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At least 19 records

Estimating errors in least-squares fitting

While least-squares fitting procedures are commonly used in data analysis and are extensively discussed in the literature devoted to this subject, the proper assessment of errors resulting from such fits has received relatively little attention. The present work considers statistical errors in the fitted parameters, as well as in the values of the fitted function itself, resulting from random errors in the data. Expressions are derived for the standard error of the fit, as a function of the independent variable, for the general nonlinear and linear fitting problems. Additionally, closed-form expressions are derived for some examples commonly encountered in the scientific and engineering fields, namely ordinary polynomial and Gaussian fitting functions. These results have direct application to the assessment of the antenna gain and system temperature characteristics, in addition to a broad range of problems in data analysis. The effects of the nature of the data and the choice of fitting function on the ability to accurately model the system under study are discussed, and some general rules are deduced to assist workers intent on maximizing the amount of information obtained form a given set of measurements.

Richter, P. H.↗

Metafitting: Weight optimization for least-squares fitting of PTTI data

For precise time intercomparisons between a master frequency standard and a slave time scale, we have found it useful to quantitatively compare different fitting strategies by examining the standard uncertainty in time or average frequency. It is particularly useful when designing procedures which use intermittent intercomparisons, with some parameterized fit used to interpolate or extrapolate from the calibrating intercomparisons. We use the term 'metafitting' for the choices that are made before a fitting procedure is operationally adopted. We present methods for calculating the standard uncertainty for general, weighted least-squares fits and a method for optimizing these weights for a general noise model suitable for many PTTI applications. We present the results of the metafitting of procedures for the use of a regular schedule of (hypothetical) high-accuracy frequency calibration of a maser time scale. We have identified a cumulative series of improvements that give a significant reduction of the expected standard uncertainty, compared to the simplest procedure of resetting the maser synthesizer after each calibration. The metafitting improvements presented include the optimum choice of weights for the calibration runs, optimized over a period of a week or 10 days.

Douglas, Rob J.↗

The derivation of vector magnetic fields from Stokes profiles - Integral versus least squares fitting techniques

The results of two methods for deriving photospheric vector magnetic fields from the Zeeman effect, as observed in the Fe I line at 6302.5 A at high spectral resolution (45 mA), are compared. The first method does not take magnetooptical effects into account, but determines the vector magnetic field from the integral properties of the Stokes profiles. The second method is an iterative least-squares fitting technique which fits the observed Stokes profiles to the profiles predicted by the Unno-Rachkovsky solution to the radiative transfer equation. For sunspot fields above about 1500 gauss, the two methods are found to agree in derived azimuthal and inclination angles to within about + or - 20 deg.

Ronan, R. S.↗

Non-linear Least Square Fitting Technique for the Determination of Field Line Resonance Frequency in Ground Magnetometer Data: Application to Remote Sensing of Plasmaspheric Mass Density

The accurate determination of the Field Line Resonance (FLR) frequency of a resonating geomagnetic field line is necessary to remotely monitor the plasmaspheric mass density during geomagnetic storms and quiet times alike. Under certain assumptions the plasmaspheric mass density at the equator is inversely proportional to the square of the FLR frequency. The most common techniques to determine the FLR frequency from ground magnetometer measurements are the amplitude ratio and phase difference techniques, both based on geomagnetic field observations at two latitudinally separated ground stations along the same magnetic meridian. Previously developed automated techniques have used statistical methods to pinpoint the FLR frequency using the amplitude ratio and phase difference calculations. We now introduce a physics-based automated technique, using non-linear least square fitting of the ground magnetometer data to the analytical resonant wave equations, that reproduces the wave characteristics on the ground, and from those determine the FLR frequency. One of the advantages of the new technique is the estimation of physics-based errors of the FLR frequency, and as a result of the equatorial plasmaspheric mass density. We present analytical results of the new technique, and test it using data from the Inner-Magnetospheric Array for Geospace Science (iMAGS) ground magnetometer chain along the coast of Chile and the east coast of the United States. We compare the results with the results of previously published statistical automated techniques.

