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At least 19 records

Statistical Orbit Determination using the Particle Filter for Incorporating Non-Gaussian Uncertainties

The tracking of space objects requires frequent and accurate monitoring for collision avoidance. As even collision events with very low probability are important, accurate prediction of collisions require the representation of the full probability density function (PDF) of the random orbit state. Through representing the full PDF of the orbit state for orbit maintenance and collision avoidance, we can take advantage of the statistical information present in the heavy tailed distributions, more accurately representing the orbit states with low probability. The classical methods of orbit determination (i.e. Kalman Filter and its derivatives) provide state estimates based on only the second moments of the state and measurement errors that are captured by assuming a Gaussian distribution. Although the measurement errors can be accurately assumed to have a Gaussian distribution, errors with a non-Gaussian distribution could arise during propagation between observations. Moreover, unmodeled dynamics in the orbit model could introduce non-Gaussian errors into the process noise. A Particle Filter (PF) is proposed as a nonlinear filtering technique that is capable of propagating and estimating a more complete representation of the state distribution as an accurate approximation of a full PDF. The PF uses Monte Carlo runs to generate particles that approximate the full PDF representation. The PF is applied in the estimation and propagation of a highly eccentric orbit and the results are compared to the Extended Kalman Filter and Splitting Gaussian Mixture algorithms to demonstrate its proficiency.

Mashiku, Alinda↗

Non-Gaussian Ensemble Filtering and Adaptive Inflation for Soil Moisture Data Assimilation

The rank histogram filter (RHF) and the ensemble Kalman filter (EnKF) are assessed for soil moisture estimation using perfect model (identical twin) synthetic data assimilation experiments. The primary motivation is to gauge the impact on analysis quality attributable to the consideration of non-Gaussian forecast error distributions. Using the NASA Catchment land surface model, the two filters are compared at 18 globally-distributed single-catchment locations for a 10-year experiment period. It is shown that both filters yield adequate estimates of soil moisture, with the RHF having a small but significant performance advantage. Most notably, the RHF systematically increases the normalized information contribution (NIC) score of the mean absolute bias by 0.05 over that of the EnKF for surface, root-zone and profile soil moisture. The RHF also increases the NIC score for the anomaly correlation of surface soil moisture by 0.02 over that of the EnKF (at a 5% significance level). Results also demonstrate that the performance of both filters is somewhat improved when the ensemble priors are adaptively inflated to offset the negative effects of systematic errors.

Soil moisture↗

Non-Gaussian Ensemble Filtering and Adaptive Inflation for Soil Moisture Data Assimilation

The rank histogram filter (RHF) and the ensemble Kalman filter (EnKF) are assessed for soil moisture estimation using perfect model (identical twin) synthetic data assimilation experiments. The primary motivation is to gauge the impact on analysis quality attributable to the consideration of non-Gaussian forecast error distributions. Using the NASA Catchment land surface model, the two filters are compared at 18 globally distributed single-catchment locations for a 10-yr experiment period. It is shown that both filters yield adequate estimates of soil moisture, with the RHF having a small but significant performance advantage. Most notably, the RHF consistently increases the normalized information contribution (NIC) score of the mean absolute bias by 0.05 over that of the EnKF for surface, root-zone, and profile soil moisture. The RHF also increases the NIC score for the anomaly correlation of surface soil moisture by 0.02 over that of the EnKF (at a 5% significance level). Results additionally demonstrate that the performance of both filters is somewhat improved when the ensemble priors are adaptively inflated to offset the negative effects of systematic errors.

