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Verhaegen, M. H.

Publications and source records attributed to Verhaegen, M. H..

12 records
All sourcesNASA NTRSDOE OSTI
NASA NTRS1991

QR Factorization In The Partial-Realization Problem

Report discusses use of QR factorization in solving partial-realization problem. Subject matter relevant to characterization of system, details of which hidden (a "blackbox"), on basis of relationship between its inputs and outputs. When realization process successful, system shown linear with known number of degrees of freedom and representable by mathematical model providing basis for prediction of outputs and design of controllers.

Verhaegen, M. H.↗
NASA NTRS1989

Improved understanding of the loss-of-symmetry phenomenon in the conventional Kalman filter

This paper corrects an unclear statement of the conventional Kalman filter implementation as presented by M. H. Verhaegen and P. van Dooren in Numerical aspects of different Kalman filter implementations, IEEE Trans. Automat. Contr., v. AC-31, no. 10, pp. 907-917, 1986. It is shown that the habitual, incorrect implementation of the Kalman filter has been the major cause of its insensitivity to the so-called loss-of-symmetry phenomenon.

Verhaegen, M. H.↗
NASA NTRS1988

New insights in the numerical reliability properties of existing Kalman filter implementations

The convergence properties of Kalman filter algorithms are investigated analytically. A theoretical error analysis is performed on four types of algorithms, as defined by Anderson and Moore (1979): (1) a conventional Kalman filter, (2) a square-root (SR) covariance filter, (3) the Chandrasekhar SR filter, and (4) an SR information filter. The derivations are given in detail, and numerical results for the flight-path reconstruction problem studied by Verhaegen (1987) are presented in tables and graphs. It is shown that error propagation in algorithms (1) and (2) is sensitive to the condition number of the innovation-signal covariance matrix and the spectral norm of the filter state-transition matrix, whereas other parameters are dominant in (3) and (4). Filter (2) is found to be the most reliable for the class of problems studied.

Verhaegen, M. H.↗
NASA NTRS1987

Improved understanding of the loss-of-symmetry phenomenon in the conventional Kalman filter

This paper corrects an unclear treatment of the conventional Kalman filter implementation as presented by M. H. Verhaegen and P. van Dooren in Numerical aspects of different Kalman filter implementations, IEEE Trans. Automat. Contr., v. AC-31, no. 10, pp. 907-917, 1986. It is shown that habitual, incorrect implementation of the Kalman filter has been the major cause of its sensitivity to the so-called loss-of-symmetry phenomenon.

Verhaegen, M. H.↗
NASA NTRS1987

The minimal residual QR-factorization algorithm for reliably solving subset regression problems

A new algorithm to solve test subset regression problems is described, called the minimal residual QR factorization algorithm (MRQR). This scheme performs a QR factorization with a new column pivoting strategy. Basically, this strategy is based on the change in the residual of the least squares problem. Furthermore, it is demonstrated that this basic scheme might be extended in a numerically efficient way to combine the advantages of existing numerical procedures, such as the singular value decomposition, with those of more classical statistical procedures, such as stepwise regression. This extension is presented as an advisory expert system that guides the user in solving the subset regression problem. The advantages of the new procedure are highlighted by a numerical example.

Verhaegen, M. H.↗
NASA NTRS1987

The use of the QR factorization in the partial realization problem

The use of the QR factorization of the Hankel matrix in solving the partial realization problem is analyzed. Straightforward use of the QR factorization results in a realization scheme that possesses all of the computational advantages of Rissanen's realization scheme. These latter properties are computational efficiency, recursiveness, use of limited computer memory, and the realization of a system triplet having a condensed structure. Moreover, this scheme is robust when the order of the system corresponds to the rank of the Hankel matrix. When this latter condition is violated, an approximate realization could be determined via the QR factorization. In this second scheme, the given Hankel matrix is approximated by a low-rank non-Hankel matrix. Furthermore, it is demonstrated that column pivoting might be incorporated in this second scheme. The results presented are derived for a single input/single output system, but this does not seem to be a restriction.

Verhaegen, M. H.↗
NASA NTRS1987

Comparison of two numerical techniques for aerodynamic model identification

An algorithm, called the Minimal Residual QR algorithm, is presented to solve subset regression problems. It is shown that this scheme can be used as a numerically reliable implementation of the stepwise regression technique, which is widely used to identify an aerodynamic model from flight test data. This capability as well as the numerical superiority of this scheme over the stepwise regression technique is demonstrated in an experimental simulation study.

Verhaegen, M. H.↗
NASA NTRS1987

On the reliable and flexible solution of practical subset regression problems

A new algorithm for solving subset regression problems is described. The algorithm performs a QR decomposition with a new column-pivoting strategy, which permits subset selection directly from the originally defined regression parameters. This, in combination with a number of extensions of the new technique, makes the method a very flexible tool for analyzing subset regression problems in which the parameters have a physical meaning.

Verhaegen, M. H.↗
NASA NTRS1987

Comparison of two numerical techniques for aerodynamic model identification

A new algorithm, called the Minimal Residual QR algorithm, is presented to solve subset regression problems. It is shown that this new scheme can be used as a numerically reliable implementation of the stepwise regression technique, which is widely used to identify an aerodynamic model from flight test data. This capability as well as the numerical superiority of this scheme over the stepwise regression technique is demonstrated in an experimental simulation study.

Verhaegen, M. H.↗
NASA NTRS1986

A robust adaptive flightpath reconstruction technique

Computational schemes are presented that allow accurate reconstruction of an aircraft's flightpath in real-time. The reconstruction of the flightpath is formulated as a linear state reconstruction problem, which can be solved via Kalman filtering (KF) techniques. This imposes some conditions upon the flight-test equipment. A reliable square root covariance KF (SRCF) implementation is chosen and further developed into a fully adaptive flightpath reconstruction scheme. Therefore, the basic SRCF is modified in order to cope with several practical problems such as: the automatic control of the convergence of the recursive KF calculations, time varying zero-bias errors on the input signal of the system model used in the KF, and the changing aircraft dynamics owing to a change in reference flight condition. The developed solutions for these problems are all implemented in a numerically stable way, which guarantees the overall flightpath reconstruction scheme to be robust. Furthermore, some special features of the used system model are exploited to make the algorithmic implementation very efficient. An experimental simulation study using simulated flight test data demonstrated these different capabilities.

Verhaegen, M. H.↗