Results for “Fisher information matrix”

NASA NTRS1977

An information matrix approach for aircraft parameter-insensitive control

The Fisher Information Matrix provides the nucleus of a design procedure for obtaining parameter-insensitive feedback gains in Linear-Quadratic-Gaussian problems. The procedure minimizes a sum of performance and closed-loop sensitivity costs, the latter being related to the information content of the system response. Analytical expressions for the appended cost functional and its gradient with respect to the feedback gains are derived. These derivatives serve as the basis of a computationally efficient iterative algorithm that finds the optimal gains. Application of the technique is made to determine low sensitivity feedback gains for a C-5A wing loading alleviation system that has 15 states and three uncertain parameters.

Kleinman, D. L.↗

DOE OSTI2025

Identification Uncertainty in Inverse Material Model Parameter Determination: A Sensitivity‐Based Decision Process for Load Path Selection

This research proposes a sensitivity-based framework for selecting the optimal prescribed loading path for a biaxial cruciform specimen. Optimality here is determined by the direction and magnitude of the prescribed displacement that minimizes the influence of random noise on the material model parameter identification. Using simulated experimental data based on finite element simulation, in this work, we identify the material model parameters of a Ludwik hardening model and plane stress implementation of the Hill-48 yield criterion using finite element model updating (FEMU). Our analysis reveals that the identification (or estimator) uncertainty of model parameters depends on the displacement boundary conditions (i.e., loading sequence) and the ground-truth value of the individual parameters. Optimal experimental design (OED) criteria based on the Fisher information matrix were investigated to mitigate indecision in the choice of optimal load path when the identification uncertainty of different material model parameters optimized at different load paths. The determinant of the Fisher information matrix was chosen here as the more useful metric due to its ability to capture uncertainty of the most influential material model parameters. The proposed framework demonstrates potential for real-time automated load step selection using scalar criteria derived prior to mechanical loading. The framework can be generalized to other geometries, boundary conditions and material models, allowing this procedure to be utilized for different experimental configurations and materials.

Fayad, Samuel S. [University of Illinois at Urbana↗

NASA NTRS1971

Design of optimal probing signals for vector parameter estimation.

In the design of optimal inputs or probing signals for parameter estimation, it is more natural to consider functions of the Fisher information matrix as the criterion of optimality instead of some function of the error covariance matrix. The input which maximizes the Fisher information measure for efficient estimation of a scalar parameter also provides the minimum error variance. The information is thus a logical choice for the optimality criterion in scalar problems. No such obvious choice is apparent for vector parameter estimation. A number of performance measures are examined and compared in the present study, and a useful criterion is selected. The design of an optimal probing signal using this criterion is shown to be equivalent to an optimal control problem in which certain equality constraints must be satisfied. This problem may be solved by conventional techniques of deterministic or stochastic optimal control.

Nahi, N. E.↗

DOE OSTI2022

Pyomo.DOE: An open-source package for model-based design of experiments in Python

Predictive mathematical models are a cornerstone of science and engineering. Yet selecting, calibrating, and validating said science-based models often remains an art in practice. Model-based design of experiments (MBDoE) provides a systematic framework to maximize information gain from experiments while minimizing time and resource costs. But MBDoE remains limited to niche application areas, in part because practitioners must integrate expertise in statistics, computational optimization, and modeling. To help reduce this barrier, we introduce Pyomo.DOE, an open-source package for MBDoE. Pyomo.DOE uses a nonlinear sensitivity analysis code k_aug to quickly approximate the Fisher information matrix and leverages a new stochastic programming abstraction. We demonstrate Pyomo.DOE with the first application of MBDoE to fixed-bed breakthrough experiments, which highlights the power of Pyomo.DOE to quantify the value of experimental modifications a priori for large-scale partial differential-algebraic equation (PDAE) models. Here we also provide a mathematical primer on MBDoE targeted at general chemical engineers.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2023