Rolf Reichle↗

Power Measurement Errors on a Utility Aircraft

Extensive flight test data obtained from two recent performance tests of a UH 60A aircraft are reviewed. A power difference is calculated from the power balance equation and is used to examine power measurement errors. It is shown that the baseline measurement errors are highly non-Gaussian in their frequency distribution and are therefore influenced by additional, unquantified variables. Linear regression is used to examine the influence of other variables and it is shown that a substantial portion of the variance depends upon measurements of atmospheric parameters. Correcting for temperature dependence, although reducing the variance in the measurement errors, still leaves unquantified effects. Examination of the power difference over individual test runs indicates significant errors from drift, although it is unclear how these may be corrected. In an idealized case, where the drift is correctable, it is shown that the power measurement errors are significantly reduced and the error distribution is Gaussian. A new flight test program is recommended that will quantify the thermal environment for all torque measurements on the UH 60. Subsequently, the torque measurement systems will be recalibrated based on the measured thermal environment and a new power measurement assessment performed.

Bousman, William G.↗

Performance Metrics for the Assessment of Satellite Data Products: An Ocean Color Case Study

Performance assessment of ocean color satellite data has generally relied on statistical metrics chosen for their common usage and the rationale for selecting certain metrics is infrequently explained. Commonly reported statistics based on mean squared errors, such as the coefficient of determination (r2), root mean square error, and regression slopes, are most appropriate for Gaussian distributions without outliers and, therefore, are often not ideal for ocean color algorithm performance assessment, which is often limited by sample availability. In contrast, metrics based on simple deviations, such as bias and mean absolute error, as well as pair-wise comparisons, often provide more robust and straightforward quantities for evaluating ocean color algorithms with non-Gaussian distributions and outliers. This study uses a SeaWiFS chlorophyll-a validation data set to demonstrate a framework for satellite data product assessment and recommends a multimetric and user-dependent approach that can be applied within science, modeling, and resource management communities.

remote sensing↗

Kepler Observations of Rapid Optical Variability in the BL Lac Object W2r192+42

We present the first Kepler monitoring of a strongly variable BL Lac, W2R1926+42. The light curve covers 181 days with approx. 0.2% errors, 30 minute sampling and >90% duty cycle, showing numerous delta-I/I > 25% flares over timescales as short as a day. The flux distribution is highly skewed and non-Gaussian. The variability shows a strong rms-flux correlation with the clearest evidence to date for non-linearity in this relation. We introduce a method to measure periodograms from the discrete autocorrelation function, an approach that may be well-suited to a wide range of Kepler data. The periodogram is not consistent with a simple power-law, but shows a flattening at frequencies below 7x10(exp -5) Hz. Simple models of the power spectrum, such as a broken power law, do not produce acceptable fits, indicating that the Kepler blazar light curve requires more sophisticated mathematical and physical descriptions than currently in use.

galaxies↗

Sequential Kalman tuning of the t -preconditioned Crank-Nicolson algorithm: efficient, adaptive and gradient-free inference for Bayesian inverse problems

Ensemble Kalman Inversion (EKI) has been proposed as an efficient method for the approximate solution of Bayesian inverse problems with expensive forward models. However, when applied to the Bayesian inverse problem EKI is only exact in the regime of Gaussian target measures and linear forward models. Here, in this work we propose embedding EKI and Flow Annealed Kalman Inversion, its normalizing flow (NF) preconditioned variant, within a Bayesian annealing scheme as part of an adaptive implementation of the t-preconditioned Crank-Nicolson (tpCN) sampler. The tpCN sampler differs from standard pCN in that its proposal is reversible with respect to the multivariate t-distribution. The more flexible tail behaviour allows for better adaptation to sampling from non-Gaussian targets. Within our Sequential Kalman Tuning (SKT) adaptation scheme, EKI is used to initialize and precondition the tpCN sampler for each annealed target. The subsequent tpCN iterations ensure particles are correctly distributed according to each annealed target, avoiding the accumulation of errors that would otherwise impact EKI. We demonstrate the performance of SKT for tpCN on three challenging numerical benchmarks, showing significant improvements in the rate of convergence compared to adaptation within standard SMC with importance weighted resampling at each temperature level, and compared to similar adaptive implementations of standard pCN. The SKT scheme applied to tpCN offers an efficient, practical solution for solving the Bayesian inverse problem when gradients of the forward model are not available. Code implementing the SKT schemes for tpCN is available at https://github.com/RichardGrumitt/KalmanMC.

