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At least 235 records · Page 13

Alternative smoothing algorithms for on-line estimation problems

In recent years, much emphasis has been placed on the Kalman filter to solve on-line estimation problems. Smoothers, which determine state estimates at a certain time t using measurements between 0 and T, have been used primarily in off-line estimation schemes. This paper presents alternative forms of smoothers that can be used for on-line estimation problems. The alternative smoothing algorithms provide state estimates which are more refined than Kalman filtered state estimates. The alternative smoothing algorithms are illustrated in two examples. The first example considers a linear discrete-time system while the second example considers a nonlinear continuous-time system with discrete-time measurements.

Baumgartner, Eric T.↗

Investigation, development, and application of optimal output feedback theory. Volume 3: The relationship between dynamic compensators and observers and Kalman filters

Relationships between observers, Kalman Filters and dynamic compensators using feedforward control theory are investigated. In particular, the relationship, if any, between the dynamic compensator state and linear functions of a discrete plane state are investigated. It is shown that, in steady state, a dynamic compensator driven by the plant output can be expressed as the sum of two terms. The first term is a linear combination of the plant state. The second term depends on plant and measurement noise, and the plant control. Thus, the state of the dynamic compensator can be expressed as an estimator of the first term with additive error given by the second term. Conditions under which a dynamic compensator is a Kalman filter are presented, and reduced-order optimal estimaters are investigated.

Broussard, John R.↗

Identification of Linear and Nonlinear Aerodynamic Impulse Responses Using Digital Filter Techniques

This paper discusses the mathematical existence and the numerically-correct identification of linear and nonlinear aerodynamic impulse response functions. Differences between continuous-time and discrete-time system theories, which permit the identification and efficient use of these functions, will be detailed. Important input/output definitions and the concept of linear and nonlinear systems with memory will also be discussed. It will be shown that indicial (step or steady) responses (such as Wagner's function), forced harmonic responses (such as Tbeodorsen's function or those from doublet lattice theory), and responses to random inputs (such as gusts) can all be obtained from an aerodynamic impulse response function. This paper establishes the aerodynamic impulse response function as the most fundamental, and, therefore, the most computationally efficient, aerodynamic function that can be extracted from any given discrete-time, aerodynamic system. The results presented in this paper help to unify the understanding of classical two-dimensional continuous-time theories with modem three-dimensional, discrete-time theories. First, the method is applied to the nonlinear viscous Burger's equation as an example. Next the method is applied to a three-dimensional aeroelastic model using the CAP-TSD (Computational Aeroelasticity Program - Transonic Small Disturbance) code and then to a two-dimensional model using the CFL3D Navier-Stokes code. Comparisons of accuracy and computational cost savings are presented. Because of its mathematical generality, an important attribute of this methodology is that it is applicable to a wide range of nonlinear, discrete-time problems.

Silva, Walter A.↗

Identification of Linear and Nonlinear Aerodynamic Impulse Responses Using Digital Filter Techniques

This paper discusses the mathematical existence and the numerically-correct identification of linear and nonlinear aerodynamic impulse response functions. Differences between continuous-time and discrete-time system theories, which permit the identification and efficient use of these functions, will be detailed. Important input/output definitions and the concept of linear and nonlinear systems with memory will also be discussed. It will be shown that indicial (step or steady) responses (such as Wagner's function), forced harmonic responses (such as Theodorsen's function or those from doublet lattice theory), and responses to random inputs (such as gusts) can all be obtained from an aerodynamic impulse response function. This paper establishes the aerodynamic impulse response function as the most fundamental, and, therefore, the most computationally efficient, aerodynamic function that can be extracted from any given discrete-time, aerodynamic system. The results presented in this paper help to unify the understanding of classical two-dimensional continuous-time theories with modern three-dimensional, discrete-time theories. First, the method is applied to the nonlinear viscous Burger's equation as an example. Next the method is applied to a three-dimensional aeroelastic model using the CAP-TSD (Computational Aeroelasticity Program - Transonic Small Disturbance) code and then to a two-dimensional model using the CFL3D Navier-Stokes code. Comparisons of accuracy and computational cost savings are presented. Because of its mathematical generality, an important attribute of this methodology is that it is applicable to a wide range of nonlinear, discrete-time problems.

