On the statistics of correlator outputs
Characteristic function, probability density function, and probability distribution function computations for correlation detector output, and correlator output statistics
SEARCH · Engineering Papers
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.
Characteristic function, probability density function, and probability distribution function computations for correlation detector output, and correlator output statistics
A new approach for assessing development risk associated with technology development projects is presented. The method represents technology evolution in terms of sector-specific discrete development stages. A Monte Carlo simulation is used to generate development probability distributions based on statistical models of the discrete transitions. Development risk is derived from the resulting probability distributions and specific program requirements. Two sample cases are discussed to illustrate the approach, a single rocket engine development and a three-technology space transportation portfolio.
The binomial probability distribution is used to treat the statistics of a microbiological sample that is split into two parts, with only one part evaluated for spore count. One wishes to estimate the total number of spores in the sample based on the counts obtained from the part that is evaluated (pour fraction). Formally, the binomial distribution is recharacterized as a function of the observed counts (successes), with the total number (trials) an unknown. The pour fraction is the probability of success per spore (trial). This distribution must be renormalized in terms of the total number. Finally, the new renormalized distribution is integrated and mathematically inverted to yield the maximum estimate of the total number as a function of a desired level of confidence ( P(<n)=LOC ). Selected results of the indicated numerical calculations are presented. For LOC=0.5, or the likely value, the estimates differ little from the usual calculation: the number of spores counted divided by the pour fraction. The extension to recovery efficiency corrections is also presented. Now the product of recovery efficiency and pour fraction may be small enough that the likely value may be much larger than the usual calculation: the number of spores divided by that product. The use of this analysis would not be limited to microbiological data.
The statistical characteristics of impact ice shear strength are analyzed, with emphasis placed on the most probable shear strength and statistical distribution of an ice deposit. Several distribution types are considered: the Weibull, two-parameter Weibull, and exponential distributions, as well as the Gumbell distribution of the smallest extreme and the Gumbell distribution of the largest extreme. It is concluded that the Weibull distribution yields the best results; however, the expected life, shape parameter, and scale parameter should be determined separately for each case of varying wind speed and droplet size. The theoretical predictions of shear stresses in a specific rotating ice shape are compared, and it is noted that when the effects of lift are added to the theoretical model and the interference is calculated with a new mean and standard deviation, the probability of ice shed is computed as 36.64 pct.
One of the critical non-replaceable systems of a long-term manned orbital station is the propulsion system. Since the propulsion system operates beginning with the launch of station elements into orbit, its service life determines the service life of the station overall. Weighing almost a million pounds, the International Space Station (ISS) is about four times as large as the Russian space station Mir and about five times as large as the U.S. Skylab. Constructed over a span of more than a decade with the help of over 100 space flights, elements and modules of the ISS provide more research space than any spacecraft ever built. Originally envisaged for a service life of fifteen years, this Earth orbiting laboratory has been in orbit since 1998. Some elements that have been launched later in the assembly sequence were not yet built when the first elements were placed in orbit. Hence, some of the early modules that were launched at the inception of the program were already nearing the end of their design life when the ISS was finally ready and operational. To maximize the return on global investments on ISS, it is essential for the valuable research on ISS to continue as long as the station can be sustained safely in orbit. This paper describes the work performed to extend the service life of the ISS propulsion system. A system comprises of many components with varying failure rates. Reliability of a system is the probability that it will perform its intended function under encountered operating conditions, for a specified period of time. As we are interested in finding out how reliable a system would be in the future, reliability expressed as a function of time provides valuable insight. In a hypothetical bathtub shaped failure rate curve, the failure rate, defined as the number of failures per unit time that a currently healthy component will suffer in a given future time interval, decreases during infant-mortality period, stays nearly constant during the service life and increases at the end when the design service life ends and wear-out phase begins. However, the component failure rates do not remain constant over the entire cycle life. The failure rate depends on various factors such as design complexity, current age of the component, operating conditions, severity of environmental stress factors, etc. Development, qualification and acceptance test processes provide rigorous screening of components to weed out imperfections that might otherwise cause infant mortality failures. If sufficient samples are tested