Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “probability density function”

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

Characterization of impulse noise and analysis of its effect upon correlation receivers

A noise model is formulated to describe the impulse noise in many digital systems. A simplified model, which assumes that each noise burst contains a randomly weighted version of the same basic waveform, is used to derive the performance equations for a correlation receiver. The expected number of bit errors per noise burst is expressed as a function of the average signal energy, signal-set correlation coefficient, bit time, noise-weighting-factor variance and probability density function, and a time range function which depends on the crosscorrelation of the signal-set basis functions and the noise waveform. A procedure is established for extending the results for the simplified noise model to the general model. Unlike the performance results for Gaussian noise, it is shown that for impulse noise the error performance is affected by the choice of signal-set basis functions and that Orthogonal signaling is not equivalent to On-Off signaling with the same average energy.

Houts, R. C.↗

Performance of correlation receivers in the presence of impulse noise.

An impulse noise model, which assumes that each noise burst contains a randomly weighted version of a basic waveform, is used to derive the performance equations for a correlation receiver. The expected number of bit errors per noise burst is expressed as a function of the average signal energy, signal-set correlation coefficient, bit time, noise-weighting-factor variance and probability density function, and a time range function which depends on the crosscorrelation of the signal-set basis functions and the noise waveform. Unlike the performance results for additive white Gaussian noise, it is shown that the error performance for impulse noise is affected by the choice of signal-set basis function, and that Orthogonal signaling is not equivalent to On-Off signaling with the same average energy. Furthermore, it is demonstrated that the correlation-receiver error performance can be improved by inserting a properly specified nonlinear device prior to the receiver input.

Moore, J. D.↗

A kinetic-theory approach to turbulent chemically reacting flows

The paper examines the mathematical and physical foundations for the kinetic theory of reactive turbulent flows, discussing the differences and relation between the kinetic and averaged equations, and comparing some solutions of the kinetic equations obtained by the Green's function method with those obtained by the approximate bimodal method. The kinetic method described consists essentially in constructing the probability density functions of the chemical species on the basis of solutions of the Langevin stochastic equation for the influence of eddies on the behavior of fluid elements. When the kinetic equations are solved for the structure of the diffusion flame established in a shear layer by the bimodal method, discontinuities in gradients of the mean concentrations at the two flame edges appear. This is a consequence of the bimodal approximation of all distribution functions by two dissimilar half-Maxwellian functions, which is a very crude approximation. These discontinuities do not appear when the solutions are constructed by the Green's function method described here.

Chung, P. M.↗

Analysis of the progressive failure of brittle matrix composites

This report investigates two of the most common modes of localized failures, namely, periodic fiber-bridged matrix cracks and transverse matrix cracks. A modification of Daniels' bundle theory is combined with Weibull's weakest link theory to model the statistical distribution of the periodic matrix cracking strength for an individual layer. Results of the model predictions are compared with experimental data from the open literature. Extensions to the model are made to account for possible imperfections within the layer (i.e., nonuniform fiber lengths, irregular crack spacing, and degraded in-situ fiber properties), and the results of these studies are presented. A generalized shear-lag analysis is derived which is capable of modeling the development of transverse matrix cracks in material systems having a general multilayer configuration and under states of full in-plane load. A method for computing the effective elastic properties for the damaged layer at the global level is detailed based upon the solution for the effects of the damage at the local level. This methodology is general in nature and is therefore also applicable to (0(sub m)/90(sub n))(sub s) systems. The characteristic stress-strain response for more general cases is shown to be qualitatively correct (experimental data is not available for a quantitative evaluation), and the damage evolution is recorded in terms of the matrix crack density as a function of the applied strain. Probabilistic effects are introduced to account for the statistical nature of the material strengths, thus allowing cumulative distribution curves for the probability of failure to be generated for each of the example laminates. Additionally, Oh and Finney's classic work on fracture location in brittle materials is extended and combined with the shear-lag analysis. The result is an analytical form for predicting the probability density function for the location of the next transverse crack occurrence within a crack bounded region. The results of this study verified qualitatively the validity of assuming a uniform crack spacing (as was done in the shear-lag model).