Beyond Fisher forecasting for cosmology

The planning and design of future experiments rely heavily on forecasting to assess the potential scientific value provided by a hypothetical set of measurements. The Fisher information matrix, due to its convenient properties and low computational cost, provides an especially useful forecasting tool. However, the Fisher matrix only provides a reasonable approximation to the true likelihood when data are nearly Gaussian distributed and observables have nearly linear dependence on the parameters of interest. Also, Fisher forecasting techniques alone cannot be used to assess their own validity. Thorough sampling of the exact or mock likelihood can definitively determine whether a Fisher forecast is valid, though such sampling is often prohibitively expensive. Here we propose a simple test, based on the Derivative Approximation for likelihoods (DALI) technique, to determine whether the Fisher matrix provides a good approximation to the exact likelihood. We show that the Fisher matrix becomes a poor approximation to the true likelihood in regions where two-dimensional slices of level surfaces of the DALI approximation to the likelihood differ from two-dimensional slices of level surfaces of the Fisher approximation to the likelihood. We demonstrate that our method accurately predicts situations in which the Fisher approximation deviates from the true likelihood for various cosmological models and several data combinations, with only a modest increase in computational cost compared to standard Fisher forecasts.

79 ASTRONOMY AND ASTROPHYSICS↗

DOE OSTI2026

Intrusive Uncertainty Quantification and Optimal Experiment Design in the Open-Source Pyomo Ecosystem

This contribution describes ParmEst and Pyomo.DoE, two pillars of the open-source Python-based Pyomo ecosystem for computational optimization with (partial differential) algebraic equation mathematical models. Specifically, ParmEst facilitates intrusive frequentist parameter estimation (PE) and uncertainty quantification (UQ) through built-in features, such as covariance matrix estimation, bootstrapping, and likelihood ratio tests. Complementary, Pyomo.DoE enables optimal experiment design by maximizing various metrics of the Fisher information matrix, such as A-optimality (trace), D-optimality (determinant), E-optimality (minimum eigenvalue), and ME-optimality (condition number). ParmEst and Pyomo.DoE can solve high-dimensional optimization problems by leveraging the model structure and exact derivative information. Finally, we will discuss future opportunities to integrate PE and UQ capabilities with optimization under uncertainty, including robust optimization with non-convex models via PyROS.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2026

Determining Optimal Magnetometer Configuration on MAGIS-100

Long-baseline atom interferometers such as the Matter-wave Atomic Gradiometer Interferometric Sensor (MAGIS-100) require stringent control and continuous characterization of background magnetic fields and spatial gradients to prevent systemic phase shifts that mimic ultralight dark matter or gravitational wave signatures. Because direct sensor placement within the ultra-high vacuum beam pipe is infeasible, in-situ magnetic field monitoring relies on external sensor arrays situated in the surrounding annular region. This work demonstrates a field reconstruction framework for a 5.3-meter MAGIS-100 modular section using finite-element Opera simulations. Transverse magnetic fields are expanded using a cylindrical multipole framework as informed by Fermilab’s Muon g-2 experiment, with magnetometer array configurations optimized via Fisher information matrix D-optimality. Inverting external sensor readings through a Gauss-Newton scheme recovers interior tube fields across distinct axial positions. In the discontinuity-averse uniform region (slice pair P4), the model achieves sub-noise-floor performance with a cross-validated root-mean-square error (RMSE) of $6.7227 \times 10^{-4}\text{ A/m}$ ($0.845\times$ sensor noise floor) and an interior field coefficient of variation of $1.71\%$. An elbow criterion in the Fisher bounds establishes $n_{\text{max}} = 2$ as the optimal multipole truncation order to prevent noise amplification from over-parameterization, with $n_{\text{max}} = 3$ (sextupole) order chosen for analysis to demonstrate further complexity and cross-pair comparison. Furthermore, analytical differentiation of the fitted multipole coefficients yields dense spatial maps of the transverse Jacobian gradient matrix $\nabla \mathbf{H}$ along with propagated $1\sigma$ uncertainty bounds across the beam region ($r \le 2.75\text{ in}$). This operational framework confirms that external magnetometer arrays can reliably monitor magnetic field uniformity and spatial gradients along the 100-meter flight path given appropriate sampling for any complexity order.