97 MATHEMATICS AND COMPUTING↗

Type Ia Supernova Growth-rate Measurement with LSST Simulations: Intrinsic Scatter Systematics

Measurement of the growth rate of structures (fσ 8 ) with Type Ia supernovae (SNe Ia) will improve our understanding of the nature of dark energy and enable tests of general relativity. In this paper, we generate simulations of the 10 yr SN Ia data set of the Rubin-LSST survey, including a correlated velocity field from an N-body simulation and realistic models of SNe Ia properties and their correlations with host-galaxy properties. We find, similar to SN Ia analyses that constrain the dark energy equation-of-state parameters w 0 w a , that constraints on fσ 8 can be biased depending on the intrinsic scatter of SNe Ia. While for the majority of intrinsic scatter models we recover fσ 8 with a precision of ∼13%–14%, for the most realistic dust-based model, we find that the presence of non-Gaussianities in Hubble diagram residuals leads to a bias on fσ 8 of ∼ −20%. When trying to correct for the dust-based intrinsic scatter, we find that the propagation of the uncertainty on the model parameters does not significantly increase the error on fσ 8 . We also find that while the main component of the error budget of fσ 8 is the statistical uncertainty (>75% of the total error budget), the systematic error budget is dominated by the uncertainty on the damping parameter, σ u , that gives an empirical description of the effect of redshift space distortions on the velocity power spectrum. Our results motivate a search for new methods to correct for the non-Gaussian distribution of the Hubble diagram residuals, as well as an improved modeling of the damping parameter.

Carreres, Bastien [Duke Univ., Durham, NC (United ↗

[Activities of Space Telescope Science Institute with the Hubble Space Telescope]

A number of studies, especially in recent years with the Hubble Space Telescope's (HST) Goddard High Resolution Spectrograph (GHRS), have been presented on the UV line profiles of late-type stars. Generally, these consist of a few "snapshot" spectra of several different key diagnostic emission lines. From this it has become clear that many active stars possess non-gaussian line profiles. Unlike the case with AR Lac, observed with IUE, no assymetric profile has been clearly identified that results from an inhomogeneous surface temperature or density distribution. In 1993 we attempted to observe the RS CVn binary V711 Tau at several phases with the GHRS in a number of UV bandpasses in order to study profile variations as a function of phase. Unfortunately, scheduling problems, pointing errors, continuous flaring and the sparse and uneven phase sampling prevented us from achieving the primary goal. However, it is clear that a number of UV lines in the system, notably C IV, Si IV and Mg II show very extended emission out to several hundred km/s. The profiles were also clearly variable. Vilhu et al. (1997) and Walter et al. (1995) conducted a campaign on the rapidly rotating, single star AB Dor, where they observed C IV continuously for 14 hours. They found extended, non-gaussian emission in the C IV doublet and that Doppler images derived from these images were remarkably similar to the simultaneous spot-image. In a follow up study of V711 Tau we have observed another RS CVn with complete phase coverage in three key wavelength bandpasses, utilizing the ability of HST to observe some stars at high latitudes in uninterrupted fashion. Generally classified as an RS CVn, V824 Ara (HD 155555) consists of a G5 IV star in a short period orbit (P=ld.68) with a K0 V-IV companion. However, the system does not eclipse and therefore does not rigorously fit the Hall (1976) definition. There is also a visual M star companion (LDS587B) 33 arcsec away. The space velocities of the stars suggests that the binary is part of the young disk population which agrees with the high Li I lambda 6708 abundance. With the M star companion showing very high levels of activity it seems likely that the V824 Ara +LDS587B system is pre-main sequence. With rotational velocities of 37 km/s and 29 km/s for the G and K star components respectively, the system is very similar to V711 Tau. Photometric observations by Cutispoto (1993) show an amplitude, delta V approx. = 0.12 with a period equal to the orbital value derived by Pasquini et at. (1991). Dempsey et al. (1993a) found a PSPC X-ray luminosity of 2.74 x 10(exp 30)erg/s. Two-temperature coronal models were applied to the PSPC X-ray pulse-height spectra by Dempsey et al. (1993b). They found that the lower temperature component was consistent with the full sample of RS CVn binaries studied but that the hot component was slightly lower than the sample as a whole. Moderate Ca II H and K emission, filled in H alpha and radio emission are also consistent with this being a fairly active, short period binary system.

