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Results for “SEQUENTIAL ANALYSIS”

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At least 19 records

Tracking and navigational accuracy analysis

Sequential estimation with process noise for processing DSN tracking data during planetary orbiter missions and Doppler determinations of polar motion using satellites

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Uncertainty Reduction using Bayesian Inference and Sensitivity Analysis: A Sequential Approach to the NASA Langley Uncertainty Quantification Challenge

This paper presents a computational framework for uncertainty characterization and propagation, and sensitivity analysis under the presence of aleatory and epistemic un- certainty, and develops a rigorous methodology for efficient refinement of epistemic un- certainty by identifying important epistemic variables that significantly affect the overall performance of an engineering system. The proposed methodology is illustrated using the NASA Langley Uncertainty Quantification Challenge (NASA-LUQC) problem that deals with uncertainty analysis of a generic transport model (GTM). First, Bayesian inference is used to infer subsystem-level epistemic quantities using the subsystem-level model and corresponding data. Second, tools of variance-based global sensitivity analysis are used to identify four important epistemic variables (this limitation specified in the NASA-LUQC is reflective of practical engineering situations where not all epistemic variables can be refined due to time/budget constraints) that significantly affect system-level performance. The most significant contribution of this paper is the development of the sequential refine- ment methodology, where epistemic variables for refinement are not identified all-at-once. Instead, only one variable is first identified, and then, Bayesian inference and global sensi- tivity calculations are repeated to identify the next important variable. This procedure is continued until all 4 variables are identified and the refinement in the system-level perfor- mance is computed. The advantages of the proposed sequential refinement methodology over the all-at-once uncertainty refinement approach are explained, and then applied to the NASA Langley Uncertainty Quantification Challenge problem.

Uncertainty

Sequential decision analysis for nonstationary stochastic processes

A formulation of the problem of making decisions concerning the state of nonstationary stochastic processes is given. An optimal decision rule, for the case in which the stochastic process is independent of the decisions made, is derived. It is shown that this rule is a generalization of the Bayesian likelihood ratio test; and an analog to Wald's sequential likelihood ratio test is given, in which the optimal thresholds may vary with time.

Schaefer, B.

Data Assimilation in the Presence of Forecast Bias: The GEOS Moisture Analysis

We describe the application of the unbiased sequential analysis algorithm developed by Dee and da Silva (1998) to the GEOS DAS moisture analysis. The algorithm estimates the persistent component of model error using rawinsonde observations and adjusts the first-guess moisture field accordingly. Results of two seasonal data assimilation cycles show that moisture analysis bias is almost completely eliminated in all observed regions. The improved analyses cause a sizable reduction in the 6h-forecast bias and a marginal improvement in the error standard deviations.

Dee, Dick P.

A sequential approach to multivariable stability robustness analysis

In sequential loop closure, the importance of evaluating the stability and stability robustness at the intermediate loop closures is well known, yet how the stability and stability robustness evaluated at the intermediate steps contribute to the stability and stability robustness of the overall feedback system must be developed. An analysis of the complete feedback system reveals the multivariable Nyquist contributions from the intermediate loop closures. It is also shown that the results greatly simplify if frequency separation exists between the intermediate loops. The analysis is presented with a two-step loop closure procedure using 'inner' and 'outer' loops which can be generalized to multi-step situations. The control of the longitudinal dynamics of an aircraft is addressed to further clarify and demonstrate the results.

Newman, Brett

Analysis of lunar samples for carbon compounds.

Description of one approach to the analysis for carbon compounds in lunar materials from the Apollo 11 mission. The sequential scheme followed generally accepted organic geochemical practices, but was unusual in its application to a single sample. The procedures of the scheme were designed to minimize handling of the solids and extracts or hydrolysates. The solid lunar sample was retained in all steps of the sequential analysis in the vessel in which it was originally placed. Centrifugation was used to separate solid and liquid phases after extraction or refluxing. Liquids were recovered from solids by decantation.

Kvenvolden, K. A.

