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At least 145 records · Page 8

Optimal design of an unsupervised adaptive classifier with unknown priors

An adaptive detection scheme for M hypotheses was analyzed. It was assumed that the probability density function under each hypothesis was known, and that the prior probabilities of the M hypotheses were unknown and sequentially estimated. Each observation vector was classified using the current estimate of the prior probabilities. Using a set of nonlinear transformations, and applying stochastic approximation theory, an optimally converging adaptive detection and estimation scheme was designed. The optimality of the scheme lies in the fact that convergence to the true prior probabilities is ensured, and that the asymptotic error variance is minimum, for the class of nonlinear transformations considered. An expression for the asymptotic mean square error variance of the scheme was also obtained.

Kazakos, D.↗

An optimum PN code search technique for a given apriori signal location density

A method is presented for optimizing (minimizing) the acquisition time for a PN-type spread spectrum system when the a priori probability density function is not uniform. For an assumed a priori Gaussian density function, calculations show that the acquisition time, when the 0.5 probability acquisition time is used as a measure of acquisition time, is reduced by 40% for a cell detection probability of 0.25 and when three sweeps are used. For the same parameters and with four sweeps the acquisition time is reduced by 41%. When the acquisition time probability is set to 0.9 instead of 0.5, the reduction is 25% of the uniform sweep time.

Holmes, J. K.↗

On the joint spectral density of bivariate random sequences

For univariate random sequences, the power spectral density acts like a probability density function of the frequencies present in the sequence. This dissertation extends that concept to bivariate random sequences. For this purpose, a function called the joint spectral density is defined that represents a joint probability weighing of the frequency content of pairs of random sequences. Given a pair of random sequences, the joint spectral density is not uniquely determined in the absence of any constraints. Two approaches to constraining the sequences are suggested: (1) assume the sequences are the margins of some stationary random field, (2) assume the sequences conform to a particular model that is linked to the joint spectral density. For both approaches, the properties of the resulting sequences are investigated in some detail, and simulation is used to corroborate theoretical results. It is concluded that under either of these two constraints, the joint spectral density can be computed from the non-stationary cross-correlation.

Aalfs, David D.↗

Computation of Domain-Averaged Shortwave Irradiance by a One-Dimensional Algorithm Incorporating Correlations between Optical Thickness and Direct Incident Radiation

A one-dimensional radiative transfer algorithm that accounts for correlations between the optical thickness and the incident direct solar radiation is developed to compute the domain-averaged shortwave irradiance profile. It divides the direct irradiance into four components and treats the direct irradiance in two separate, clear and cloudy columns to account for the fact that clouds attenuate the direct irradiance more than clear-sky. The horizontal inhomogeneity of clouds in the cloudy column is treated by the gamma weighted two-stream approximation, which assumes that the optical thickness of clouds follows a gamma distribution. The algorithm inputs the cloud fraction, cumulative cloud fraction as a function of height, and a parameter expressing the shape of the probability density function of the cloud optical thickness distribution in addition to inputs required for a two-stream radiative transfer model. These cloud property inputs can be obtained using ground- and satellite-based instruments. Therefore, the algorithm can treat realistic cloud overlap features and horizontal inhomogeneity of clouds in a framework of one- dimensional radiative transfer. Heating rates computed by the algorithm using cloud fields generated by cloud resolving models agree with those computed with a Monte Carlo model. If optical properties in computational layers that divide a vertically extensive cloud are correlated, the irradiance profile computed by the algorithm further improves.

Kato, S.↗

Discrete ordinates analysis of the forced-flight variance reduction technique in Monte Carlo neutral particle transport simulations

This paper presents mathematical formulations and methods to predict the effect of forced-flight variance reduction on Monte Carlo tally variance and calculation time. This includes deducing biasing operators that are then used to construct a history-score probability density function (HSPDF), which represents all possible Monte Carlo random walks and gives the probability of a Monte Carlo history scoring in a tally from a particular phase-space position. The history-score moment equations (HSMEs), the statistical moments of the HSPDF, are then derived to calculate the statistical behavior of the Monte Carlo tally when forced-flight variance reduction is applied. In addition, the future-time equation (FTE) is derived to predict the Monte Carlo computational time as a result of applying forced-flight variance reduction. The solutions of the HSMEs and FTE can be used to predict Monte Carlo computational cost. Furthermore, this work also describes a discrete ordinates method to solve the forced-flight HSMEs and FTE. Several 1-D and 2-D test problems verify that the derivations are performed and implemented correctly.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

A dual frequency radar for ocean roughness sampling

A microwave technique for determining the roughness (rms wave height) of a randomly varying air-water interface has been developed theoretically, verified with laboratory wavetank studies and is currently being implemented for ocean surface measurements in a series of applications flight experiments. These aircraft observations will be near the Chesapeake Light Tower and will include a range of altitudes and sea conditions. The measurement concept involves cross-correlating the envelope fluctuations on two received carriers that are monochromatic when transmitted in a normal direction to the interface and are observed in a backscatter direction after reflection by the large number of randomly distributed specular points on the surface. The measured correlation coefficient (normalized covariance) as a function of carrier frequency separation will depend on the surface roughness, specifically the probability density function of the specular point height. Details of the flight system are discussed, and preliminary flight results are presented.

