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At least 217 records · Page 12

An approximate Kalman filter for ocean data assimilation: An example with an idealized Gulf Stream model

A practical method of data assimilation for use with large, nonlinear, ocean general circulation models is explored. A Kalman filter based on approximation of the state error covariance matrix is presented, employing a reduction of the effective model dimension, the error's asymptotic steady state limit, and a time-invariant linearization of the dynamic model for the error integration. The approximations lead to dramatic computational savings in applying estimation theory to large complex systems. We examine the utility of the approximate filter in assimilating different measurement types using a twin experiment of an idealized Gulf Stream. A nonlinear primitive equation model of an unstable east-west jet is studied with a state dimension exceeding 170,000 elements. Assimilation of various pseudomeasurements are examined, including velocity, density, and volume transport at localized arrays and realistic distributions of satellite altimetry and acoustic tomography observations. Results are compared in terms of their effects on the accuracies of the estimation. The approximate filter is shown to outperform an empirical nudging scheme used in a previous study. The examples demonstrate that useful approximate estimation errors can be computed in a practical manner for general circulation models.

Fukumori, Ichiro↗

An Approximate Kalman Filter for Ocean Data Assimilation; An Example with an Idealized Gulf Stream Model

A practical method of data assimilation for use with large, nonlinear, ocean general circulation models is explored. A Kalman filter based on approximations of the state error covariance matrix is presented, employing a reduction of the effective model dimension, the error's asymptotic steady-state limit, and a time-invariant linearization of the dynamic model for the error integration. The approximations lead to dramatic computational savings in applying estimation theory to large complex systems. We examine the utility of the approximate filter in assimilating different measurement types using a twin experiment of an idealized Gulf Stream. A nonlinear primitive equation model of an unstable east-west jet is studied with a state dimension exceeding 170,000 elements. Assimilation of various pseudo measurements is examined, including velocity, density, and volume transport at localized arrays, and realistic distributions of satellite altimetry and acoustic tomography observations. Results are compared in terms of their effects on the accuracies of the estimation. The approximate filter is shown to outperform a previous study that used an empirical nudging scheme. The examples demonstrate that useful approximate estimation errors can be computed in a practical manner for general circulation models.

['Kalman↗

Bilinear modeling and nonlinear estimation

New methods are illustrated for online nonlinear estimation applied to the lateral deflection of an elastic beam on board measurements of angular rates and angular accelerations. The development of the filter equations, together with practical issues of their numerical solution as developed from global linearization by nonlinear output injection are contrasted with the usual method of the extended Kalman filter (EKF). It is shown how nonlinear estimation due to gyroscopic coupling can be implemented as an adaptive covariance filter using off-the-shelf Kalman filter algorithms. The effect of the global linearization by nonlinear output injection is to introduce a change of coordinates in which only the process noise covariance is to be updated in online implementation. This is in contrast to the computational approach which arises in EKF methods arising by local linearization with respect to the current conditional mean. Processing refinements for nonlinear estimation based on optimal, nonlinear interpolation between observations are also highlighted. In these methods the extrapolation of the process dynamics between measurement updates is obtained by replacing a transition matrix with an operator spline that is optimized off-line from responses to selected test inputs.

Dwyer, Thomas A. W., III↗

Representation of Probability Density Functions from Orbit Determination using the Particle Filter

Statistical orbit determination enables us to obtain estimates of the state and the statistical information of its region of uncertainty. In order to obtain an accurate representation of the probability density function (PDF) that incorporates higher order statistical information, we propose the use of nonlinear estimation methods such as the Particle Filter. The Particle Filter (PF) is capable of providing a PDF representation of the state estimates whose accuracy is dependent on the number of particles or samples used. For this method to be applicable to real case scenarios, we need a way of accurately representing the PDF in a compressed manner with little information loss. Hence we propose using the Independent Component Analysis (ICA) as a non-Gaussian dimensional reduction method that is capable of maintaining higher order statistical information obtained using the PF. Methods such as the Principal Component Analysis (PCA) are based on utilizing up to second order statistics, hence will not suffice in maintaining maximum information content. Both the PCA and the ICA are applied to two scenarios that involve a highly eccentric orbit with a lower apriori uncertainty covariance and a less eccentric orbit with a higher a priori uncertainty covariance, to illustrate the capability of the ICA in relation to the PCA.