Silva, Walter A.↗

Doppler lidar processing for atmospheric turbulence measurements

A Doppler lidar is described, its processing methods are characterized, and two alternate techniques are considered. The described system uses a CO2 laser transmitting at 10.6 microns and a bank of narrow band filters for the spectrum analysis. Typical results obtained with this system are presented. The two alternate techniques involve computation of the discrete spectrum by use of the discrete Fourier transform. The first technique involves single-pulse processing and incoherent integration, while the second technique performs coherent processing on the train of received pulses.

Polge, R. J.↗

A subroutine package for discrete estimation problems

In this paper we describe a well documented, compactly coded, storage efficient, thoroughly tested, and easy to use set of FORTRAN IV subroutines for use in Kalman filter or least-squares applications. The package contains both the UDU covariance factorization and the square root information filter algorithms developed at the Jet Propulsion Laboratory. Numerical reliability of the algorithms is a key feature of the package.

Bierman, G. J.↗

Band-pass filtering of one year of daily mean pressures on Mars

The sol-mean atmospheric pressures measured at the two Viking landers exhibit fluctuations ranging in period from seasonal to a few days. The time series are highly nonstationary, which severely limits standard methods such as power-spectrum analysis. Advantage is taken of the rather precise annual periodicity of these data to design sharp numerical filters and use them to split the series at each lander into six time series, each containing oscillations associated with a discrete frequency band. This analysis reveals 2- to 4-sol waves during the cold seasons at both landers, and 8-sol waves during the spring at Lander 2, confirming previous results from spectral analysis. As previously predicted, high-frequency waves appear suppressed during the second dust storm. Certain low-frequency signals, probably associated with the global dust storms, are detected and demonstrated to be significant for the first time.

Niver, D. S.↗

A separated bias identification and state estimation algorithm for nonlinear systems

A computational algorithm for the identification of biases in discrete-time, nonlinear, stochastic systems is derived by extending the separate bias estimation results for linear systems to the extended Kalman filter formulation. The merits of the approach are illustrated by identifying instrument biases using a terminal configured vehicle simulation.

Caglayan, A. K.↗

A bias identification and state estimation methodology for nonlinear systems

A computational algorithm for the identification of input and output biases in discrete-time nonlinear stochastic systems is derived by extending the separate bias estimation results for linear systems to the extended Kalman filter formulation. The merits of the approach are illustrated by identifying instrument biases using a terminal configured vehicle simulation.

Caglayan, A. K.↗

Event-driven simulation in SELMON: An overview of EDSE

EDSE (event-driven simulation engine), a model-based event-driven simulator implemented for SELMON, a tool for sensor selection and anomaly detection in real-time monitoring is described. The simulator is used in conjunction with a causal model to predict future behavior of the model from observed data. The behavior of the causal model is interpreted as equivalent to the behavior of the physical system being modeled. An overview of the functionality of the simulator and the model-based event-driven simulation paradigm on which it is based is provided. Included are high-level descriptions of the following key properties: event consumption and event creation, iterative simulation, synchronization and filtering of monitoring data from the physical system. Finally, how EDSE stands with respect to the relevant open issues of discrete-event and model-based simulation is discussed.

Rouquette, Nicolas F.↗

Finite Element Aircraft Simulation of Turbulence

A turbulence model has been developed for realtime aircraft simulation that accommodates stochastic turbulence and distributed discrete gusts as a function of the terrain. This model is applicable to conventional aircraft, V/STOL aircraft, and disc rotor model helicopter simulations. Vehicle angular activity in response to turbulence is computed from geometrical and temporal relationships rather than by using the conventional continuum approximations that assume uniform gust immersion and low frequency responses. By using techniques similar to those recently developed for blade-element rotor models, the angular-rate filters of conventional turbulence models are not required. The model produces rotational rates as well as air mass translational velocities in response to both stochastic and deterministic disturbances, where the discrete gusts and turbulence magnitudes may be correlated with significant terrain features or ship models. Assuming isotropy, a two-dimensional vertical turbulence field is created. A novel Gaussian interpolation technique is used to distribute vertical turbulence on the wing span or lateral rotor disc, and this distribution is used to compute roll responses. Air mass velocities are applied at significant centers of pressure in the computation of the aircraft's pitch and roll responses.

