, even for large datasets where the covariance matrix nears degeneracy. Applied to the characterization of a superconducting quantum device at Lawrence Livermore National Laboratory, the approach enhances the predictive accuracy of the Lindblad master equations for modeling Ramsey measurement data by effectively quantifying uncertainties consistent with the quantum data.

general physics↗

Coherent manipulation of graph states composed of finite-energy Gottesman-Kitaev-Preskill-encoded qubits

Graph states are a central resource in measurement-based quantum information processing. In the photonic qubit architecture based on Gottesman-Kitaev-Preskill (GKP) encoding, the generation of high-fidelity graph states composed of realistic, finite-energy approximate GKP-encoded qubits thus constitutes a key task. We consider the finite-energy approximation of GKP-qubit states given by a coherent superposition of shifted finite-squeezed vacuum states, where the displacements are Gaussian distributed. We present an exact description of graph states composed of such approximate GKP qubits as a coherent superposition of a Gaussian ensemble of randomly displaced ideal GKP-qubit graph states. Using standard Gaussian dynamics, we track the transformation of the covariance matrix and the mean-displacement vector elements of the Gaussian distribution of the ensemble under tools such as GKP-Steane error-correction and fusion operations that can be used to grow large high-fidelity GKP-qubit graph states. The covariance matrix elements capture the noise in the graph state due to the finite-energy approximation of GKP qubits, while the mean displacements relate to the possible absolute shift errors on the individual qubits arising conditionally from the homodyne measurements that are a part of these tools. Our work thus pins down an exact coherent error model for graph states generated from truly finite-energy GKP qubits, which can shed light on their error-correction properties.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Spectral fluctuations in the Sachdev-Ye-Kitaev model

We present a detailed quantitative analysis of spectral correlations in the Sachdev-Ye-Kitaev (SYK) model. We find that the deviations from universal Random Matrix Theory (RMT) behavior are due to a small number of long-wavelength fluctuations (of the order of the number of Majorana fermions N ) from one realization of the ensemble to the next one. These modes can be parameterized effectively in terms of Q-Hermite orthogonal polynomials, the main contribution being due to scale fluctuations for which we give a simple analytical estimate. Our numerical results for N = 32 show that only the lowest eight polynomials are needed to eliminate the nonuniversal part of the spectral fluctuations. The covariance matrix of the coefficients of this expansion can be obtained analytically from low-order double-trace moments. We evaluate the covariance matrix of the first six moments and find that it agrees with the numerics. We also analyze the spectral correlations in terms of a nonlinear σ-model, which is derived through a Fierz transformation, and evaluate the one and two-point spectral correlation functions to two-loop order. The wide correlator is given by the sum of the universal RMT result and corrections whose lowest-order term corresponds to scale fluctuations. However, the loop expansion of the σ-model results in an ill-behaved expansion of the resolvent, and it gives universal RMT fluctuations not only for q= 4 or higher even q-body interactions, but also for the q= 2 SYK model albeit with a much smaller Thouless energy while the correct result in this case should have been Poisson statistics. In our numerical studies we analyze the number variance and spectral form factor for N = 32 and q = 4. We show that the quadratic deviation of the number variance for large energies appears as a peak for small times in the spectral form factor. After eliminating the long-wavelength fluctuations, we find quantitative agreement with RMT up to an exponentially large number of level spacings for the number variance or exponentially short times in the case of the spectral form factor.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Analytic marginalization of N(z) uncertainties in tomographic galaxy surveys

In this paper, we present a new method to marginalize over uncertainties in redshift distributions, N(z), within tomographic cosmological analyses applicable to current and upcoming photometric galaxy surveys. We allow for arbitrary deviations from the best-guess N(z) governed by a general covariance matrix describing the uncertainty in our knowledge of redshift distributions. In principle, this is marginalization over hundreds or thousands of new parameters describing potential deviations as a function of redshift and tomographic bin. However, by linearly expanding the theory predictions around a fiducial model, this marginalization can be performed analytically, resulting in a modified data covariance matrix that effectively downweights the modes of the data vector that are more sensitive to redshift distribution variations. We showcase this method by applying it to the galaxy clustering measurements from the Hyper Suprime-Cam first data release. We illustrate how to marginalize over sample variance of the calibration sample and a large general systematic uncertainty in photometric estimation methods, and explore the impact of priors imposing smoothness in the redshift distributions.

79 ASTRONOMY AND ASTROPHYSICS↗

Multiple boundary condition testing error analysis

Techniques for interpreting data from multiple-boundary-condition (MBC) ground tests of large space structures are developed analytically and demonstrated. The use of MBC testing to validate structures too large to stand alone on the ground is explained; the generalized least-squares mass and stiffness curve-fitting methods typically applied to MBC test data are reviewed; and a detailed error analysis is performed. Consideration is given to sensitivity coefficients, covariance-matrix theory, the correspondence between test and analysis modes, constraints and step sizes, convergence criteria, and factor-analysis theory. Numerical results for a simple beam problem are presented in tables and briefly characterized. The improved error-updating capabilities of MBC testing are confirmed, and it is concluded that reasonably accurate results can be obtained using a diagonal covariance matrix.

Glaser, R. J.↗

Stochastic process approximation for recursive estimation with guaranteed bound on the error covariance

An approach, is proposed for the design of approximate, fixed order, discrete time realizations of stochastic processes from the output covariance over a finite time interval, was proposed. No restrictive assumptions are imposed on the process; it can be nonstationary and lead to a high dimension realization. Classes of fixed order models are defined, having the joint covariance matrix of the combined vector of the outputs in the interval of definition greater or equal than the process covariance; (the difference matrix is nonnegative definite). The design is achieved by minimizing, in one of those classes, a measure of the approximation between the model and the process evaluated by the trace of the difference of the respective covariance matrices. Models belonging to these classes have the notable property that, under the same measurement system and estimator structure, the output estimation error covariance matrix computed on the model is an upper bound of the corresponding covariance on the real process. An application of the approach is illustrated by the modeling of random meteorological wind profiles from the statistical analysis of historical data.

Menga, G.↗

Principal Component Analysis of azimuthal flow in intermediate-energy heavy-ion reactions

Principal Component Analysis (PCA) via Singular Value Decomposition (SVD) of large datasets is an adaptive exploratory method to uncover natural patterns underlying the data. Several recent applications of the PCA-SVD to event-by-event single-particle azimuthal angle distribution matrices in ultra-relativistic heavy-ion collisions at RHIC-LHC energies indicate that the sine and cosine functions chosen a priori in the traditional Fourier analysis are naturally the most optimal basis for azimuthal flow studies according to the data itself. We perform PCA-SVD analyses of mid-central Au+Au collisions at $E$ $beam$ / $A$ =1.23 GeV simulated using an isospin-dependent Boltzmann-Uehling-Uhlenbeck (IBUU) transport model to address the following two questions: (1) if the principal components of the covariance matrix of nucleon azimuthal angle distributions in heavy-ion reactions around 1 GeV/nucleon are naturally sine and/or cosine functions and (2) what if any advantages the PCA-SVD may have over the traditional flow analysis using the Fourier expansion for studying the EOS of dense nuclear matter. In conclusion, we find that (1) in none of our analyses the principal components come out naturally as sine and/or cosine functions, (2) while both the eigenvectors and eigenvalues of the covariance matrix are appreciably EOS dependent, the PCA-SVD has no apparent advantage over the traditional Fourier analysis for studying the EOS of dense nuclear matter using the azimuthal collective flow in heavy-ion collisions.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