Mashiku, Alinda K.↗

Modern estimation techniques applied to microwave sensing of the marine boundary layer

Previous efforts in the area of satellite microwave sensing of the marine boundary layer have relied upon linear regression techniques to extract geophysical parameters from the microwave measurement data. The approach used in the present paper shifts emphasis away from the generation of regression weighting matrices which implicitly assume that the data are linear in the parameters to be determined and that the problem is statistically stationary. The idea is simply to employ modern computational estimation techniques to obtain parameter estimates from nonlinear noisy measurements. The approach is limited only to the region of validity of Grody's (1976) model. Attention is focused on documenting how estimation techniques, in particular the square root information filter (SRIF), are used to solve a nonlinear function optimization problem.

Bierman, G. J.↗

Development of a Digital Twin for Electrified Aircraft Powertrain Health Management

The augmentation of aircraft powertrains with electrical power systems is a promising path to reducing aircraft fuel consumption, emissions, and noise. Like conventional propulsion systems, electrified aircraft propulsion (EAP) systems will be subject to wear and tear throughout their lifecycles. System health management for EAP will enable efficient flight and maintenance scheduling, realizing economic, safety, and reliability benefits. A digital twin is, broadly, a dynamically updated virtual representation of an individual physical asset. This paper presents a Kalman filter-based approach for the development of a digital twin for an electrified powertrain and applies the approach to an EAP controls testbed. Measurements from nominal testbed operations are used to update a nonlinear model of the testbed. A Kalman filter is then created and used to identify and isolate anomalous testbed behavior based on measurements from off- nominal operations. Results show that the Kalman filter-based digital twin can monitor individual powertrain components’ health for degradation or other changes in performance. The applicability of the presented digital twin approach to any hybrid- or fully-electrified powertrain is emphasized.

Electrified Aircraft Propulsion↗

Application of a Reduced Order Kalman Filter to Initialize a Coupled Atmosphere-Ocean Model: Impact on the Prediction of El Nino

A reduced order Kalman Filter, based on a simplification of the Singular Evolutive Extended Kalman (SEEK) filter equations, is used to assimilate observed fields of the surface wind stress, sea surface temperature and sea level into the nonlinear coupled ocean-atmosphere model. The SEEK filter projects the Kalman Filter equations onto a subspace defined by the eigenvalue decomposition of the error forecast matrix, allowing its application to high dimensional systems. The Zebiak and Cane model couples a linear reduced gravity ocean model with a single vertical mode atmospheric model of Zebiak. The compatibility between the simplified physics of the model and each observed variable is studied separately and together. The results show the ability of the model to represent the simultaneous value of the wind stress, SST and sea level, when the fields are limited to the latitude band 10 deg S - 10 deg N. In this first application of the Kalman Filter to a coupled ocean-atmosphere prediction model, the sea level fields are assimilated in terms of the Kelvin and Rossby modes of the thermocline depth anomaly. An estimation of the error of these modes is derived from the projection of an estimation of the sea level error over such modes. This method gives a value of 12 for the error of the Kelvin amplitude, and 6 m of error for the Rossby component of the thermocline depth. The ability of the method to reconstruct the state of the equatorial Pacific and predict its time evolution is demonstrated. The method is shown to be quite robust for predictions I up to six months, and able to predict the onset of the 1997 warm event fifteen months before its occurrence.

Ballabrera-Poy, Joaquim↗

A square-root data array solution of the continuous-discrete filtering problem

The Dyer-McReynolds (1969) discrete square-root filtering algorithm is extended to accommodate continuous dynamics. Differential equations are given to represent the time evolution of the filter data array. These equations are nonlinear, but it is shown that the nonlinearities act to enhance the stability of the solution.

Bierman, G. J.↗

Digital processing of ionospheric electron content data

Ionospheric electron content data contain periodicities that are produced by a diversity of sources including hydromagnetic waves, gravity waves, and lunar tides. Often these periodicities are masked by the strong daily variation in the data. Digital filtering can be used to isolate the weaker components. The filtered data can then be further processed to provide estimates of the source properties. In addition, homomorphic filtering may be used to identify nonlinear interactions in the ionosphere.

