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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 55 records · Page 3
All sourcesNASA NTRSDOE OSTI
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.↗
NASA NTRS2002

Method and system for training dynamic nonlinear adaptive filters which have embedded memory

Described herein is a method and system for training nonlinear adaptive filters (or neural networks) which have embedded memory. Such memory can arise in a multi-layer finite impulse response (FIR) architecture, or an infinite impulse response (IIR) architecture. We focus on filter architectures with separate linear dynamic components and static nonlinear components. Such filters can be structured so as to restrict their degrees of computational freedom based on a priori knowledge about the dynamic operation to be emulated. The method is detailed for an FIR architecture which consists of linear FIR filters together with nonlinear generalized single layer subnets. For the IIR case, we extend the methodology to a general nonlinear architecture which uses feedback. For these dynamic architectures, we describe how one can apply optimization techniques which make updates closer to the Newton direction than those of a steepest descent method, such as backpropagation. We detail a novel adaptive modified Gauss-Newton optimization technique, which uses an adaptive learning rate to determine both the magnitude and direction of update steps. For a wide range of adaptive filtering applications, the new training algorithm converges faster and to a smaller value of cost than both steepest-descent methods such as backpropagation-through-time, and standard quasi-Newton methods. We apply the algorithm to modeling the inverse of a nonlinear dynamic tracking system 5, as well as a nonlinear amplifier 6.

Rabinowitz, Matthew↗
NASA NTRS2005

Nonlinear Attitude Filtering Methods

The extended Kalman filter (EKF) is the workhorse of real-time spacecraft attitude estimation. Since the group SO3 of rotation matrices has dimension three, most attitude determination EKFs use lower- dimensional attitude parameterizations than the nine-parameter attitude matrix itself. The fact that all three- parameter representations of SO3 are singular or discontinuous for certain attitudes has led to extended discussions of constraints and attitude representations in EKFs. The most successful EKF uses a nonsingular parameterization for the global attitude, which necessarily has more than three parameters, while employing a three-component representation for the attitude errors. This filter has become known as the Multiplicative Extended Kalman Filter. These issues are now well understood, however, and the EKF has performed admirably in the vast majority of attitude determination applications. Nevertheless, poor performance or even divergence arising from the linearization implicit in the EKF has led to the development of nonlinear filters, most recently sigma point or unscented filters and particle filters.

Markley, F. Landis↗
DOE OSTI2019

A direct filter method for parameter estimation

Parameter estimation is an important research topic in data assimilation. In this paper, a novel parameter estimation method is introduced, where the parameter is considered as the state process in a nonlinear filtering problem and the state model that contains the parameter is used to construct a pseudo-observation. This approach is named the direct filter method since nonlinear filtering algorithms are used to estimate the parameter directly without estimating the state model as part of the solution in the nonlinear filtering problem. Numerical experiments are carried out to examine the effectiveness and accuracy of the direct filter method.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1996

Nonlinear ARMA models for the D(st) index and their physical interpretation

Time series models successfully reproduce or predict geomagnetic activity indices from solar wind parameters. A method is presented that converts a type of nonlinear filter, the nonlinear Autoregressive Moving Average (ARMA) model to the nonlinear damped oscillator physical model. The oscillator parameters, the growth and decay, the oscillation frequencies and the coupling strength to the input are derived from the filter coefficients. Mathematical methods are derived to obtain unique and consistent filter coefficients while keeping the prediction error low. These methods are applied to an oscillator model for the Dst geomagnetic index driven by the solar wind input. A data set is examined in two ways: the model parameters are calculated as averages over short time intervals, and a nonlinear ARMA model is calculated and the model parameters are derived as a function of the phase space.