Thomas, David J.↗

A Discrete Probability Function Method for the Equation of Radiative Transfer

A discrete probability function (DPF) method for the equation of radiative transfer is derived. The DPF is defined as the integral of the probability density function (PDF) over a discrete interval. The derivation allows the evaluation of the PDF of intensities leaving desired radiation paths including turbulence-radiation interactions without the use of computer intensive stochastic methods. The DPF method has a distinct advantage over conventional PDF methods since the creation of a partial differential equation from the equation of transfer is avoided. Further, convergence of all moments of intensity is guaranteed at the basic level of simulation unlike the stochastic method where the number of realizations for convergence of higher order moments increases rapidly. The DPF method is described for a representative path with approximately integral-length scale-sized spatial discretization. The results show good agreement with measurements in a propylene/air flame except for the effects of intermittency resulting from highly correlated realizations. The method can be extended to the treatment of spatial correlations as described in the Appendix. However, information regarding spatial correlations in turbulent flames is needed prior to the execution of this extension.

Sivathanu, Y. R.↗

Statistics of some atmospheric turbulence records relevant to aircraft response calculations

Methods for characterizing atmospheric turbulence are described. The methods illustrated include maximum likelihood estimation of the integral scale and intensity of records obeying the von Karman transverse power spectral form, constrained least-squares estimation of the parameters of a parametric representation of autocorrelation functions, estimation of the power spectra density of the instantaneous variance of a record with temporally fluctuating variance, and estimation of the probability density functions of various turbulence components. Descriptions of the computer programs used in the computations are given, and a full listing of these programs is included.

Mark, W. D.↗

Going through a quantum phase

Phase measurements on a single-mode radiation field are examined from a system-theoretic viewpoint. Quantum estimation theory is used to establish the primacy of the Susskind-Glogower (SG) phase operator; its phase eigenkets generate the probability operator measure (POM) for maximum likelihood phase estimation. A commuting observables description for the SG-POM on a signal x apparatus state space is derived. It is analogous to the signal-band x image-band formulation for optical heterodyne detection. Because heterodyning realizes the annihilation operator POM, this analogy may help realize the SG-POM. The wave function representation associated with the SG POM is then used to prove the duality between the phase measurement and the number operator measurement, from which a number-phase uncertainty principle is obtained, via Fourier theory, without recourse to linearization. Fourier theory is also employed to establish the principle of number-ket causality, leading to a Paley-Wiener condition that must be satisfied by the phase-measurement probability density function (PDF) for a single-mode field in an arbitrary quantum state. Finally, a two-mode phase measurement is shown to afford phase-conjugate quantum communication at zero error probability with finite average photon number. Application of this construct to interferometric precision measurements is briefly discussed.

Shapiro, Jeffrey H.↗

Optimal estimation for discrete time jump processes

Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are obtained. The approach is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. A general representation for optimum estimates and recursive equations for minimum mean squared error (MMSE) estimates are obtained. MMSE estimates are nonlinear functions of the observations. The problem of estimating the rate of a DTJP when the rate is a random variable with a probability density function of the form cx super K (l-x) super m and show that the MMSE estimates are linear in this case. This class of density functions explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.

Vaca, M. V.↗

Markovian Statistical Model of Cloud Optical Thickness. Part I: Theory and Examples

We present a generalization of the binary-value Markovian model previously used for statistical characterization of cloud masks to a continuous-value model describing 1D fields of cloud optical thickness (COT). This model has simple functional expressions and is specified by four parameters: the cloud fraction, the autocorrelation (scale) length, and the two parameters of the normalized probability density function of (non-zero) COT values (this PDF is assumed to have gamma-distribution form). Cloud masks derived from this model by separation between the values above and below some threshold in COT appear to have the same statistical properties as in binary-value model described in our previous publications. We demonstrate the ability of our model to generate examples of various cloud-field types by using it to statistically imitate actual cloud observations made by the Research Scanning Polarimeter (RSP) during two field experiments.

binary-value Markovian model↗

A Monte-Carlo Model for the Formation of Radiation-induced Chromosomal Aberrations

