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At least 91 records · Page 5

Real-Time Parameter Estimation in the Frequency Domain

A method for real-time estimation of parameters in a linear dynamic state-space model was developed and studied. The application is aircraft dynamic model parameter estimation from measured data in flight. Equation error in the frequency domain was used with a recursive Fourier transform for the real-time data analysis. Linear and nonlinear simulation examples and flight test data from the F-18 High Alpha Research Vehicle were used to demonstrate that the technique produces accurate model parameter estimates with appropriate error bounds. Parameter estimates converged in less than one cycle of the dominant dynamic mode, using no a priori information, with control surface inputs measured in flight during ordinary piloted maneuvers. The real-time parameter estimation method has low computational requirements and could be implemented

Morelli, Eugene A.

Kalman Filter Constraint Tuning for Turbofan Engine Health Estimation

Kalman filters are often used to estimate the state variables of a dynamic system. However, in the application of Kalman filters some known signal information is often either ignored or dealt with heuristically. For instance, state variable constraints are often neglected because they do not fit easily into the structure of the Kalman filter. Recently published work has shown a new method for incorporating state variable inequality constraints in the Kalman filter, which has been shown to generally improve the filter s estimation accuracy. However, the incorporation of inequality constraints poses some risk to the estimation accuracy as the Kalman filter is theoretically optimal. This paper proposes a way to tune the filter constraints so that the state estimates follow the unconstrained (theoretically optimal) filter when the confidence in the unconstrained filter is high. When confidence in the unconstrained filter is not so high, then we use our heuristic knowledge to constrain the state estimates. The confidence measure is based on the agreement of measurement residuals with their theoretical values. The algorithm is demonstrated on a linearized simulation of a turbofan engine to estimate engine health.

Simon, Dan

Constrained Kalman Filtering Via Density Function Truncation for Turbofan Engine Health Estimation

Kalman filters are often used to estimate the state variables of a dynamic system. However, in the application of Kalman filters some known signal information is often either ignored or dealt with heuristically. For instance, state variable constraints (which may be based on physical considerations) are often neglected because they do not fit easily into the structure of the Kalman filter. This paper develops an analytic method of incorporating state variable inequality constraints in the Kalman filter. The resultant filter truncates the PDF (probability density function) of the Kalman filter estimate at the known constraints and then computes the constrained filter estimate as the mean of the truncated PDF. The incorporation of state variable constraints increases the computational effort of the filter but significantly improves its estimation accuracy. The improvement is demonstrated via simulation results obtained from a turbofan engine model. The turbofan engine model contains 3 state variables, 11 measurements, and 10 component health parameters. It is also shown that the truncated Kalman filter may be a more accurate way of incorporating inequality constraints than other constrained filters (e.g., the projection approach to constrained filtering).

Simon, Dan

Kalman Filtering with Inequality Constraints for Turbofan Engine Health Estimation

Kalman filters are often used to estimate the state variables of a dynamic system. However, in the application of Kalman filters some known signal information is often either ignored or dealt with heuristically. For instance, state variable constraints (which may be based on physical considerations) are often neglected because they do not fit easily into the structure of the Kalman filter. This paper develops two analytic methods of incorporating state variable inequality constraints in the Kalman filter. The first method is a general technique of using hard constraints to enforce inequalities on the state variable estimates. The resultant filter is a combination of a standard Kalman filter and a quadratic programming problem. The second method uses soft constraints to estimate state variables that are known to vary slowly with time. (Soft constraints are constraints that are required to be approximately satisfied rather than exactly satisfied.) The incorporation of state variable constraints increases the computational effort of the filter but significantly improves its estimation accuracy. The improvement is proven theoretically and shown via simulation results. The use of the algorithm is demonstrated on a linearized simulation of a turbofan engine to estimate health parameters. The turbofan engine model contains 16 state variables, 12 measurements, and 8 component health parameters. It is shown that the new algorithms provide improved performance in this example over unconstrained Kalman filtering.

Simon, Dan

Aircraft Turbofan Engine Health Estimation Using Constrained Kalman Filtering

Kalman filters are often used to estimate the state variables of a dynamic system. However, in the application of Kalman filters some known signal information is often either ignored or dealt with heuristically. For instance, state variable constraints (which may be based on physical considerations) are often neglected because they do not fit easily into the structure of the Kalman filter. This paper develops an analytic method of incorporating state variable inequality constraints in the Kalman filter. The resultant filter is a combination of a standard Kalman filter and a quadratic programming problem. The incorporation of state variable constraints increases the computational effort of the filter but significantly improves its estimation accuracy. The improvement is proven theoretically and shown via simulation results obtained from application to a turbofan engine model. This model contains 16 state variables, 12 measurements, and 8 component health parameters. It is shown that the new algorithms provide improved performance in this example over unconstrained Kalman filtering.

