Computation of the pseudinverse of a matrix of unknown rank
Least squares solution to linear system and computation of pseudoinverse by matrix of unknown rank
LEAST SQUARES METHOD↗
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On realizations of least-squares estimation and Kalman filtering by systolic arrays
Least-squares (LS) estimation is a basic operation in many signal processing problems. Given y = Ax + v, where A is a m x n coefficient matrix, y is a m x 1 observation vector, and v is a m x 1 zero mean white noise vector, a simple least-squares solution is finding the estimated vector x which minimizes the norm of /Ax-y/. It is well known that for an ill-conditioned matrix A, solving least-squares problems by orthogonal triangular (QR) decomposition and back substitution has robust numerical properties under finite word length effect since 2-norm is preserved. Many fast algorithms have been proposed and applied to systolic arrays. Gentleman-Kung (1981) first presented the trianglular systolic array for a basic Givens reduction. McWhirter (1983) used this array structure to find the least-squares estimation errors. Then by geometric approach, several different systolic array realizations of the recursive least-squares estimation algorithms of Lee et al (1981) were derived by Kalson-Yao (1985). Basic QR decomposition algorithms are considered in this paper and it is found that under a one-row time updating situation, the Householder transformation degenerates to a simple Givens reduction. Next, an improved least-squares estimation algorithm is derived by considering a modified version of fast Givens reduction. From this approach, the basic relationship between Givens reduction and Modified-Gram-Schmidt transformation can easily be understood. This improved algorithm also has simpler computational and inter-cell connection complexities while compared with other known least-squares algorithms and is more realistic for systolic array implementation.
Chen, M. J.↗
Photogrammetry Toolbox Reference Manual
Specialized photogrammetric and image processing MATLAB functions useful for wind tunnel and other ground-based testing of aerospace structures are described. These functions include single view and multi-view photogrammetric solutions, basic image processing to determine image coordinates, 2D and 3D coordinate transformations and least squares solutions, spatial and radiometric camera calibration, epipolar relations, and various supporting utility functions.
Liu, Tianshu↗
An iterative technique to stabilize a linear time invariant multivariable system with output feedback
An iterative procedure for determining the constant gain matrix that will stabilize a linear constant multivariable system using output feedback is described. The use of this procedure avoids the transformation of variables which is required in other procedures. For the case in which the product of the output and input vector dimensions is greater than the number of states of the plant, general solution is given. In the case in which the states exceed the product of input and output vector dimensions, a least square solution which may not be stable in all cases is presented. The results are illustrated with examples.
Sankaran, V.↗
Functional Principal Component Analysis of Radio–Optical Reference Frame Tie
The Gaia optical reference frame is intrinsically undefined with respect to global orientation and spin, so it needs to be anchored in the radio-based International Celestial Reference Frame (ICRF) to provide a referenced and quasi-inertial celestial coordinate system. The link between the two fundamental frames is realized through two samples of distant extragalactic sources, mostly active galactic nuclei and quasars, but only the smaller sample of radio-loud ICRF sources with optical counterparts is available to determine the mutual orientation. The robustness of this link can be mathematically formulated in the framework of functional principal component analysis using a set of vector spherical harmonics to represent the differences in celestial positions of the common objects. The weakest eigenvectors are computed, which describe the greatest deficiency of the link. The deficient or poorly determined terms are specific vector fields on the sphere that carry the largest errors of absolute astrometry using Gaia in reference to the ICRF. This analysis provides guidelines for the future development of the ICRF maximizing the accuracy of the link over the entire celestial sphere. A measure of the robustness of a least-squares solution, which can be applied to any linear model fitting problem, is introduced to help discriminate between reference frame tie models of different degrees.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Real-Time Attitude Independent Three Axis Magnetometer Calibration
In this paper new real-time approaches for three-axis magnetometer sensor calibration are derived. These approaches rely on a conversion of the magnetometer-body and geomagnetic-reference vectors into an attitude independent observation by using scalar checking. The goal of the full calibration problem involves the determination of the magnetometer bias vector, scale factors and non-orthogonality corrections. Although the actual solution to this full calibration problem involves the minimization of a quartic loss function, the problem can be converted into a quadratic loss function by a centering approximation. This leads to a simple batch linear least squares solution. In this paper we develop alternative real-time algorithms based on both the extended Kalman filter and Unscented filter. With these real-time algorithms, a full magnetometer calibration can now be performed on-orbit during typical spacecraft mission-mode operations. Simulation results indicate that both algorithms provide accurate integer resolution in real time, but the Unscented filter is more robust to large initial condition errors than the extended Kalman filter. The algorithms are also tested using actual data from the Transition Region and Coronal Explorer (TRACE).