Purpose: To simulate radiation-induced chromosome aberrations in mammalian cells (e.g., rings, translocations, and dicentrics) and to calculate their frequency distributions following exposure to DNA double strand breaks (DSBs) produced by high-LET ions. Methods: The interphase genome was assumed to be comprised of a collection of 2 kbp rigid-block monomers following the random-walk geometry. Additional details for the modeling of chromosomal structure, such as chromosomal domains and chromosomal loops, were included. A radial energy profile for heavy ion tracks was used to simulate the high-LET pattern of induced DSBs. The induced DSB pattern depended on the ion charge and kinetic energy, but always corresponded to the DSB yield of 25 DSBs/cell/Gy. The sum of all energy contributions from Poisson-distributed particle tracks was taken to account for all possible one-track and multi-track effects. The relevant output of the model was DNA fragments produced by DSBs. The DSBs, or breakpoints, were defined by (x, y, z, l) positions, where x, y, z were the Euclidian coordinates of a DSB, and where l was the relative position along the genome. Results: The code was used to carry out Monte Carlo simulations for DSB rejoinings at low doses. The resulting fragments were analyzed to estimate the frequencies of specific types of chromosomal aberrations. Histograms for relative frequencies of chromosomal aberrations and P.D.F.s (probability density functions) of a given aberration type were produced. The relative frequency of dicentrics to rings was compared to empirical data to calibrate rejoining probabilities. Of particular interest was the predicted distribution of ring sizes, irrespective of their frequencies relative to other aberrations. Simulated ring sizes were . 4 kbp, which are far too small to be observed experimentally (i.e., by microscopy) but which, nevertheless, are conjectured to exist. Other aberrations, for example, inversions, translocations, as well as multi-centrics were also recorded. Conclusion: High-LET DNA damage affects the frequencies of chromosomal aberrations. The ratio of rings to dicentrics is correct for the genomic size cut-offs corresponding to available experimental data. The present work predicts a relative abundance of small rings following irradiation by heavy ions.

Ponomarev, Artem L.↗

Probabilistic Modeling of a Three-Stage Human Landing System Architecture

Space Policy Directive-1 has led to NASA partnerships with commercial entities on procurement which includes the development of the Human Landing System (HLS) [1]. With the goal of delivering human crew to the lunar surface by 2024, system uncertainties become an important obstacle to the maturation of multiple new, driving technologies and mission concepts of the HLS program. As unmitigated uncertainties have previously led to failed development programs, these risks and their impacts must be understood and handled to ensure program success [2]. Sources of uncertainty include novel engine designs and configurations, increased reliance on cryogenic fluid management(CFM), and refueling technologies—which propagate as high-level performance metrics such as overall propellant mass and engine performance. Also, the occurrence of operational uncertainties—e.g. launch conditions or need to abort during the mission—can cause cascading effects on the rest of the mission that are difficult to definitively quantify, and are outside the scope of control. These concrete examples and other occurrences can be categorized as either epistemic or aleatory uncertainties.Epistemic uncertainty arises due to a lack of knowledge and can be alleviated with design and program maturation. Aleatory uncertainty is due to the inherent randomness of the system and cannot be directly reduced, unlike epistemic uncertainty. Robust design and probabilistic methods can compensate for aleatory effects. A taxonomy of uncertainty is referred to for this work [3]. In this paper, a probabilistic methodology to handle uncertainties has been demonstrated on a three-element HLS concept [1, 4], which allows tracking of current best estimates of the concept and assessment of concept design robustness against uncertainties. A sample case has been completed for this abstract, and an expansion on the methodology will be included in the final paper. This methodology has two key parts: first, the creation of a dynamic architecture model of a three-element HLS concept; and second, its use with surrogate modeling and range estimating techniques to capture and propagate uncertainties. This abstract will cover the basics of the approach used, and further details and justifications will be in the final paper.The mission profile associated with this three-element concept (Fig 1) was modeled as a set of mission events that facilitated mass changes, idles, or spacecraft maneuvers. The mission profile scope starts with each element’s NRHO orbit insertion and aggregation and ends at post-sortie rendezvous with Orion. More detail on the mission profile will be in the final paper. The DYnamic Rocket EQuation Tool (DYREQT), a space systems synthesis and sizing framework used by NASA, was used as the physics framework to model the HLS architecture for applying the probabilistic methodology [5, 6]. Specifically, a parametric representation of the lander, ascent, and transfer elements and the mission profile of each element was established, with vehicle and mission parameters available as inputs to allow for a dynamic model. Each vehicle stage was modeled with high-level performance metrics, using Isp and propellant mass fraction (PMF) to remain parametric. For the probabilistic analysis, uncertainties of interest within the HLS concept were enumerated and represented as parameters within the DYREQT model as inputs for vehicle stages or mission profile events. These parameters were frozen at their nominal values for the purposes of baselining architecture performance and sizing the vehicle appropriately based on reference documentation [1]. Range estimating—a probabilistic method that combines Monte Carlo sampling, focus on critical parameters, and heuristics to assess risk and opportunities—is traditionally used with Mass Equipment Lists (MELs), but has been adapted with operational parameters as well as vehicle parameters in theDYREQT model to capture mission uncertainty alongside vehicle uncertainty [7, 3]. This method was selected due to its application and insight on a system from a bottom-up perspective, independence from historical rules of thumb, and ability to generate sensitivities based on design decisions and uncertainties. As a sample case for the abstract, the boiloff rates of the vehicle elements and the loiter times during the mission (simulating launch time variations and changing window of opportunities) were used with range estimating to provide preliminary results. To perform the range estimation portion of this methodology (depicted in Fig. 3, further details in final paper), the DYREQT model was sampled using a Design of Experiments (DoE) to efficiently explore the architecture design space with respect to the sample set of uncertainty parameters; 5,000 cases via Latin Hypercube Sampling were computed on the DYREQT architecture model. Then, the results were used to create surrogate models, multivariate regressions that can visualize hypercube trends in the design space, of the architecture with respect to the uncertainty parameters. Range estimating was applied to the surrogates instead of the actual models, which saves computational expense due to the bulk of cases needed for the Monte Carlo simulation as part of range estimating. Uncertainty parameters were sampled independently from triangular distributions using the DoE ranges as ‘min’ and ‘max’, and the nominal value as ‘most likely’. Based engineering intuition, some uncertainty parameters are correlated—e.g. if the main propellant has a high boil-off rate, the oxidizer should follow suit as both are related to CFM technology.While a Monte Carlo simulation samples all inputs as independent, the results would show model correlations; thus, it is efficient to sample the inputs as correlated. Using a correlation matrix constructed for the uncertainty parameters, previously independent samples were transformed to perform a Correlated Monte Carlo. A table for the DoE ranges and probability distribution parameters is shown in Table 1, and more details on Correlated Monte Carlo Simulations will be discussed in the final paper. The model’s resulting DoE showed that multivariate polynomial equations fit via least squares method captured its behavior accurately for the sample case. For the Correlated Monte Carlo Simulation, a positive correlation between fuel and oxidizer boiloff rates was used as a demonstration. 10,000 cases were computed with the surrogates and the launched masses for each vehicle element was collated. The results can be displayed in a probability density function (PDF), showing the impact of the uncertainty parameters chosen. Integrating the PDFs will yield a cumulative distribution function (CDF) that shows the cumulative probability of a given value on the x-axis. For the sample case, the elements’ launch mass margin was calculated and represented in as CDFs, as a demonstrated representation of figures of merit for the HLS concept. For the lander and ascent elements, the NRHO mass insertion limit is 16t; the transfer element has a limit of 30t [1]. It can be seen with Figure 2 that this probabilistic methodology can provide insight into mass margin with respect to the uncertainties being modeled. Currently, the results show that the lander (descent) vehicle element has the most restrictive design space; it is the only element to show a 10% probability of negative margin. Further analysis on the Monte Carlo results will show sensitivities for driving constraints and parameters for architecture feasibility, which can lead to establishing potential mission rules.The combination of range estimating with a parametric architecture model for HLS demonstrated the capability of this probabilistic methodology in a sample case. As the HLS development progresses, this methodology has the potential for keeping current best estimates of architecture performance for awarded concepts due to the flexibility in DYREQT’s modeling framework and its parametric nature. Concept maturation and increased epistemic knowledge can be injected into the model probabilistic modeling, and thus continue to track probability of mission success.