McFarland, R. E.↗

Wall-Modeled Large Eddy Simulation Method for Unstructured-Grid Navier-Stokes Solvers

This paper reports on the implementation and assessment of a Wall-Modeled Large-Eddy Simulation (WMLES) methodology in an unstructured-grid, node-centered flow solver, FUN3D that is developed and supported at the NASA Langley Research Center. Finite-volume (FV) and finite-element (FE) discretization schemes considered in the study provide formal second-order spatial accuracy. Large-Eddy Simulations (LES) resolve large-scale turbulent-flow features and filter out small-scale effects using the Vreman subgrid-scale model. At solid-wall boundaries, a shear-stress model is employed to provide a proper boundary-flux closure. The nonlinear equations are integrated in time using either an optimized backward difference formula or an implicit multistage Runge-Kutta temporal scheme. The implicit equations at each time step are solved by strong nonlinear iteration schemes. WMLES demonstrations are shown for two high-lift configurations, namely, the McDonnell Douglas 30P30N multielement airfoil and a NASA High-Lift Common Research Model. Results show that the WMLES approaches implemented in the FV and FE discretization methods produce consistent solutions and are capable of capturing key aerodynamic characteristics and flow structures for high-lift configurations at a wide range of angles of attack including maximum-lift conditions. In the 30P30N example, correct trends in the variations of integrated aerodynamic forces and moments, surface pressure distributions, and boundary-layer profiles are captured as the Reynolds number is increased.

CFD; turbulence modeling; High-Lift flow simulatio↗

Efficient demultiplexing algorithm for noncontiguous carriers

A channel separation algorithm for the frequency division multiple access/time division multiplexing (FDMA/TDM) scheme is presented. It is shown that implementation using this algorithm can be more effective than the fast Fourier transform (FFT) algorithm when only a small number of carriers need to be selected from many, such as satellite Earth terminals. The algorithm is based on polyphase filtering followed by application of a generalized Walsh-Hadamard transform (GWHT). Comparison of the transform technique used in this algorithm with discrete Fourier transform (DFT) and FFT is given. Estimates of the computational rates and power requirements to implement this system are also given.

Thanawala, A. A.↗

Detection and Modeling of High-Dimensional Thresholds for Fault Detection and Diagnosis

Many Fault Detection and Diagnosis (FDD) systems use discrete models for detection and reasoning. To obtain categorical values like oil pressure too high, analog sensor values need to be discretized using a suitablethreshold. Time series of analog and discrete sensor readings are processed and discretized as they come in. This task isusually performed by the wrapper code'' of the FDD system, together with signal preprocessing and filtering. In practice,selecting the right threshold is very difficult, because it heavily influences the quality of diagnosis. If a threshold causesthe alarm trigger even in nominal situations, false alarms will be the consequence. On the other hand, if threshold settingdoes not trigger in case of an off-nominal condition, important alarms might be missed, potentially causing hazardoussituations. In this paper, we will in detail describe the underlying statistical modeling techniques and algorithm as well as the Bayesian method for selecting the most likely shape and its parameters. Our approach will be illustrated by several examples from the Aerospace domain.