A. Boudouridis↗

Multiparameter linear least-squares fitting to Poisson data one count at a time

A standard problem in gamma-ray astronomy data analysis is the decomposition of a set of observed counts, described by Poisson statistics, according to a given multicomponent linear model, with underlying physical count rates or fluxes which are to be estimated from the data. Despite its conceptual simplicity, the linear least-squares (LLSQ) method for solving this problem has generally been limited to situations in which the number n(sub i) of counts in each bin i is not too small, conventionally more than 5-30. It seems to be widely believed that the failure of the LLSQ method for small counts is due to the failure of the Poisson distribution to be even approximately normal for small numbers. The cause is more accurately the strong anticorrelation between the data and the wieghts w(sub i) in the weighted LLSQ method when square root of n(sub i) instead of square root of bar-n(sub i) is used to approximate the uncertainties, sigma(sub i), in the data, where bar-n(sub i) = E(n(sub i)), the expected value of N(sub i). We show in an appendix that, avoiding this approximation, the correct equations for the Poisson LLSQ (PLLSQ) problems are actually identical to those for the maximum likelihood estimate using the exact Poisson distribution. We apply the method to solve a problem in high-resolution gamma-ray spectroscopy for the JPL High-Resolution Gamma-Ray Spectrometer flown on HEAO 3. Systematic error in subtracting the strong, highly variable background encountered in the low-energy gamma-ray region can be significantly reduced by closely pairing source and background data in short segments. Significant results can be built up by weighted averaging of the net fluxes obtained from the subtraction of many individual source/background pairs. Extension of the approach to complex situations, with multiple cosmic sources and realistic background parameterizations, requires a means of efficiently fitting to data from single scans in the narrow (approximately = 1.2 keV, HEAO 3) energy channels of a Ge spectrometer, where the expected number of counts obtained per scan may be very low. Such an analysis system is discussed and compared to the method previously used.

Wheaton, Wm. A.↗

Improved mapping of radio sources from VLBI data by least-square fit

A method is described for producing improved mapping of radio sources from Very Long Base Interferometry (VLBI) data. The method described is more direct than existing Fourier methods, is often more accurate, and runs at least as fast. The visibility data is modeled here, as in existing methods, as a function of the unknown brightness distribution and the unknown antenna gains and phases. These unknowns are chosen so that the resulting function values are as near as possible to the observed values. If researchers use the radio mapping source deviation to measure the closeness of this fit to the observed values, they are led to the problem of minimizing a certain function of all the unknown parameters. This minimization problem cannot be solved directly, but it can be attacked by iterative methods which we show converge automatically to the minimum with no user intervention. The resulting brightness distribution will furnish the best fit to the data among all brightness distributions of given resolution.

Rodemich, E. R.↗

Nondestructive determination of radionuclides in lunar samples using a large low-background gamma-ray spectrometer and a novel application of least-squares fitting

Dual-parameter gamma ray spectrometer systems with large volume Nal (Tl) crystals and low backgrounds were used for nondestructive determination of K, Th, U and cosmic ray produced radionuclides in 60 lunar samples. The total weight of samples measured with this system is 28 kg, and the individual sample weights varied from 2 to 2300 g. Samples from Apollo 11, 12, 14, 15 and 16 were measured. Operation of the spectrometers in the coincidence mode and analyzing single coincidence spectra permits the simultaneous determination of 8-10 radionuclides in each lunar sample.

Eldridge, J. S.↗

Least squares polynomial fits and their accuracy

Equations are presented which attempt to fit least squares polynomials to tables of date. It is concluded that much data are needed to reduce the measurement error standard deviation by a significant amount, however at certain points great accuracy is attained.

Lear, W. M.↗

Least-Squares Curve-Fitting Program

Least Squares Curve Fitting program, AKLSQF, easily and efficiently computes polynomial providing least-squares best fit to uniformly spaced data. Enables user to specify tolerable least-squares error in fit or degree of polynomial. AKLSQF returns polynomial and actual least-squares-fit error incurred in operation. Data supplied to routine either by direct keyboard entry or via file. Written for an IBM PC X/AT or compatible using Microsoft's Quick Basic compiler.

Kantak, Anil V.↗

Wind Tunnel Strain-Gage Balance Calibration Data Analysis Using a Weighted Least Squares Approach