Bernhardt, P. A.↗

Evaluation of the effect of vibration nonlinearity on convergence behavior of adaptive higher harmonic controllers

Effect of nonlinearity on convergence of the local linear and global linear adaptive controllers is evaluated. A nonlinear helicopter vibration model is selected for the evaluation which has sufficient nonlinearity, including multiple minimum, to assess the vibration reduction capability of the adaptive controllers. The adaptive control algorithms are based upon a linear transfer matrix assumption and the presence of nonlinearity has a significant effect on algorithm behavior. Simulation results are presented which demonstrate the importance of the caution property in the global linear controller. Caution is represented by a time varying rate weighting term in the local linear controller and this improves the algorithm convergence. Nonlinearity in some cases causes Kalman filter divergence. Two forms of the Kalman filter covariance equation are investigated.

Molusis, J. A.↗

A fast time domain digital simulation technique for power converters - Application to a buck converter with feedforward compensation

Small signal analysis was performed earlier to demonstrate the marked improvement of dynamic properties and stability margins of a switching regulator employing a novel feedforward input filter compensation scheme. A large signal nonlinear recurrent time domain model is presented for the converter to analyse the transient response due to a step input change with and without the presence of the proposed feedforward loop. The results are verified with experimental data.

Kelkar, S. S.↗

Application of parameter estimation to highly unstable aircraft

The application of parameter estimation to highly unstable aircraft is discussed. Included are a discussion of the problems in applying the output error method to such aircraft and demonstrates that the filter error method eliminates these problems. The paper shows that the maximum likelihood estimator with no process noise does not reduce to the output error method when the system is unstable. It also proposes and demonstrates an ad hoc method that is similar in form to the filter error method, but applicable to nonlinear problems. Flight data from the X-29 forward-swept-wing demonstrator is used to illustrate the problems and methods discussed.

Maine, R. E.↗

Application of parameter estimation to highly unstable aircraft

This paper discusses the application of parameter estimation to highly unstable aircraft. It includes a discussion of the problems in applying the output error method to such aircraft and demonstrates that the filter error method eliminates these problems. The paper shows that the maximum likelihood estimator with no process noise does not reduce to the output error method when the system is unstable. It also proposes and demonstrates an ad hoc method that is similar in form to the filter error method, but applicable to nonlinear problems. Flight data from the X-29 forward-swept-wing demonstrator is used to illustrate the problems and methods discussed.

Maine, R. E.↗

GIFTS SM EDU Level 1B Algorithms

The Geosynchronous Imaging Fourier Transform Spectrometer (GIFTS) SensorModule (SM) Engineering Demonstration Unit (EDU) is a high resolution spectral imager designed to measure infrared (IR) radiances using a Fourier transform spectrometer (FTS). The GIFTS instrument employs three focal plane arrays (FPAs), which gather measurements across the long-wave IR (LWIR), short/mid-wave IR (SMWIR), and visible spectral bands. The raw interferogram measurements are radiometrically and spectrally calibrated to produce radiance spectra, which are further processed to obtain atmospheric profiles via retrieval algorithms. This paper describes the GIFTS SM EDU Level 1B algorithms involved in the calibration. The GIFTS Level 1B calibration procedures can be subdivided into four blocks. In the first block, the measured raw interferograms are first corrected for the detector nonlinearity distortion, followed by the complex filtering and decimation procedure. In the second block, a phase correction algorithm is applied to the filtered and decimated complex interferograms. The resulting imaginary part of the spectrum contains only the noise component of the uncorrected spectrum. Additional random noise reduction can be accomplished by applying a spectral smoothing routine to the phase-corrected spectrum. The phase correction and spectral smoothing operations are performed on a set of interferogram scans for both ambient and hot blackbody references. To continue with the calibration, we compute the spectral responsivity based on the previous results, from which, the calibrated ambient blackbody (ABB), hot blackbody (HBB), and scene spectra can be obtained. We now can estimate the noise equivalent spectral radiance (NESR) from the calibrated ABB and HBB spectra. The correction schemes that compensate for the fore-optics offsets and off-axis effects are also implemented. In the third block, we developed an efficient method of generating pixel performance assessments. In addition, a random pixel selection scheme is designed based on the pixel performance evaluation. Finally, in the fourth block, the single pixel algorithms are applied to the entire FPA.

