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At least 163 records · Page 9

Filtering of non-linear instabilities

For Courant numbers larger than one and cell Reynolds numbers larger than two, oscillations and in some cases instabilities are typically found with implicit numerical solutions of the fluid dynamics equations. This behavior has sometimes been associated with the loss of diagonal dominance of the coefficient matrix. It is shown here that these problems can in fact be related to the choice of the spatial differences, with the resulting instability related to aliasing or nonlinear interaction. Appropriate 'filtering' can reduce the intensity of these oscillations and in some cases possibly eliminate the instability. These filtering procedures are equivalent to a weighted average of conservation and non-conservation differencing. The entire spectrum of filtered equations retains a three-point character as well as second-order spatial accuracy. Burgers equation has been considered as a model. Several filters are examined in detail, and smooth solutions have been obtained for extremely large cell Reynolds numbers.

Khosla, P. K.↗

AESOP: An interactive computer program for the design of linear quadratic regulators and Kalman filters

AESOP is a computer program for use in designing feedback controls and state estimators for linear multivariable systems. AESOP is meant to be used in an interactive manner. Each design task that the program performs is assigned a "function" number. The user accesses these functions either (1) by inputting a list of desired function numbers or (2) by inputting a single function number. In the latter case the choice of the function will in general depend on the results obtained by the previously executed function. The most important of the AESOP functions are those that design,linear quadratic regulators and Kalman filters. The user interacts with the program when using these design functions by inputting design weighting parameters and by viewing graphic displays of designed system responses. Supporting functions are provided that obtain system transient and frequency responses, transfer functions, and covariance matrices. The program can also compute open-loop system information such as stability (eigenvalues), eigenvectors, controllability, and observability. The program is written in ANSI-66 FORTRAN for use on an IBM 3033 using TSS 370. Descriptions of all subroutines and results of two test cases are included in the appendixes.

Lehtinen, B.↗

Nonlinear Observers for Gyro Calibration

High precision estimation and control algorithms, to achieve unprecedented levels of pointing accuracy, will be required to support future formation flying missions such as interferometry missions. Achieving high pointing accuracy requires precise knowledge of the spacecraft rotation rate. Typically, the rotation rate is measured by a gyro. The measured rates can be corrupted by errors in alignment and scale factor, gyro biases, and noise. In this work, we present nonlinear observers for gyro calibration. Nonlinear observers are superior to extended or pseudo-linear Kalman filter type approaches for large errors and global stability. Three nonlinear gyro calibration observers are developed. The first observer estimates a constant gyro bias. The second observer estimates scale factor errors. The third observer estimates the gyro alignment for three orthogonal gyros. The convergence properties of all three observers are discussed. Additionally, all three observers are coupled with a nonlinear control algorithm. The stability of each of the resulting closed loop systems is analyzed. The observers are then combined, and the gyro calibration parameters are estimated simultaneously. The stability of the combined observers is addressed, as well as the stability of the resulting closed loop systems. Simulated test results are presented for each scenario. Finally, the nonlinear observers are compared to a pseudo-linear Kalman filter.

Thienel, Julie↗

Design of Linear Quadratic Regulators and Kalman Filters

AESOP solves problems associated with design of controls and state estimators for linear time-invariant systems. Systems considered are modeled in state-variable form by set of linear differential and algebraic equations with constant coefficients. Two key problems solved by AESOP are linear quadratic regulator (LQR) design problem and steady-state Kalman filter design problem. AESOP is interactive. User solves design problems and analyzes solutions in single interactive session. Both numerical and graphical information available to user during the session.

Lehtinen, B.↗

Substorm recurrence during steady and variable solar wind driving: Evidence for a normal mode in the unloading dynamics of the magnetosphere

Farrugia et al (1993) have recently studied substorm activity driven by the passage of an interplanetary magnetic cloud during which the interplanetary magnetic field turned southward for approximately 18 hours. It was shown that both the epsilon and the VB(sub s) parameters varied slowly on the timescale of a substorm but changed considerably over the interval as a whole. The substorm occurrence rate did not reflect the variation in magnetospheric energy loading rate as measured by these parameters but, rather, remained roughly constant with a 50-min average period. Klimas et al. (1992) showed that the Faraday loop analog model of geomagnetic activity predicts this single unloading rate under various constant loading rates. However, various model parameters were adjusted to yield a 1-hour unloading period in agreement with the Bargatze et al. (1985) linear prediction filters and in approximate agreement with the Farrugia et al. (1993) results. It has since been found necessary to add a slow relaxation mechanism to the Faraday loop model to allow for its approach to a ground state during long periods of inactivity. It is proposed that the relaxation mechanism is provided by slow convection of magnetic flux out of the magnetotail to the dayside magnetosphere. In addition, a rudimentary representation of magnetotail-ionosphere coupling has been added to enable comparison of model output to measured AL. The present study is of the modified Faraday loop model response to solar wind input from the Bargatze et al. data set with comparison of its output to concurrent AL. This study has removed the degree of freedom in parameter choice that had earlier allowed adjustments toward the 1-hour unloading period and has, instead, yielded the 1-hour unloading period under various constant loading rates. It is demonstrated that the second peak of the bimodal Bargatze et al. linear prediction filters at approximately equal 1-hour lag and the approximately constant substorm recurrence rate observed by Farrugia et al. can be interpreted as both being due to the existence of a normal unloading recurrence period in the dynamics of the magnetosphere.