A new approach is presented that uses a weighted least squares fit to analyze wind tunnel strain-gage balance calibration data. The weighted least squares fit is specifically designed to increase the influence of single-component loadings during the regression analysis. The weighted least squares fit also reduces the impact of calibration load schedule asymmetries on the predicted primary sensitivities of the balance gages. A weighting factor between zero and one is assigned to each calibration data point that depends on a simple count of its intentionally loaded load components or gages. The greater the number of a data point's intentionally loaded load components or gages is, the smaller its weighting factor becomes. The proposed approach is applicable to both the Iterative and Non-Iterative Methods that are used for the analysis of strain-gage balance calibration data in the aerospace testing community. The Iterative Method uses a reasonable estimate of the tare corrected load set as input for the determination of the weighting factors. The Non-Iterative Method, on the other hand, uses gage output differences relative to the natural zeros as input for the determination of the weighting factors. Machine calibration data of a six-component force balance is used to illustrate benefits of the proposed weighted least squares fit. In addition, a detailed derivation of the PRESS residuals associated with a weighted least squares fit is given in the appendices of the paper as this information could not be found in the literature. These PRESS residuals may be needed to evaluate the predictive capabilities of the final regression models that result from a weighted least squares fit of the balance calibration data.

calibration analysis↗

CARS Spectral Fitting with Multiple Resonant Species using Sparse Libraries

The dual pump CARS technique is often used in the study of turbulent flames. Fast and accurate algorithms are needed for fitting dual-pump CARS spectra for temperature and multiple chemical species. This paper describes the development of such an algorithm. The algorithm employs sparse libraries, whose size grows much more slowly with number of species than a conventional library. The method was demonstrated by fitting synthetic "experimental" spectra containing 4 resonant species (N2, O2, H2 and CO2), both with noise and without it, and by fitting experimental spectra from a H2-air flame produced by a Hencken burner. In both studies, weighted least squares fitting of signal, as opposed to least squares fitting signal or square-root signal, was shown to produce the least random error and minimize bias error in the fitted parameters.

Cutler, Andrew D.↗

An Improved Weighted Least Squares Algorithm for the Analysis of Strain-Gage Balance Calibration Data

An improved version of an algorithm is presented that uses a weighted least squares fit of balance calibration data for the generation of the balance load prediction equations. The weighted least squares fit assigns a weighting factor between zero and one to each calibration data point that depends on a simple count of the number of intentionally loaded balance gages. The greater the number of the loaded gages is, the smaller a data point's weighting factor becomes. This strategy has two advantages. First, single-component loads become more influential during the regression analysis of the calibration data. In addition, the negative influence of load schedule asymmetries on the regression analysis results can more effectively be controlled. The original algorithm of 2017 was improved in 2020. Now, gage output differences relative to the natural zeros are exclusively used as input for the determination of the number of intentionally loaded gages. The improved weighted least squares fit can be applied with both the Non-Iterative Method and the Iterative Method that are used for the balance load prediction in the aerospace testing community. Machine calibration data of a force balance is used to illustrate benefits of the application of the improved weighted least squares fit of balance calibration data.

strain-gage balance↗

Retrieval Algorithm for the Column CO2 Mixing Ratio from Pulsed Multi-Wavelength Lidar Measurements

The retrieval algorithm for the column mixing ratio of CO2 from the measurements of a pulsed multi-wavelength integrated path differential absorption (IPDA) lidar is described. The lidar samples the shape of the 1572.33 nm CO2 absorption line at 15 or 30 wavelengths. The algorithm uses a least-squares fit between the CO2 line shape computed from a layered 10 atmosphere model to that sampled by the lidar. In addition to the column average CO2 dry air mole fraction (XCO2), several other parameters are also solved simultaneously from the fit. These include the Doppler shift in the received laser signal wavelengths, the product of the surface reflectivity and atmospheric transmission and a linear trend in the lidar receiver’s spectral response. The algorithm can also be used to solve for the average water vapor mixing ratio, which causes a secondary absorption in the wings of the CO2 absorption line under high humidity conditions. The least-squares fit is linearized about the 15 expected XCO2 value which allows the use of a standard linear least-squares fitting method and software tools. The standard deviation of the retrieved XCO2 is obtained from covariance matrix of the fit. An averaging kernel is defined similarly to that used for passive trace-gas sounding. Examples are presented of using the algorithm to retrieve XCO2 from the measurements from NASA Goddard’s airborne CO2 Sounder lidar made at a constant altitude and during spiral-down maneuvers.

Xiaoli Sun↗

Method of Characteristics Calculations and Computer Code for Materials with Arbitrary Equations of State and Using Orthogonal Polynomial Least Square Surface Fits

A numerical scheme using the method of characteristics to calculate the flow properties and pressures behind decaying shock waves for materials under hypervelocity impact is developed. Time-consuming double interpolation subroutines are replaced by a technique based on orthogonal polynomial least square surface fits. Typical calculated results are given and compared with the double interpolation results. The complete computer program is included.

Chang, T. S.↗