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NASA NTRS2019

High-Order Finite-Difference Nonlinear Filter Methods for Subsonic Turbulence Simulation with Stochastic Forcing

Numerical stability of high-order filter schemes developed by Yee & Sjogreen is tested on three-dimensional turbulence simulations with stochastic forcing and their performance is compared with that of TVD and WENO schemes. The best­ performing filter method employs an eighth-order central base scheme with the Kennedy & Gruber skew-symmetric splitting of the inviscid flux derivative, a wavelet-based local flow sensor, a nonlinear filter utilizing the dissipative portion of seventh-order \VENO scheme, and an explicit third - or fourth-order Runge­-Kutta time integration. We show that the filter scheme is more computational]y efficient and provides a wider spectral bandwidth compared to the seventh-order WENO scheme. The method also demonstrates robust long-time integration for moderately compressible turbulence. In contrast, the fifth- and seventh­ order WENO schemes show non-trivial evolution of the velocity and density power spectra. over a. few dozen dynamical times, where both TVD and filter schemes recover a so lid statistically stationary turbulent state

Kritsuk, Alexei G.↗
NASA NTRS2004

Nonlinear filtering and limiting in high order methods for ideal and non-ideal MHD

The various filtering mechanisms and base scheme options of the newly developed adaptive numerical dissipation control in spatially high order filter schemes for the ideal and non-ideal magnetohydrodynamics (MHD) equations are investigated. These filter schemes are applicable to complex unsteady MHD high-speed shock/shear/turbulence problems. They also provide a natural and efficient way for the minimization of Div(B) numerical error. The type of spatial base scheme to be used in conjunction with our filter idea is very general. For example, spectral, compact and non-compact spatially central finite difference schemes are possible candidates. The adaptive numerical dissipation mechanism consists of automatic detection of different flow features as distinct sensors to signal the appropriate type and amount of numerical dissipation/filter where needed and to leave the rest of the region free from numerical dissipation contamination. The numerical dissipation considered consists of high order linear dissipation for the suppression of high frequency oscillation and the nonlinear dissipative portion of high-resolution shock-capturing methods for discontinuity capturing. The applicable nonlinear dissipative portion of high-resolution shock-capturing methods is also very general. The objective of this paper is to investigate the performance of using compact and non-compact central base schemes in conjunction with three commonly used types of nonlinear numerical dissipation for both the ideal and non-ideal MHD. This extended abstract shows the performance of three nonlinear filters in conjunction with a sixth-order non-compact spatial central base scheme. In the final paper, the high order compact spatial central base scheme will be illustrated and compared with the non-compact base scheme. The reason for the investigation of the high order compact spatial central base scheme over the non-compact base scheme is to evaluate if additional accuracy can be gained in regions of fine scale turbulence that are away from shocks/shears.

Yee,H. C.↗
NASA NTRS1987

Nonlinear filter design

A technique for identifying nonlinear systems was introduced, beginning with a single input-single output system. Assuming the system is initially at rest, the first kernel (first convolution integral in the continuous case or first convolution sum in the discrete case) was calculated. A controllable and observable linear realization was then obtained in a particular canonical form. The actual nonlinear system was probed with an appropriate input (or inputs) and the output (or outputs) determined. For the linear system, the input was computed that produces the same output. In the difference between the inputs to the nonlinear and linear systems, basic information was found about the nonlinear system. There is an interesting class of nonlinear systems for which this type of identification scheme should prove to be accurate.

Hunt, L. R.↗
NASA NTRS2008

Comparison of Nonlinear Filtering Techniques for Lunar Surface Roving Navigation

Leading up to the Apollo missions the Extended Kalman Filter, a modified version of the Kalman Filter, was developed to estimate the state of a nonlinear system. Throughout the Apollo missions, Potter's Square Root Filter was used for lunar navigation. Now that NASA is returning to the Moon, the filters used during the Apollo missions must be compared to the filters that have been developed since that time, the Bierman-Thornton Filter (UD) and the Unscented Kalman Filter (UKF). The UD Filter involves factoring the covariance matrix into UDUT and has similar accuracy to the Square Root Filter; however it requires less computation time. Conversely, the UKF, which uses sigma points, is much more computationally intensive than any of the filters; however it produces the most accurate results. The Extended Kalman Filter, Potter's Square Root Filter, the Bierman-Thornton UD Filter, and the Unscented Kalman Filter each prove to be the most accurate filter depending on the specific conditions of the navigation system.

Kimber, Lemon↗
NASA NTRS1989

Nonlinear filters for efficient shock computation

A new type of methods for the numerical approximation of hyperbolic conservation laws with discontinuous solution is introduced. The methods are based on standard finite difference schemes. The difference solution is processed with a nonlinear conservation form filter at every time level to eliminate spurious oscillations near shocks. It is proved that the filter can control the total variation of the solution and also produce sharp discrete shocks. The method is simpler and faster than many other high resolution schemes for shock calculations. Numerical examples in one and two space dimensions are presented.

