Search NASA⌕ Search

SEARCH · Search NASA

Results for “dynamic state estimation”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 163 records · Page 9

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 for indirect adaptive or reconfigurable control. 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 HARV) were used to demonstrate that the technique produces accurate model parameter estimates with appropriate error bounds. Parameter estimates converged in less than 1 cycle of the dominant dynamic mode natural frequencies, using control surface inputs measured in flight during ordinary piloted maneuvers. The real-time parameter estimation method has low computational requirements, and could be implemented aboard an aircraft in real time.

Morelli, Eugene A.↗

Ensemble Kalman filter for data assimilation coupled with low-resolution computations techniques applied in fluid dynamics

This paper presents an innovative Reduced-order model (ROM) for merging experimental and simulation data using data assimilation (DA) to estimate the "True" state of a fluid dynamics system, leading to more accurate predictions. Our methodology introduces a novel approach by implementing the ensemble Kalman filter (EnKF) within a reduced-dimensional framework, grounded in a robust theoretical foundation and applied to fluid dynamics. To address the substantial computational demands of DA, the proposed ROM employs low-resolution (LR) techniques to drastically reduce computational costs. This innovative approach involves downsampling datasets for DA computations, followed by an advanced reconstruction technique based on low-cost singular value decomposition (lcSVD). The lcSVD method, a key innovation in this paper, has never been applied to DA before and offers a highly efficient way to enhance resolution with minimal computational resources. Our results demonstrate significant reductions in both computation time and RAM usage through these LR techniques without compromising the accuracy of the estimations. For instance, in a turbulent test case, for a data compression rate of 15.9, the LR approach can achieve a speed-up of 13.7 and a RAM compression of 90.9% while maintaining a low relative root mean square error (RRMSE) of 2.6%, compared to 0.8% in the high-resolution (HR) reference. Furthermore, we highlight the effectiveness of the EnKF in estimating and predicting the state of fluid flow systems based on limited observations and given low-fidelity numerical data. This paper highlights the potential of the proposed DA method in fluid dynamics applications, particularly for improving computational efficiency in CFD and related fields. Its ability to balance accuracy with low computational and memory costs makes it especially suitable for large-scale and real-time applications, such as environmental monitoring or engineering design. This method will be incorporated into ModelFLOWs-app.

Data Assimilation↗

Estimation of unmodeled forces on a low-thrust space vehicle

The application of a sequential estimation algorithm, which compensates for random errors in the dynamic model, to the problem of estimating the state of a continuously thrusting solar electric propulsion space vehicle is investigated. The dynamic model errors, due to random anomalies in the propulsion system, are approximated successfully by both first order and second order Gauss-Markov processes to obtain a more accurate and stable orbit determination algorithm. The importance of correct dynamic and measurement modeling in achieving accurate estimates is demonstrated.

Tapley, B. D.↗

Uncertainty Error Modeling for Non-Linear State Estimation With Unsynchronized SCADA and µPMU Measurements

Distribution systems of the future smart grid require enhancements to the reliability of distribution system state estimation (DSSE) in the face of low measurement redundancy, unsynchronized measurements, and dynamic load profiles. Micro phasor measurement units (µPMUs) facilitate co-synchronized measurements with high granularity, albeit at an often prohibitively expensive installation cost. Supervisory control and data acquisition (SCADA) measurements can supplement µPMU data, although they are received at a slower sampling rate. Further complicating matters is the uncertainty associated with load dynamics and unsynchronized measurements–not only are the SCADA and µPMU measurements not synchronized with each other, but the SCADA measurements themselves are received at different time intervals with respect to one another. This paper proposes a non-linear state estimation framework which models dynamic load uncertainty error by updating the variances of the unsynchronized measurements, leading to a time-varying system of weights in the weighted least squares state estimator. Case studies are performed on the 33-Bus Distribution System in MATPOWER, using Ornstein–Uhlenbeck stochastic processes to simulate dynamic load conditions.

Cooper, Austin↗

Application of Consider Covariance to the Extended Kalman Filter

The extended Kalman filter (EKF) is the basis for many applications of filtering theory to real-time problems where estimates of the state of a dynamical system are to be computed based upon some set of observations. The form of the EKF may vary somewhat from one application to another, but the fundamental principles are typically unchanged among these various applications. As is the case in many filtering applications, models of the dynamical system (differential equations describing the state variables) and models of the relationship between the observations and the state variables are created. These models typically employ a set of constants whose values are established my means of theory or experimental procedure. Since the estimates of the state are formed assuming that the models are perfect, any modeling errors will affect the accuracy of the computed estimates. Note that the modeling errors may be errors of commission (errors in terms included in the model) or omission (errors in terms excluded from the model). Consequently, it becomes imperative when evaluating the performance of real-time filters to evaluate the effect of modeling errors on the estimates of the state.