to failure, the failure time versus failure quantity can be analyzed statistically to develop a failure probability distribution function (PDF), a statistical model of the probability of failure versus time. Driven by cost and schedule constraints however, spacecraft components are generally not tested in large numbers. Uncertainties in failure rate and remaining life estimates increase when fewer units are tested. To account for this, spacecraft operators prefer to limit useful operations to a period shorter than the maximum demonstrated service life of the weakest component. Running each component to its failure to determine the maximum possible service life of a system can become overly expensive and impractical. Spacecraft operators therefore, specify the required service life and an acceptable factor of safety (FOS). The designers use these requirements to limit the life test duration. Midway through the design life, when benefits justify additional investments, supplementary life test may be performed to demonstrate the capability to safely extend the service life of the system. An innovative approach is required to evaluate the entire system, without having to go through an elaborate test program of propulsion system elements. Evaluating every component through a brute force test program would be a cost prohibitive and time consuming endeavor. ISS propulsion system components were designed and built decades ago. There are no representative ground test articles for some of the components. A 'test everything' approach would require manufacturing new test articles. The paper outlines some of the techniques used for selective testing, by way of cherry picking candidate components based on failure mode effects analysis, system level impacts, hazard analysis, etc. The type of testing required for extending the service life depends on the design and criticality of the component, failure modes and failure mechanisms, life cycle margin provided by the original certification, operational and environmental stresses encountered, etc. When specific failure mechanism being considered and the underlying relationship of that mode to the stresses provided in the test can be correlated by supporting analysis, time and effort required for conducting life extension testing can be significantly reduced. Exposure to corrosive propellants over long periods of time, for instance, lead to specific failure mechanisms in several components used in the propulsion system. Using Arrhenius model, which is tied to chemically dependent failure mechanisms such as corrosion or chemical reactions, it is possible to subject carefully selected test articles to accelerated life test. Arrhenius model reflects the proportional relationship between time to failure of a component and the exponential of the inverse of absolute temperature acting on the component. The acceleration factor is used to perform tests at higher stresses that allow direct correlation between the times to failure at a high test temperature to the temperatures to be expected in actual use. As long as the temperatures are such that new failure mechanisms are not introduced, this becomes a very useful method for testing to failure a relatively small sample of items for a much shorter amount of time. In this article, based on the example of the propulsion system of the first ISS module Zarya, theoretical approaches and practical activities of extending the service life of the propulsion system are reviewed with the goal of determining the maximum duration of its safe operation.
The Bayesian conditional probability (BCP) technique is a statistical fault-decision technique that is suitable as the mathematical basis of the fault-manager module in the automated-monitoring system and method described in the immediately preceding article. Within the automated-monitoring system, the fault-manager module operates in conjunction with the fault-detector module, which can be based on any one of several fault-detection techniques; examples include a threshold-limit-comparison technique or the BSP or SPRT technique mentioned in the preceding article. The present BCP technique is used to evaluate a series of one or more fault-detection events for the purpose of filtering out occasional false alarms produced by many types of statistical fault-detection procedures. The BCP technique increases the probability that an automated monitoring system produces a correct decision regarding the presence or absence of a fault. Because occasional false alarms are an inevitable consequence of the SPRT, BSP, or any other statistically based fault-detection test, there is a need for a logical procedure to distinguish between true and false alarms. Heretofore, it has been common practice to make a fault decision on an ad hoc basis for example by following a multiple-observation voting strategy in which a signal is declared to be indicative of a fault if m of the last n observations produced a fault-detection alarm. The BCP technique was developed to obtain results more reliable than those afforded by a voting strategy. The BCP technique involves a test in which one applies Bayesian inference techniques to a series of one or more single-observation alarms produced by a fault-detection test. One considers the last n decisions generated by a fault-detection test in order to evaluate the conditional probability that a failure is indicated (see figure). Each new decision reached by a fault-detection test is treated as a new piece of evidence about the state of the monitored asset, and the conditional probability of failure for the system is updated on the basis of this new evidence. The conditional probability of failure is compared with a predefined limit. For a probability below the limit, the asset is declared to be healthy. For a probability above the limit, the asset is declared to be faulty.
