Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Covariance”

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 163 records · Page 9
All sourcesNASA NTRSDOE OSTI
NASA NTRS2014

An Empirical State Error Covariance Matrix for the Weighted Least Squares Estimation Method

State estimation techniques effectively provide mean state estimates. However, the theoretical state error covariance matrices provided as part of these techniques often suffer from a lack of confidence in their ability to describe the uncertainty in the estimated states. By a reinterpretation of the equations involved in the weighted least squares algorithm, it is possible to directly arrive at an empirical state error covariance matrix. This proposed empirical state error covariance matrix will contain the effect of all error sources, known or not. Results based on the proposed technique will be presented for a simple, two observer, measurement error only problem.

Joseph Henry Frisbee↗
NASA NTRS2016

Earth Observation System Flight Dynamics System Covariance Realism

This presentation applies a covariance realism technique to the National Aeronautics and Space Administration (NASA) Earth Observation System (EOS) Aqua and Aura spacecraft based on inferential statistics. The technique consists of three parts: collection calculation of definitive state estimates through orbit determination, calculation of covariance realism test statistics at each covariance propagation point, and proper assessment of those test statistics.

A-Train↗
NASA NTRS2017

Remediating Non-Positive Definite State Covariances for Collision Probability Estimation

The NASA Conjunction Assessment Risk Analysis team estimates the probability of collision (Pc) for a set of Earth-orbiting satellites. The Pc estimation software processes satellite position+velocity states and their associated covariance matri-ces. On occasion, the software encounters non-positive definite (NPD) state co-variances, which can adversely affect or prevent the Pc estimation process. Inter-polation inaccuracies appear to account for the majority of such covariances, alt-hough other mechanisms contribute also. This paper investigates the origin of NPD state covariance matrices, three different methods for remediating these co-variances when and if necessary, and the associated effects on the Pc estimation process.

Hall, Doyle T.↗
NASA NTRS2019

Multivariate Normality of Cartesian-Framed Covariances: Evaluation and Operational Significance

Collision avoidance relies on representative Cartesian uncertainty volumes in order to calculate probabilities of collision. Among the potential shortcomings of a covariance matrix representation of state errors, the most worrisome is the coordinate mismatch between the Cartesian framework in which these matrices are distributed and the curvilinear path that satellite orbits actually follow. The present study compares curvilinear-based and Cartesian covariance representations for ~50,000 conjunctions to determine the frequency in which significant deviations from Gaussianity are observed, then compares the 2-D Pc result from the Cartesian covariance to a Monte Carlo Pc conducted in element space to assess operational significance.

Lechtenberg, Travis F.↗
NASA NTRS2019

Multivariate Normality of Cartesian Frame Covariances: Evaluation and Operational Significance

Collision avoidance relies on representative Cartesian uncertainty volumes in order to calculate probabilities of collision. Among the potential shortcomings of a covariance matrix representation of state errors, the most worrisome is the coordinate mismatch between the Cartesian framework in which these matrices are distributed and the curvilinear path that satellite orbits actually follow. The present study compares curvilinear-based and Cartesian covariance representations for ~50,000 conjunctions to determine the frequency in which significant deviations from Gaussianity are observed, then compares the 2-D Pc result from the Cartesian covariance to a Monte Carlo Pc conducted in element space to assess operational significance.

Lechtenberg, Travis F.↗
NASA NTRS2019

Covariance Realism Is Not Enough

A great deal of effort has been put into improving the practice of space situational awareness such that covariance data associated with predicted close approaches is more “realistic.” However, “realistic” usually has meant “larger” and this presents a problem. In many cases, there exist multiple sources for predictive ephemerides, which may be fused to produce predictive states with smaller associated covariances. Ancillary to the fusion computation is the capability to assess consistency of the estimates. If actionable covariance information becomes available, interval estimates for the miss distance provide a more informative alternative to collision probability for risk assessment.

Carpenter, J. Russell↗
DOE OSTI2020

Energy conservative SBP discretizations of the acoustic wave equation in covariant form on staggered curvilinear grids

In this work, we develop a numerical method for solving the acoustic wave equation in covariant form on staggered curvilinear grids in an energy conserving manner. The use of a covariant basis decomposition leads to a rotationally invariant scheme that outperforms a Cartesian basis decomposition on rotated grids. The discretization is based on high order Summation-By-Parts (SBP) operators and preserves both symmetry and positive definiteness of the contravariant metric tensor. To improve accuracy and decrease computational cost, we also derive a modified discretization of the metric tensor that leads to a conditionally stable discretization. Bounds are derived that yield a point-wise condition that can be evaluated to check for stability of the modified discretization. This condition shows that the interpolation operators should be constructed such that their norm is close to one.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

On the Solution of ℓ 0 -Constrained Sparse Inverse Covariance Estimation Problems

The sparse inverse covariance matrix is used to model conditional dependencies between variables in a graphical model to fit a multivariate Gaussian distribution. Estimating the matrix from data are well known to be computationally expensive for large-scale problems. Sparsity is employed to handle noise in the data and to promote interpretability of a learning model. Although the use of a convex ℓ 1 regularizer to encourage sparsity is common practice, the combinatorial ℓ 0 penalty often has more favorable statistical properties. In this paper, we directly constrain sparsity by specifying a maximally allowable number of nonzeros, in other words, by imposing an ℓ 0 constraint. Here, we introduce an efficient approximate Newton algorithm using warm starts for solving the nonconvex ℓ 0 -constrained inverse covariance learning problem. Numerical experiments on standard data sets show that the performance of the proposed algorithm is competitive with state-of-the-art methods.

