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NASA NTRS1988

A general explicit solution of the central overlap problem

The matrix of the normal equations of a central overlapping-plate solution with general models for frame parameters and the star parameters is inverted explicitly in terms of the inverses of the matrices in the isolated systems for the frame and star parameters. This makes it possible to calculate from explicit formulas the numerical estimates of the star and frame parameters which would follow from a rigorous overlapping-plate solution. Also, the covariance matrix of the adjustment parameters are calculated.

Eichhorn, Heinrich↗
NASA NTRS2012

Impact of Non-Gaussian Error Volumes on Conjunction Assessment Risk Analysis

An understanding of how an initially Gaussian error volume becomes non-Gaussian over time is an important consideration for space-vehicle conjunction assessment. Traditional assumptions applied to the error volume artificially suppress the true non-Gaussian nature of the space-vehicle position uncertainties. For typical conjunction assessment objects, representation of the error volume by a state error covariance matrix in a Cartesian reference frame is a more significant limitation than is the assumption of linearized dynamics for propagating the error volume. In this study, the impact of each assumption is examined and isolated for each point in the volume. Limitations arising from representing the error volume in a Cartesian reference frame is corrected by employing a Monte Carlo approach to probability of collision (Pc), using equinoctial samples from the Cartesian position covariance at the time of closest approach (TCA) between the pair of space objects. A set of actual, higher risk (Pc >= 10 (exp -4)+) conjunction events in various low-Earth orbits using Monte Carlo methods are analyzed. The impact of non-Gaussian error volumes on Pc for these cases is minimal, even when the deviation from a Gaussian distribution is significant.

Ghrist, Richard W.↗
NASA NTRS1975

Chandrasekhar-type algorithms for fast recursive estimation in linear systems with constant parameters

In this recursive method proposed, the gain matrix for the Kalman filter and the convariance of the state vector are computed not via the Riccati equation, but from certain other equations. These differential equations are of Chandrasekhar-type. The 'invariant imbedding' idea resulted in the reduction of the basic boundary value problem of transport theory to an equivalent initial value system, a significant computational advance. Initial value experience showed that there is some computational savings in the method and the loss of positive definiteness of the covariance matrix is less vulnerable.

Choudhury, A. K.↗
NASA NTRS1988

An improved error assessment for the GEM-T1 gravitational model

Several tests were designed to determine the correct error variances for the Goddard Earth Model (GEM)-T1 gravitational solution which was derived exclusively from satellite tracking data. The basic method employs both wholly independent and dependent subset data solutions and produces a full field coefficient estimate of the model uncertainties. The GEM-T1 errors were further analyzed using a method based upon eigenvalue-eigenvector analysis which calibrates the entire covariance matrix. Dependent satellite and independent altimetric and surface gravity data sets, as well as independent satellite deep resonance information, confirm essentially the same error assessment. These calibrations (utilizing each of the major data subsets within the solution) yield very stable calibration factors which vary by approximately 10 percent over the range of tests employed. Measurements of gravity anomalies obtained from altimetry were also used directly as observations to show that GEM-T1 is calibrated. The mathematical representation of the covariance error in the presence of unmodeled systematic error effects in the data is analyzed and an optimum weighting technique is developed for these conditions. This technique yields an internal self-calibration of the error model, a process which GEM-T1 is shown to approximate.

