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Minimum variance system identification with application to digital adaptive flight control

A new on-line minimum variance filter for the identification of systems with additive and multiplicative noise is described which embodies both accuracy and computational efficiency. The resulting filter is shown to use both the covariance of the parameter vector itself and the covariance of the error in identification. A bias reduction scheme can be used to yield asymptotically unbiased estimates. Experimental results for simulated linearized lateral aircraft motion in a digital closed loop mode are presented, showing the utility of the identification schemes.

Kotob, S.

Magnetic field directional discontinuities. I - Minimum variance errors

The paper deals with a statistical analysis of the errors associated with a minimum variance analysis of directional discontinuities by use of an idealized model of these discontinuities and various simulations, and also by an examination of actual Mariner 10 interplanetary magnetic field data. An empirical expression is derived for the magnitude of the error in an estimated discontinuity normal component, relative to the total field across the directional discontinuity. The analysis was performed primarily to aid in differentiating between interplanetary tangential and rotational discontinuities observed by Mariner 10.

Lepping, R. P.

Minimum variance geographic sampling

Resource inventories require samples with geographical scatter, sometimes not as widely spaced as would be hoped. A simple model of correlation over distances is used to create a minimum variance unbiased estimate population means. The fitting procedure is illustrated from data used to estimate Missouri corn acreage.

Terrell, G. R.

Linear minimum variance filters applied to carrier tracking

A new approach is taken to the problem of tracking a fixed amplitude signal with a Brownian-motion phase process. Classically, a first-order phase-lock loop (PLL) is used; here, the problem is treated via estimation of the quadrature signal components. In this space, the state dynamics are linear with white multiplicative noise. Therefore, linear minimum-variance filters, which have a particularly simple mechanization, are suggested. The resulting error dynamics are linear at any signal/noise ratio, unlike the classical PLL. During synchronization, and above threshold, this filter with constant gains degrades by 3 per cent in output rms phase error with respect to the classical loop. However, up to 80 per cent of the maximum possible noise improvement is obtained below threshold, where the classical loop is nonoptimum, as demonstrated by a Monte Carlo analysis. Filter mechanizations are presented for both carrier and baseband operation.

Gustafson, D. E.

Formulation of a minimum variance deconvolution technique for compensation of pneumatic distortion in pressure sensing devices

Increasingly, aircraft system designs require that aerodynamic parameters derived from pneumatic measurements be employed as control-system feedbacks. Such high frequency pressure measurements' accuracy is compromised by pressure distortion due to frictional attenuation and pneumatic resonance within the sensing system. A pneumatic distortion model is here formulated and reduced to a low-order state-variable model which retains most of the full model's dynamic characteristics. This reduced-order model is coupled with standard results from minimum variance estimation theory to develop an algorithm to compensate for pneumatic-distortion effects.

Whitmore, Stephen A.

Minimum-variance fixed-form compensation of linear systems

The problem of determining the linear time-invariant compensator of a specified dimension which minimizes the asymptotic expected value of a quadratic form in the state variables of a linear stochastic system of arbitrary order, is considered. It is shown that under appropriate assumptions, the solution of this problem can be interpreted as a minimum-order observer-based or dual observer-based compensator for an optimally aggregated model of the plant.

Johnson, T. L.

A fully redundant double difference algorithm for obtaining minimum variance estimates from GPS observations

In double differencing a regression system obtained from concurrent Global Positioning System (GPS) observation sequences, one either undersamples the system to avoid introducing colored measurement statistics, or one fully samples the system incurring the resulting non-diagonal covariance matrix for the differenced measurement errors. A suboptimal estimation result will be obtained in the undersampling case and will also be obtained in the fully sampled case unless the color noise statistics are taken into account. The latter approach requires a least squares weighting matrix derived from inversion of a non-diagonal covariance matrix for the differenced measurement errors instead of inversion of the customary diagonal one associated with white noise processes. Presented is the so-called fully redundant double differencing algorithm for generating a weighted double differenced regression system that yields equivalent estimation results, but features for certain cases a diagonal weighting matrix even though the differenced measurement error statistics are highly colored.

