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Results for “maximum likelihood estimation”

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.

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At least 163 records · Page 9
All sourcesNASA NTRSDOE OSTI
NASA NTRS1983

Optimal design and use of retry in fault tolerant real-time computer systems

A new method to determin an optimal retry policy and for use in retry of fault characterization is presented. An optimal retry policy for a given fault characteristic, which determines the maximum allowable retry durations to minimize the total task completion time was derived. The combined fault characterization and retry decision, in which the characteristics of fault are estimated simultaneously with the determination of the optimal retry policy were carried out. Two solution approaches were developed, one based on the point estimation and the other on the Bayes sequential decision. The maximum likelihood estimators are used for the first approach, and the backward induction for testing hypotheses in the second approach. Numerical examples in which all the durations associated with faults have monotone hazard functions, e.g., exponential, Weibull and gamma distributions are presented. These are standard distributions commonly used for modeling analysis and faults.

Lee, Y. H.↗
NASA NTRS1990

Distributed parameter estimation for large beam-like structures for general inputs

In this paper, maximum likelihood estimation for distributed parameter models of large flexible structures has been formulated. Distributed parameter models involve far fewer unknown parameters than independent modal characteristics of finite element models. The closed-form solutions for the partial differential equations with general forced inputs have been derived. The closed-form expressions of the sensitivity functions lead to highly efficient algorithms for analyzing ground or on-orbit test results. Numerical simulations with impulse and step inputs to the NASA Mini-MAST trust have been demonstrated. The estimations of modal properties involve its longitudinal elongation modes, lateral bending modes and torsional modes. The results show that distributed parameter models are promising in the parameter estimation of large flexible structures.

Shen, Ji-Yao↗
NASA NTRS2024

Aircraft Parameter Estimation Considering Process and Measurement Noise

A practical formulation is proposed for parameter estimation using the filter-error method, which is a maximum-likelihood estimator for dynamic systems having both process and measurement noise inputs. The novelty of the proposed formulation is that by accurately estimating the measurement noise covariance matrix using a time series analysis method, the remaining unknowns (which include the unknown parameters in the state-space matrices and the process noise covariance matrix) become decorrelated and can be estimated simultaneously in a straightforward manner. The approach is demonstrated using simulation data and flight test data from a subscale airplane. Results indicate that proposed algorithm can obtain accurate modeling results when both measurement noise and process noise are present in the data.

Kalman filter↗
DOE OSTI2023

Scalable computations for nonstationary Gaussian processes

Nonstationary Gaussian process models can capture complex spatially varying dependence structures in spatial datasets. However, the large number of observations in modern datasets makes fitting such models computationally intractable with conventional dense linear algebra. In addition, derivative-free or even first-order optimization methods can be very slow to converge when estimating many spatially varying parameters. In this paper, we present a computational framework which couples an algebraic block diagonal plus low-rank covariance matrix approximation with stochastic trace estimation to facilitate the efficient use of second-order solvers for maximum likelihood estimation of Gaussian process models with many parameters. We demonstrate the effectiveness of these methods by simultaneously fitting 192 parameters in the popular nonstationary model of Paciorek and Schervish using 107,600 sea surface temperature anomaly measurements.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1978

Estimation of aerodynamic characteristics from dynamic flight test data

Significant effort was spent in estimating unknown aircraft coefficients, such as stability and control derivatives from dynamic flight maneuvers. The techniques used to estimate these coefficients are becoming increasingly complex; however, these techniques make it possible to obtain estimates of coefficients that in the past were nearly impossible to obtain. A survey of the investigations that were undertaken to obtain estimates of coefficients from dynamic flight maneuvers is presented. One method, the maximum likelihood estimation technique, is described briefly and some of the successful applications of the technique are presented. Possible techniques for analyzing responses obtained in the stall/spin regime are discussed. Recent data obtained in the stall/spin flight regime are presented along with a discussion of how some basic results can be obtained with simple analysis techniques.

Liff, K. W.↗
NASA NTRS1978

Aircraft parameter estimation in frequency domain

The algorithms for the equation error and output error methods, the two basic procedures for the extraction of aircraft parameters from flight data, are formulated in the frequency domain. The output error method includes the maximum likelihood estimation technique. This is further extended to those cases where the measured data is in the form of frequency response curves and the model of an aircraft includes elastic degrees of freedom and unsteady aerodynamics. Then the generalized maximum likelihood method, which can be applied to the identification of an aircraft subjected to external disturbances, is introduced. Next, all estimation methods mentioned are discussed with emphasis on advantages of the frequency domain analysis. The paper concludes with an example using real flight data.