Appleby, Darwin [William Rainey Harper Coll.] (ORC↗

DOE OSTI2026

Determining Optimal Magnetometer Configuration on MAGIS-100

Long-baseline atom interferometers such as the Matter-wave Atomic Gradiometer Interferometric Sensor (MAGIS-100) require stringent control and continuous characterization of background magnetic fields and spatial gradients to prevent systemic phase shifts that mimic ultralight dark matter or gravitational wave signatures. Because direct sensor placement within the ultra-high vacuum beam pipe is infeasible, in-situ magnetic field monitoring relies on external sensor arrays situated in the surrounding annular region. This work demonstrates a field reconstruction framework for a 5.3-meter MAGIS-100 modular section using finite-element Opera simulations. Transverse magnetic fields are expanded using a cylindrical multipole framework as informed by Fermilab’s Muon g-2 experiment, with magnetometer array configurations optimized via Fisher information matrix D-optimality. Inverting external sensor readings through a Gauss-Newton scheme recovers interior tube fields across distinct axial positions. In the discontinuity-averse uniform region (slice pair P4), the model achieves sub-noise-floor performance with a cross-validated root-mean-square error (RMSE) of $6.7227 \times 10^{-4}\text{ A/m}$ ($0.845\times$ sensor noise floor) and an interior field coefficient of variation of $1.71\%$. An elbow criterion in the Fisher bounds establishes $n_{\text{max}} = 2$ as the optimal multipole truncation order to prevent noise amplification from over-parameterization, with $n_{\text{max}} = 3$ (sextupole) order chosen for analysis to demonstrate further complexity and cross-pair comparison. Furthermore, analytical differentiation of the fitted multipole coefficients yields dense spatial maps of the transverse Jacobian gradient matrix $\nabla \mathbf{H}$ along with propagated $1\sigma$ uncertainty bounds across the beam region ($r \le 2.75\text{ in}$). This operational framework confirms that external magnetometer arrays can reliably monitor magnetic field uniformity and spatial gradients along the 100-meter flight path given appropriate sampling for any complexity order.

Appleby, Darwin [William Rainey Harper Coll.] (ORC↗

DOE OSTI2026

In-Situ Magnetic Field Reconstruction in the MAGIS-100 Experiment

Long-baseline atom interferometers such as the Matter-wave Atomic Gradiometer Interferometric Sensor (MAGIS-100) require stringent control and continuous characterization of background magnetic fields and spatial gradients to prevent systemic phase shifts that mimic ultralight dark matter or gravitational wave signatures. Because direct sensor placement within the ultra-high vacuum beam pipe is infeasible, in-situ magnetic field monitoring relies on external sensor arrays situated in the surrounding annular region. This work demonstrates a field reconstruction framework for a 5.3-meter MAGIS-100 modular section using finite-element Opera simulations. Transverse magnetic fields are expanded using a cylindrical multipole framework as informed by Fermilab’s Muon g-2 experiment, with magnetometer array configurations optimized via Fisher information matrix D-optimality. Inverting external sensor readings through a Gauss-Newton scheme recovers interior tube fields across distinct axial positions. In the discontinuity-averse uniform region (slice pair P4), the model achieves sub-noise-floor performance with a cross-validated root-mean-square error (RMSE) of $6.7227 \times 10^{-4}\text{ A/m}$ ($0.845\times$ sensor noise floor) and an interior field coefficient of variation of $1.71\%$. An elbow criterion in the Fisher bounds establishes $n_{\text{max}} = 2$ as the optimal multipole truncation order to prevent noise amplification from over-parameterization, with $n_{\text{max}} = 3$ (sextupole) order chosen for analysis to demonstrate further complexity and cross-pair comparison. Furthermore, analytical differentiation of the fitted multipole coefficients yields dense spatial maps of the transverse Jacobian gradient matrix $\nabla \mathbf{H}$ along with propagated $1\sigma$ uncertainty bounds across the beam region ($r \le 2.75\text{ in}$). This operational framework confirms that external magnetometer arrays can reliably monitor magnetic field uniformity and spatial gradients along the 100-meter flight path given appropriate sampling for any complexity order.