Dempsey, Robert C.↗

Desensitized Optimal Filtering and Sensor Fusion Toolkit

Analytical Mechanics Associates, Inc., has developed a software toolkit that filters and processes navigational data from multiple sensor sources. A key component of the toolkit is a trajectory optimization technique that reduces the sensitivity of Kalman filters with respect to model parameter uncertainties. The sensor fusion toolkit also integrates recent advances in adaptive Kalman and sigma-point filters for non-Gaussian problems with error statistics. This Phase II effort provides new filtering and sensor fusion techniques in a convenient package that can be used as a stand-alone application for ground support and/or onboard use. Its modular architecture enables ready integration with existing tools. A suite of sensor models and noise distribution as well as Monte Carlo analysis capability are included to enable statistical performance evaluations.

Karlgaard, Christopher D.↗

Earth System Reanalysis in Support of Climate Model Improvements

Recent climate model developments, established through increased model resolution, have led to substantial improvements in model simulations of the time-evolving, coupled Earth system and its subcomponents. However, regardless of resolution, climate models will always produce climate features and variability that differ from the real world and will be prone to biases. This is due to many remaining uncertainties, such as in parametric and structural model uncertainty, in the initial conditions prescribed, and in the prescribed (scenario) forcing which varies on decadal to centennial timescales. Further model improvements are expected to arise specifically from improved representation of physical processes realized through model-data fusion. This will create an unprecedented opportunity to better exploit a large array of Earth observations, from in situ measurements to weather radars and satellite observations, as the resolved scales of the models approach those of the observations. For this, climate DA will be the central tool to bring models and observations into consistency, by improving initial conditions, inferring uncertain model parameters and structure, and quantifying uncertainty. Generally, there will be advantages and complementarities of adjoint-based smoother approaches, ensemble-based filter approaches, or new ML-inspired approaches. Yet, the ever-increasing model resolution will present growing challenges arising from computational cost, calling for new ways of performing data assimilation and model optimization. Using the complementarity in a hybrid approach, blending tools and concepts from variational, ensemble and ML methods might be what is required in the future. In this context ML could be important to handle non-linear responses, and to better approximate non-Gaussian distributions.

54 ENVIRONMENTAL SCIENCES↗

Gaussian statistics of the cosmic microwave background: Correlation of temperature extrema in the COBE DMR two-year sky maps

We use the two-point correlation function of the extrema points (peaks and valleys) in the Cosmic Background Explorer (COBE) Differential Microwave Radiometers (DMR) 2 year sky maps as a test for non-Gaussian temperature distribution in the cosmic microwave background anisotropy. A maximum-likelihood analysis compares the DMR data to n = 1 toy models whose random-phase spherical harmonic components a(sub lm) are drawn from either Gaussian, chi-square, or log-normal parent populations. The likelihood of the 53 GHz (A+B)/2 data is greatest for the exact Gaussian model. There is less than 10% chance that the non-Gaussian models tested describe the DMR data, limited primarily by type II errors in the statistical inference. The extrema correlation function is a stronger test for this class of non-Gaussian models than topological statistics such as the genus.

