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At least 145 records · Page 8

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.↗

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↗

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.↗

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.↗

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.↗

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.↗

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.↗

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.↗

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.↗

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.↗

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.↗

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.↗

A real-time signal combining system for Ka-band feed arrays using maximum-likelihood weight estimates

A real-time digital signal combining system for use with Ka-band feed arrays is proposed. The combining system attempts to compensate for signal-to-noise ratio (SNR) loss resulting from antenna deformations induced by gravitational and atmospheric effects. The combining weights are obtained directly from the observed samples by using a sliding-window implementation of a vector maximum-likelihood parameter estimator. It is shown that with averaging times of about 0.1 second, combining loss for a seven-element array can be limited to about 0.1 dB in a realistic operational environment. This result suggests that the real-time combining system proposed here is capable of recovering virtually all of the signal power captured by the feed array, even in the presence of severe wind gusts and similar disturbances.

Vilnrotter, V. A.↗

Development of an LSI maximum-likelihood convolutional decoder for advanced forward error correction capability on the NASA 30/20 GHz program

The particular coding option identified as providing the best level of coding gain performance in an LSI-efficient implementation was the optimal constraint length five, rate one-half convolutional code. To determine the specific set of design parameters which optimally matches this decoder to the LSI constraints, a breadboard MCD (maximum-likelihood convolutional decoder) was fabricated and used to generate detailed performance trade-off data. The extensive performance testing data gathered during this design tradeoff study are summarized, and the functional and physical MCD chip characteristics are presented.

Clark, R. T.↗

Statistical Properties of Maximum Likelihood Estimators of Power Law Spectra Information

A simple power law model consisting of a single spectral index, a is believed to be an adequate description of the galactic cosmic-ray (GCR) proton flux at energies below 10(exp 13) eV, with a transition at the knee energy, E(sub k), to a steeper spectral index alpha(sub 2) greater than alpha(sub 1) above E(sub k). The Maximum likelihood (ML) procedure was developed for estimating the single parameter alpha(sub 1) of a simple power law energy spectrum and generalized to estimate the three spectral parameters of the broken power law energy spectrum from simulated detector responses and real cosmic-ray data. The statistical properties of the ML estimator were investigated and shown to have the three desirable properties: (P1) consistency (asymptotically unbiased). (P2) efficiency asymptotically attains the Cramer-Rao minimum variance bound), and (P3) asymptotically normally distributed, under a wide range of potential detector response functions. Attainment of these properties necessarily implies that the ML estimation procedure provides the best unbiased estimator possible. While simulation studies can easily determine if a given estimation procedure provides an unbiased estimate of the spectra information, and whether or not the estimator is approximately normally distributed, attainment of the Cramer-Rao bound (CRB) can only he ascertained by calculating the CRB for an assumed energy spectrum-detector response function combination, which can be quite formidable in practice. However. the effort in calculating the CRB is very worthwhile because it provides the necessary means to compare the efficiency of competing estimation techniques and, furthermore, provides a stopping rule in the search for the best unbiased estimator. Consequently, the CRB for both the simple and broken power law energy spectra are derived herein and the conditions under which they are attained in practice are investigated. The ML technique is then extended to estimate spectra information from an arbitrary number of astrophysics data sets produced by vastly different science instruments. This theory and its successful implementation will facilitate the interpretation of spectral information from multiple astrophysics missions and thereby permit the derivation of superior spectral parameter estimates based on the combination of data sets.

Howell, L. W.↗

Statistical Properties of Maximum Likelihood Estimators of Power Law Spectra Information

A simple power law model consisting of a single spectral index, sigma(sub 2), is believed to be an adequate description of the galactic cosmic-ray (GCR) proton flux at energies below 10(exp 13) eV, with a transition at the knee energy, E(sub k), to a steeper spectral index sigma(sub 2) greater than sigma(sub 1) above E(sub k). The maximum likelihood (ML) procedure was developed for estimating the single parameter sigma(sub 1) of a simple power law energy spectrum and generalized to estimate the three spectral parameters of the broken power law energy spectrum from simulated detector responses and real cosmic-ray data. The statistical properties of the ML estimator were investigated and shown to have the three desirable properties: (Pl) consistency (asymptotically unbiased), (P2) efficiency (asymptotically attains the Cramer-Rao minimum variance bound), and (P3) asymptotically normally distributed, under a wide range of potential detector response functions. Attainment of these properties necessarily implies that the ML estimation procedure provides the best unbiased estimator possible. While simulation studies can easily determine if a given estimation procedure provides an unbiased estimate of the spectra information, and whether or not the estimator is approximately normally distributed, attainment of the Cramer-Rao bound (CRB) can only be ascertained by calculating the CRB for an assumed energy spectrum- detector response function combination, which can be quite formidable in practice. However, the effort in calculating the CRB is very worthwhile because it provides the necessary means to compare the efficiency of competing estimation techniques and, furthermore, provides a stopping rule in the search for the best unbiased estimator. Consequently, the CRB for both the simple and broken power law energy spectra are derived herein and the conditions under which they are stained in practice are investigated.

Howell, L. W., Jr.↗

A Latent-Variable Formulation of the Poisson Canonical Polyadic Tensor Model: Maximum Likelihood Estimation and Fisher Information

We establish parameter inference for the Poisson canonical polyadic (PCP) tensor model through a latent-variable formulation. Our approach exploits the observation that any random PCP tensor can be derived by marginalizing an unobservable random tensor of one dimension larger. The loglikelihood of this larger dimensional tensor, referred to as the “complete” loglikelihood, is comprised of multiple rank one PCP loglikelihoods. Using this methodology, we first derive maximum likelihood estimators for the PCP model and demonstrate that several existing algorithms for fitting non-negative matrix and tensor factorizations are Expectation-Maximization algorithms. Next, we derive the observed and expected Fisher information matrices for the PCP model. The Fisher information provides us crucial insights into the well-posedness of the tensor model, such as the role that tensor rank plays in identifiability and indeterminacy. For the special case of rank one PCP models, we demonstrate that these results are greatly simplified.

97 MATHEMATICS AND COMPUTING↗

Robust and optimal alignment of high-dimensional data using maximum likelihood estimation through a random sample consensus framework

Abstract Correcting spatial orientations of groups of high-dimensional data sets such that they are all in a consistent coordinate system is often a time-consuming and error-prone process. Automation of this process can be accomplished by using Generalized Procrustes Analysis to estimate the relative orientations among a population of high-dimensional data sets. A least squares Procrustes solution is applied through a maximum likelihood estimation and random sample consensus framework for robustness. The likelihood model is comprised of a mixture distribution where inliers are modeled using t -distribution and outliers from a uniform distribution. Applications will focus on a synthetic data set that emulates triaxial acceleration data and also real shock data from a population of triaxial accelerometers. Outliers represent either non-rigid body responses, environmental noise, and/or sensor and data acquisition issues. The intended application for the methodology is to robustly automate the rotation of populations of experimentally collected triaxial accelerometer data sets to a single global coordinate system.

LOSAC↗