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At least 235 records · Page 13

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.↗

Further studies using matched filter theory and stochastic simulation for gust loads prediction

This paper describes two analysis methods - one deterministic, the other stochastic - for computing maximized and time-correlated gust loads for aircraft with nonlinear control systems. The first method is based on matched filter theory; the second is based on stochastic simulation. The paper summarizes the methods, discusses the selection of gust intensity for each method and presents numerical results. A strong similarity between the results from the two methods is seen to exist for both linear and nonlinear configurations.

Scott, Robert C.↗

Further studies using matched filter theory and stochastic simulation for gust loads prediction

This paper describes two analysis methods -- one deterministic, the other stochastic -- for computing maximized and time-correlated gust loads for aircraft with nonlinear control systems. The first method is based on matched filter theory; the second is based on stochastic simulation. The paper summarizes the methods, discusses the selection of gust intensity for each method and presents numerical results. A strong similarity between the results from the two methods is seen to exist for both linear and nonlinear configurations.

Scott, Robert C.↗

Generic Kalman Filter Software

The Generic Kalman Filter (GKF) software provides a standard basis for the development of application-specific Kalman-filter programs. Historically, Kalman filters have been implemented by customized programs that must be written, coded, and debugged anew for each unique application, then tested and tuned with simulated or actual measurement data. Total development times for typical Kalman-filter application programs have ranged from months to weeks. The GKF software can simplify the development process and reduce the development time by eliminating the need to re-create the fundamental implementation of the Kalman filter for each new application. The GKF software is written in the ANSI C programming language. It contains a generic Kalman-filter-development directory that, in turn, contains a code for a generic Kalman filter function; more specifically, it contains a generically designed and generically coded implementation of linear, linearized, and extended Kalman filtering algorithms, including algorithms for state- and covariance-update and -propagation functions. The mathematical theory that underlies the algorithms is well known and has been reported extensively in the open technical literature. Also contained in the directory are a header file that defines generic Kalman-filter data structures and prototype functions and template versions of application-specific subfunction and calling navigation/estimation routine code and headers. Once the user has provided a calling routine and the required application-specific subfunctions, the application-specific Kalman-filter software can be compiled and executed immediately. During execution, the generic Kalman-filter function is called from a higher-level navigation or estimation routine that preprocesses measurement data and post-processes output data. The generic Kalman-filter function uses the aforementioned data structures and five implementation- specific subfunctions, which have been developed by the user on the basis of the aforementioned templates. The GKF software can be used to develop many different types of unfactorized Kalman filters. A developer can choose to implement either a linearized or an extended Kalman filter algorithm, without having to modify the GKF software. Control dynamics can be taken into account or neglected in the filter-dynamics model. Filter programs developed by use of the GKF software can be made to propagate equations of motion for linear or nonlinear dynamical systems that are deterministic or stochastic. In addition, filter programs can be made to operate in user-selectable "covariance analysis" and "propagation-only" modes that are useful in design and development stages.

Lisano, Michael E., II↗

Attitude determination and calibration using a recursive maximum likelihood-based adaptive Kalman filter

An adaptive Kalman filter design that utilizes recursive maximum likelihood parameter identification is discussed. At the center of this design is the Kalman filter itself, which has the responsibility for attitude determination. At the same time, the identification algorithm is continually identifying the system parameters. The approach is applicable to nonlinear, as well as linear systems. This adaptive Kalman filter design has much potential for real time implementation, especially considering the fast clock speeds, cache memory and internal RAM available today. The recursive maximum likelihood algorithm is discussed in detail, with special attention directed towards its unique matrix formulation. The procedure for using the algorithm is described along with comments on how this algorithm interacts with the Kalman filter.

Kelly, D. A.↗

Controls for space structures

Assembly and operation of large space structures (LSS) in orbit will require robot-assisted docking and berthing of partially-assembled structures. These operations require new solutions to the problems of controls. This is true because of large transient and persistent disturbances, controller-structure interaction with unmodeled modes, poorly known structure parameters, slow actuator/sensor dynamical behavior, and excitation of nonlinear structure vibrations during control and assembly. For on-orbit assembly, controllers must start with finite element models of LSS and adapt on line to the best operating points, without compromising stability. This is not easy to do, since there are often unmodeled dynamic interactions between the controller and the structure. The indirect adaptive controllers are based on parameter estimation. Due to the large number of modes in LSS, this approach leads to very high-order control schemes with consequent poor stability and performance. In contrast, direct model reference adaptive controllers operate to force the LSS to track the desirable behavior of a chosen model. These schemes produce simple control algorithms which are easy to implement on line. One problem with their use for LSS has been that the model must be the same dimension as the LSS - i.e., quite large. A control theory based on the command generator tracker (CGT) ideas of Sobel, Mabins, Kaufman and Wen, Balas to obtain very low-order models based on adaptive algorithms was developed. Closed-loop stability for both finite element models and distributed parameter models of LSS was proved. In addition, successful numerical simulations on several LSS databases were obtained. An adaptive controller based on our theory was also implemented on a flexible robotic manipulator at Martin Marietta Astronautics. Computation schemes for controller-structure interaction with unmodeled modes, the residual mode filters or RMF, were developed. The RMF theory was modified to compensate slow actuator/sensor dynamics. These new ideas are being applied to LSS simulations to demonstrate the ease with which one can incorporate slow actuator/sensor effects into our design. It was also shown that residual mode filter compensation can be modified for small nonlinearities to produce exponentially stable closed-loop control. A theory for disturbance accommodating controllers based on reduced order models of structures was developed, and stability results for these controllers in closed-loop with large-scale finite element models of structures were obtained.

Balas, Mark↗

Robust state estimation with imperfect sensors

Robustness properties of extended Kalman-type filters are investigated for time-varying plants when nonlinearities or linear dynamics are present at the plant input and output. Sufficient conditions for the asymptotic stability (of the state estimation error) in the absence of noise are obtained when the nonlinearities or the linear dynamics are perfectly known. When the nonlinearities are known only within bands of uncertainty, the estimation error is shown to be ultimately bounded under certain conditions. The results obtained highlight the robustness properties of such filters, which are similar to, but not exact duals of those of linear quadratic regulators.

Joshi, S. M.↗