Weissman, D. E.↗

Continuum radiated power density $(P^{\textrm{C}}_{\textrm{rad}})$ and effective charge $(Z_{\textrm{eff}})$ estimates from multi-energy photon-counting measurements

Multi-energy soft x-ray pinhole cameras have been designed, built, calibrated, and operated at Madison symmetric Torus, Alcator C-Mod, and more recently at Tokamak a configuration variable and Tungsten Environment in Steady-State Tokamak (WEST), to measure plasma emission across multiple energy ranges. Here we describe a new methodology to estimate the local continuum radiated power density and the plasma effective charge (Z eff ) directly from photon-counting measurements of the line-free continuum emission (Bremsstrahlung and Radiative Recombination) in several energy bands between 11 and 18 keV. This capability is particularly valuable for confinement systems using metal plasma-facing components, where x-ray losses from interactions with the sputtered wall can represent a significant fraction of the total radiated power (P rad ). The approach leverages a well-characterized detector responsivity, modeled by a complementary error function, and interprets the differential multi-energy measurements between adjacent energy levels through the probability density function of a Gaussian distribution. The implementation of this diagnostic technique is currently under development on the WEST tokamak, aiming at the goal of providing real-time P rad and Z eff measurements during long-pulse operation (up to 1000 s) in the 2026 campaign.

WEST↗

Approximating and incorporating model uncertainty in an inversion for seismic source functions: Preliminary results

We present preliminary work on propagating model uncertainty into the estimation of the time domain source time functions of the seismic source. Our method is based on an estimated model covariance function, which we estimate from the data. The model covariance function is then used to construct a suite of surrogate Greens functions which we use in a Monte Carlo type inversion scheme. The result is a probability density function of the six independent source time functions, each of which corresponds to an individual component of the seismic moment tensor. We compare the results of our method with those obtained using a computationally expensive finite difference Monte Carlo method and find that our new method produces results that are deficient in low frequencies. The advantage of our new method, which we term the Karhunen-Loeve Monte Carlo (KLMC) method, is that is several orders of magnitude faster than our current method, which uses a finite difference scheme to produce the suite of forward models.

42 ENGINEERING↗

An investigation into the probabilistic combination of quasi-static and random accelerations

The development of design load factors for aerospace and aircraft components and experiment support structures, which are subject to a simultaneous vehicle dynamic vibration (quasi-static) and acoustically generated random vibration, require the selection of a combination methodology. Typically, the procedure is to define the quasi-static and the random generated response separately, and arithmetically add or root sum square to get combined accelerations. Since the combination of a probabilistic and a deterministic function yield a probabilistic function, a viable alternate approach would be to determine the characteristics of the combined acceleration probability density function and select an appropriate percentile level for the combined acceleration. The following paper develops this mechanism and provides graphical data to select combined accelerations for most popular percentile levels.

Schock, R. W.↗

Error probability performance of unbalanced QPSK receivers

A simple technique for calculating the error probability performance and associated noisy reference loss of practical unbalanced QPSK receivers is presented. The approach is based on expanding the error probability conditioned on the loop phase error in a power series in the loop phase error and then, keeping only the first few terms of this series, averaging this conditional error probability over the probability density function of the loop phase error. Doing so results in an expression for the average error probability which is in the form of a leading term representing the ideal (perfect synchronization references) performance plus a term proportional to the mean-squared crosstalk. Thus, the additional error probability due to noisy synchronization references occurs as an additive term proportional to the mean-squared phase jitter directly associated with the receiver's tracking loop. Similar arguments are advanced to give closed-form results for the noisy reference loss itself.

Simon, M. K.↗

Theoretical Accuracy for ESTL Bit Error Rate Tests

"Bit error rate" [BER] for the purposes of this paper is the fraction of binary bits which are inverted by passage through a communication system. BER can be measured for a block of sample bits by comparing a received block with the transmitted block and counting the erroneous bits. Bit Error Rate [BER] tests are the most common type of test used by the ESTL for evaluating system-level performance. The resolution of the test is obvious: the measurement cannot be resolved more finely than 1/N, the number of bits tested. The tolerance is not. This paper examines the measurement accuracy of the bit error rate test. It is intended that this information will be useful in analyzing data taken in the ESTL. This paper is divided into four sections and follows a logically ordered presentation, with results developed before they are evaluated. However, first-time readers will derive the greatest benefit from this paper by skipping the lengthy section devoted to analysis, and treating it as reference material. The analysis performed in this paper is based on a Probability Density Function [PDF] which is developed with greater detail in a past paper, Theoretical Accuracy for ESTL Probability of Acquisition Tests, EV4-98-609.