Klimas, A. J.↗

A 600-MHz median-type digital filter on GaAs

A single-chip GaAs implementation of an FIR-median hybrid filter is presented. The very high-speed digital filter combines linear averaging structures to a median selector. The filter operates on 5-b samples with ECL-compatible I/O interfaces. The 1500-transistor LSI device with 3.6-sq mm chip size was processed with a 1.0-micron GaAs depletion-mode (D-mode) MESFET process. The filter demonstrates 600-MHz sample rate when operated in test mode utilizing special built-in feedback.

Vainjo, Olli↗

Optimal polynomial based quantum eigenstate filtering with application to solving quantum linear systems

We present a quantum eigenstate filtering algorithm based on quantum signal processing (QSP) and minimax polynomials. The algorithm allows us to efficiently prepare a target eigenstate of a given Hamiltonian, if we have access to an initial state with non-trivial overlap with the target eigenstate and have a reasonable lower bound for the spectral gap. We apply this algorithm to the quantum linear system problem (QLSP), and present two algorithms based on quantum adiabatic computing (AQC) and quantum Zeno effect respectively. Both algorithms prepare the final solution as a pure state, and achieves the near optimal $\mathcal{\tilde{O}}$(dκlog(1/ϵ)) query complexity for a d -sparse matrix, where κ is the condition number, and ϵ is the desired precision. Neither algorithm uses phase estimation or amplitude amplification.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Identification of linear stochastic systems through projection filters

A novel method is presented for identifying a state-space model and a state estimator for linear stochastic systems from input and output data. The method is primarily based on the relationship between the state-space model and the finite-difference model of linear stochastic systems derived through projection filters. It is proved that least-squares identification of a finite difference model converges to the model derived from the projection filters. System pulse response samples are computed from the coefficients of the finite difference model.

Chen, Chung-Wen↗

Propulsion estimation techniques

A brief overview of statistical tools needed to perform post flight/test reconstruction of state variables is given. Linear regression, recursive linear regression, and the exact connection between the Kalman filter and linear regression are discussed. The regression connection is expected to serve as an aid in the application of a recently developed analytical method of flight reconstruction to single engine test firing data.

Temple, Enoch C.↗

Prediction filters for the Dst index and the polar cap potential

The technique of linear prediction filtering is used to create filters relating solar wind parameters to the Dst index and to the polar cap potential. The square root of solar wind dynamic pressure and the solar wind electric field together are found to account for nearly 70 percent of the Dst variance. The prediction filter for the polar cap potential requires the square of the solar wind velocity and the solar wind electric field as inputs. The results suggest that both polar cap potential and ring current injection are primarily controlled by the solar wind, and that substorm expansions do not play a major role in ring current injection.

Fay, R. A.↗

Linearization of digital derived rate algorithm for use in linear stability analysis

The digital derived rate (DDR) algorithm is used to calculate the rate of rotation of the Centaur upper-stage rocket. The DDR is highly nonlinear algorithm, and classical linear stability analysis of the spacecraft cannot be performed without linearization. The performance of this rate algorithm is characterized by a gain and phase curve that drop off at the same frequency. This characteristic is desirable for many applications. A linearization technique for the DDR algorithm is investigated. The linearization method is described. Examples of the results of the linearization technique are illustrated, and the effects of linearization are described. A linear digital filter may be used as a substitute for performing classical linear stability analyses, while the DDR itself may be used in time response analysis.

Graham, R. E.↗

Linearization of digital derived rate algorithm for use in linear stability analysis

The digital derived rate (DDR) algorithm is used to calculate the rate of rotation of the Centaur upper-stage rocket. The DDR is highly nonlinear algorithm, and classical linear stability analysis of the spacecraft cannot be performed without linearization. The performance of this rate algorithm is characterized by a gain and phase curve that drop off at the same frequency. This characteristic is desirable for many applications. A linearization technique for the DDR algorithm is investigated. The linearization method is described. Examples of the results of the linearization technique are illustrated, and the effects of linearization are described. A linear digital filter may be used as a substitute for performing classical linear stability analyses, while the DDR itself may be used in time response analysis.