Klein, V.↗
NASA NTRS1975

A FORTRAN program for determining aircraft stability and control derivatives from flight data

A digital computer program written in FORTRAN IV for the estimation of aircraft stability and control derivatives is presented. The program uses a maximum likelihood estimation method, and two associated programs for routine, related data handling are also included. The three programs form a package that can be used by relatively inexperienced personnel to process large amounts of data with a minimum of manpower. This package was used to successfully analyze 1500 maneuvers on 20 aircraft, and is designed to be used without modification on as many types of computers as feasible. Program listings and sample check cases are included.

Maine, R. E.↗
NASA NTRS1980

The luminosity functions of the 1969 Perseid and Orionid meteor showers

Observations of the 1969 Perseid and Orionid meteor showers are presented and used to derive luminosity functions for the 288 Perseids and 56 Orionids detected. Visual counts were performed under very good to excellent seeing conditions at the times of peak activities, and the brightnesses of the meteors were estimated to the nearest magnitude by comparison with the magnitudes of known objects. Maximum likelihood estimates of the power law index of the luminosity function of 1.56 + or - 0.06 for the Perseids and of 1.85 + or - 0.1 for the Orionids are obtained which are lower than the values found by other investigators. Under the assumption that the luminosity of visual meteors is proportional to their mass, the luminosity function power law may also be used to characterize the mass function.

Krisciunas, K.↗
NASA NTRS1984

Estimation of parameters in linear structural relationships: Sensitivity to the choice of the ratio of error variances

Maximum likelihood estimation of parameters in linear structural relationships under normality assumptions requires knowledge of one or more of the model parameters if no replication is available. The most common assumption added to the model definition is that the ratio of the error variances of the response and predictor variates is known. The use of asymptotic formulae for variances and mean squared errors as a function of sample size and the assumed value for the error variance ratio is investigated.

Lakshminarayanan, M. Y.↗
NASA NTRS1984

Estimation of parameters in linear structural relationships Sensitivity to the choice of the ratio of error variances

Maximum likelihood estimation of parameters in linear structural relationships under normality assumptions requires knowledge of one or more of the model parameters if no replication is available. The most common assumption added to the model definition is that the ratio of the error variances of the response and predictor variates is known. This paper investigates the use of asymptotic formulae for variances and mean squared errors as a function of sample size and the assumed value for the error variance ratio.

Lakshminarayanan, M. Y.↗
DOE OSTI2022

Likelihood Maximization and Moment Matching in Low SNR Gaussian Mixture Models

We derive an asymptotic expansion for the log-likelihood of Gaussian mixture models (GMMs) with equal covariance matrices in the low signal-to-noise regime. The expansion reveals an intimate connection between two types of algorithms for parameter estimation: the method of moments and likelihood optimizing algorithms such as Expectation-Maximization (EM). We show that likelihood optimization in the low SNR regime reduces to a sequence of least squares optimization problems that match the moments of the estimate to the ground truth moments one by one. This connection is a stepping stone towards the analysis of EM and maximum likelihood estimation in a wide range of models. A motivating application for the study of low SNR mixture models is cryo-electron microscopy data, which can be modeled as a GMM with algebraic constraints imposed on the mixture centers. We discuss the application of our expansion to algebraically constrained GMMs, among other example models of interest. © 2022 The Authors. Communications on Pure and Applied Mathematics published by Wiley Periodicals LLC.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1994

On determining the spectrum of primordial inhomogeneity from the COBE DMR sky maps: Results of two-year data analysis

A new technique of Fourier analysis on a cut sky has been applied to the two-year Cosmic Background Explorer (COBE) Differential Microwave Radiometer (DMR) 53 and 90 GHz sky maps. The Bayesian power spectrum estimation results are consistent with the Harrison-Zel'dovich n = 1 model. The maximum likelihood estimates of the usual parameters defining the power spectrum of primordial perturbations are n = 1.22 (1.02) and Q(sub rms-PS) = 17 (20) microK including (excluding) the quadrupole. A spectral-index-independent normalization is naturally expressed for the two-year maps in terms of the multipole amplitude a(sub 9) = 8.2 (8.3) microK (to approximately 12 sigma significance). The marginal likelihood function on n obtained by intergration with respect to a(sub 9) renders n = 1.17 +/- 0.31 (0.96 +/- 0.36).