$\ell_0$-Constrained↗
DOE OSTI2022

Covariance Data in Unresolved Range [Slides]

This presentation touches on the covariance data in unresolved range. This presentation talks about how the URR has several limitations and the focus on covariance information. The talk briefly outlines the limitations and fosters a discussion that can lead to format proposals.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2023

ENDF/B-VIII.1 Validation: Covariance [Slides]

This presentation touches on ENDF/B-VIII.1 Validation: Covariance. Topics include inconsistencies in the ENDF files, derived matrices, lumped reactions and process ENDF data file with PUFF. Finally correcting data with cognac and redundant covariance that are not consistent are discussed.

Cognac↗
DOE OSTI2020

Evaluation of the Four-Dimensional Ensemble-Variational Hybrid Data Assimilation with Self-Consistent Regional Background Error Covariance for Improved Hurricane Intensity Forecasts

The feasibility of a hurricane initialization framework based on the Gridpoint Statistical Interpolation (GSI)-based four-dimensional ensemble-variational (GSI-4DEnVar) hybrid data assimilation system for the Hurricane Weather Research and Forecasting model (HWRF) model is evaluated in this study. The system considers the temporal evolution of error covariances via the use of four-dimensional ensemble perturbations that are provided by high-resolution, self-consistent HWRF ensemble forecasts. It is different from the configuration of the GSI-based three-dimensional ensemble-variational (GSI-3DEnVar) hybrid data assimilation system, similar to that used in the operational HWRF, which employs background error covariances provided by coarser-resolution global ensembles from the National Centers for Environmental Prediction (NCEP) Global Forecast System (GFS) ensemble Kalman filtering data assimilation system. In addition, our proposed initialization framework discards the empirical intensity correction in the vortex initialization package that is employed by the GSI-3DEnVar initialization framework in operational HWRF. Data assimilation and numerical simulation experiments for Hurricanes Joaquin (2015), Patricia (2015), and Matthew (2016) are conducted during their intensity changes. The impacts of two initialization frameworks on the HWRF analyses and forecasts are compared. It is found that GSI-4DEnVar leads to a reduction in track, minimum sea level pressure (MSLP), and maximum surface wind (MSW) forecast errors in all of the HWRF simulations, compared with the GSI-3DEnVar initialization framework. With assimilating high-resolution observations within the hurricane inner-core region, GSI-4DEnVar can produce the initial hurricane intensity reasonably well without the empirical vortex intensity correction. Further diagnoses with Hurricane Joaquin indicate that GSI-4DEnVar can significantly alleviate the imbalances in the initial conditions and enhance the performance of the data assimilation and subsequent hurricane intensity and precipitation forecasts

54 ENVIRONMENTAL SCIENCES↗
NASA NTRS1998

Radiance Covariance and Climate Models

Spectral Empirical Orhtogonal Functions (EOFs) derived from the covariance of satellite radiance spectra may be interpreted in terms of the vertical distribution of the covariance of temperature, water vapor, and clouds. The purpose of the investigation is to demonstrate the important constraints that resolved spectral radiances can place upon climate models.

Spectral Empirical Orthogonal Functions EOFs radia↗
NASA NTRS2006

Nonlinear consider covariance analysis using a sigma-point filter formulation

The research reported here extends the mathematical formulation of nonlinear, sigma-point estimators to enable consider covariance analysis for dynamical systems. This paper presents a novel sigma-point consider filter algorithm, for consider-parameterized nonlinear estimation, following the unscented Kalman filter (UKF) variation on the sigma-point filter formulation, which requires no partial derivatives of dynamics models or measurement models with respect to the parameter list. It is shown that, consistent with the attributes of sigma-point estimators, a consider-parameterized sigma-point estimator can be developed entirely without requiring the derivation of any partial-derivative matrices related to the dynamical system, the measurements, or the considered parameters, which appears to be an advantage over the formulation of a linear-theory sequential consider estimator. It is also demonstrated that a consider covariance analysis performed with this 'partial-derivative-free' formulation yields equivalent results to the linear-theory consider filter, for purely linear problems.

covariance↗
NASA NTRS2007

A Covariance Analysis Tool for Assessing Fundamental Limits of SIM Pointing Performance

This paper presents a performance analysis of the instrument pointing control system for NASA's Space Interferometer Mission (SIM). SIM has a complex pointing system that uses a fast steering mirror in combination with a multirate control architecture to blend feed forward information with feedback information. A pointing covariance analysis tool (PCAT) is developed specifically to analyze systems with such complexity. The development of PCAT as a mathematical tool for covariance analysis is outlined in the paper. PCAT is then applied to studying performance of SIM's science pointing system. The analysis reveals and clearly delineates a fundamental limit that exists for SIM pointing performance. The limit is especially stringent for dim star targets. Discussion of the nature of the performance limit is provided, and methods are suggested to potentially improve pointing performance.

