Frequency-response identification of XV-15 tilt-rotor aircraft dynamics

The timely design and development of the next generation of tilt-rotor aircraft (JVX) depend heavily on the in-depth understanding of existing XV-15 dynamics and the availability of fully validated simulation models. Previous studies have considered aircraft and simulation trim characteristics, but analyses of basic flight vehicle dynamics were limited to qualitative pilot evaluation. The present study has the following objectives: documentation and evaluation of XV-15 bare-airframe dynamics; comparison of aircraft and simulation responses; and development of a validated transfer-function description of the XV-15 needed for future studies. A nonparametric frequency-response approach is used which does not depend on assumed model order or structure. Transfer-function representations are subsequently derived which fit the frequency responses in the bandwidth of greatest concern for piloted handling-qualities and control-system applications

Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications

The monograph investigates the misapplication of conventional statistical techniques to fat tailed distributions and looks for remedies, when possible. Switching from thin tailed to fat tailed distributions requires more than "changing the color of the dress". Traditional asymptotics deal mainly with either n=1 or $n=\infty$, and the real world is in between, under of the "laws of the medium numbers" --which vary widely across specific distributions. Both the law of large numbers and the generalized central limit mechanisms operate in highly idiosyncratic ways outside the standard Gaussian or Levy-Stable basins of convergence. A few examples: + The sample mean is rarely in line with the population mean, with effect on "naive empiricism", but can be sometimes be estimated via parametric methods. + The "empirical distribution" is rarely empirical. + Parameter uncertainty has compounding effects on statistical metrics. + Dimension reduction (principal components) fails. + Inequality estimators (GINI or quantile contributions) are not additive and produce wrong results. + Many "biases" found in psychology become entirely rational under more sophisticated probability distributions + Most of the failures of financial economics, econometrics, and behavioral economics can be attributed to using the wrong distributions. This book, the first volume of the Technical Incerto, weaves a narrative around published journal articles