The 45th Weather Squadron (45 WS) forecasters at Cape Canaveral Air Force Station (CCAFS) in Florida include a probability of thunderstorm occurrence in their daily morning briefings. This information is used by personnel involved in determining the possibility of violating Launch Commit Criteria, evaluating Flight Rules for the Space Shuttle, and daily planning for ground operation activities on Kennedy Space Center (KSC)/CCAFS. Much of the current lightning probability forecast is based on a subjective analysis of model and observational data. The forecasters requested that a lightning probability forecast tool based on statistical analysis of historical warm-season (May - September) data be developed in order to increase the objectivity of the daily thunderstorm probability forecast. The tool is a set of statistical lightning forecast equations that provide a lightning occurrence probability for the day by 1100 UTC (0700 EDT) during the warm season. This study used 15 years (1989-2003) of warm season data to develop the objective forecast equations. The local CCAFS 1000 UTC sounding was used to calculate stability parameters for equation predictors. The Cloud-to-Ground Lightning Surveillance System (CGLSS) data were used to determine lightning occurrence for each day. The CGLSS data have been found to be more reliable indicators of lightning in the area than surface observations through local informal analyses. This work was based on the results from two earlier research projects. Everitt (1999) used surface observations and rawinsonde data to develop logistic regression equations that forecast the daily thunderstorm probability at CCAFS. The Everitt (1999) equations showed an improvement in skill over the Neumann-Pfeffer thunderstorm index (Neumann 1971), which uses multiple linear regression, and also persistence and climatology forecasts. Lericos et al. (2002) developed lightning distributions over the Florida peninsula based on specific flow regimes. The flow regimes were inferred from the average wind direction in the 1000-700 mb layer at Miami (MIA), Tampa (TBW), and Jacksonville (JAX), Florida, and the lightning data were from the National Lightning Detection Network. The results suggested that the daily flow regime may be an important predictor of lightning occurrence on KSC/CCAFS.
Scientific inferential relationships between statistical estimation, decision theory and modern filter theory
We outline two alternate approaches to predicting the onset of congestion in a packet switching satellite, and argue that predictive, rather than reactive, flow control is necessary for the efficient operation of such a system. The first method discussed is based on standard, statistical techniques which are used to periodically calculate a probability of near-term congestion based on arrival rate statistics. If this probability exceeds a present threshold, the satellite would transmit a rate-reduction signal to all active ground stations. The second method discussed would utilize a neural network to periodically predict the occurrence of buffer overflow based on input data which would include, in addition to arrival rates, the distributions of packet lengths, source addresses, and destination addresses.
We outline two alternate approaches to predicting the onset of congestion in a packet switching satellite, and argue that predictive, rather than reactive, flow control is necessary for the efficient operation of such a system. The first method discussed is based on standard, statistical techniques which are used to periodically calculate a probability of near-term congestion based on arrival rate statistics. If this probability exceeds a present threshold, the satellite would transmit a rate-reduction signal to all active ground stations. The second method discussed would utilize a neural network to periodically predict the occurrence of buffer overflow based on input data which would include, in addition to arrival rates, the distributions of packet lengths, source addresses, and destination addresses.
A new method is proposed to compare statistical differences between summary histograms, which are the histograms summed over a large ensemble of individual histograms. It consists of choosing a distance statistic for measuring the difference between summary histograms and using a bootstrap procedure to calculate the statistical significance level. Bootstrapping is an approach to statistical inference that makes few assumptions about the underlying probability distribution that describes the data. Three distance statistics are compared in this study. They are the Euclidean distance, the Jeffries-Matusita distance and the Kuiper distance. The data used in testing the bootstrap method are satellite measurements of cloud systems called cloud objects. Each cloud object is defined as a contiguous region/patch composed of individual footprints or fields of view. A histogram of measured values over footprints is generated for each parameter of each cloud object and then summary histograms are accumulated over all individual histograms in a given cloud-object size category. The results of statistical hypothesis tests using all three distances as test statistics are generally similar, indicating the validity of the proposed method. The Euclidean distance is determined to be most suitable after comparing the statistical tests of several parameters with distinct probability distributions among three cloud-object size categories. Impacts on the statistical significance levels resulting from differences in the total lengths of satellite footprint data between two size categories are also discussed.