Lerch, F. J.↗
NASA NTRS2004

Multivariate Error Covariance Estimates by Monte-Carlo Simulation for Assimilation Studies in the Pacific Ocean

One of the most difficult aspects of ocean state estimation is the prescription of the model forecast error covariances. The paucity of ocean observations limits our ability to estimate the covariance structures from model-observation differences. In most practical applications, simple covariances are usually prescribed. Rarely are cross-covariances between different model variables used. Here a comparison is made between a univariate Optimal Interpolation (UOI) scheme and a multivariate OI algorithm (MvOI) in the assimilation of ocean temperature. In the UOI case only temperature is updated using a Gaussian covariance function and in the MvOI salinity, zonal and meridional velocities as well as temperature, are updated using an empirically estimated multivariate covariance matrix. Earlier studies have shown that a univariate OI has a detrimental effect on the salinity and velocity fields of the model. Apparently, in a sequential framework it is important to analyze temperature and salinity together. For the MvOI an estimation of the model error statistics is made by Monte-Carlo techniques from an ensemble of model integrations. An important advantage of using an ensemble of ocean states is that it provides a natural way to estimate cross-covariances between the fields of different physical variables constituting the model state vector, at the same time incorporating the model's dynamical and thermodynamical constraints as well as the effects of physical boundaries. Only temperature observations from the Tropical Atmosphere-Ocean array have been assimilated in this study. In order to investigate the efficacy of the multivariate scheme two data assimilation experiments are validated with a large independent set of recently published subsurface observations of salinity, zonal velocity and temperature. For reference, a third control run with no data assimilation is used to check how the data assimilation affects systematic model errors. While the performance of the UOI and MvOI is similar with respect to the temperature field, the salinity and velocity fields are greatly improved when multivariate correction is used, as evident from the analyses of the rms differences of these fields and independent observations. The MvOI assimilation is found to improve upon the control run in generating the water masses with properties close to the observed, while the UOI failed to maintain the temperature and salinity structure.

Borovikov, Anna↗
NASA NTRS2018

A Singular Value Decomposition Framework for Retrievals with Vertical Distribution Information from Greenhouse Gas Column Absorption Spectroscopy Measurements

We review the singular value decomposition (SVD) framework and use it for quantifying and discerning vertical information in greenhouse gas retrievals from column integrated absorption measurements. While the commonly used traditional Bayesian optimal estimation (OE) assumes a prior distribution in order to regularize the inversion problem, the SVD approach identifies principal components that can be retrieved from the measurement without explicitly specifying a prior mean and prior covariance matrix. We review the SVD method, explicitly recognize the use of an uninformative prior and show it to incur no bias from the choice of the prior. We also make the connection between the SVD method and the pseudo-inverse, which makes it more intuitive and easy to understand. We illustrate the use of the SVD method on an integrated path differential absorption CO2 lidar measurement model and verify our derivations and bias-free properties versus optimal estimation using numerical simulations. In contrast, traditional OE retrievals exhibit bias when the prior mean used in the retrieval differs from the true mean. Hence, the SVD method is particularly useful for situations in which knowledge of the prior mean and prior covariance of the true state (e.g., greenhouse gas profiles) is inadequate.

Ramanathan, Anand K.↗
NASA NTRS1971

TBERR - Two-body error analysis program

Two-body error analysis computer program to evaluate resulting state vector and covariance matrix for orbiter after one coast and one burn maneuver

Muhonen, D. P.↗
NASA NTRS1972

Determination of stability derivatives from flight data using a Newton-Raphson minimization technique

A modified Newton-Raphson or quasilinearization minimization technique for determining stability derivatives from flight data was developed and compared with simple-equations, analog-matching, least-squares, and Shinbrot methods of analysis. For the data analyzed, the solutions computed by using the estimates obtained from the Newton-Raphson technique fit the data and determined coefficients adequately. A further modification to include a priori information was found to be useful. A model statistically similar to the flight data was analyzed using the same methods (excluding analog matching), and the Newton-Raphson technique was found to yield superior estimates. An approximate Cramer-Rao bound was compared with the error covariance matrix of the model and was found to provide information about the reliability of the individual estimates obtained. The technique was successfully applied to data obtained from a light airplane, a large supersonic airplane, and a lifting body vehicle. It was shown that the reliability of the estimates of a given coefficient obtained from these vehicles depends upon the data analyzed.

