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A theorem on the methods of least-squares estimation is stated and proved. This theorem enables the replacement of a system of correlated measurements by an equivalent system of uncorrelated measurements without a whitening process, thus simplifying the analysis while resulting in the same minimum-variance estimate.
The following work details a study into real-time failure adaptive control allocation method for powered descent vehicle systems. The motivation for this work is to enable future human and robotic missions utilizing a powered descent system to tolerate engine failures in flight without the loss of crew or assets. This study is conducted using a six degree-of-freedom trajectory simulation of a PDV (Powered Descent Vehicle) experiencing either a loss of thrust or an engine stuck full on failure scenario. Sequential least squares in the frequency domain is used on-board to process inertial measurement unit (IMU) data and generate an estimate of the PDV plant model, which is then fed to the guidance and control system. Data used by the sequential least squares method is generated from an in-flight maneuver. The work herein focuses on determining a maneuver that is least impactful to the PDV trajectory and enables a suitable plant model estimate. A 1.5-second-long maneuver with an amplitude of 5 percent throttle is determined to provide suitable data for the sequential least squares method to estimate a plant model. A PDV implementing this method can adapt to a single engine failure and continue to reach its touchdown conditions.
A theoretical proof of the optimal rate of convergence for the least-squares method is developed for the Stokes problem based on the velocity-pressure-vorticity formula. The 2D Stokes problem is analyzed to define the product space and its inner product, and the a priori estimates are derived to give the finite-element approximation. The least-squares method is found to converge at the optimal rate for equal-order interpolation.
Bayesian estimation, decision theory, least squares method, maximum likelihood, and other mathematical techniques of statistical inference theory
Two damping identification methods are tested for efficiency in large-scale applications. One is an iterative routine, and the other a least squares method. Numerical simulations have been performed on multiple degree-of-freedom models to test the effectiveness of the algorithm and the usefulness of parallel computation for the problems. High Performance Fortran is used to parallelize the algorithm. Tests were performed using the IBM-SP2 at NASA Ames Research Center. The least squares method tested incurs high communication costs, which reduces the benefit of high performance computing. This method's memory requirement grows at a very rapid rate meaning that larger problems can quickly exceed available computer memory. The iterative method's memory requirement grows at a much slower pace and is able to handle problems with 500+ degrees of freedom on a single processor. This method benefits from parallelization, and significant speedup can he seen for problems of 100+ degrees-of-freedom.
An automated mathematical method capable of successfully isolating the many different features in prototype and observed spiral galaxies and of accurately measuring the pitch angles and lengths of these individual features is developed. The method is applied to analyze the evolution of specific features in a prototype galaxy exhibiting flocculent spiral structure. The mathematical-computational method was separated into two components. Initially, the galaxy was partitioned into dense regions constituting features using two different methods. The results obtained using these two partitioning algorithms were very similar, from which it is inferred that no numerical biasing was evident and that capturing of the features was consistent. Standard least-squares methods underestimated the true slope of the cloud distribution and were incapable of approximating an orientation of 45 deg. The problems were overcome by introducing a superior fit least-squares method, developed with the intention of calculating true orientation rather than a regression line.
Approximate solutions to fluid dynamics and heat transfer problems by variational technique based on least squares method
State estimation techniques effectively provide mean state estimates. However, the theoretical state error covariance matrices provided as part of these techniques often suffer from a lack of confidence in their ability to describe the uncertainty in the estimated states. By a reinterpretation of the equations involved in the weighted least squares algorithm, it is possible to directly arrive at an empirical state error covariance matrix. This proposed empirical state error covariance matrix will contain the effect of all error sources, known or not. Results based on the proposed technique will be presented for a simple, two observer, measurement error only problem.
FITLOS is computer program which implements new curve fitting technique. Main program reads input data, calls appropriate subroutines for curve fitting, calculates statistical analysis, and writes output data. Method was devised as result of need to suppress noise in calibration of multiplier phototube capacitors.