Stephanie Y Zhu↗

Optimal estimation for discrete time jump processes

Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are derived. The approach used is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. Thus a general representation is obtained for optimum estimates, and recursive equations are derived for minimum mean-squared error (MMSE) estimates. In general, MMSE estimates are nonlinear functions of the observations. The problem is considered of estimating the rate of a DTJP when the rate is a random variable with a beta probability density function and the jump amplitudes are binomially distributed. It is shown that the MMSE estimates are linear. The class of beta density functions is rather rich and explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.

Vaca, M. V.↗

Sensory redundancy management: The development of a design methodology for determining threshold values through a statistical analysis of sensor output data

Sensor redundancy management (SRM) requires a system which will detect failures and reconstruct avionics accordingly. A probability density function to determine false alarm rates, using an algorithmic approach was generated. Microcomputer software was developed which will print out tables of values for the cummulative probability of being in the domain of failure; system reliability; and false alarm probability, given a signal is in the domain of failure. The microcomputer software was applied to the sensor output data for various AFT1 F-16 flights and sensor parameters. Practical recommendations for further research were made.

Scalzo, F.↗

Statistical Short-Range Guidance for Peak Wind Speed Forecasts on Kennedy Space Center/Cape Canaveral Air Force Station: Phase I Results

This report describes the results of the ANU's (Applied Meteorology Unit) Short-Range Statistical Forecasting task for peak winds. The peak wind speeds are an important forecast element for the Space Shuttle and Expendable Launch Vehicle programs. The Keith Weather Squadron and the Spaceflight Meteorology Group indicate that peak winds are challenging to forecast. The Applied Meteorology Unit was tasked to develop tools that aid in short-range forecasts of peak winds at tower sites of operational interest. A 7 year record of wind tower data was used in the analysis. Hourly and directional climatologies by tower and month were developed to determine the seasonal behavior of the average and peak winds. In all climatologies, the average and peak wind speeds were highly variable in time. This indicated that the development of a peak wind forecasting tool would be difficult. Probability density functions (PDF) of peak wind speed were calculated to determine the distribution of peak speed with average speed. These provide forecasters with a means of determining the probability of meeting or exceeding a certain peak wind given an observed or forecast average speed. The climatologies and PDFs provide tools with which to make peak wind forecasts that are critical to safe operations.

Lambert, Winifred C.↗

Extended Statistical Short-Range Guidance for Peak Wind Speed Analyses at the Shuttle Landing Facility: Phase II Results

This report describes the results from Phase II of the AMU's Short-Range Statistical Forecasting task for peak winds at the Shuttle Landing Facility (SLF). The peak wind speeds are an important forecast element for the Space Shuttle and Expendable Launch Vehicle programs. The 45th Weather Squadron and the Spaceflight Meteorology Group indicate that peak winds are challenging to forecast. The Applied Meteorology Unit was tasked to develop tools that aid in short-range forecasts of peak winds at tower sites of operational interest. A seven year record of wind tower data was used in the analysis. Hourly and directional climatologies by tower and month were developed to determine the seasonal behavior of the average and peak winds. Probability density functions (PDF) of peak wind speed were calculated to determine the distribution of peak speed with average speed. These provide forecasters with a means of determining the probability of meeting or exceeding a certain peak wind given an observed or forecast average speed. A PC-based Graphical User Interface (GUI) tool was created to display the data quickly.

Lambert, Winifred C.↗

Constrained Kalman Filtering Via Density Function Truncation for Turbofan Engine Health Estimation

Kalman filters are often used to estimate the state variables of a dynamic system. However, in the application of Kalman filters some known signal information is often either ignored or dealt with heuristically. For instance, state variable constraints (which may be based on physical considerations) are often neglected because they do not fit easily into the structure of the Kalman filter. This paper develops an analytic method of incorporating state variable inequality constraints in the Kalman filter. The resultant filter truncates the PDF (probability density function) of the Kalman filter estimate at the known constraints and then computes the constrained filter estimate as the mean of the truncated PDF. The incorporation of state variable constraints increases the computational effort of the filter but significantly improves its estimation accuracy. The improvement is demonstrated via simulation results obtained from a turbofan engine model. The turbofan engine model contains 3 state variables, 11 measurements, and 10 component health parameters. It is also shown that the truncated Kalman filter may be a more accurate way of incorporating inequality constraints than other constrained filters (e.g., the projection approach to constrained filtering).

Simon, Dan↗

Realistic Covariance Prediction For the Earth Science Constellations

Routine satellite operations for the Earth Science Constellations (ESC) include collision risk assessment between members of the constellations and other orbiting space objects. One component of the risk assessment process is computing the collision probability between two space objects. The collision probability is computed via Monte Carlo techniques as well as numerically integrating relative probability density functions. Each algorithm takes as inputs state vector and state vector uncertainty information for both objects. The state vector uncertainty information is expressed in terms of a covariance matrix. The collision probability computation is only as good as the inputs. Therefore, to obtain a collision calculation that is a useful decision-making metric, realistic covariance matrices must be used as inputs to the calculation. This paper describes the process used by NASA Goddard's Earth Science Mission Operations Project to generate realistic covariance predictions for three of the ESC satellites: Aqua, Aura, and Terra

Duncan, Matthew↗

Realistic Covariance Prediction for the Earth Science Constellation

Routine satellite operations for the Earth Science Constellation (ESC) include collision risk assessment between members of the constellation and other orbiting space objects. One component of the risk assessment process is computing the collision probability between two space objects. The collision probability is computed using Monte Carlo techniques as well as by numerically integrating relative state probability density functions. Each algorithm takes as inputs state vector and state vector uncertainty information for both objects. The state vector uncertainty information is expressed in terms of a covariance matrix. The collision probability computation is only as good as the inputs. Therefore, to obtain a collision calculation that is a useful decision-making metric, realistic covariance matrices must be used as inputs to the calculation. This paper describes the process used by the NASA/Goddard Space Flight Center's Earth Science Mission Operations Project to generate realistic covariance predictions for three of the Earth Science Constellation satellites: Aqua, Aura and Terra.

Duncan, Matthew↗