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NASA NTRS2012

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↗

NASA NTRS2023

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↗

NASA NTRSDate not supplied

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↗

NASA NTRS2002

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.↗

NASA NTRS2018

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↗

NASA NTRS2013

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↗

NASA NTRS1998

[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.↗

NASA NTRS2015

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.↗

NASA NTRS1995

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.↗

NASA NTRS1979

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.↗

NASA NTRS2010

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.↗

NASA NTRS2012

Impact of Non-Gaussian Error Volumes on Conjunction Assessment Risk Analysis

An understanding of how an initially Gaussian error volume becomes non-Gaussian over time is an important consideration for space-vehicle conjunction assessment. Traditional assumptions applied to the error volume artificially suppress the true non-Gaussian nature of the space-vehicle position uncertainties. For typical conjunction assessment objects, representation of the error volume by a state error covariance matrix in a Cartesian reference frame is a more significant limitation than is the assumption of linearized dynamics for propagating the error volume. In this study, the impact of each assumption is examined and isolated for each point in the volume. Limitations arising from representing the error volume in a Cartesian reference frame is corrected by employing a Monte Carlo approach to probability of collision (Pc), using equinoctial samples from the Cartesian position covariance at the time of closest approach (TCA) between the pair of space objects. A set of actual, higher risk (Pc >= 10 (exp -4)+) conjunction events in various low-Earth orbits using Monte Carlo methods are analyzed. The impact of non-Gaussian error volumes on Pc for these cases is minimal, even when the deviation from a Gaussian distribution is significant.

Ghrist, Richard W.↗