Crassidis, John L.↗
Gross-fragmentation of meteoroids and bulk density of Geminids from photographic fireball records
The explicit solution of the drag and ablation equations of a single nonfragmenting meteoroid moving in any actual atmosphere was published several years ago. The solution yields the theoretical relation of l, the distance flown by the meteoroid in its trajectory, as a function of time, t, assuming that the height, h, is a known function of l. The photographic records of meteors and fireballs are coded by time marks, using a rotating shutter or a similar device to break the moving image. Time is, thus, the independent variable and for each time mark on a meteoroid trajector, the observed distance along the trajectory, l sub obs, as well as the double- or multiple- station photographs of the same meteoroid. Applying this solution to all available Prairie Network (PN) fireball-records, we recognized that the majority of them gave good solutions with standard deviations somewhat bigger than the intrinsic geometrical precision of the data. We also noticed that, on an average, previous methods of evaluation of the meteoroid velocities (interpolation polynomials, numerical differenciation of the observed l sub obs) used up to only several tens of percent of the intrinsic precision of the PN observational data. When residuals of these solutions, i.e. l sub obs - l sub com, were represented as a function of time for about 75 percent of solutions. The remaining 25 percent of residuals showed systematic changes with time exceeding one standard deviation. We tried to explain these systematic time course of residuals by using different meteoroids first computed theoretically and then analyzed by the same model as the natural PN fireballs were. The conclusion of these model computations is that systematic time changes of residuals in the nonfragmenting model exceeding one standard of deviation are caused by sudden gross fragmentation at one or more trajectory points. Thus, we generalized the explicit solution of the drag and ablation equations of a single nonfragmenting meteoroid by allowing for one or more points, where sudden gross fragmentation can occur. Using this generalized solution, the distances along the meteoroid trajectory can be computed for any choice of input parameters and compared with the observed distances flown by the meteoroid. For the most precise and long fireball trajectories, the least-squares solution can, thus, yield the initial velocities, the ablation coefficients, the dynamical masses, the positions of gross-fragmentation points, and the terminal mass. At a gross-fragmentation point, the ratio of the main mass to all the remaining fragments can be compared with the dynamic mass determined from our gross-fragmentation model and, thus, the meteoroid bulk density can be evaluated. We applied the gross-fragmentation model to sever PN fireballs showing time changes of residuals, and we recognized that, in all these cases, the new computed bulk densities of meteoroids resulted higher in comparison with the meteoroid densities determined with the non-gross-fragmentation model. Other aspects of the study are discussed.
Ceplecha, Zdenek↗
Mesoscale roughness of Venus
The global distribution of multi-kilometer (approx. 9 km) length scale 'roughness' (hereafter mesoscale roughness or MR) on Venus can be estimated from the Magellan global altimetry dataset (GxDR) and then compared with MR data derived for Earth from 5' ETOP5 data and for Mars (from USGS Mars DTM dataset). The mesoscale roughness parameter (MR) represents the RMS variance in meters of the actual planetary surface topography relative to the best fitting tangent plane defined on the basis of a 3x3 pixel sliding window. The best-fit plane was computed using a least-squares solution which minimizes delta H, the sum of the squares of the differences between the 9 local elevation values (H(sub i)), and the elevation of best-fit plane at the same grid location. Using the best-fit plane and delta H, we have computed the RMS 'roughness' var(delta R), where this parameter is always minimized on the basis of its calculation using least squares. We have called this 'ruggedness' parameter the Mesoscale Roughness (MR) because it is directly related to the high-frequency variance of topography after mesoscale slopes and tilts (i.e., for Venus, the baseline over which MR is computed (dx) is approx. 8.8 km and dx for Earth is approx. 9.3 km) are removed. As such, MR represents the degree to which a planetary surface is more rugged than approximately 10 km scale facets or tilts. It should not be confused with the radar 'RMS Roughness' parameter computed at 0.1 to 10 m length scales on the basis of the Magellan radar altimeter echo. We will use our MR parameter to investigate the global ruggedness properties of Venus as they relate to geological provinces and in comparison with the spatial pattern of MR for Earth and Mars.