Engquist, Bjorn↗
NASA NTRS1972

Nonlinear filtering for random signals in statistically unknown noise.

Natural and effective formulation of the filtering problem involved in satellite orbit determination, aircraft navigation, and missile tracking. The problem arises because the environment of the sensor keeps changing from time to time, and it is quite impractical and sometimes impossible to collect the statistical data of the noise incurred in the observation. Computable filtering equations are deduced. The idea of invariant imbedding along with stochastic differential calculus is used to derive differential equations for the optimal estimate.

Loo, J. T.↗
NASA NTRS1981

Singular perturbation, state aggregation and nonlinear filtering

Consideration is given to a state process evolving in R(n), whose motion is that of a pure jump process in R(n) in the 0(1) time scale, upon which is superimposed a continuous motion along the orbits of a gradient-like vector field g in R(n) in the 0(1/epsilon) time scale. The infinitesimal generator of the state process is, in other words, of the form L + (1/epsilon)g. It follows from the main results presented that the projected filters converge to the finite state Wonham filter corresponding to the problem of estimating the finite state process in the presence of additive white noise.

Hijab, O.↗
NASA NTRS1995

A computational fluid dynamics simulation of the hypersonic flight of the Pegasus(TM) vehicle using an artificial viscosity model and a nonlinear filtering method

The computational fluid dynamics code, PARC3D, is tested to see if its use of non-physical artificial dissipation affects the accuracy of its results. This is accomplished by simulating a shock-laminar boundary layer interaction and several hypersonic flight conditions of the Pegasus(TM) launch vehicle using full artificial dissipation, low artificial dissipation, and the Engquist filter. Before the filter is applied to the PARC3D code, it is validated in one-dimensional and two-dimensional form in a MacCormack scheme against the Riemann and convergent duct problem. For this explicit scheme, the filter shows great improvements in accuracy and computational time as opposed to the nonfiltered solutions. However, for the implicit PARC3D code it is found that the best estimate of the Pegasus experimental heat fluxes and surface pressures is the simulation utilizing low artificial dissipation and no filter. The filter does improve accuracy over the artificially dissipative case but at a computational expense greater than that achieved by the low artificial dissipation case which has no computational time penalty and shows better results. For the shock-boundary layer simulation, the filter does well in terms of accuracy for a strong impingement shock but not as well for weaker shock strengths. Furthermore, for the latter problem the filter reduces the required computational time to convergence by 18.7 percent.

Mendoza, John Cadiz↗
NASA NTRS2005

Nonlinear Attitude Filtering Methods

This paper provides a survey of modern nonlinear filtering methods for attitude estimation. Early applications relied mostly on the extended Kalman filter for attitude estimation. Since these applications, several new approaches have been developed that have proven to be superior to the extended Kalman filter. Several of these approaches maintain the basic structure of the extended Kalman filter, but employ various modifications in order to provide better convergence or improve other performance characteristics. Examples of such approaches include: filter QUEST, extended QUEST, the super-iterated extended Kalman filter, the interlaced extended Kalman filter, and the second-order Kalman filter. Filters that propagate and update a discrete set of sigma points rather than using linearized equations for the mean and covariance are also reviewed. A two-step approach is discussed with a first-step state that linearizes the measurement model and an iterative second step to recover the desired attitude states. These approaches are all based on the Gaussian assumption that the probability density function is adequately specified by its mean and covariance. Other approaches that do not require this assumption are reviewed, including particle filters and a Bayesian filter based on a non-Gaussian, finite-parameter probability density function on SO(3). Finally, the predictive filter, nonlinear observers and adaptive approaches are shown. The strengths and weaknesses of the various approaches are discussed.

F Landis Markley↗
NASA NTRS2014

Adaptable Iterative and Recursive Kalman Filter Schemes

Nonlinear filters are often very computationally expensive and usually not suitable for real-time applications. Real-time navigation algorithms are typically based on linear estimators, such as the extended Kalman filter (EKF) and, to a much lesser extent, the unscented Kalman filter. The Iterated Kalman filter (IKF) and the Recursive Update Filter (RUF) are two algorithms that reduce the consequences of the linearization assumption of the EKF by performing N updates for each new measurement, where N is the number of recursions, a tuning parameter. This paper introduces an adaptable RUF algorithm to calculate N on the go, a similar technique can be used for the IKF as well.

Zanetti, Renato↗
NASA NTRS1992

An IIR median hybrid filter

A new class of nonlinear filters, the so-called class of multidirectional infinite impulse response median hybrid filters, is presented and analyzed. The input signal is processed twice using a linear shift-invariant infinite impulse response filtering module: once with normal causality and a second time with inverted causality. The final output of the MIMH filter is the median of the two-directional outputs and the original input signal. Thus, the MIMH filter is a concatenation of linear filtering and nonlinear filtering (a median filtering module). Because of this unique scheme, the MIMH filter possesses many desirable properties which are both proven and analyzed (including impulse removal, step preservation, and noise suppression). A comparison to other existing median type filters is also provided.

Bauer, Peter H.↗