Tian, Jialin↗

Assessment of Coupling One-Dimension and Three-Dimension CFD in Conjugate Heat Transfer Modeling and Simulations for Cooling of Turbine Engine

The CHT (conjugate heat transfer) modeling and simulation work fits under a bigger area in the TTT (Transformational Tools and Technologies) project called “Cooling Tools and Technologies for Combustor and Turbine.” The existing validation data sets such as TTT GRC (Glenn Research Center) THX (Turbulent Heat FLUX) IV experiments will be used to assess the solid/fluid heat transfer development and validation. The experimental configuration was a subsonic convergent nozzle with a square exit blowing a heated exhaust over an effusion-cooled deck. The simulation solutions were obtained and compared to experimental measurements of the profiles of flow velocities and temperatures, as well as deck surface temperatures. Cooling air blowing ratios of 0, 1, and 2 were considered. The three-dimensional cooling tubes were modelled by the medial axis of the cylindrical geometries due to large length over width ratios. It represented a typical coupling of one-dimension and three-dimension simulations of conjugate heat transfer approaches. The surface temperatures on the solid surfaces and the profiles of velocities and temperatures near the surfaces compared to the experimental data were presented.

nonlinear sub-filter stresses↗

Optical Correlation of Images With Signal-Dependent Noise Using Constrained-Modulation Filter Devices

Images with signal-dependent noise present challenges beyond those of images with additive white or colored signal-independent noise in terms of designing the optimal 4-f correlation filter that maximizes correlation-peak signal-to-noise ratio, or combinations of correlation-peak metrics. Determining the proper design becomes more difficult when the filter is to be implemented on a constrained-modulation spatial light modulator device. The design issues involved for updatable optical filters for images with signal-dependent film-grain noise and speckle noise are examined. It is shown that although design of the optimal linear filter in the Fourier domain is impossible for images with signal-dependent noise, proper nonlinear preprocessing of the images allows the application of previously developed design rules for optimal filters to be implemented on constrained-modulation devices. Thus the nonlinear preprocessing becomes necessary for correlation in optical systems with current spatial light modulator technology. These results are illustrated with computer simulations of images with signal-dependent noise correlated with binary-phase-only filters and ternary-phase-amplitude filters.

Downie, John D.↗

Assessment of Mars Atmospheric Temperature Retrievals from the Thermal Emission Spectrometer Radiances

Motivated by the needs of Mars data assimilation. particularly quantification of measurement errors and generation of averaging kernels. we have evaluated atmospheric temperature retrievals from Mars Global Surveyor (MGS) Thermal Emission Spectrometer (TES) radiances. Multiple sets of retrievals have been considered in this study; (1) retrievals available from the Planetary Data System (PDS), (2) retrievals based on variants of the retrieval algorithm used to generate the PDS retrievals, and (3) retrievals produced using the Mars 1-Dimensional Retrieval (M1R) algorithm based on the Optimal Spectral Sampling (OSS ) forward model. The retrieved temperature profiles are compared to the MGS Radio Science (RS) temperature profiles. For the samples tested, the M1R temperature profiles can be made to agree within 2 K with the RS temperature profiles, but only after tuning the prior and error statistics. Use of a global prior that does not take into account the seasonal dependence leads errors of up 6 K. In polar samples. errors relative to the RS temperature profiles are even larger. In these samples, the PDS temperature profiles also exhibit a poor fit with RS temperatures. This fit is worse than reported in previous studies, indicating that the lack of fit is due to a bias correction to TES radiances implemented after 2004. To explain the differences between the PDS and Ml R temperatures, the algorithms are compared directly, with the OSS forward model inserted into the PDS algorithm. Factors such as the filtering parameter, the use of linear versus nonlinear constrained inversion, and the choice of the forward model, are found to contribute heavily to the differences in the temperature profiles retrieved in the polar regions, resulting in uncertainties of up to 6 K. Even outside the poles, changes in the a priori statistics result in different profile shapes which all fit the radiances within the specified error. The importance of the a priori statistics prevents reliable global retrievals based a single a priori and strongly implies that a robust science analysis must instead rely on retrievals employing localized a priori information, for example from an ensemble based data assimilation system such as the Local Ensemble Transform Kalman Filter (LETKF).

Hoffman, Matthew J.↗