In addition to imaging the surrounding terrain, planetary lander cameras may also be used to survey the stars to aid in locating the lander site. The response of the facsimile camera, which was selected for the Viking lander missions to Mars, to a radiant point source is formulated and shown to result in a statistical rather than deterministic signal. The signal statistics are derived and magnitudes are evaluated for the brighter visual and red stars. The probability of detecting the resultant statistical signals in photosensor and preamplifier noise and the associated probability of false alarms are also determined.
The amplification probability distribution p(I)dI for a point source behind a random star field which acts as the deflector exhibits a I exp-3 behavior for large amplification, as can be shown from the universality of the lens equation near critical lines. In this paper it is shown that the amplitude of the I exp-3 tail can be derived exactly for arbitrary mass distribution of the stars, surface mass density of stars and smoothly distributed matter, and large-scale shear. This is then compared with the corresponding linear result.
The 45th Weather Squadron (45 WS) at Cape Canaveral Air-Force Station (CCAFS)ln Florida issues a probability of lightning occurrence in their daily 24-hour and weekly planning forecasts. This information is used for general planning of operations at CCAFS and Kennedy Space Center (KSC). These facilities are located in east-central Florida at the east end of a corridor known as 'Lightning Alley', an indication that lightning has a large impact on space-lift operations. Much of the current lightning probability forecast is based on a subjective analysis of model and observational data and an objective forecast tool developed over 30 years ago. The 45 WS requested that a new lightning probability forecast tool based on statistical analysis of more recent historical warm season (May-September) data be developed in order to increase the objectivity of the daily thunderstorm probability forecast. The resulting tool is a set of statistical lightning forecast equations, one for each month of the warm season, that provide a lightning occurrence probability for the day by 1100 UTC (0700 EDT) during the warm season.
The dissipative one-field drift wave equation is solved using the pseudospectral method to generate steady-state fluctuations. The fluctuations are analyzed in terms of space-time correlation functions and modal probability distributions. Nearly Gaussian statistics and exponential decay of the two-time correlation functions occur in the presence of electron dissipation, while in the absence of electron dissipation long-lived vortical structures occur. Formulas from renormalized, Markovianized statistical turbulence theory are given in a local approximation to interpret the dissipative turbulence.
Develop Survivability vs Time Model as a decision-evaluation tool to assess various emergency egress methods used at Launch Complex 39B (LC 39B) and in the Vehicle Assembly Building (VAB) on NASAs Kennedy Space Center. For each hazard scenario, develop probability distributions to address statistical uncertainty resulting in survivability plots over time and composite survivability plots encompassing multiple hazard scenarios.