Vassiliadis, D.↗
NASA NTRS2001

Performance of Several High Order Numerical Methods for Supersonic Combustion

The performance of two recently developed numerical methods by Yee et al. and Sjoegreen and Yee using postprocessing nonlinear filters is examined for a 2-D multiscale viscous supersonic react-live flow. These nonlinear filters can improve nonlinear instabilities and at the same time can capture shock/shear waves accurately. They do not, belong to the class of TVD, ENO or WENO schemes. Nevertheless, they combine stable behavior at discontinuities and detonation without smearing the smooth parts of the flow field. For the present study, we employ a fourth-order Runge-Kutta in time and a sixth-order non-dissipative spatial base scheme for the convection and viscous terms. We denote the resulting nonlinear filter schemes ACM466-RK4 and WAV66-RK4.

Sjoegreen, Bjoern↗
NASA NTRS1979

Classification and equivalence in estimation theory

A method is proposed for classifying estimation problems based on the Lie algebra generated by the operators which appear in the conditional density equation. A natural class of automorphisms of this algebra is examined and a systematic method of generating equivalent problems is developed. Finally, a new class of nonlinear filtering problems with essentially nonlinear filtering equations are presented.

Brockett, R. W.↗
NASA NTRS1993

H(sub infinity)-type filter for spacecraft attitude estimation

A nonlinear filtering theory from a deterministic point of view is presented and an application to attitude determination is considered. The approach that is taken in this paper is motivated largely by the H(sun infinity) control and estimation theory for linear systems which has been evolved within the last decade. Rather than formulating the estimation problem as a game played by two adversaries, as has been done in the linear case, we employ in this work some notions from the theory of dissipative systems as a vehicle for arriving at certain Hamilton-Jacobi inequality, which in turn, provides a solution to the filtering problem, whenever it is satisfied. Application of this method to a linear estimation problem and to the problem of estimating a spacecraft attitude quaternion and gyro drift bias vector are presented. In limiting cases, these give the Kalman filter and the extended Kalman filter, respectively. The main advantages of this approach over its probabilistic counterpart are that this approach does not require a prior knowledge of any statistics, and that in general it is more amenable to a quantitative assessment regarding approximations such as linearization, and that in certain cases this approach yields an exact solution to the nonlinear filtering.

Markley, F. Landis↗
NASA NTRS2012

A Comparison of Filter-based Approaches for Model-based Prognostics

Model-based prognostics approaches use domain knowledge about a system and its failure modes through the use of physics-based models. Model-based prognosis is generally divided into two sequential problems: a joint state-parameter estimation problem, in which, using the model, the health of a system or component is determined based on the observations; and a prediction problem, in which, using the model, the stateparameter distribution is simulated forward in time to compute end of life and remaining useful life. The first problem is typically solved through the use of a state observer, or filter. The choice of filter depends on the assumptions that may be made about the system, and on the desired algorithm performance. In this paper, we review three separate filters for the solution to the first problem: the Daum filter, an exact nonlinear filter; the unscented Kalman filter, which approximates nonlinearities through the use of a deterministic sampling method known as the unscented transform; and the particle filter, which approximates the state distribution using a finite set of discrete, weighted samples, called particles. Using a centrifugal pump as a case study, we conduct a number of simulation-based experiments investigating the performance of the different algorithms as applied to prognostics.

prognostics↗
NASA NTRS2012

A Nonlinear Adaptive Filter for Gyro Thermal Bias Error Cancellation

Deterministic errors in angular rate gyros, such as thermal biases, can have a significant impact on spacecraft attitude knowledge. In particular, thermal biases are often the dominant error source in MEMS gyros after calibration. Filters, such as J\,fEKFs, are commonly used to mitigate the impact of gyro errors and gyro noise on spacecraft closed loop pointing accuracy, but often have difficulty in rapidly changing thermal environments and can be computationally expensive. In this report an existing nonlinear adaptive filter is used as the basis for a new nonlinear adaptive filter designed to estimate and cancel thermal bias effects. A description of the filter is presented along with an implementation suitable for discrete-time applications. A simulation analysis demonstrates the performance of the filter in the presence of noisy measurements and provides a comparison with existing techniques.