Gorski, K. M.↗
NASA NTRS1994

Performance of mean-frequency estimators for Doppler radar and lidar

The performance of mean-frequency estimators for Doppler radar and lidar measurements of winds is presented in terms of two basic parameters: Phi, the ratio of the average signal energy per estimate to the spectral noise level; and Omega, which is proportional to the number of independent samples per estimate. For fixed Phi and Omega, the Cramer-Rao bound (CRB) (theoretical best performance) for unbiased estimators of mean frequency (normalized by the spectral width of the signal), signal power, and spectral width are essentially independent of the number of data samples M. For large Phi, the estimators of mean frequency are unbiased and the performance is independent of M. The spectral domain estimators and covariance based estimators are bounded by the approximate period of M. The spectral domain estimators and covariance based estimators are bounded by the approximate periodogram CRB. The standard deviation of the maximum-likelihood estimator approaches the exact CRB, which can be more than a factor of 2 better than the performance of the spectral domain estimators or covariance-based estimators for typical Omega. For small Phi, the estimators are biased due to the effects of the uncorrelated noise (white noise), which results in uniformly distributed 'bad' estimates. The fraction of bad estimates is a function of Phi and M with weak dependence on the parameter Omega. Simple empirical models describe the standard deviation of the good estimates and the fraction of bad estimates. For Doppler lidar and for large Phi, better performance is obtained by using many low-energy pulses instead of one pulse with the same total energy. For small Phi, the converse is true.

Frehlich, R. G.↗
NASA NTRS2022

Vision-based Velocimetry over Unknown Terrain with a Low-Noise IMU

This paper presents a novel approach to terrain-relative navigation with a visual camera and Inertial Measurement Unit (IMU). The proposed algorithm uses an Extended Kalman Filter (EKF) to combine an IMU propagated state estimate with batch correction estimates computed over a sliding window of measurements. The batch correction algorithm follows the Maximum Likelihood Estimation (MLE) approach used in other Bundle Adjustment systems. Unlike other systems, the proposed system parameterizes the state over the entire window in terms of the state at a single epoch. By ignoring IMU error over the window duration, we obtain a state epoch MLE that jointly estimates the epoch state and terrain parameters with drastically reduced computationally cost. This paper presents the general architecture which can be adapted for various state parameterizations and measurement inputs. For space applications with high-accuracy IMUs, the reduction in computational cost comes with only a modest increase in estimation errors. The increase in error is quantified via a linear covariance analysis presented in this paper. Furthermore, we present simulation results which show the applicability of this algorithm to planetary landing problems.

San Martin, A. Miguel↗
NASA NTRS1979

Parameter estimation in X-ray astronomy using maximum likelihood

Methods of estimation of parameter values and confidence regions by maximum likelihood and Fisher efficient scores starting from Poisson probabilities are developed for the nonlinear spectral functions commonly encountered in X-ray astronomy. It is argued that these methods offer significant advantages over the commonly used alternatives called minimum chi-squared because they rely on less pervasive statistical approximations and so may be expected to remain valid for data of poorer quality. Extensive numerical simulations of the maximum likelihood method are reported which verify that the best-fit parameter value and confidence region calculations are correct over a wide range of input spectra.

Wachter, K.↗
NASA NTRS1974

Radar optimization for sea surface and geodetic measurements

The efficient estimation of geoid and sea state parameters is discussed, and the optimum processing structures, including maximum likelihood estimators, and their accuracy limits are given for a model. The model accounts for random surface reflectivity, sea height, and additive noise, and allows for arbitrary radar system parameters, based on the assumption the received signal is a sample function of a normal random process. The integral equation associated with the Gaussian signal in Gaussian noise inference problem was solved. It is shown that the optimum processing is generally a mixture of coherent and incoherent integrations which may be viewed as a weighted summation of received power of the match-filtered received data. When estimates are correlated, the strongest correlation appears between geoid and asymmetry estimates, and between wave height standard deviation and reflectivity estimates.

Harger, R. O.↗
NASA NTRS1983

Cleanroom certification model

The Cleanroom software development methodology is designed to take the gamble out of product releases for both suppliers and receivers of the software. The ingredients of this procedure are a life cycle of executable product increments, representative statistical testing, and a standard estimate of the MTTF (Mean Time To Failure) of the product at the time of its release. A statistical approach to software product testing using randomly selected samples of test cases is considered. A statistical model is defined for the certification process which uses the timing data recorded during test. A reasonableness argument for this model is provided that uses previously published data on software product execution. Also included is a derivation of the certification model estimators and a comparison of the proposed least squares technique with the more commonly used maximum likelihood estimators.

Currit, P. A.↗