Graham, R. E.↗

Behavior of Filters and Smoothers for Strongly Nonlinear Dynamics

The Kalman filter is the optimal filter in the presence of known gaussian error statistics and linear dynamics. Filter extension to nonlinear dynamics is non trivial in the sense of appropriately representing high order moments of the statistics. Monte Carlo, ensemble-based, methods have been advocated as the methodology for representing high order moments without any questionable closure assumptions. Investigation along these lines has been conducted for highly idealized dynamics such as the strongly nonlinear Lorenz model as well as more realistic models of the means and atmosphere. A few relevant issues in this context are related to the necessary number of ensemble members to properly represent the error statistics and, the necessary modifications in the usual filter situations to allow for correct update of the ensemble members. The ensemble technique has also been applied to the problem of smoothing for which similar questions apply. Ensemble smoother examples, however, seem to be quite puzzling in that results state estimates are worse than for their filter analogue. In this study, we use concepts in probability theory to revisit the ensemble methodology for filtering and smoothing in data assimilation. We use the Lorenz model to test and compare the behavior of a variety of implementations of ensemble filters. We also implement ensemble smoothers that are able to perform better than their filter counterparts. A discussion of feasibility of these techniques to large data assimilation problems will be given at the time of the conference.

Zhu, Yanqui↗

The Behavior of Filters and Smoothers for Strongly Nonlinear Dynamics

The Kalman filter is the optimal filter in the presence of known Gaussian error statistics and linear dynamics. Filter extension to nonlinear dynamics is non trivial in the sense of appropriately representing high order moments of the statistics. Monte Carlo, ensemble-based, methods have been advocated as the methodology for representing high order moments without any questionable closure assumptions (e.g., Miller 1994). Investigation along these lines has been conducted for highly idealized dynamics such as the strongly nonlinear Lorenz (1963) model as well as more realistic models of the oceans (Evensen and van Leeuwen 1996) and atmosphere (Houtekamer and Mitchell 1998). A few relevant issues in this context are related to the necessary number of ensemble members to properly represent the error statistics and, the necessary modifications in the usual filter equations to allow for correct update of the ensemble members (Burgers 1998). The ensemble technique has also been applied to the problem of smoothing for which similar questions apply. Ensemble smoother examples, however, seem to quite puzzling in that results of state estimate are worse than for their filter analogue (Evensen 1997). In this study, we use concepts in probability theory to revisit the ensemble methodology for filtering and smoothing in data assimilation. We use Lorenz (1963) model to test and compare the behavior of a variety implementations of ensemble filters. We also implement ensemble smoothers that are able to perform better than their filter counterparts. A discussion of feasibility of these techniques to large data assimilation problems will be given at the time of the conference.

Zhu, Yanqiu↗

Spitzer Instrument Pointing Frame (IPF) Kalman Filter Algorithm

This paper discusses the Spitzer Instrument Pointing Frame (IPF) Kalman Filter algorithm. The IPF Kalman filter is a high-order square-root iterated linearized Kalman filter, which is parametrized for calibrating the Spitzer Space Telescope focal plane and aligning the science instrument arrays with respect to the telescope boresight. The most stringent calibration requirement specifies knowledge of certain instrument pointing frames to an accuracy of 0.1 arcseconds, per-axis, 1-sigma relative to the Telescope Pointing Frame. In order to achieve this level of accuracy, the filter carries 37 states to estimate desired parameters while also correcting for expected systematic errors due to: (1) optical distortions, (2) scanning mirror scale-factor and misalignment, (3) frame alignment variations due to thermomechanical distortion, and (4) gyro bias and bias-drift in all axes. The resulting estimated pointing frames and calibration parameters are essential for supporting on-board precision pointing capability, in addition to end-to-end 'pixels on the sky' ground pointing reconstruction efforts.

calibration↗

Low-complexity wavelet filter design for image compression

Image compression algorithms based on the wavelet transform are an increasingly attractive and flexible alternative to other algorithms based on block orthogonal transforms. While the design of orthogonal wavelet filters has been studied in significant depth, the design of nonorthogonal wavelet filters, such as linear-phase (LP) filters, has not yet reached that point. Of particular interest are wavelet transforms with low complexity at the encoder. In this article, we present known and new parameterizations of the two families of LP perfect reconstruction (PR) filters. The first family is that of all PR LP filters with finite impulse response (FIR), with equal complexity at the encoder and decoder. The second family is one of LP PR filters, which are FIR at the encoder and infinite impulse response (IIR) at the decoder, i.e., with controllable encoder complexity. These parameterizations are used to optimize the subband/wavelet transform coding gain, as defined for nonorthogonal wavelet transforms. Optimal LP wavelet filters are given for low levels of encoder complexity, as well as their corresponding integer approximations, to allow for applications limited to using integer arithmetic. These optimal LP filters yield larger coding gains than orthogonal filters with an equivalent complexity. The parameterizations described in this article can be used for the optimization of any other appropriate objective function.

Majani, E.↗