Computer Systems↗

DPM: A deep learning PDE augmentation method with application to large-eddy simulation

A framework is introduced that leverages known physics to reduce overfitting in machine learning for scientific applications. The partial differential equation (PDE) that expresses the physics is augmented with a neural network that uses available data to learn a description of the corresponding unknown or unrepresented physics. Training within this combined system corrects for missing, unknown, or erroneously represented physics, including discretization errors associated with the PDE's numerical solution. For optimization of the network within the PDE, an adjoint PDE is solved to provide high-dimensional gradients, and a stochastic adjoint method (SAM) further accelerates training. Additionally, the approach is demonstrated for large-eddy simulation (LES) of turbulence. High-fidelity direct numerical simulations (DNS) of decaying isotropic turbulence provide the training data used to learn sub-filter-scale closures for the filtered Navier–Stokes equations. Out-of-sample comparisons show that the deep learning PDE method outperforms widely-used models, even for filter sizes so large that they become qualitatively incorrect. It also significantly outperforms the same neural network when a priori trained based on simple data mismatch, not accounting for the full PDE. Measures of discretization errors, which are well-known to be consequential in LES, point to the importance of the unified training formulation's design, which without modification corrects for them. For comparable accuracy, simulation runtime is significantly reduced. A relaxation of the typical discrete enforcement of the divergence-free constraint in the solver is also successful, instead allowing the DPM to approximately enforce incompressibility physics. Since the training loss function is not restricted to correspond directly to the closure to be learned, training can incorporate diverse data, including experimental data.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

State estimation with small nonlinearities

A variety of techniques is available for estimating the states of nonlinear dynamic systems from noisy data. The differences among several of these procedures in the presence of small dynamic and observational nonlinearities are investigated. Four discrete estimation algorithms are analyzed. The first is a strictly least square estimator, while the others are recursive algorithms similar to the Kalman filter used for estimating the states of linear systems. A group of analytic expressions is developed for the mean and covariance of the error in each of these estimators so that they may be compared without lengthy Monte Carlo simulations. The covariance expressions show that, to first order, all the estimators have the same covariance. Expressions for the means show that each estimator has a different bias. Several examples are carried out demonstrating that the relative magnitudes of the bias errors in the various estimators can be a strong function of such parameters as initial covariances and number of data points. Under some circumstances, more complicated algorithms can have larger biases than smaller ones.

Conrad, B.↗

Application of an adaptive blade control algorithm to a gust alleviation system

The feasibility of an adaptive control system designed to alleviate helicopter gust induced vibration was analytically investigated for an articulated rotor system. This control system is based on discrete optimal control theory, and is composed of a set of measurements (oscillatory hub forces and moments), an identification system using a Kalman filter, a control system based on the minimization of the quadratic performance function, and a simulation system of the helicopter rotor. The gust models are step and sinusoidal vertical gusts. Control inputs are selected at the gust frequency, subharmonic frequency, and superharmonic frequency, and are superimposed on the basic collective and cyclic control inputs. The response to be reduced is selected to be that at the gust frequency because this is the dominant response compared with sub- and superharmonics. Numerical calculations show that the adaptive blade pitch control algorithm satisfactorily alleviates the hub gust response. Almost 100% reduction of the perturbation thrust response to a step gust and more than 50% reduction to a sinusoidal gust are achieved in the numerical simulations.

Saito, S.↗

Application of an adaptive blade control algorithm to a gust alleviation system

The feasibility of an adaptive control system designed to alleviate helicopter gust induced vibration was analytically investigated for an articulated rotor system. This control system is based on discrete optimal control theory, and is composed of a set of measurements (oscillatory hub forces and moments), an identification system using a Kalman filter, a control system based on the minimization of the quadratic performance function, and a simulation system of the helicopter rotor. The gust models are step and sinusoidal vertical gusts. Control inputs are selected at the gust frequency, subharmonic frequency, and superharmonic frequency, and are superimposed on the basic collective and cyclic control inputs. The response to be reduced is selected to be that at the gust frequency because this is the dominant response compared with sub- and superharmonics. Numerical calculations show that the adaptive blade pitch control algorithm satisfactorily alleviates the hub gust response. Almost 100 percent reduction of the perturbation thrust response to a step gust and more than 50 percent reduction to a sinusoidal gust are achieved in the numerical simulations.

Saito, S.↗