Garvin, J. B.↗
Steady and transient least square solvers for thermal problems
This paper develops a hierarchical least square solution algorithm for highly nonlinear heat transfer problems. The methodology's capability is such that both steady and transient implicit formulations can be handled. This includes problems arising from highly nonlinear heat transfer systems modeled by either finite-element or finite-difference schemes. The overall procedure developed enables localized updating, iteration, and convergence checking as well as constraint application. The localized updating can be performed at a variety of hierarchical levels, i.e., degree of freedom, substructural, material-nonlinear groups, and/or boundary groups. The choice of such partitions can be made via energy partitioning or nonlinearity levels as well as by user selection. Overall, this leads to extremely robust computational characteristics. To demonstrate the methodology, problems are drawn from nonlinear heat conduction. These are used to quantify the robust capabilities of the hierarchical least square scheme.
Padovan, Joe↗
Bi-Level Linear Programming Model for Automatic Load Shedding: A Distributed Wide-Area Measurement System-based Solution
Load shedding is currently implemented as a two-step based approach. In the first step, manual load shedding is taken place, were system operators, using estimates, inform distribution utilities of predicted stressful conditions. Information provided include the potential use of energy reserves, as well as load shedding amount. In a second step, automatic load shedding is done. The latter is realized using protection relays. While considering frequency variation, pre-defined values of load to be shed and correspondent number of stages for such to be realized are transformed into relay settings. Under-frequency protection relays use only local measurements towards decision making, thus operate in a decentralized architecture. Decision making is done in milliseconds plus breaker time. While this approach has provided much system reliability, considering the new smart grid paradigm, where system dynamics are much faster due to increasing renewable resources penetration, in some operating conditions it will generate sub-optimal solutions, such as islanding. Phasor measurement units provide a source of information which can be useful for this problem. Centralized architecture-based solutions for automatic load shedding, as present in the state-of-the-art, require though total processing times which are not acceptable for real-life implementation. In this work, considering the above, a bi-level linear programming model is presented. The model is implemented considering a distributed architecture while leveraging phasor measurement units data. The upper-level model estimates the current system state. Results of this model are embedded in a lower-level model, which decision variables are the location and load value to be shed. Easy-to-implement model, built-on the classic weighted least squares solution, highlight potential aspects towards real-life applications.
Bretas, Arturo Suman↗
Towards Smart Grids Enhanced Situation Awareness: A Bi-Level Quasi-Static State Estimation Model
Smart Grid situational awareness is provided by Energy Management Systems. A core process of these systems is State Estimation. The great majority of state estimators model the Smart Grid through a set of nonlinear algebraic equations, named the measurement model. Problem formulation considers the Gauss solution. Several model improvements have been presented regarding the Gauss solution, aiming between others to provide measurement noise robustness to the state estimation process. While considerable effort has been focused on such developments, state estimation is still constrained by the implicit modelling error, and thus inevitably vulnerable to cyber-threats. In this work, a state estimation bi-level formal model is presented towards Smart Grids enhanced situational awareness considering the concepts of synthetic measurements and innovation. Comparative test results with the state-of-the-art on the IEEE 14-bus system are presented highlighting improved situational awareness to bad data. Easy-to-implement model, without hard-to-derive parameters, built-on the classic weighted least squares solution, highlight potential aspects for real-life implementation.