State estimation techniques effectively provide mean state estimates. However, the theoretical state error covariance matrices provided as part of these techniques often suffer from a lack of confidence in their ability to describe the un-certainty in the estimated states. By a reinterpretation of the equations involved in the weighted least squares algorithm, it is possible to directly arrive at an empirical state error covariance matrix. This proposed empirical state error covariance matrix will contain the effect of all error sources, known or not. Results based on the proposed technique will be presented for a simple, two observer, measurement error only problem.
High quality jet noise spectral data measured at the Aeroacoustic Propulsion Laboratory at the NASA Glenn Research Center is used to examine a number of jet noise scaling laws. Configurations considered in the present study consist of convergent and convergent-divergent axisymmetric nozzles. Following the work of Viswanathan, velocity power factors are estimated using a least squares fit on spectral power density as a function of jet temperature and observer angle. The regression parameters are scrutinized for their uncertainty within the desired confidence margins. As an immediate application of the velocity power laws, spectral density in supersonic jets are decomposed into their respective components attributed to the jet mixing noise and broadband shock associated noise. Subsequent application of the least squares method on the shock power intensity shows that the latter also scales with some power of the shock parameter. A modified shock parameter is defined in order to reduce the dependency of the regression factors on the nozzle design point within the uncertainty margins of the least squares method.
As part of the International Symposium on Assimilation of Observation in Meteorology and Oceanography, a panel discussion was held on the evening of 15 March 1995. The purpose of this panel discussion was focus on what the next major areas of research in data assimilation should be. The panelists had five minutes each for short presentations (Kalman filters, representers, etc.) and this was followed by an open discussion. This preprocessing will require a good understanding of the fine-scale phenomena. Least square methods such as Kalman filters and variational schemes are inefficient estimators of non-Gaussian field such as chemical traces. Regardless of the modeling technique employed (Lagrangian methods seem best), a least squares assimilation scheme will smear fine structure. The estimator of maximum likelihood must be sought, by examination of tracer probability distributions.
The least-squares finite element method (LSFEM) is applied to electromagnetic scattering and radar cross section (RCS) calculations. In contrast to most existing numerical approaches, in which divergence-free constraints are omitted, the LSFF-M directly incorporates two divergence equations in the discretization process. The importance of including the divergence equations is demonstrated by showing that otherwise spurious solutions with large divergence occur near the scatterers. The LSFEM is based on unstructured grids and possesses full flexibility in handling complex geometry and local refinement Moreover, the LSFEM does not require any special handling, such as upwinding, staggered grids, artificial dissipation, flux-differencing, etc. Implicit time discretization is used and the scheme is unconditionally stable. By using a matrix-free iterative method, the computational cost and memory requirement for the present scheme is competitive with other approaches. The accuracy of the LSFEM is verified by several benchmark test problems.
Discretization of the viscous terms in current finite-volume unstructured-grid schemes are compared using node-centered and cell-centered approaches in two dimensions. Accuracy and efficiency are studied for six nominally second-order accurate schemes: a node-centered scheme, cell-centered node-averaging schemes with and without clipping, and cell-centered schemes with unweighted, weighted, and approximately mapped least-square face gradient reconstruction. The grids considered range from structured (regular) grids to irregular grids composed of arbitrary mixtures of triangles and quadrilaterals, including random perturbations of the grid points to bring out the worst possible behavior of the solution. Two classes of tests are considered. The first class of tests involves smooth manufactured solutions on both isotropic and highly anisotropic grids with discontinuous metrics, typical of those encountered in grid adaptation. The second class concerns solutions and grids varying strongly anisotropically over a curved body, typical of those encountered in high-Reynolds number turbulent flow simulations. Results from the first class indicate the face least-square methods, the node-averaging method without clipping, and the node-centered method demonstrate second-order convergence of discretization errors with very similar accuracies per degree of freedom. The second class of tests are more discriminating. The node-centered scheme is always second order with an accuracy and complexity in linearization comparable to the best of the cell-centered schemes. In comparison, the cell-centered node-averaging schemes are less accurate, have a higher complexity in linearization, and can fail to converge to the exact solution when clipping of the node-averaged values is used. The cell-centered schemes using least-square face gradient reconstruction have more compact stencils with a complexity similar to the complexity of the node-centered scheme. For simulations on highly anisotropic curved grids, the least-square methods have to be amended either by introducing a local mapping of the surface anisotropy or modifying the scheme stencil to reflect the direction of strong coupling.