Appleby, Darwin [William Rainey Harper Coll.; Ferm↗

DOE OSTI2025

Modeling and Optimization of a Rotating Packed Bed Contactor with a Tetraamine-Appended Metal−Organic Framework for CO 2 Capture

A potential contactor technology for sorbent-based CO 2 capture is the rotating packed bed that contains separate sections for continuous adsorption and desorption. A heat exchanger can be embedded to remove heat in the adsorption section and add heat in the desorption section. In this work, we develop a two-dimensional (2D) model of a rotating packed bed for use in CO 2 capture applications. Mass and energy balances for the model are developed based on a Ljungström-type air preheater, which accounts for the counter-current axial flow of gas phases in separate sections of the bed and the rotation of a solid sorbent, which cycles between adsorption and desorption sections. The sorbent used for this analysis is the tetraamine-appended metal−organic framework Mg 2 (dobpdc)(3−4− 3), chosen for its stability and affinity for CO 2 at low partial pressures, such as those from a natural gas power plant source. An optimization problem is solved that considers the trade-off between maximizing the productivity of the bed and minimizing energy consumption. Maximum productivity and minimum energy are found to be 8.53 kg/h/m 3 and 3.84 MJ/kg, respectively, when these objectives are optimized independently. It is observed that the flue gas pressure and bed rotational speed are the desired operating variables to vary for model-based design of experiments to reduce uncertainty in parameter estimation, as these two variables yielded the most information content based on the Fisher information matrix.

20 FOSSIL-FUELED POWER PLANTS↗

DOE OSTI2026

An information-matching approach to optimal experimental design and active learning

The efficacy of mathematical models heavily depends on the quality of the training data, yet collecting sufficient data is often expensive and challenging. Many modeling applications require inferring parameters only as a means to predict other quantities of interest (QoI). Because models often contain many unidentifiable (sloppy) parameters, QoIs often depend on a relatively small number of parameter combinations. Therefore, we introduce an information-matching criterion based on the Fisher information matrix to select the most informative training data from a candidate pool. This method ensures that the selected data contain sufficient information to learn only those parameters that are needed to constrain downstream QoIs. It is formulated as a convex optimization problem, making it scalable to large models and datasets. Here, we demonstrate the effectiveness of this approach across various modeling problems in diverse scientific fields, including power systems and underwater acoustics. Finally, we use information-matching as a query function within an active learning (AL) loop for materials science applications. In all these applications, we find that a relatively small set of optimal training data can provide the necessary information for achieving precise predictions. These results are encouraging for diverse future applications, particularly AL in large machine-learning models.

Materials science↗

DOE OSTI2024

Effects of noise on the overparametrization of quantum neural networks

Overparametrization is one of the most surprising and notorious phenomena in machine learning. Recently, there have been several efforts to study if, and how, quantum neural networks (QNNs) acting in the absence of hardware noise can be overparametrized. In particular, it has been proposed that a QNN can be defined as overparametrized if it has enough parameters to explore all available directions in state space. That is, if the rank of the quantum Fisher information matrix (QFIM) for the QNN's output state is saturated. Here, we explore how the presence of noise affects the overparametrization phenomenon. Our results show that noise can “turn on” previously zero eigenvalues of the QFIM. This enables the parametrized state to explore directions that were otherwise inaccessible, thus potentially turning an overparametrized QNN into an underparametrized one. For small noise levels, the QNN is quasioverparametrized, as large eigenvalues coexists with small ones. Then, we prove that as the magnitude of noise increases all the eigenvalues of the QFIM become exponentially suppressed, indicating that the state becomes insensitive to any change in the parameters. As such, there is a pull-and-tug effect where noise can enable new directions but also suppress the sensitivity to parameter updates. Finally, our results imply that current QNN capacity measures are ill-defined when hardware noise is present. Published by the American Physical Society 2024

