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NASA NTRS1984

Maximum likelihood algorithm using an efficient scheme for computing sensitivities and parameter confidence intervals

Improved techniques for estimating airplane stability and control derivatives and their standard errors are presented. A maximum likelihood estimation algorithm is developed which relies on an optimization scheme referred to as a modified Newton-Raphson scheme with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort compared to integrating the analytically-determined sensitivity equations or using a finite difference scheme. An aircraft estimation problem is solved using real flight data to compare MNRES with the commonly used modified Newton-Raphson technique; MNRES is found to be faster and more generally applicable. Parameter standard errors are determined using a random search technique. The confidence intervals obtained are compared with Cramer-Rao lower bounds at the same confidence level. It is observed that the nonlinearity of the cost function is an important factor in the relationship between Cramer-Rao bounds and the error bounds determined by the search technique.

Murphy, P. C.↗

NASA NTRS1992

Determination of the stability and control derivatives of the F/A-18 HARV from flight data using the maximum likelihood method

The research being conducted pertains to the determination of the stability and control derivatives of the F/A-18 High Alpha Research Vehicle (HARV) from flight data using the Maximum Likelihood Method. The document outlines the approach used in the parameter estimation (PID) process and briefly describes the mathematical modeling of the F/A-18 HARV and the maneuvers designed to generate a sufficient data base for the PID research.

Napolitano, Marcello R.↗

NASA NTRS1973

Maximum likelihood identification and optimal input design for identifying aircraft stability and control derivatives

A new method of extracting aircraft stability and control derivatives from flight test data is developed based on the maximum likelihood cirterion. It is shown that this new method is capable of processing data from both linear and nonlinear models, both with and without process noise and includes output error and equation error methods as special cases. The first application of this method to flight test data is reported for lateral maneuvers of the HL-10 and M2/F3 lifting bodies, including the extraction of stability and control derivatives in the presence of wind gusts. All the problems encountered in this identification study are discussed. Several different methods (including a priori weighting, parameter fixing and constrained parameter values) for dealing with identifiability and uniqueness problems are introduced and the results given. The method for the design of optimal inputs for identifying the parameters of linear dynamic systems is also given. The criterion used for the optimization is the sensitivity of the system output to the unknown parameters. Several simple examples are first given and then the results of an extensive stability and control dervative identification simulation for a C-8 aircraft are detailed.

Stepner, D. E.↗

NASA NTRS1982

Rotorcraft Blade Mode Damping Identification from Random Responses Using a Recursive Maximum Likelihood Algorithm

An on line technique is presented for the identification of rotor blade modal damping and frequency from rotorcraft random response test data. The identification technique is based upon a recursive maximum likelihood (RML) algorithm, which is demonstrated to have excellent convergence characteristics in the presence of random measurement noise and random excitation. The RML technique requires virtually no user interaction, provides accurate confidence bands on the parameter estimates, and can be used for continuous monitoring of modal damping during wind tunnel or flight testing. Results are presented from simulation random response data which quantify the identified parameter convergence behavior for various levels of random excitation. The data length required for acceptable parameter accuracy is shown to depend upon the amplitude of random response and the modal damping level. Random response amplitudes of 1.25 degrees to .05 degrees are investigated. The RML technique is applied to hingeless rotor test data. The inplane lag regressing mode is identified at different rotor speeds. The identification from the test data is compared with the simulation results and with other available estimates of frequency and damping.

Molusis, J. A.↗

NASA NTRS1975

A note on the consistency of maximum likelihood estimates for finite families of stochastic processes

The note considers families of stochastic processes indexed by a finite number of alternative parameter values. For general classes of stochastic processes, it is shown that maximum-likelihood estimates converge almost surely to the correct parameter value. This is established by use of a submartingale property of the sequence of maximized-likelihood ratios together with a technique first employed by Wald (1949) in the case of independent identically distributed random variables.