Aircraft lidar works by shooting laser pulses toward the earth and recording the return time and intensity of any of the light returning to the aircraft after scattering off atmospheric particles and/or the Earth s surface. The scattered light signatures can be analyzed to tell the exact location of cloud and aerosol layers and, with the aid of a few optical assumptions, can be analyzed to retrieve estimates of optical properties such as atmospheric transparency. Radar works in a similar fashion except it sends pulses toward earth at a much larger wavelength than lidar. Radar records the return time and intensity of cloud or rain reflection returning to the aircraft. Lidar can measure scatter from optically thin cirrus and aerosol layers whose particles are too small for the radar to detect. Radar can provide reflection profiles through thick cloud layers of larger particles that lidar cannot penetrate. Only after merging the two instrument products can accurate measurements of the locations of all layers in the full atmospheric column be achieved. Accurate knowledge of the vertical distribution of clouds is important information for understanding the Earth/atmosphere radiative balance and for improving weather/climate forecast models. This paper describes one such merged data set developed from the Tropical Composition, Cloud and Climate Coupling (TC4) experiment based in Costa Rica in July-August 2007 using the nadir viewing Cloud Physics Lidar (CPL) and the Cloud Radar System (CRS) on board the NASA ER-2 aircraft. Statistics were developed concerning cloud probability through the atmospheric column and frequency of the number of cloud layers. These statistics were calculated for the full study area, four sub-regions, and over land compared to over ocean across all available flights. The results are valid for the TC4 experiment only, as preferred cloud patterns took priority during mission planning. The TC4 Study Area was a very cloudy region, with cloudy profiles occurring 94 percent of the time during the ER-2 flights. One to three cloud layers were common, with the average calculated at 2.03 layers per profile. The upper troposphere had a cloud frequency generally over 30%, reaching 42 percent near 13 km during the study. There were regional differences. The Caribbean was much clearer than the Pacific regions. Land had a much higher frequency of high clouds than ocean areas. One region just south and west of Panama had a high probability of clouds below 15 km altitude with the frequency never dropping below 25% and reaching a maximum of 60% at 11-13 km altitude. These cloud statistics will help characterize the cloud volume for TC4 scientists as they try to understand the complexities of the tropical atmosphere.
The 12-km resolution North American Mesoscale (NAM) model (MesoNAM) is used by the 45th Weather Squadron (45 WS) Launch Weather Officers at Kennedy Space Center (KSC) and Cape Canaveral Air Force Station (CCAFS) to support space launch weather operations. The 45 WS tasked the Applied Meteorology Unit to conduct an objective statistics-based analysis of MesoNAM output compared to wind tower mesonet observations and then develop a an operational tool to display the results. The National Centers for Environmental Prediction began running the current version of the MesoNAM in mid-August 2006. The period of record for the dataset was 1 September 2006 - 31 January 2010. The AMU evaluated MesoNAM hourly forecasts from 0 to 84 hours based on model initialization times of 00, 06, 12 and 18 UTC. The MesoNAM forecast winds, temperature and dew point were compared to the observed values of these parameters from the sensors in the KSC/CCAFS wind tower network. The data sets were stratified by model initialization time, month and onshore/offshore flow for each wind tower. Statistics computed included bias (mean difference), standard deviation of the bias, root mean square error (RMSE) and a hypothesis test for bias = O. Twelve wind towers located in close proximity to key launch complexes were used for the statistical analysis with the sensors on the towers positioned at varying heights to include 6 ft, 30 ft, 54 ft, 60 ft, 90 ft, 162 ft, 204 ft and 230 ft depending on the launch vehicle and associated weather launch commit criteria being evaluated. These twelve wind towers support activities for the Space Shuttle (launch and landing), Delta IV, Atlas V and Falcon 9 launch vehicles. For all twelve towers, the results indicate a diurnal signal in the bias of temperature (T) and weaker but discernable diurnal signal in the bias of dewpoint temperature (T(sub d)) in the MesoNAM forecasts. Also, the standard deviation of the bias and RMSE of T, T(sub d), wind speed and wind direction indicated the model error increased with the forecast period all four parameters. The hypothesis testing uses statistics to determine the probability that a given hypothesis is true. The goal of using the hypothesis test was to determine if the model bias of any of the parameters assessed throughout the model forecast period was statistically zero. For th is dataset, if this test produced a value >= -1 .96 or <= 1.96 for a data point, then the bias at that point was effectively zero and the model forecast for that point was considered to have no error. A graphical user interface (GUI) was developed so the 45 WS would have an operational tool at their disposal that would be easy to navigate among the multiple stratifications of information to include tower locations, month, model initialization times, sensor heights and onshore/offshore flow. The AMU developed the GUI using HyperText Markup Language (HTML) so the tool could be used in most popular web browsers with computers running different operating systems such as Microsoft Windows and Linux.