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2026

Geometric invariants of quantum metrology

Here, we establish a conservation law for the Quantum Fisher Information Matrix (QFIM) expressed as follows; when the QFIM is constructed from a set of observables closed under commutation, i.e., a Lie algebra, the spectrum of the QFIM is invariant under unitary dynamics generated by these same operators. Each Lie algebra therefore endows any quantum state with a fixed “budget” of metrological sensitivity—an intrinsic resource that we show, like optical squeezing in interferometry, cannot be amplified by symmetry-preserving operations. The Uhlmann curvature tensor naturally inherits the same symmetry group, and so quantum incompatibility is similarly fixed. As a result, a metrological analog to Liouville's theorem appears; statistical distances, volumes, and curvatures are invariant under the evolution generated by the Lie algebra. We discuss this as it relates to the quantum analogs of classical optimality criteria. This enables one to efficiently classify useful classes of quantum states at the level of Lie algebras through geometric invariants.

Wilson, Christopher [University of Colorado, Bould↗

NASA NTRS1972

Optimal inputs for system identification

Identification criteria are presented for linear dynamic systems with and without process noise. With process noise, the state equations are replaced by the Kalman filter equations. If the identification performance index is expanded in a Taylor's series with respect to the parameters to be identified, then maximizing the weighting factor of the quadratic term with respect to the inputs will insure that an identification algorithm will converge more rapidly and to a more accurate result than with nonoptimal inputs. The expectation of this weighting factor is the Fisher information matrix, and its inverse is a lower bound for the covariance of the parameters. Direct and indirect methods of calculating the information matrix are presented for systems with and without process noise.

Reid, D. B.↗

NASA NTRS1983

On parameter identification for large space structures

The design of a controller for large space structures (LSS) based on the LQG theory requires the knowledge of the LSS parameters. Since apriori knowledge of the parameters is usually not reliable, the parameters must be identified prior to the controller synthesis, using methods such as the maximum likelihood technique. An expression is obtained for the Fisher information matrix for LSS, from which Cramer-Rao bounds can be obtained in order to determine the accuracy with which the parameters can be identified.

Joshi, S. M.↗

NASA NTRS1983

On identifiability of flexible structure parameters

This report investigates the identifiability of modal parameters of flexible structures. Expressions are derived for Cramer-Rao lower bounds for the modal parameters, that is, frequencies, damping ratios and mode shapes or slopes. The optimal initial state, which maximizes the trace of the Fisher information matrix in the absence of persistent input, is obtained. The concepts discussed are applied to a finite-element model of the 122 meter hoop/column antenna. The numerical results show that the identifiability of the structural frequencies is excellent, followed by that of the damping ratios and the mode-slopes.

Joshi, S. M.↗

NASA NTRS1985

Optimal Sensor Locations for Structural Identification

The optimum sensor location problem, OSLP, may be thought of in terms of the set of systems, S, the class of input time functions, I, and the identification algorithm (estimator) used, E. Thus, for a given time history of input, the technique of determining the OSL requires, in general, the solution of the optimization and the identification problems simultaneously. A technique which uncouples the two problems is introduced. This is done by means of the concept of an efficient estimator for which the covariance of the parameter estimates is inversely proportional to the Fisher Information Matrix.

Udwadia, F. E.↗

NASA NTRS2008

LISA Parameter Estimation using Numerical Merger Waveforms

Coalescing supermassive black holes are expected to provide the strongest sources for gravitational radiation detected by LISA. Recent advances in numerical relativity provide a detailed description of the waveforms of such signals. We present a preliminary study of LISA's sensitivity to waveform parameters using a hybrid numerical/analytic waveform describing the coalescence of two equal-mass, nonspinning black holes. The Synthetic LISA software package is used to simulate the instrument response and the Fisher information matrix method is used to estimate errors in the waveform parameters. Initial results indicate that inclusion of the merger signal can significantly improve the precision of some parameter estimates. For example, the median parameter errors for an ensemble of systems with total redshifted mass of 10(exp 6) deg M solar mass at a redshift of z is approximately 1 were found to decrease by a factor of slightly more than two when the merger was included.

Thorpe, J. I.↗