Melbourne, William G.

What determines the direction of minimum variance of the magnetic field fluctuations in the solar wind?

The solar wind is not an isotropic medium; two symmetry axis are provided, first the radial direction (because the mean wind is radial) and second the spiral direction of the mean magnetic field, which depends on heliocentric distance. Observations show very different anisotropy directions, depending on the frequency waveband; while the large-scale velocity fluctuations are essentially radial, the smaller scale magnetic field fluctuations are mostly perpendicular to the mean field direction, which is not the expected linear (WkB) result. We attempt to explain how these properties are related, with the help of numerical simulations.

Grappin, R.

On the angle between the average interplanetary magnetic field and the propagation direction of plane large amplitude Alfven waves

The paper shows that the experimentally observed close alignment of magnetic field minimum variance direction with the average magnetic field for Alfven waves in the solar wind is consistent with theoretically predicted properties of plane large amplitude Alfven waves in the MHD approximation. The theoretical properties of these Alfven waves constrain the time averaged magnetic field to cluster around the direction of minimum variance, which is aligned with the wave normal. Thus, spacecraft magnetometer observations in the solar wind of minimum variance directions strongly peaked about the average magnetic field direction are consistent with plane large amplitude Alfven waves which have wave normals aligned with the directions of minimum variance. This does not imply that geometrical hydromagnetic calculations for Alfven wave propagation direction in the solar wind are incorrect, but there is a discrepancy between geometrical hydromagnetics theory and observations that IMF minimum variance directions tend to be aligned with the ideal Parker spiral instead of the radial direction.

Lichtenstein, B. R.

Applications of active adaptive noise control to jet engines

During phase 2 research on the application of active noise control to jet engines, the development of multiple-input/multiple-output (MIMO) active adaptive noise control algorithms and acoustic/controls models for turbofan engines were considered. Specific goals for this research phase included: (1) implementation of a MIMO adaptive minimum variance active noise controller; and (2) turbofan engine model development. A minimum variance control law for adaptive active noise control has been developed, simulated, and implemented for single-input/single-output (SISO) systems. Since acoustic systems tend to be distributed, multiple sensors, and actuators are more appropriate. As such, the SISO minimum variance controller was extended to the MIMO case. Simulation and experimental results are presented. A state-space model of a simplified gas turbine engine is developed using the bond graph technique. The model retains important system behavior, yet is of low enough order to be useful for controller design. Expansion of the model to include multiple stages and spools is also discussed.

Shoureshi, Rahmat

Microstructure of the interplanetary magnetic field near 4 and 5 AU

Interplanetary magnetic field fluctuations near 4 and 5 AU are investigated on the basis of Pioneer 10 and 11 vector magnetic field measurements in order to identify extant wave modes and propagation directions as functions of frequency in the range 0.00004 to 0.009 Hz. Analysis of the approximately 500 spectral matrices as functions of frequency obtained from each spacecraft indicates the distributions of maximum variance directions to be peaked along the normal to the plane of the minimum variance direction and the mean magnetic field, as would be expected for a planar, small-amplitude Alfven wave with a minimum variance direction close to the wave vector. It is thus inferred that single small-amplitude Alfven waves are occasionally present in the temporal and frequency bands analyzed, however waves with wave vectors not well approximated by the minimum variance direction, Alfven wave ensembles, finite-amplitude waves and nonplanar fluctuations may also be present. Observations are also noted to suggest the predominance of the Alfven mode over the fast and slow modes, however do not support theoretical models of outward propagating plane Alfven waves of solar origin.

Parker, G. D.

On the interpretation of least squares collocation

A demonstration is given of the strict mathematical equivalence between the least squares collocation and the classical minimum variance estimates. It is shown that the least squares collocation algorithms are a special case of the modified minimum variance estimates. The computational efficiency of several forms of the general minimum variance estimation algorithm is discussed. It is pointed out that for certain geodetic applications the least square collocation algorithm may provide a more efficient formulation of the results from the point of view of the computations required.

Tapley, B. D.