pointing control↗
NASA NTRS2015

Linear Covariance Analysis For Proximity Operations Around Asteroid 2008 EV5

The NASA initiative to collect an asteroid, the Asteroid Robotic Redirect Mission (ARRM), is currently investigating the option of retrieving a boulder from an asteroid, demonstrating planetary defense with an enhanced gravity tractor technique, and returning it to a lunar orbit. Techniques for accomplishing this are being investigated by the Satellite Servicing Capabilities Office (SSCO) at NASA GSFC in collaboration with JPL, NASA JSC, LaRC, and Draper Laboratory, Inc. Two critical phases of the mission are the descent to the boulder and the Enhanced Gravity Tractor demonstration. A linear covariance analysis is done for these phases to assess the feasibility of these concepts with the proposed design of the sensor and actuator suite of the Asteroid Redirect Vehicle (ARV). The sensor suite for this analysis includes a wide field of view camera, LiDAR, and an IMU. The proposed asteroid of interest is currently the C-type asteroid 2008 EV5, a carbonaceous chondrite that is of high interest to the scientific community. This paper presents an overview of the linear covariance analysis techniques and simulation tool, provides sensor and actuator models, and addresses the feasibility of descending to the surface of the asteroid within allocated requirements as well as the possibility of maintaining a halo orbit to demonstrate the Enhanced Gravity Tractor technique.

Navigation↗
NASA NTRSDate not supplied

Evaluating Delta-V Dispersions Using Linear Covariance Techniques with Applications to Rendezvous and Docking

One of the attractive advantages of using linear covariance analysis (LinCov) is that it can accurately produce both navigation errors and trajectory dispersions in a fraction of the time comparable to the standard Monte Carlo analysis approach that is traditionally adopted. It also has the capability of generating delta-v dispersions which is perhaps the most influential performance metric since many aspects of a mission design revolve around the anticipated propellant usage. Accurately capturing this key performance criteria using linear covariance techniques has several subtle caveats raising reasonable doubts and a cautious sense of skepticism. This paper outlines multiple approaches of modeling delta-v usage in LinCov, highlights their limitations and advantages, and ultimately compares their corresponding results to the actual Monte Carlo performance. The theory is also extended to reliably account for an arbitrary thruster configuration and the resultant propellant consumptions due to both translational burns and attitude maneuvers. This provides near instant insight into the impacts of thruster layout design and different vehicle mass properties. These derived techniques are applied and verified using an NRHO rendezvous and docking scenario consistent with upcoming NASA Artemis missions for Orion.

Linear Covariance Analysis↗
DOE OSTI2022

Estimation of conditional cumulative incidence functions under generalized semiparametric regression models with missing covariates, with application to analysis of biomarker correlates in vaccine trials

Herein, this article presents generalized semiparametric regression models for conditional cumulative incidence functions with competing risks data when covariates are missing by sampling design or happenstance. A doubly robust augmented inverse probability weighted (AIPW) complete-case approach to estimation and inference is investigated. This approach modifies IPW complete-case estimating equations by exploiting the key features in the relationship between the missing covariates and the phase-one data to improve efficiency. An iterative numerical procedure is derived to solve the nonlinear estimating equations. The asymptotic properties of the proposed estimators are established. A simulation study examining the finite-sample performances of the proposed estimators shows that the AIPW estimators are more efficient than the IPW estimators. The developed method is applied to the RV144 HIV-1 vaccine efficacy trial to investigate vaccine-induced IgG binding antibodies to HIV-1 as correlates of acquisition of HIV-1 infection while taking account of whether the HIV-1 sequences are near or far from the HIV-1 sequences represented in the vaccine construct.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Covariant bit threads

We derive several new reformulations of the Hubeny-Rangamani-Takayanagi covariant holographic entanglement entropy formula. These include: (1) a minimax formula, which involves finding a maximal-area achronal surface on a timelike hypersurface homologous to D(A) (the boundary causal domain of the region A whose entropy we are calculating) and minimizing over the hypersurface; (2) a max V-flow formula, in which we maximize the flux through D(A) of a divergenceless bulk 1-form V subject to an upper bound on its norm that is non-local in time; and (3) a min U-flow formula, in which we minimize the flux over a bulk Cauchy slice of a divergenceless timelike 1-form U subject to a lower bound on its norm that is non-local in space. The two flow formulas define convex programs and are related to each other by Lagrange duality. For each program, the optimal configurations dynamically find the HRT surface and the entanglement wedges of A and its complement. The V-flow formula is the covariant version of the Freedman-Headrick bit thread reformulation of the Ryu-Takayanagi formula. We also introduce a measure-theoretic concept of a “thread distribution”, and explain how Riemannian flows, V-flows, and U-flows can be expressed in terms of thread distributions.

79 ASTRONOMY AND ASTROPHYSICS↗