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Nonlinear perturbation theory for optimal estimation and control of time-discrete, stochastic, dynamic systems when measurement data is noisy
Statistical estimates for random search parameters in optimization of control system
The Data Release 1 (DR1) of the Dark Energy Spectroscopic Instrument (DESI) is the largest sample to date for small-scale Lyα forest cosmology, accessed through its one-dimensional power spectrum (P 1D ). The Lyα forest P 1D is extracted from quasar spectra that are highly inhomogeneous (both in wavelength and between quasars) in noise properties due to intrinsic properties of the quasar, atmospheric and astrophysical contamination, and also sensitive to low-level details of the spectral extraction pipeline. We employ two estimators in DR1 analysis to measure P 1D : the optimal estimator and the fast Fourier transform (FFT) estimator. To ensure robustness of our DR1 measurements, we validate these two power spectrum and covariance matrix estimation methodologies against the challenging aspects of the data. First, using a set of 20 synthetic 1D realizations of DR1, we derive the masking bias corrections needed for the FFT estimator and the continuum fitting bias needed for both estimators. We demonstrate that both estimators, including their covariances, are unbiased with these corrections using the Kolmogorov-Smirnov test. Second, we substantially extend our previous suite of CCD image simulations to include 675,000 quasars, allowing us to accurately quantify the pipeline's performance. This set of simulations reveals biases at the highest k values, corresponding to a resolution error of a few percent. We base the resolution systematics error budget of DR1 P 1D on these values, but do not derive corrections from them since the simulation fidelity is insufficient for precise corrections.
Based on partial differential equations of motion the closed form solution for the optimal estimation of a spatially continuous state vector is derived, using a continuously distributed sensor. Local control is shown to be the feedback that minimizes a quadratic performance index of sensor and process disturbances. A detailed example of the control of a string in tension is presented.
The efforts and findings of the Earth Resources Data Analysis Program are summarized. Results of a detailed study of the needs of EOD with respect to an applications development system (ADS) for the analysis of remotely sensed data, including an evaluation of four existing systems with respect to these needs are described. Recommendations as to possible courses for EOD to follow to obtain a viable ADS are presented. Algorithmic development comprised of several subtasks is discussed. These subtasks include the following: (1) two algorithms for multivariate density estimation; (2) a data smoothing algorithm; (3) a method for optimally estimating prior probabilities of unclassified data; and (4) further applications of the modified Cholesky decomposition in various calculations. Little effort was expended on task 3, however, two reports were reviewed.
A digital filter has been developed to optimally estimate the rate of descent of an aircraft to permit all-weather operation. The filter was evaluated using recorded rate of descent information from flight instruments. The evaluation showed the filter to be superior to other systems especially when operated in turbulent air.
This paper is concerned with the application of optimal estimation and control concepts to the ground alignment of inertial platforms subjected to random sway motion. A seventh-order Kalman filter has been designed for estimating the platform misalignments and sway motion. Using the linear quadratic optimal regulator techniques, feedback controller gains have been designed to drive the initial misalignments to a small value. A reconfiguration of the filter controller scheme has been proposed and verified by Monte Carlo simulation for improving the speed of alignment without changing the alignment accuracy.
We define a class of detection-estimation problems on matrix Lie groups in which the observation noise is multiplicative in nature. By examining the differential versions of the hypotheses, which are bilinear, we are able to derive the relevant likelihood ratio formula and the associated optimal estimation equations for the signal given the observations and the assumption that the signal is present. These estimation equations are of interest in their own right, in that they represent a finite-dimensional optimal solution to a nonlinear estimation problem and consist of a Kalman-Bucy filter along with the on-line computation of the solution of the associated Riccati equation, which is driven by the observations. The usefulness of these results is illustrated via an example concerning the detection of an actuator failure in a rigid-body rotational control system.
A class of detection-estimation problems on matrix Lie groups is defined in which the observation noise is multiplicative in nature. By examining the differential versions of the hypotheses, which are bilinear in nature, it is possible to derive the relevant likelihood ratio formula and the associated optimal estimation equations for the signal given the observations and the assumption that the signal is present. These estimation equations are of interest in their own right, in that they represent a finite dimensional optimal solution to a nonlinear estimation problem and can be viewed as consisting of a Kalman-Bucy filter along with the on-line computation of the solution of the associated Riccati equation, which is driven by the observations. The usefulness of these results is illustrated via an example concerning the detection of an actuator failure in a rigid body rotational control system.
The four-dimensional variational data assimilation methodology for assimilating noisy observations into a deterministic model has been the workhorse in forecasting centres for over three decades. While this method provides a computationally efficient framework for dynamic data assimilation, it is largely silent on the important question concerning the minimum number and placement of observations. To answer this question, we demonstrate the dual advantage of placing the observations where the square of the sensitivity of the model solution with respect to the unknown control variables, called forward sensitivities, attains its maximum. By following this approach, we can force the observability Gramian to be of full rank, which in turn guarantees efficient recovery of the optimal values of the control variables, which is the first of the two advantages of this strategy. We further show that the proposed strategy of placing observations has another inherent optimality: the square of the sensitivity of the optimal estimates of the control with respect to the observations (used to obtain these estimates) attains its minimum value, a second advantage that is a direct consequence of the above strategy for placing observations. Our analytical framework and numerical experiments on linear and nonlinear systems confirm the effectiveness of our proposed strategy.
Numerical methods are presented that exploit the polynomial properties of discretizations of the Euler equations. It is noted that most finite difference or finite volume discretizations of the steady-state Euler equations produce a polynomial system of equations to be solved. These equations are solved using classical polynomial elimination theory, with some innovative modifications. This paper also presents some preliminary results of a new non-linear stability analysis technique. This technique is applicable to determining the stability of polynomial iterative schemes. Results are presented for applying the elimination technique to a one-dimensional test case. For this test case, the exact solution is computed in three iterations. The non-linear stability analysis is applied to determine the optimal time step for solving Burgers' equation using the MacCormack scheme. The estimated optimal time step is very close to the time step that arises from a linear stability analysis.