Iliff, K. W.↗
NASA NTRS1971

Optimal filtering in the presence of unmodeled time correlated driving disturbances.

In many realistic data filtering problems, the cross correlation of the state estimation error and the state forcing function is unknown due to the poor knowledge of the time history of the forcing function. In this paper, the conservative and minimal approximation to the cross correlation terms is presented. It requires only the knowledge of the estimation error covariance and the forcing function covariance, with the choice of an associated free parameter left to the user. If the estimation error covariance and/or the forcing function covariance are bounded from above but not known exactly, the cross correlation approximation using those upper bounds remains conservative. This cross correlation approximation leads to a conservative approximation to the estimation error covariance matrix differential equation between measurement times. The free parameter is determined as the analytic solution to an associated optimal control problem. The procedure is expanded to include discrete linear measurement incorporation.

Fraser, D. C.↗
NASA NTRS1972

Corrections to star catalogues from satellite observations.

Theoretical investigation of the possibility of obtaining systematic corrections to star catalogs from observations of artificial satellites. A model is established to represent the system of equations formed when such corrections are determined simultaneously with corrections to the geocentric position of the observer. An analytical expression for the covariance matrix is set up for the two-dimensional (planar) case. The resulting correlations and weights are discussed. Since this method presents an independent way of obtaining the systematic errors in star catalogs, apart from the orientation to the equatorial system, it is related to the measurement of all quantities which depend on star positions. This institutes a completely new principle of obtaining systematic corrections to star catalogs. It is based not on rotation, but on comparing the angle subtended at the satellite by two stars to the angle subtended at the satellite by two points on the surface of the earth.

Williams, C. A.↗
NASA NTRS1972

Conjugate point determination for multitemporal data overlay

The machine processing is discussed of spatially variant multitemporal data such as imagery obtained at different times which requires that these data be in geometrical registration so that the analysis processor may obtain the datum for a specified ground resolution element in each of the sets of imagery being utilized for analysis. Misregistration between corresponding subsets of imagery contains both a displacement and a geometrical distortion component. Search techniques utilizing the moduli of the Fourier Transforms are developed for estimating the coefficients of geometrical distortion components of this model. Following the correction of these distortion components, the displacement is located by the crosscorrelation of a template obtained from one set of data, termed the reference, with the second, or background data. This template, derived for the optimum discrimination of the reference data embedded in the background, is determined by the solution of a system of equations involving the reference data and the covariance matrix of these data.

Emmert, R. A.↗
NASA NTRS1973

Adaptive training class statistics.

Formulas are derived for updating the mean vector and covariance matrix of a training class as new training fields are included and old training fields deleted from the class. These statistics of the class are expressed in terms of the already available statistics of the fields.

Kan, E. P. F.↗
NASA NTRS1973

Evaluation of computer-aided procedure for detecting surface water

Results from an evaluation of a computer-aided procedure for processing ERTS-1 data to detect and locate surface water are presented. The procedure was evaluated using data from a study area in the vicinity of the Lake Somerville area in Washington County, Texas. The procedure consisted of (1) selecting water training fields, (2) aggregating the training samples together and clustering them into unimodal clusters, (3) computing the mean vector and covariance matrix for each cluster, (4) classifying all of the study area into classes corresponding to the clusters using the maximum likelihood classifier, and (5) thresholding out the nonwater pixels.

Source record↗
NASA NTRS1974

Sequential parameter estimation using pseudoinverse

This correspondence presents a method for solution of the parameter estimation problem in an entirely sequential fashion. In this procedure each measurement is processed as it is received, without regard to whether it and the prior measurements have established a minimal observable data set, or without the assumption a priori of a covariance matrix in the manner of the Kalman filter. During the period prior to the establishment of the minimal data set the estimate maintains the character of the pseudoinverse constraint, that of minimum norm. In addition at each measurement, a parameter is available for deciding whether this measurement has increased the observability of the system.

Nayak, R. P.↗