Simon, Dan

Computational aspects of maximum likelihood estimation and reduction in sensitivity function calculations

This paper discusses numerical aspects of computing maximum likelihood estimates for linear dynamical systems in state-vector form. Different gradient-based nonlinear programming methods are discussed in a unified framework and their applicability to maximum likelihood estimation is examined. The problems due to singular Hessian or singular information matrix that are common in practice are discussed in detail and methods for their solution are proposed. New results on the calculation of state sensitivity functions via reduced order models are given. Several methods for speeding convergence and reducing computation time are also discussed.

Gupta, N. K.

Dual Extended Kalman Filter for the Identification of Time-Varying Human Manual Control Behavior

A Dual Extended Kalman Filter was implemented for the identification of time-varying human manual control behavior. Two filters that run concurrently were used, a state filter that estimates the equalization dynamics, and a parameter filter that estimates the neuromuscular parameters and time delay. Time-varying parameters were modeled as a random walk. The filter successfully estimated time-varying human control behavior in both simulated and experimental data. Simple guidelines are proposed for the tuning of the process and measurement covariance matrices and the initial parameter estimates. The tuning was performed on simulation data, and when applied on experimental data, only an increase in measurement process noise power was required in order for the filter to converge and estimate all parameters. A sensitivity analysis to initial parameter estimates showed that the filter is more sensitive to poor initial choices of neuromuscular parameters than equalization parameters, and bad choices for initial parameters can result in divergence, slow convergence, or parameter estimates that do not have a real physical interpretation. The promising results when applied to experimental data, together with its simple tuning and low dimension of the state-space, make the use of the Dual Extended Kalman Filter a viable option for identifying time-varying human control parameters in manual tracking tasks, which could be used in real-time human state monitoring and adaptive human-vehicle haptic interfaces.

manual control

Radiative-dynamical equilibrium states for Jupiter

In order to obtain accurate estimates of the radiative heating that drives motions in Jupiter's atmosphere, previous radiative equilibrium calculations are improved by including the NH3 opacities and updated results for the pressure-induced opacities. These additions increase the radiative lapse rate near the top of the statically unstable region and lead to a fairly constant radiative lapse rate below the tropopause. The radiative-convective equilibrium temperature structure consistent with these changes is calculated, but it differs only slightly from earlier calculations. The radiative equilibrium calculations are used to calculate whether equilibrium states can occur on Jupiter which are similar to the baroclinic instability regimes on the earth and Mars. The results show that Jupiter's dynamical regime cannot be of this kind, except possibly at very high latitudes, and that its regime must be a basically less stable one than this kind.

Trafton, L. M.

Space Shuttle propulsion parameter estimation using optimal estimation techniques, volume 1

The mathematical developments and their computer program implementation for the Space Shuttle propulsion parameter estimation project are summarized. The estimation approach chosen is the extended Kalman filtering with a modified Bryson-Frazier smoother. Its use here is motivated by the objective of obtaining better estimates than those available from filtering and to eliminate the lag associated with filtering. The estimation technique uses as the dynamical process the six degree equations-of-motion resulting in twelve state vector elements. In addition to these are mass and solid propellant burn depth as the ""system'' state elements. The ""parameter'' state elements can include aerodynamic coefficient, inertia, center-of-gravity, atmospheric wind, etc. deviations from referenced values. Propulsion parameter state elements have been included not as options just discussed but as the main parameter states to be estimated. The mathematical developments were completed for all these parameters. Since the systems dynamics and measurement processes are non-linear functions of the states, the mathematical developments are taken up almost entirely by the linearization of these equations as required by the estimation algorithms.

Source record

Aeroservoelastic Control Law Development for the Integrated Adaptive Wing Technology Maturation Wind-Tunnel Test