Galante, Joseph M.↗
NASA NTRS1978

Estimation and filter stability of stochastic delay systems

Linear and nonlinear filtering for stochastic delay systems are studied. A representation theorem for conditional moment functionals is obtained, which, in turn, is used to derive stochastic differential equations describing the optimal linear or nonlinear filter. A complete characterization of the optimal filter is given for linear systems with Gaussian noise. Stability of the optimal filter is studied in the case where there are no delays in the observations. Using the duality between linear filtering and control, asymptotic stability of the optimal filter is proved. Finally, the cascade of the optimal filter and the deterministic optimal quadratic control system is shown to be asymptotically stable as well.

Kwong, R. H.↗
DOE OSTI2025

Nonlinear Ensemble Filtering with Diffusion Models: Application to the Surface Quasigeostrophic Dynamics

The intersection between classical data assimilation methods and novel machine learning techniques has attracted significant interest in recent years. Here, we explore another promising solution in which diffusion models are used to formulate a robust nonlinear ensemble filter for sequential data assimilation. Unlike standard machine learning methods, the proposed ensemble score filter (EnSF) is completely training free and can efficiently generate a set of analysis ensemble members. Here, in this study, we apply the EnSF to a surface quasigeostrophic model and compare its performance against the popular local ensemble transform Kalman filter (LETKF), which makes Gaussian assumptions in the analysis step. Numerical tests demonstrate that EnSF maintains stable performance in the absence of localization and for a variety of experimental settings. We find that while LETKF maintains optimal performance in the case of linear observations of the entire state and a perfect model, EnSF shows improvements over LETKF when nonlinear observations are assimilated and the system is subject to unexpected model errors. A spectral decomposition of the analysis results in this nonlinear observation regime shows that the largest improvements over LETKF occur at large scales (small wavenumbers), where LETKF lacks sufficient ensemble spread. Overall, this initial application of EnSF to a geophysical model of intermediate complexity motivates further development of the algorithm for more realistic problems.

Artificial intelligence↗
DOE OSTI2020

Polar coupling enabled nonlinear optical filtering at MoS 2 /ferroelectric heterointerfaces

Complex oxide heterointerfaces and van der Waals heterostructures present two versatile but intrinsically different platforms for exploring emergent quantum phenomena and designing new functionalities. The rich opportunity offered by the synergy between these two classes of materials, however, is yet to be charted. Here, we report an unconventional nonlinear optical filtering effect resulting from the interfacial polar alignment between monolayer MoS 2 and a neighboring ferroelectric oxide thin film. The second harmonic generation response at the heterointerface is either substantially enhanced or almost entirely quenched by an underlying ferroelectric domain wall depending on its chirality, and can be further tailored by the polar domains. Unlike the extensively studied coupling mechanisms driven by charge, spin, and lattice, the interfacial tailoring effect is solely mediated by the polar symmetry, as well explained via our density functional theory calculations, pointing to a new material strategy for the functional design of nanoscale reconfigurable optical applications.

36 MATERIALS SCIENCE↗
DOE OSTI2023

Higher-order dispersion compensating pulse shaper via amplitude spectral filtering and nonlinear phase accumulation

A method of pulse shaping using spectral filtering, positive chirp, and self-phase modulation to control the accumulated higher-order phase terms of the spectral phase. This pulse shaping method has particular advantage in fiber chirped pulse amplification (FCPA) systems, where there are two effects: (1) an offsetting of the fourth order phase via nonlinear phase accumulation, allowing for a higher Strehl ratio (i.e., a cleaner pulse), higher peak power pulse and (2) enabling power scaling to higher pulse energies without the increased nonlinear phase accumulation leading to pulse breakup. This technique can be used both in a passive system with no amplification to clean up an existing pulse, and in an amplifier system to enable higher performance operation (shorter pulses, cleaner pulses, higher energy pulses).

Domingue, Scott R.↗