Comparison between variable and fixed dwell-time PN acquisition algorithms

Pseudo noise (PN) spread spectrum systems require a very accurate alignment between the PN code epochs at the transmitter and receiver. This synchronism is typically established through a two-step algorithm, including a coarse synchronization procedure and a fine synchronization procedure. A standard approach for the coarse synchronization is a sequential search over all code phases. The measurement of the power in the filtered signal is used to either accept or reject the code phase under test as the phase of the received PN code. This acquisition strategy, called a single dwell-time system, has been analyzed by Holmes and Chen (1977). A synopsis of the field of sequential analysis as it applies to the PN acquisition problem is provided. From this, the implementation of the variable dwell time algorithm as a sequential probability ratio test is developed. The performance of this algorithm is compared to the optimum detection algorithm and to the fixed dwell-time system.

Braun, W. R.

Techniques for the analysis of gases sequentially released from lunar samples

Description of two methods for the analysis of light gases that are sequentially evolved from 2 to 10 mg of lunar sample. A hydrofluoric acid hydrolysis of lunar material is achieved by repeated exposure of the sample to hydrogen fluoride. In the second technique, gases are evolved from lunar samples by the stepwise heating of these samples to 1400 C. The gases evolved by either hydrolysis or pyrolysis are analyzed in a gas chromatographic system using a helium ionization detector. The sensitivities of this detector for the gases, as analyzed, range from 20 picograms/sec for hydrogen to 0.2 picogram/sec for carbon dioxide.

Desmarais, D. J.

An adaptive technique for a redundant-sensor navigation system.

An on-line adaptive technique is developed to provide a self-contained redundant-sensor navigation system with a capability to utilize its full potentiality in reliability and performance. This adaptive system is structured as a multistage stochastic process of detection, identification, and compensation. It is shown that the detection system can be effectively constructed on the basis of a design value, specified by mission requirements, of the unknown parameter in the actual system, and of a degradation mode in the form of a constant bias jump. A suboptimal detection system on the basis of Wald's sequential analysis is developed using the concept of information value and information feedback. The developed system is easily implemented, and demonstrates a performance remarkably close to that of the optimal nonlinear detection system. An invariant transformation is derived to eliminate the effect of nuisance parameters such that the ambiguous identification system can be reduced to a set of disjoint simple hypotheses tests. By application of a technique of decoupled bias estimation in the compensation system the adaptive system can be operated without any complicated reorganization.

Chien, T.-T.

Failure detection by pilots during automatic landing: Models and experiments

A model of the pilot as a monitor of instrument failures during automatic landing is proposed. The failure detection model consists of two stages: a linear estimator (Kalman Filter) and a decision mechanism which is based on sequential analysis. The filter equations are derived from a simplified version of the linearized dynamics of the airplane and the control loop. The perceptual observation noise is modelled to include the effects of the partition of attention among the several instruments. The final result is a simple model consisting of a high pass filter to produce the observation residuals, and a decision function which is a pure integration of the residuals minus a bias term. The dynamics of a Boeing 707 were used to simulate the fully coupled final approach in a fixed base simulator which also included failures in the airspeed, glideslope, and localizer indicators. Subjects monitored the approaches and detected the failures; their performance was compared with the predictions of the model with good agreement between the experimental data and the model.

Gai, E. G.

A model of the human observer in failure detection tasks

A model for the human observer in failure detection tasks is proposed which consists of two stages: a linear estimator and a decision mechanism. The estimator is a Kalman filter, and the decision mechanism, which is based on Wald's sequential analysis, leads to a decision function which is the integration of the filter residuals. The final result is a simple detection system which depends on only three parameters, and the sensitivity of the model to these parameters is analyzed. The results of an experiment designed to test the validity of the model are reported. The question of open and closed decision intervals as well as the generalization of the model to more complicated cases is discussed.

Gai, E. G.

Regional myocardial shape and dimensions of the working isolated canine left ventricle

Angiographic experiments were performed on isolated canine left ventricle preparations using donor dog to supply blood to the coronary circulation via a rotary pump to control coronary flow. The angiographic record was transferred from video tape to video disk for detailed uninterrupted sequential analysis at a frequency of 60 fields/sec. It is shown that the use of a biplane X-ray technique and a metabolically supported isolated canine left ventricle preparation provides an angiographically ideal means of measuring the mechanical dynamics of the myocardium while the intact left ventricular myocardial structure and electrical activation pattern retain most of the in situ ventricular characteristics. In particular, biplane X-ray angiography of the left ventricle can provide estimates of total ventricular function such as ejection fraction, stroke volume, and myocardial mass correct to within 15% under the angiographically ideal conditions of the preparation.

Ritman, E.