Title: Ensemble Kalman filter on high and infinite dimensional spaces Author: Mgr. Ivan Kasanický Department: Department of Probability and Mathematical Statistics Supervisor: doc. RNDr. Daniel Hlubinka, Ph.D., Department of Probability and Mathematical Statistics Consultant: prof. RNDr. Jan Mandel, CSc., Department of Mathematical and Statistical Sciences, University of Colorado Denver Abstract: The ensemble Kalman filter (EnKF) is a recursive filter, which is used in a data assimilation to produce sequential estimates of states of a hidden dynamical system. The evolution of the system is usually governed by a set of di↵erential equations, so one concrete state of the system is, in fact, an element of an infinite dimensional space. In the presented thesis we show that the EnKF is well defined on a infinite dimensional separable Hilbert space if a data noise is a weak random variable with a covariance bounded from below. We also show that this condition is su cient for the 3DVAR and the Bayesian filtering to be well posed. Additionally, we extend the already known fact that the EnKF converges to the Kalman filter in a finite dimension, and prove that a similar statement holds even in a infinite dimension. The EnKF su↵ers from a low rank approximation of a state covariance, so a covariance localization is required in...

Statisticians are interested in testing the structure of covariance matrices, especially under the high-dimensional scenario in which the dimensionality of data matrices exceeds the sample size. Many test statistics have been introduced to test whether the covariance matrix is equal to identity structure (<img src="http://www.diva-portal.org/cgi-bin/mimetex.cgi?H_%7B01%7D:%20%5CSigma%20=%20I_p" />), sphericity structure (<img src="http://www.diva-portal.org/cgi-bin/mimetex.cgi?H_%7B02%7D:%20%5CSigma%20=%20%5Csigma%5E2I_p" />) or diagonal structure (<img src="http://www.diva-portal.org/cgi-bin/mimetex.cgi?H_%7B03%7D:%20%5CSigma%20=%20diag(d_1,%20d_2,%5Cdots,d_p)" />). These test statistics work under the assumption that data follows the multivariate normal distribution. In our thesis work, we want to compare the performance of test statistics for each structure test under given assumptions and when the distributional assumption is violated, and compare the test sensitivity to outliers. We apply simulation studies with the help of significance level, power of test, and goodness of fit tests to evaluate the performance of structure test statistics. In conclusion, we identify the recommended test statistics that perform well under different scenarios. Moreover, we find out that the test statistics for the identity structure test are more sensitive to the changes of distribution assumptions and outliers compared with others. The test statistics for the diagonal structure test have a better tolerant to the change of the data matrices.

A novel trajectory and attitude control and navigation analysis tool for powered ascent is developed. The tool is capable of rapid trade-space analysis and is designed to ultimately reduce turnaround time for launch vehicle design, mission planning, and redesign work. It is streamlined to quickly determine trajectory and attitude control dispersions, propellant dispersions, orbit insertion dispersions, and navigation errors and their sensitivities to sensor errors, actuator execution uncertainties, and random disturbances. The tool is developed by applying both Monte Carlo and linear covariance analysis techniques to a closed-loop, launch vehicle guidance, navigation, and control (GN&C) system. The nonlinear dynamics and flight GN&C software models of a closed-loop, six-degree-of-freedom (6-DOF), Monte Carlo simulation are formulated and developed. The nominal reference trajectory (NRT) for the proposed lunar ascent trajectory is defined and generated. The Monte Carlo truth models and GN&C algorithms are linearized about the NRT, the linear covariance equations are formulated, and the linear covariance simulation is developed. The performance of the launch vehicle GN&C system is evaluated using both Monte Carlo and linear covariance techniques and their trajectory and attitude control dispersion, propellant dispersion, orbit insertion dispersion, and navigation error results are validated and compared. Statistical results from linear covariance analysis are generally within 10% of Monte Carlo results, and in most cases the differences are less than 5%. This is an excellent result given the many complex nonlinearities that are embedded in the ascent GN&C problem. Moreover, the real value of this tool lies in its speed, where the linear covariance simulation is 1036.62 times faster than the Monte Carlo simulation. Although the application and results presented are for a lunar, single-stage-to-orbit (SSTO), ascent vehicle, the tools, techniques, and mathematical formulations that are discussed are applicable to ascent on Earth or other planets as well as other rocket-powered systems such as sounding rockets and ballistic missiles.

Thesis (Elec.E. and S.M. in Electrical Engineering)--Joint Program in Applied Ocean Physics and Engineering (Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science; and the Woods Hole Oceanographic Institution), 2003. / "February 2003." / Includes bibliographical references (leaves 139-141). / by Andrea L. Kraay. / Elec.E.and S.M.in Electrical Engineering

No description available.

While variation analysis methods for compliant assemblies are not new, little has been done to include the effects of multi-step, fixtured assembly processes. This thesis introduces a new method to statistically analyze compliant part assembly processes using fixtures. This method, consistent with the FASTA method developed at BYU, yields both a mean and a variant solution. The method, called Piecewise-Linear Elastic Analysis, or PLEA, is developed for predicting the residual stress, deformation and springback variation in compliant assemblies. A comprehensive, step-by-step analysis map is provided. PLEA is validated on a simple, laboratory assembly and a more complex, production assembly. Significant modeling findings are reported as well as the comparison of the analytical to physical results.

No description available.

No description available.

No description available.

<p>Hypercholesterolemia is the presence of high levels of cholesterol in the blood, and it is one of the major factors for the development of long-term complications in T1D patients.</p> <p>In the thesis, we studied 1303 Caucasians with type 1 diabetes in the Diabetes Control and Complications Trial (DCCT). With the experience of diabetes study, many factors are associated with diabetes complications, they are age, gender, cohort, treatment, diabetes duration, body mass index (BMI), exercise, insulin dose, etc. We mainly focus on which factors are associated with total cholesterol (CHL) analysis in the thesis.</p> <p>Many measures were collected monthly, quarterly or yearly for average 6.5 years from 1983 to 1993. We used annually lipid measures of DCCT because of their values are sufficient and complete, and they belong to longitudinal data.</p> <p>Different methods are discussed in the study, and linear mixed effect models are the appropriate approach to the study. The details of model selection with CHL model analysis are shown, which includes fixed effect selection, random effects selection, and residual correlation structure selection. Then the SNPs were added on three models individually in GWAS. We found locus (rs7412) is not only genome-wide associated with CHL, but also genome-wide associated with LDL.</p> <p>We will assess whether these SNPs are diabetes-specific in the future, and we will add dietary data in the three models to identify locus are associated with the interaction of diet and SNPs.</p> / Master of Science (MSc)