Development of a technique for estimating noise covariances using multiple observers

Friedland's technique for estimating the unknown noise variances of a linear system using multiple observers has been extended by developing a general solution for the estimates of the variances, developing the statistics (mean and standard deviation) of these estimates, and demonstrating the solution on two examples

Do federal funds futures need adjustment for excess returns? a state-dependent approach

This paper utilizes a Markov-switching framework to model excess returns in federal funds futures contracts. This framework identifies a high-volatility state where excess returns are large, positive, and volatile and a low-volatility state where excess returns have a lower volatility and are small in absolute value. Federal funds futures rates require adjustment for excess returns only in the high-volatility state. Intermeeting rate cuts of the federal funds rate target always correspond with the high-volatility regime and can explain much of the variation in excess returns. This paper also examines previous return models and helps clarify the relationship between excess returns, business cycles, and intermeeting rate cuts. In real-time forecasting, however, the unadjusted futures rates outperform three different forecasting models. This result strengthens the case for unadjusted futures rates as a measure of monetary policy expectations.Federal funds

Effects of cable geometry and aircraft attitude on the accuracy of a magnetic leader cable system for aircraft guidance during rollout and turnoff

A theoretical analysis of a single wire magnetic leader cable system for aircraft rollout and turnoff guidance was performed to determine the errors produced by the leader cable installation geometry and aircraft attitude. It was found that errors in the measurement of lateral displacement from the cable are smaller than errors in the measurement of aircraft heading and that both errors are smallest at or near the cable

The Strategic Rhetoric of a President: A Narrative Criticism of President George W. Bush’s Second Republican Party Nomination Acceptance Speech

President George W. Bush’s second “Republican Party Nomination Acceptance Speech” is an intriguing piece of rhetoric that is discussed in this study. The research question asks how Bush’s rhetoric in this speech exemplifies his use of specific narratives in order to assimilate with the audience. Fisher’s narrative paradigm is used as a rhetorical analysis tool to explore these narratives, looking at their narrative coherence and fidelity and showing how satellites within his speech do not relate to the speech but are aimed at the audience’s feelings. In this study, certain pieces of Bush’s narratives within his nomination acceptance speech were selected and analyzed using Fisher’s narrative paradigm. Each of those pieces are not directly related to the purpose of the speech, but are satellites. The narrative coherence and narrative fidelity were determined in these satellites in order to attempt to discover their purpose and place in the overall speech. The conclusions of this study is that the many arbitrary narratives that President Bush includes in his speech serve the purpose of connecting him with his audience and have both narrative coherence and fidelity with his audience members. Additionally, further research should be done on this specific speech using other rhetorical analysis tools in order to go into even more depth with the narratives

Housing, housing finance, and monetary policy: an introduction to the Bank's 2007 Economic Symposium

Housing ; Housing - Prices ; Business cycles ; Monetary policy ; Consumer behavior

Results from tests, with van-mounted sensor, of magnetic leader cable for aircraft guidance during roll-out and turnoff

Tests were conducted with a van mounted experimental magnetic leader cable sensor to evaluate its potential for measuring aircraft displacement and heading with respect to the leader cable during roll out and turnoff. Test results show that the system may be usable in measuring displacement but the heading measurement contains errors introduced by distortion of the magnetic field by the metal van or aircraft

A preliminary evaluation of a failure detection filter for detecting and identifying control element failures in a transport aircraft

The application of the failure detection filter to the detection and identification of aircraft control element failures was evaluated in a linear digital simulation of the longitudinal dynamics of a B-737 Aircraft. Simulation results show that with a simple correlator and threshold detector used to process the filter residuals, the failure detection performance is seriously degraded by the effects of turbulence

Development of an adaptive failure detection and identification system for detecting aircraft control element failures

A methodology for designing a failure detection and identification (FDI) system to detect and isolate control element failures in aircraft control systems is reviewed. An FDI system design for a modified B-737 aircraft resulting from this methodology is also reviewed, and the results of evaluating this system via simulation are presented. The FDI system performed well in a no-turbulence environment, but it experienced an unacceptable number of false alarms in atmospheric turbulence. An adaptive FDI system, which adjusts thresholds and other system parameters based on the estimated turbulence level, was developed and evaluated. The adaptive system performed well over all turbulence levels simulated, reliably detecting all but the smallest magnitude partially-missing-surface failures

A preliminary evaluation of the generalized likelihood ratio for detecting and identifying control element failures in a transport aircraft

The application of the Generalized Likelihood Ratio technique to the detection and identification of aircraft control element failures has been evaluated in a linear digital simulation of the longitudinal dynamics of a B-737 aircraft. Simulation results show that the technique has potential but that the effects of wind turbulence and Kalman filter model errors are problems which must be overcome

Results of aircraft open-loop tests of an experimental magnetic leader cable system for guidance during roll-out and turnoff

An experimental magnetic leader cable (MLC) system designed to measure aircraft lateral displacement from centerline and heading relative to centerline during rollout, turnoff, and taxi was tested at NASA's Wallops Flight Facility using NASA's Transport System Research Vehicle (TSRV), a modified B-737. The MLC system consisted of ground equipment that produced a magnetic field about a wire along runway centerline and airborne equipment that detected the strength and direction of this field and computed displacement and heading. Results of these tests indicate that estimates of aircraft displacement from centerline produced by the magnetic leader cable system using either of the two algorithms appear to be adequate for use by an automatic control system during rollout, turnoff, and taxi. Estimates of heading, however, are not sufficiently accurate for use, probably because of distortion of the magnetic field by the metal aircraft