Caines, P. E.↗

NASA NTRS1980

CCD data processor for maximum likelihood feature classification

The paper describes an advanced technology development which utilizes a high speed analog/binary CCD correlator to perform the matrix multiplications necessary to implement onboard feature classification. The matrix manipulation module uses the maximum likelihood classification algorithm assuming a Gaussian probability density function. The module will process 16 element multispectral vectors at rates in excess of 500 thousand multispectral vector elements per second. System design considerations for the optimum use of this module are discussed, test results from initial device fabrication runs are presented, and the performance in typical processing applications is described

Benz, H. F.↗

NASA NTRS1976

Regions of constrained maximum likelihood parameter identifiability

This short paper considers the parameter-identification problem of general discrete-time, nonlinear, multiple input-multiple output dynamic systems with Gaussian white distributed measurement errors. Knowledge of the system parameterization is assumed to be available. Regions of constrained maximum likelihood (CML) parameter identifiability are established. A computation procedure employing interval arithmetic is proposed for finding explicit regions of parameter identifiability for the case of linear systems.

Lee, C.-H.↗

NASA NTRSDate not supplied

Frequency Domain Quasi-Maximum Likelihood Identification of Low Order Aeroservoelastic Models from Flight-Test Data

Background and Motivation - Low Order Equivalent System (LOES) - From handling qualities analysis - Traditionally simplifying complex control law and plant - More easily understood form - Extend LOES to a complex model due to aeroelasticity - Maximum likelihood (Filter Error) System Identification - Z = H_loes (U + W) + V - There are a lot of parameters - System identification usually simplifies by assuming a value - Output Error and Equation Error - Results in biased estimates of the parameters - We are proposing a new method to solving this problem

Jeffrey Ouellette↗

NASA NTRS1980

Low order equivalent models of highly augmented aircraft determined from flight data using maximum likelihood estimation

This paper presents the results of a study of the feasibility of using low order equivalent mathematical models of a highly augmented aircraft, the F-8 digital fly-by-wire (DFBW), for flying qualities research. Increasingly complex models were formulated and evaluated using flight data and maximum likelihood estimation techniques. The aircraft actuator was modeled alone first. Next the equivalent derivatives were used to model the longitudinal unaugmented F-8 DFBW aircraft dynamics. The most complex model incorporated a pure time shift of the pilot input, a first order lag, and the basic longitudinal airframe model. This same model was then implemented for the F-8 DFBW aircraft in a highly augmented mode. Excellent matching of the dynamics resulted for this model, indicating that low order equivalent models which are good representations of the highly augmented F-8 DFBW aircraft can be formulated with these methods.

Shafer, M. F.↗

NASA NTRS1989

Maximum likelihood estimation for distributed parameter models of flexible spacecraft

A distributed-parameter model of the NASA Solar Array Flight Experiment spacecraft structure is constructed on the basis of measurement data and analyzed to generate a priori estimates of modal frequencies and mode shapes. A Newton-Raphson maximum-likelihood algorithm is applied to determine the unknown parameters, using a truncated model for the estimation and the full model for the computation of the higher modes. Numerical results are presented in a series of graphs and briefly discussed, and the significant improvement in computation speed obtained by parallel implementation of the method on a supercomputer is noted.

Taylor, L. W., Jr.↗

NASA NTRS1984

A Monte Carlo comparison of the recovery of winds near upwind and downwind from the SASS-1 model function by means of the sum of squares algorithm and a maximum likelihood estimator

Backscatter measurements at upwind and crosswind are simulated for five incidence angles by means of the SASS-1 model function. The effects of communication noise and attitude errors are simulated by Monte Carlo methods, and the winds are recovered by both the Sum of Square (SOS) algorithm and a Maximum Likelihood Estimater (MLE). The SOS algorithm is shown to fail for light enough winds at all incidence angles and to fail to show areas of calm because backscatter estimates that were negative or that produced incorrect values of K sub p greater than one were discarded. The MLE performs well for all input backscatter estimates and returns calm when both are negative. The use of the SOS algorithm is shown to have introduced errors in the SASS-1 model function that, in part, cancel out the errors that result from using it, but that also cause disagreement with other data sources such as the AAFE circle flight data at light winds. Implications for future scatterometer systems are given.

Pierson, W. J., Jr.↗

NASA NTRS1989

Maximum likelihood techniques in QELS

A framework for the analysis of Quasi Elastic Light Scattering (QELS) experiments designed to be used in microgravity environment is derived. Example calculations of the type to be used to design the QELS system are given. The framework for the analysis is based on the concepts of parameter estimation typified by Maximum Likelihood Estimation methods. These methods not only serve as the template for parameter estimation algorithms, but can also be used for optimal design of the experiments. Optimal design of experiments is facilitated by the fact that these methods not only give procedures for parameter estimation, but also estimates of the errors associated with the parameter estimation.