Kogut, A.↗

Suppressing the sample variance of DESI-like galaxy clustering with fast simulations

Ongoing and upcoming galaxy redshift surveys, such as the Dark Energy Spectroscopic Instrument (DESI) survey, will observe vast regions of sky and a wide range of redshifts. In order to model the observations and address various systematic uncertainties, N-body simulations are routinely adopted, however, the number of large simulations with sufficiently high mass resolution is usually limited by available computing time. Therefore, achieving a simulation volume with the effective statistical errors significantly smaller than those of the observations becomes prohibitively expensive. In this study, we apply the Convergence Acceleration by Regression and Pooling (CARPool) method to mitigate the sample variance of the DESI-like galaxy clustering in the AbacusSummit simulations, with the assistance of the quasi-N-body simulations FastPM. Based on the halo occupation distribution (HOD) models, we construct different FastPM galaxy catalogs, including the luminous red galaxies (LRGs), emission line galaxies (ELGs), and quasars, with their number densities and two-point clustering statistics well matched to those of AbacusSummit. We also employ the same initial conditions between AbacusSummit and FastPM to achieve high cross-correlation, as it is useful in effectively suppressing the variance. Our method of reducing noise in clustering is equivalent to performing a simulation with volume larger by a factor of 5 and 4 for LRGs and ELGs, respectively. We also mitigate the standard deviation of the LRG bispectrum with the triangular configurations k 2 = 2k 1 = 0.2 h Mpc -1 by a factor of 1.6. With smaller sample variance on galaxy clustering, we are able to constrain the baryon acoustic oscillations (BAO) scale parameters to higher precision. The CARPool method will be beneficial to better constrain the theoretical systematics of BAO, redshift space distortions (RSD) and primordial non-Gaussianity (NG).

79 ASTRONOMY AND ASTROPHYSICS↗

Minimum entropy filtering for a single output non-Gaussian stochastic system using state transformation

This paper presents a novel filter design for the single-output stochastic non-linear systems subjected to non-Gaussian noises and the proposed assumptions. Based on a state transformation, the unmeasurable states of the systems can be estimated where non-linear terms in the systems have been eliminated. It has been shown that the estimation error is linearly dynamical regarding to the presented vector-valued filter gain which can be optimised by minimising the entropy-based performance criterion. In addition, the convergence of the presented algorithm is analysed in mean-square sense and a numerical example is given to verify the effectiveness of the presented filtering algorithm. Meanwhile, the extended Kalman filter, unscented particle filter and minimum entropy filter are given for the comparisons of the filtering performance. Following the presented framework, some extensions of the presented filtering algorithm are discussed to indicate the flexibility of the filter design. The contribution of this paper can be summarised as establishing a novel minimum entropy filtering framework which consists of model transformation, entropy optimisation and convergence analysis.

42 ENGINEERING↗

Signal-preserving CMB component separation with machine learning

Analysis of microwave sky signals, such as the cosmic microwave background, often requires component separation using multifrequency methods, whereby different signals are isolated according to their different frequency behaviors. Many so-called blind methods, such as the internal linear combination (ILC), make minimal assumptions about the spatial distribution of the signal or contaminants, and only assume knowledge of the frequency dependence of the signal. The ILC produces a minimum-variance linear combination of the measured frequency maps. In the case of Gaussian, statistically isotropic fields, this is the optimal linear combination, as the variance is the only statistic of interest. However, in many cases the signal we wish to isolate, or the foregrounds we wish to remove, are non-Gaussian and/or statistically anisotropic (in particular for the case of Galactic foregrounds). In such cases, it is possible that machine learning (ML) techniques can be used to exploit the non-Gaussian features of the foregrounds and thereby improve component separation. However, many ML techniques require the use of complex, difficult-to-interpret operations on the data. We propose a hybrid method whereby we train an ML model using only combinations of the data that , and combine the resulting ML-predicted foreground estimate with the ILC solution to reduce the error from the ILC. We demonstrate our methods on simulations of extragalactic temperature and Galactic polarization foregrounds and show that our ML model can exploit non-Gaussian features, such as point sources and spatially varying spectral indices, to produce lower-variance maps than ILC—e.g., reducing the variance of the B-mode residual by factors of up to 5—while preserving the signal of interest in an unbiased manner. Moreover, we often find improved performance even when applying our ML technique to foreground models on which it was not trained. Published by the American Physical Society 2025