Lansdowne, Chatwin↗

Filtered Mass Density Function for Design Simulation of High Speed Airbreathing Propulsion Systems

The objective of this research is to develop and implement new methodology for large eddy simulation of (LES) of high-speed reacting turbulent flows. We have just completed two (2) years of Phase I of this research. This annual report provides a brief and up-to-date summary of our activities during the period: September 1, 2000 through August 31, 2001. In the work within the past year, a methodology termed "velocity-scalar filtered density function" (VSFDF) is developed and implemented for large eddy simulation (LES) of turbulent flows. In this methodology the effects of the unresolved subgrid scales (SGS) are taken into account by considering the joint probability density function (PDF) of all of the components of the velocity and scalar vectors. An exact transport equation is derived for the VSFDF in which the effects of the unresolved SGS convection, SGS velocity-scalar source, and SGS scalar-scalar source terms appear in closed form. The remaining unclosed terms in this equation are modeled. A system of stochastic differential equations (SDEs) which yields statistically equivalent results to the modeled VSFDF transport equation is constructed. These SDEs are solved numerically by a Lagrangian Monte Carlo procedure. The consistency of the proposed SDEs and the convergence of the Monte Carlo solution are assessed by comparison with results obtained by an Eulerian LES procedure in which the corresponding transport equations for the first two SGS moments are solved. The unclosed SGS convection, SGS velocity-scalar source, and SGS scalar-scalar source in the Eulerian LES are replaced by corresponding terms from VSFDF equation. The consistency of the results is then analyzed for a case of two dimensional mixing layer.

Drozda, T. G.↗

Uncertainty propagation in feed-forward neural network models

We develop new uncertainty propagation methods for feed-forward neural network architectures with leaky ReLU activation functions subject to random perturbations in the input vectors. In particular, we derive analytical expressions for the probability density function (PDF) of the neural network output and its statistical moments as a function of the input uncertainty and the parameters of the network, i.e., weights and biases. A key finding is that an appropriate linearization of the leaky ReLU activation function yields accurate statistical results even for large perturbations in the input vectors. This can be attributed to the way information propagates through the network. We also propose new analytically tractable Gaussian copula surrogate models to approximate the full joint PDF of the neural network output. To validate our theoretical results, we conduct Monte Carlo simulations and a thorough error analysis on a multi-layer neural network representing a nonlinear integro-differential operator between two polynomial function spaces. Our findings demonstrate excellent agreement between the theoretical predictions and Monte Carlo simulations.

MLP networks↗

Fatigue crack growth model RANDOM2 user manual, appendix 1

The FORTRAN program RANDOM2 is documented. RANDOM2 is based on fracture mechanics using a probabilistic fatigue crack growth model. It predicts the random lifetime of an engine component to reach a given crack size. Included in this user manual are details regarding the theoretical background of RANDOM2, input data, instructions and a sample problem illustrating the use of RANDOM2. Appendix A gives information on the physical quantities, their symbols, FORTRAN names, and both SI and U.S. Customary units. Appendix B includes photocopies of the actual computer printout corresponding to the sample problem. Appendices C and D detail the IMSL, Ver. 10(1), subroutines and functions called by RANDOM2 and a SAS/GRAPH(2) program that can be used to plot both the probability density function (p.d.f.) and the cumulative distribution function (c.d.f.).

Boyce, Lola↗

Radiative transfer theory for active remote sensing of a layer of nonspherical particles

The radiative transfer theory is applied to calculate the scattering by a layer of randomly positioned and oriented nonspherical particles. The scattering amplitude functions of each individual particle are calculated with Waterman's T matrix method, which utilizes vector spherical wave functions for expansion of incident, scattered, and surface fields. The orientation of the particles is described by a probability density function of the Eulerian angles of rotation. A rotation matrix is used to relate the T matrix of the principal frame to that of the natural frame of the particle. The extinction matrix and phase matrix of the radiative transfer equations are expressed in terms of the T matrix elements. The extinction matrix for nonspherical particles is generally nondiagonal. There are only two attenuation rates in a specified direction of propagation. The radiative transfer equations are solved by an iterative method to first order in albedo. Numerical results are illustrated as functions of incidence angle and frequency with applications to active remote sensing.

Tsang, L.↗

Simulation of proton-induced energy deposition in integrated circuits

A time-efficient simulation technique was developed for modeling the energy deposition by incident protons in modern integrated circuits. To avoid the excessive computer time required by many proton-effects simulators, a stochastic method was chosen to model the various physical effects responsible for energy deposition by incident protons. Using probability density functions to describe the nuclear reactions responsible for most proton-induced memory upsets, the simulator determines the probability of a proton hit depositing the energy necessary for circuit destabilization. This factor is combined with various circuit parameters to determine the expected error-rate in a given proton environment. An analysis of transient or dose-rate effects is also performed. A comparison to experimental energy-disposition data proves the simulator to be quite accurate for predicting the expected number of events in certain integrated circuits.

Fernald, Kenneth W.↗