Edwards, Robert V.↗

NASA NTRS1981

Telemetry degradation due to a CW RFI induced carrier tracking error for the block IV receiving system with maximum likelihood convolution decoding

Models to characterize the behavior of the Deep Space Network (DSN) Receiving System in the presence of a radio frequency interference (RFI) are considered. A simple method to evaluate the telemetry degradation due to the presence of a CW RFI near the carrier frequency for the DSN Block 4 Receiving System using the maximum likelihood convolutional decoding assembly is presented. Analytical and experimental results are given.

Sue, M. K.↗

NASA NTRS1976

Maximum likelihood identifier refinements for F-8C adaptive control

Design refinement is described for baseline F-8C adaptive flight test control laws which consist of simplified quadratic-optimal model-following control structures in the pitch and lateral directional axes. The variable gains of both axes are adjusted adaptively by an explicit on-line maximum likelihood parameter identifier. The identifier, consisting of five parallel computing channels which evaluate the likelihood functions at discrete points in parameter space, operates in pitch only, using pitch rate, normal acceleration, and elevator position measurements.

Stein, G.↗

NASA NTRS1989

Modifying high-order aeroelastic math model of a jet transport using maximum likelihood estimation

The design of control laws to damp flexible structural modes requires accurate math models. Unlike the design of control laws for rigid body motion (e.g., where robust control is used to compensate for modeling inaccuracies), structural mode damping usually employs narrow band notch filters. In order to obtain the required accuracy in the math model, maximum likelihood estimation technique is employed to improve the accuracy of the math model using flight data. Presented here are all phases of this methodology: (1) pre-flight analysis (i.e., optimal input signal design for flight test, sensor location determination, model reduction technique, etc.), (2) data collection and preprocessing, and (3) post-flight analysis (i.e., estimation technique and model verification). In addition, a discussion is presented of the software tools used and the need for future study in this field.

Anissipour, Amir A.↗

NASA NTRS1987

High dynamic GPS receiver using maximum likelihood estimation and frequency tracking

A new high dynamic global positioning system (GPS) receiver is presented and its performance characterized by analysis, simulation, and demonstration. The demonstration receiver is a breadboard model capable of tracking a single simulated satellite signal in pseudorange and range rate. Pseudorange and range rate estimates are made once every 20 ms, using a maximum likelihood estimator, and are tracked by means of a third-order fading memory filter in a feedback configuration. The receiver tracks pseudorange with rms errors of under 1 m when subjected to simulated 50 g, 40 g/s circular trajectories. The tracking threshold is approximately 28 dB-Hz, which provides 12 dB margin relative to the minimum specified signal strength, assuming 3.5 dB system noise figure and 0 dBi antenna gain.

Hurd, W. J.↗

NASA NTRS1979

Maximum likelihood estimation for life distributions with competing failure modes

Systems which are placed on test at time zero, function for a period and die at some random time were studied. Failure may be due to one of several causes or modes. The parameters of the life distribution may depend upon the levels of various stress variables the item is subject to. Maximum likelihood estimation methods are discussed. Specific methods are reported for the smallest extreme-value distributions of life. Monte-Carlo results indicate the methods to be promising. Under appropriate conditions, the location parameters are nearly unbiased, the scale parameter is slight biased, and the asymptotic covariances are rapidly approached.

Sidik, S. M.↗

NASA NTRS1990

Maximum likelihood estimates of polar motion parameters

Two estimators developed by Jeffreys (1940, 1968) are described and used in conjunction with polar-motion data to determine the frequency (Fc) and quality factor (Qc) of the Chandler wobble. Data are taken from a monthly polar-motion series, satellite laser-ranging results, and optical astrometry and intercompared for use via interpolation techniques. Maximum likelihood arguments were employed to develop the estimators, and the assumption that polar motion relates to a Gaussian random process is assessed in terms of the accuracies of the estimators. The present results agree with those from Jeffreys' earlier study but are inconsistent with the later estimator; a Monte Carlo evaluation of the estimators confirms that the 1968 method is more accurate. The later estimator method shows good performance because the Fourier coefficients derived from the data have signal/noise levels that are superior to those for an individual datum. The method is shown to be valuable for general spectral-analysis problems in which isolated peaks must be analyzed from noisy data.

Wilson, Clark R.↗