The NASA Advanced Air Transport Technology (AATT) Project seeks to “explore and develop technologies and concepts for improved energy efficiency and environmental compatibility for fixed wing subsonic transports” [1]. The IAWTM project is a subproject within AATT and is a joint Boeing/NASA effort to, in part, demonstrate the active control systems necessary to employ high-aspect ratio wings for improved aerodynamic efficiency. The aircraft configuration under study for the IAWTM project is a generic jet transport based on the NASA Common Research Model (CRM) whose wing aspect ratio has been increased to 13.5 (as opposed to nominal CRM aspect ratio of 9) and whose development is given in Ref. [2]. A semi-span model of the high-aspect-ratio CRM with 10 trailing edge control surfaces is currently being fabricated and will be delivered to the NASA Langley Transonic Dynamics Tunnel (TDT). There, several tests will be conducted to demonstrate maneuver load alleviation (MLA), gust load alleviation (GLA), active flutter suppression (AFS), and drag reduction, all at transonic conditions. A layout of the wind tunnel model is shown in Fig. 1. The wind-tunnel model is a spar/pod wing design with a relatively rigid fuselage attached to a mounting structure (seen in Fig. 1), which in turn is attached to a load balance behind the tunnel wall. Shims exist that can be attached to force the load to go through the fuselage rather than through the balance so as not to damage the balance in the event of flutter. The spar/pod design is similar to that used in the Boeing truss-braced wing aeroelastic model tested in the TDT in 2013 [3]. There is a central spar running the span of the wing to which the pods are attached that form the aerodynamic shape of the wing. The pods are constructed of ribs for attachment to the spar and skins to create the outer mold line. There are ten active control surfaces that will be used for the test objectives discussed above. Three of these (two outboard ailerons and one inboard aileron) are high-speed electrohydraulic actuators, and the remaining seven are low-speed mini-plane flaps, which have slower servo motors that will be used primarily for drag and maneuver load reductions. Control laws must be developed for each test (MLA, GLA, AFS, and drag reduction) and must be able to work in tandem when two or more control strategies are being tested simultaneously (e.g., when control laws to mitigate maneuver loads and gust loads operate simultaneously). The development of these control laws requires accurate mathematical representations of the aerodynamics, structural dynamics, and control surface dynamics of the system. Taken together, this mathematical representation—which is often in state-space form— is the ASE model. Three low-order ASE models of differing fidelities were developed for the IAWTM test and will be presented here. The differences in fidelity appeared in the aerodynamic modeling—one model assumed purely linear aerodynamics, while the other two models used different techniques to linearize the aerodynamics about a nonlinear mean. Furthermore, simple observer-based full-state feedback controllers for each test (MLA, GLA, AFS, and drag reduction) were designed from these low-order ASE models and implemented in a higher-order, nonlinear computational ASE simulation to assess the effectiveness of each controller. Observers were designed from each of the three lower-order ASE models, and each (linear) observer was then used as an estimate of the nonlinear dynamics of the system. Using the estimated states and the full-state feedback controller, control surface commands were fed back to the higher-order, nonlinear ASE system. The insight gained during this development will be applied to control law development for the physical IAWTM wind-tunnel test.

Josiah M Waite

The inclusion of rotor dynamics in controller design for helicopters.

State-feedback-controllers and state-estimators (filters) are designed for the roll-pitch-horizontal motions of a helicopter near hover, using a new quadratic synthesis technique. One model (tenth order) uses a dynamic model of the rotor, whereas the other model (sixth order) assumes the rotor can be tilted instantaneously. It is shown that, for tight control, neglecting the rotor dynamics in designing the autopilot can produce unstable closed-loop response on the model that includes rotor dynamics. Two filters are designed to use only fuselage sensors and two are designed to use both fuselage and rotor sensors. It is shown that rotor states can be estimated with sufficient accuracy using only fuselage sensors so that it does not seem worthwhile to use rotor sensors. The mean square response of the vehicle to a gusty, random wind, using several different filter/state-feedback compensators, is shown to be satisfactory.

Hall, W. E., Jr.

Analysis of Wind Tunnel Oscillatory Data of the X-31A Aircraft

Wind tunnel oscillatory tests in pitch, roll, and yaw were performed on a 19%-scale model of the X-31A aircraft. These tests were used to study the aerodynamic characteristics of the X-31A in response to harmonic oscillations at six frequencies. In-phase and out-of-phase components of the aerodynamic coefficients were obtained over a range of angles of attack from 0 to 90 deg. To account for the effect of frequency on the data, mathematical models with unsteady terms were formulated by use of two different indicial functions. Data from a reduced set of frequencies were used to estimate model parameters, including steady-state static and dynamic stability derivatives. Both models showed good prediction capability and the ability to accurately fit the measured data. Estimated static stability derivatives compared well with those obtained from static wind tunnel tests. The roll and yaw rate derivative estimates were compared with rotary-balanced wind tunnel data and theoretical predictions. The estimates and theoretical predictions were in agreement at small angles of attack. The rotary-balance data showed, in general, acceptable agreement with the steady-state derivative estimates.

Smith, Mark S.

Discrete Kalman filtering equations of second-order form for control-structure interaction simulations

A second-order form of discrete Kalman filtering equations is proposed as a candidate state estimator for efficient simulations of control-structure interactions in coupled physical coordinate configurations as opposed to decoupled modal coordinates. The resulting matrix equation of the present state estimator consists of the same symmetric, sparse N x N coupled matrices of the governing structural dynamics equations as opposed to unsymmetric 2N x 2N state space-based estimators. Thus, in addition to substantial computational efficiency improvement, the present estimator can be applied to control-structure design optimization for which the physical coordinates associated with the mass, damping and stiffness matrices of the structure are needed instead of modal coordinates.

Park, K. C.