The threat of low-altitude wind shear has prompted development of aircraft-based sensors that measure winds directly on the aircraft's intended flight path. Measurements from these devices are subject to turbulence inputs and measurement error, as well as to the underlying wind profile. Stochastic estimators are developed to process on-board Doppler sensor measurements, producing optimal estimates of the winds along the path. A stochastic prediction technique is described to predict the hazard to the aircraft from the estimates as well as the level of uncertainty of the hazard prediction. The stochastic prediction technique is demonstrated in a simulated microburst wind shear environment. Use of the technique in a decision-making process is discussed.
The dominant contributor to the random error of an altimetric satellite system is the long wavelength uncertainty in the orbital radius. It is shown that calibration by a comparatively modest tide gauge system can drastically reduce the overall error in global estimates of large-scale oceanic variability. The procedure used is a form of optimal estimation. Absolute (time average) altimetric calibration is much more difficult because it requires absolute calibration of the tide gauge positions (in three dimensions) but the error reduction process would be the same.
This analysis pertains to the applicability of optimal sensitivity information to aerospace vehicle design. The present analysis demonstrates that post-optimality information generated through first-order computations can be used to accurately predict file effect of constraint and parameter perturbations on the optimal solution. This assessment is based on the solution of an aircraft design problem in which the post-optimality estimates are shown to be within a few percent of the true solution over the practical range of constraint and parameter variations. Through solution of a reusable, single-stage-to-orbit, launch vehicle design problem, this optimal sensitivity information is also shown to improve the efficiency of the design process. For a hierarchically decomposed problem, this computational efficiency is realizable by estimating the main-problem objective gradient through optimal sensitivity calculations. By reducing the need for finite differentiation of a re-optimized subproblem, a significant decrease in the number of objective function evaluations required to reach the optimal solution is obtained.
This analysis pertains to the applicability of optimal sensitivity information to aerospace vehicle design. An optimal sensitivity (or post-optimality) analysis refers to computations performed once the initial optimization problem is solved. These computations may be used to characterize the design space about the present solution and infer changes in this solution as a result of constraint or parameter variations, without reoptimizing the entire system. The present analysis demonstrates that post-optimality information generated through first-order computations can be used to accurately predict the effect of constraint and parameter perturbations on the optimal solution. This assessment is based on the solution of an aircraft design problem in which the post-optimality estimates are shown to be within a few percent of the true solution over the practical range of constraint and parameter variations. Through solution of a reusable, single-stage-to-orbit, launch vehicle design problem, this optimal sensitivity information is also shown to improve the efficiency of the design process, For a hierarchically decomposed problem, this computational efficiency is realized by estimating the main-problem objective gradient through optimal sep&ivity calculations, By reducing the need for finite differentiation of a re-optimized subproblem, a significant decrease in the number of objective function evaluations required to reach the optimal solution is obtained.
Ozone profiles are derived from backscattered radiances in the ultraviolet spectra (290-340 nm) measured by the nadir-viewing Global Ozone Monitoring Experiment using optimal estimation. Tropospheric O3 is directly retrieved with the tropopause as one of the retrieval levels. To optimize the retrieval and improve the fitting precision needed for tropospheric O3, we perform extensive wavelength and radiometric calibrations and improve forward model inputs. Retrieved O3 profiles and tropospheric O3 agree well with coincident ozonesonde measurements, and the integrated total O3 agrees very well with Earth Probe TOMS and Dobson/Brewer total O3. The global distribution of tropospheric O3 clearly shows the influences of biomass burning, convection, and air pollution, and is generally consistent with our current understanding.
We describe the PACE-MAPP algorithm that simultaneously retrieves aerosol and ocean optical parameters using multiangle and multi-channel polarimeter measurements from the SPEXone, Hyper-Angular Rainbow Polarimeter 2 (HARP2), and Ocean Color Instrument (OCI) instruments onboard the NASA Plankton, Aerosol, Cloud, ocean Ecosystem (PACE) observing system PACE-MAPP is adapted from the Research Scanning Polarimeter (RSP) Microphysical Aerosol Properties from Polarimetry (RSP-MAPP) algorithm. A key feature of the MAPP family of algorithms is the use of a coupled vector radiative transfer model such that the atmosphere and ocean are always considered together as one system. Consequently, conservation of energy ensures that negative water-leaving radiances do not occur. PACE-MAPP uses optimal estimation to simultaneously characterize the optical and microphysical properties of aerosol and ocean constituents, find the optimal solution, and reliably account for the uncertainties of each parameter. This coupled approach, together with multiangle, multi-channel polarimeter measurements, will enable retrievals of aerosol and water properties across the Earth’s oceans. The PACE-MAPP algorithm provides aerosol and ocean products for both the open ocean and coastal areas and is designed to be accurate, modular, and efficient by using fast neural networks that replace the time-consuming vector radiative transfer calculations. We provide an overview of the PACE-MAPP framework and also describe its modular components including its aerosol and hydrosol models, ocean bio-optical models, and thin cirrus model.
Algorithm that processes some of information in synthetic-aperture-radar (SAR) echoes from homogeneous targets yields optimal estimates of Doppler frequency shifts. Helps in further processing to extract as much information as possible about targets. Used to improve radiometric calibrations, to estimate direction of radar antenna, and to determine speeds of moving targets more accurately. Also helpful in measurements of speeds of ocean currents and of wind shears at airports.