cyber security↗
Tracking and Data Relay Satellite (TDRS) Orbit Estimation Using an Extended Kalman Filter
Alternatives to the Tracking and Data Relay Satellite (TDRS) orbit estimation procedure were studied to develop a technique that both produces more reliable results and is more amenable to automation than the prior procedure. The Earth Observing System (EOS) Terra mission has TDRS ephemeris prediction 3(sigma) requirements of 75 meters in position and 5.5 millimeters per second in velocity over a 1.5-day prediction span. Meeting these requirements sometimes required reruns of the prior orbit determination (OD) process, with manual editing of tracking data to get an acceptable solution. After a study of the available alternatives, the Flight Dynamics Facility (FDF) began using the Real-Time Orbit Determination (RTOD(Registered TradeMark)) Kalman filter program for operational support of TDRSs in February 2007. This extended Kalman filter (EKF) is used for daily support, including within hours after most thrusting, to estimate the spacecraft position, velocity, and solar radiation coefficient of reflectivity (C(sub R)). The tracking data used are from the Bilateration Ranging Transponder System (BRTS), selected TDRS System (TDRSS) User satellite tracking data, and Telemetry, Tracking, and Command (TT&C) data. Degraded filter results right after maneuvers and some momentum unloads provided incentive for a hybrid OD technique. The results of combining EKF strengths with the Goddard Trajectory Determination System (GTDS) Differential Correction (DC) program batch-least-squares solutions, as recommended in a 2005 paper on the chain-bias technique, are also presented.
Ward, Douglas T.↗
Uncovering hidden bias in neutron diffraction residual strain measurements
When calculating residual strain via neutron or X-ray diffraction, uncertainties propagated from the peak fit are often inadequate to describe the true scatter of measurements about a singular strain state, such as one that should describe a macroscopic continuum. Because diffraction is inherently a selective process, orientation-dependent scatter arises from the sub-sampling of strong microstructure and strain gradients. This paper investigates the appropriateness of propagated uncertainties with reference to their original intention, i.e. noise about a mean value. Thirty-six unique orientations of strain measurements are taken at multiple locations within an additive friction-stir deposition component with fine-scale gradients (∼200 µm) of plastic strain, texture and residual elastic strain. Multiple strain and stress calculation pathways are compared: direct substitution of three measurements into Hooke's law, direct inversion of any six unique orientations into the strain state tensor and thirty-six measurement least-squares estimation. For the last two cases, the appropriateness of the uncertainty interval is statistically evaluated on the basis of a physical constraint: common agreement under the strain transformation law. For this sample, the direct inversion of six measurements retains a conservative estimate of the uncertainty. However, propagated uncertainties in the least-squares solution greatly underestimate the true experimental scatter. A simple pathway to estimate appropriate uncertainty intervals is suggested. These results demonstrate that the interpretation of uncertainty in residual strain is strongly dependent on intrinsic sample-dependent effects, and that oversampling orientations and statistical analysis can give more accurate results with realistic uncertainties.
36 MATERIALS SCIENCE↗
How Much Reserve Fuel: Quantifying the Maximal Energy Cost of System Disturbances
Motivated by the design question of additional fuel needed to complete a task in an uncertain environment, this paper introduces metrics to quantify the maximal additional energy used by a control system in the presence of bounded disturbances, compared to a nominal, disturbance-free system. In particular, we consider the task of finite-time stabilization for a linear, time-invariant system. We compare the nominal energy required to achieve this task in the disturbance-free system to the worst-case energy over all feasible disturbances. Solving for the worst-case energy over all disturbances first leads to an optimal control problem with a least-squares solution, and then an infinite-dimensional optimization problem where we derive an upper bound on the solution. The comparison of energies is accomplished using additive and multiplicative metrics, for which we derive bounds. Simulation examples on an ADMIRE fighter jet model demonstrate the practicability of these metrics, and their variation with the distance of the initial condition from the origin and the task completion time.
koopman operator, resilience↗
Numerical integration of the lunar orbit
Least squares solution for planetary and lunar orbits fitting to optical observations
Cohen, C. J.↗
On some representations of generalized inverses.
Unitary matrix representing generalized inverses, proving weak method of steepest descent for least squares solution of equations
Tewarson, R. P.↗
Extensions and applications of the Householder algorithm for solving linear least squares problems
Mathematical and numerical least squares solution of linear equations, using Householder algorithm
Hanson, R. J.↗
Ocean-height measurement by satellite altimetry
Ocean height measurement by orbit determination from satellite altimetry, considering least squares solutions and instrument errors
Douglas, B. C.↗