McCarthy, Fiona (ORCID:0000000253893565)↗

A comparison of theoretical and experimental video compression designs

This paper compares theoretical and experimental picture compression designs, for images processed in 8 x 8 blocks using the Walsh-Hadamard transform (WHT). The optimum picture compression design is well known, if the mean-square error (mse) is used as the measure of distortion, and if it is assumed that the video process is a stationary first-order Markov process with a Gaussian distribution. This theoretical design gives useful results when the transform processing is done on full pictures, but gives inferior results (relative to empirical design) when transform processing is done on small 8 x 8 blocks. The use of non-Gaussian distributions for the transform components fails to improve this poor performance, which is due to the nonstationary nature of the video process. An experimentally based design procedure, which considers nonstationarity, yields significantly improved mse and subjective performance.

Jones, H. W., Jr.↗

Five-Year Wilkinson Microwave Anisotropy Probe Observations: Data Processing, Sky Maps, and Basic Results

We present new full-sky temperature and polarization maps in five frequency bands from 23 to 94 GHz, based on data from the first five years of the Wilkinson Microwave Anisotropy Probe (WMAP) sky survey. The new maps are consistent with previous maps and are more sensitive. The five-year maps incorporate several improvements in data processing made possible by the additional years of data and by a more complete analysis of the instrument calibration and in-flight beam response. We present several new tests for systematic errors in the polarization data and conclude that W-band polarization data is not yet suitable for cosmological studies, but we suggest directions for further study. We do find that Ka-band data is suitable for use; in conjunction with the additional years of data, the addition of Ka band to the previously used Q- and V-band channels significantly reduces the uncertainty in the optical depth parameter, tau. Further scientific results from the five-year data analysis are presented in six companion papers and are summarized in Section 7 of this paper. With the five-year WMAP data, we detect no convincing deviations from the minimal six-parameter ACDM model: a flat universe dominated by a cosmological constant, with adiabatic and nearly scale-invariant Gaussian fluctuations. Using WMAP data combined with measurements of Type Ia supernovae and Baryon Acoustic Oscillations in the galaxy distribution, we find (68% CL uncertainties): OMEGA(sub b)h(sup 2) = 0.02267(sup +0.00058)(sub -0.00059), OMEGA(sub c)h(sup 2) = 0.1131 plus or minus 0.0034, OMEGA(sub logical and) = 0.726 plus or minus 0.015, ns = .960 plus or minus 0.013, tau = 0.84 plus or minus 0.016, and DELTA(sup 2)(sub R) = (22.445 plus or minus 0.096) x 10(exp -9) at k = 0.002 Mpc(exp -1). From these we derive sigma(sub 8) = 0.812 plus or minus 0.026, H(sub 0) = 70.5 plus or minus 1.3 kilometers per second Mpc(exp -1), OMEGA(sub b) = 0.0456 plus or minus 0.0015, OMEGA(sub c) = .228 plus or minus 0.013, OMEGA(sub m)h(sup 2) = 0.1358(sup +0.0037)(sub -0.0036), z reion = 10.9 plus or minus 1.4, and t(sub 0) = 13.72 plus or minus 0.12 Gyr. The new limit on the tensor-to-scalar ration is r less than 0.22 (95% CL), while the evidence for a running spectral index is insignificant, dn(sub s)/d ln k = -0.028 plus or minus 0.020 (68% CL). We obtain tight, simultaneous limits on the (constant) dark energy equation of state and the spatial curvature of the universe: -0.14 less than 1 + w less than 0.12 (95% CL) and -0.0179 less than OMEGA(sub k) less than 0.0081 (95% CL). The number of relativistic degrees of freedom, expressed in units of the effective number of neutrino species, is found to be N(sub eff) = 4.4 plus or minus 1.5 (69% CL), consistent with the standard value of 3.04. Models with N(sub eff) = 0 are disfavored at greater than 99% confidence. Finally, new limits on physically motivated primordial non-Gaussianity parameters are -9 less than f(sup local)(sub NL) less than 111 (95% CL) and -151 less than f(sup equal)(sub NL) less than 253 (95% CL) for the local and equilateral models, respectively.

Hinshaw, G.↗