MITgcm-AD v2: Open source tangent linear and adjoint modeling framework for the oceans and atmosphere enabled by the Automatic Differentiation tool Tapenade

The Massachusetts Institute of Technology General Circulation Model (MITgcm) is widely used by the climate science community to simulate planetary atmosphere and ocean circulations. A defining feature of the MITgcm is that it has been developed to be compatible with an algorithmic differentiation (AD) tool, TAF, enabling the generation of tangent-linear and adjoint models. These provide gradient information which enables dynamics-based sensitivity and attribution studies, state and parameter estimation, and rigorous uncertainty quantification. Importantly, gradient information is essential for computing comprehensive sensitivities and performing efficient large-scale data assimilation, ensuring that observations collected from satellites and in-situ measuring instruments can be effectively used to optimize a large uncertain control space. As a result, the MITgcm forms the dynamical core of a key data assimilation product employed by the physical oceanography research community: Estimating the Circulation and Climate of the Ocean (ECCO) state estimate. Although MITgcm and ECCO are used extensively within the research community, the AD tool TAF is proprietary and hence inaccessible to a large proportion of these users. The new version 2 (MITgcm-AD v2) framework introduced here is based on the source-to-source AD tool Tapenade, which has recently been open-sourced. Another feature of Tapenade is that it stores required variables by default (instead of recomputing them) which simplifies the implementation of efficient, AD-compatible code. The framework has been integrated with the MITgcm model’s main branch and is now freely available.

Adjoints

Application of an Optimal Tuner Selection Approach for On-Board Self-Tuning Engine Models

An enhanced design methodology for minimizing the error in on-line Kalman filter-based aircraft engine performance estimation applications is presented in this paper. It specific-ally addresses the under-determined estimation problem, in which there are more unknown parameters than available sensor measurements. This work builds upon an existing technique for systematically selecting a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. While the existing technique was optimized for open-loop engine operation at a fixed design point, in this paper an alternative formulation is presented that enables the technique to be optimized for an engine operating under closed-loop control throughout the flight envelope. The theoretical Kalman filter mean squared estimation error at a steady-state closed-loop operating point is derived, and the tuner selection approach applied to minimize this error is discussed. A technique for constructing a globally optimal tuning parameter vector, which enables full-envelope application of the technology, is also presented, along with design steps for adjusting the dynamic response of the Kalman filter state estimates. Results from the application of the technique to linear and nonlinear aircraft engine simulations are presented and compared to the conventional approach of tuner selection. The new methodology is shown to yield a significant improvement in on-line Kalman filter estimation accuracy.

Simon, Donald L.

Robust state estimation with imperfect sensors

Robustness properties of extended Kalman-type filters are investigated for time-varying plants when nonlinearities or linear dynamics are present at the plant input and output. Sufficient conditions for the asymptotic stability (of the state estimation error) in the absence of noise are obtained when the nonlinearities or the linear dynamics are perfectly known. When the nonlinearities are known only within bands of uncertainty, the estimation error is shown to be ultimately bounded under certain conditions. The results obtained highlight the robustness properties of such filters, which are similar to, but not exact duals of those of linear quadratic regulators.

Joshi, S. M.

Estimating the seasonal carbon source-sink geography of a natural, steady-state terrestrial biosphere

The estimation of the seasonal dynamics of biospheric-carbon sources and sinks to be used as an input to global atmospheric CO2 studies and models is discussed. An ecological biosphere model is given and the advantages of the model are examined. Monthly maps of estimated biospheric carbon source and sink regions and estimates of total carbon fluxes are presented for an equilibrium terrestrial biosphere. The results are compared with those from other models. It is suggested that, despite maximum variations of atmospheric CO2 in boreal latitudes, the enormous contributions of tropical wet-dry regions to global atmospheric CO2 seasonality can not be ignored.

Box, Elgene O.

Optimal Sampling of a Reaction Coordinate in Molecular Dynamics

Estimating how free energy changes with the state of a system is a central goal in applications of statistical mechanics to problems of chemical or biological interest. From these free energy changes it is possible, for example, to establish which states of the system are stable, what are their probabilities and how the equilibria between these states are influenced by external conditions. Free energies are also of great utility in determining kinetics of transitions between different states. A variety of methods have been developed to compute free energies of condensed phase systems. Here, I will focus on one class of methods - those that allow for calculating free energy changes along one or several generalized coordinates in the system, often called reaction coordinates or order parameters . Considering that in almost all cases of practical interest a significant computational effort is required to determine free energy changes along such coordinates it is hardly surprising that efficiencies of different methods are of great concern. In most cases, the main difficulty is associated with its shape along the reaction coordinate. If the free energy changes markedly along this coordinate Boltzmann sampling of its different values becomes highly non-uniform. This, in turn, may have considerable, detrimental effect on the performance of many methods for calculating free energies.

Pohorille, Andrew