Discretization of the viscous terms in current finite-volume unstructured-grid schemes are compared using node-centered and cell-centered approaches in two dimensions. Accuracy and complexity are studied for four nominally second-order accurate schemes: a node-centered scheme and three cell-centered schemes - a node-averaging scheme and two schemes with nearest-neighbor and adaptive compact stencils for least-square face gradient reconstruction. The grids considered range from structured (regular) grids to irregular grids composed of arbitrary mixtures of triangles and quadrilaterals, including random perturbations of the grid points to bring out the worst possible behavior of the solution. Two classes of tests are considered. The first class of tests involves smooth manufactured solutions on both isotropic and highly anisotropic grids with discontinuous metrics, typical of those encountered in grid adaptation. The second class concerns solutions and grids varying strongly anisotropically over a curved body, typical of those encountered in high-Reynolds number turbulent flow simulations. Tests from the first class indicate the face least-square methods, the node-averaging method without clipping, and the node-centered method demonstrate second-order convergence of discretization errors with very similar accuracies per degree of freedom. The tests of the second class are more discriminating. The node-centered scheme is always second order with an accuracy and complexity in linearization comparable to the best of the cell-centered schemes. In comparison, the cell-centered node-averaging schemes may degenerate on mixed grids, have a higher complexity in linearization, and can fail to converge to the exact solution when clipping of the node-averaged values is used. The cell-centered schemes using least-square face gradient reconstruction have more compact stencils with a complexity similar to that of the node-centered scheme. For simulations on highly anisotropic curved grids, the least-square methods have to be amended either by introducing a local mapping based on a distance function commonly available in practical schemes or modifying the scheme stencil to reflect the direction of strong coupling. The major conclusion is that accuracies of the node centered and the best cell-centered schemes are comparable at equivalent number of degrees of freedom.
Least squares estimation is discussed from the point of view of a statistician. Much of the emphasis is on problems encountered in application and, more specifically, on questions involving assumptions: what assumptions are needed, when are they needed, what happens if they are not valid, and if they are invalid, how that fact can be detected.
The results are presented of investigations on the various aspects of multiple scattering effects on visible and infrared laser beams transversing dense fog oil aerosols contained in a chamber (4' x 4' x 9'). The report briefly describes: (1) the experimental details and measurements; (2) analytical representation of the aerosol size distribution data by two analytical models (the regularized power law distribution and the inverse modified gamma distribution); (3) retrieval of aerosol size distributions from multispectral optical depth measurements by two methods (the two and three parameter fast table search methods and the nonlinear least squares method); (4) modeling of the effects of aerosol microphysical (coagulation and evaporation) and dynamical processes (gravitational settling) on the temporal behavior of aerosol size distribution, and hence on the extinction of four laser beams with wavelengths 0.44, 0.6328, 1.15, and 3.39 micrometers; and (5) the exact and approximate formulations for four methods for computing the effects of multiple scattering on the transmittance of laser beams in dense aerosols, all of which are based on the solution of the radiative transfer equation under the small angle approximation.
The problem of acoustic transmission through nonuniform ducts containing a high-speed subsonic flow is studied by means of the method of weighted residuals in the form of a modified Galerkin method and a Galerkin formulation of the finite element method. The method of weighted residuals is shown to employ the basis functions generated from eigenvalue calculations for the case of no flow, and is verified by comparison with exact eigenvalue calculations in the uniform duct case and numerical solutions of the one-dimensional form of the equations in the nonuniform duct case. The finite element scheme based on both the Galerkin method and the residual least squares method and employing eight-noded isoparametric elements is presented and used to investigate multimodal propagation by the coupling of the solution in the duct nonuniform section to modal expansions in uniform sections. Comparison of the results of the two methods reveals them to be in substantial agreement, and predicts the importance of multimodal interactions at high Mach numbers.