Lundberg, John B.↗

Sequential Monte Carlo sampling in hidden Markov models of nonlinear dynamical systems

We investigate the issue of which state functionals can have their uncertainty estimated efficiently in dynamical systems with uncertainty. Because of the high dimensionality and complexity of the problem, sequential Monte Carlo (SMC) methods are used. We investigate SMC methods where the proposal distribution is computed by maximum likelihood or by a linearization approach. We prove that the variance of the SMC method is bounded linearly in the number of time steps when the proposal distribution is truncated normal distribution. We also show that for a moderate large number of steps the error produced by approximation of dynamical systems linearly accumulates on the condition that the logarithm of the density function of noise is Lipschitz continuous. This finding is significant because the uncertainty in many dynamical systems, in particular, in chemical engineering systems, can be assumed to have this nature. We demonstrate our findings for a simple test case from chemical engineering. The theoretical findings provide a foundation for the parallel software SISTOS.

97 MATHEMATICS AND COMPUTING↗

Prognostication of LED Remaining Useful Life and Color Stability in the Presence of Contamination

The reliability of LED products may be affected by both luminous flux drop and color shift. Previous research on the topic focuses on either luminous maintenance or color shift. However, luminous flux degradation usually takes very long time to observe in LEDs under normal operating conditions. In this paper, the impact of a VOC (volatile organic compound) contaminated luminous flux and color stability are examined. As a result, both luminous degradation and color shift had been recorded in a short time. Test samples are white, phosphorconverted, high-power LED packages. Absolute radiant flux is measured with integrating sphere system to calculate the luminous flux. Luminous flux degradation and color shift distance were plotted versus aging time to show the degradation pattern. A prognostic health management (PHM) method based on the state variables and state estimator have been proposed in this paper. In this PHM framework, unscented kalman filter (UKF) was deployed as the carrier of all states. During the estimation process, third order dynamic transfer function was used to implement the PHM framework. Both of the luminous flux and color shift distance have been used as the state variable with the same PHM framework to exam the robustness of the method. Predicted remaining useful life is calculated at every measurement point to compare with the tested remaining useful life. The result shows that state estimator can be used as the method for the PHM of LED degradation with respect to both luminous flux and color shift distance. The prediction of remaining useful life of LED package, made by the states estimator and data driven approach, falls in the acceptable errorbounds (20%) after a short training of the estimator.

Lall, Pradeep↗

Prognostics Health Management Model for LED Package Failure Under Contaminated Environment

The reliability consideration of LED products includes both luminous flux drop and color shift. Previous research either talks about luminous maintenance or color shift, because luminous flux degradation usually takes very long time to observe. In this paper, the impact of a VOC (volatile organic compound) contaminated luminous flux and color stability are examined. As a result, both luminous degradation and color shift had been recorded in a short time. Test samples are white, phosphor-converted, high-power LED packages. Absolute radiant flux is measured with integrating sphere system to calculate the luminous flux. Luminous flux degradation and color shift distance were plotted versus aging time to show the degradation pattern. A prognostic health management (PHM) method based on the state variables and state estimator have been proposed in this paper. In this PHM framework, unscented kalman filter (UKF) was deployed as the carrier of all states. During the estimation process, third order dynamic transfer function was used to implement the PHM framework. Both of the luminous flux and color shift distance have been used as the state variable with the same PHM framework to exam the robustness of the method. Predicted remaining useful life is calculated at every measurement point to compare with the tested remaining useful life. The result shows that state estimator can be used as the method for the PHM of LED degradation with respect to both luminous flux and color shift distance. The prediction of remaining useful life of LED package, made by the states estimator and data driven approach, falls in the acceptable error-bounds (20%) after a short training of the estimator.

Lall, Pradeep↗

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.↗

Staggered scheduling of sensor estimation and fusion for tracking over long-haul links

Networked sensing can be found in a multitude of real-world applications. Here, we focus on the communication-and computation-constrained long-haul sensor networks, where sensors are remotely deployed over a vast geographical area to perform certain tasks. Of special interest is a class of such networks where sensors take measurements of one or more dynamic targets and send their state estimates to a remote fusion center via long-haul satellite links. The severe loss and delay over such links can easily reduce the amount of sensor data received by the fusion center, thereby limiting the potential information fusion gain and resulting in suboptimal tracking performance. In this paper, starting with the temporal-domain staggered estimation for an individual sensor, we explore the impact of the so-called intra-state prediction and retrodiction on estimation errors. We then investigate the effect of such estimation scheduling across different sensors on the spatial-domain fusion performance, where the sensing time epochs across sensors are scheduled in an asynchronous and staggered manner. In particular, the impact of communication delay and loss as well as sensor bias on such scheduling is explored by means of numerical and simulation studies that demonstrate the validity of our analysis.

47 OTHER INSTRUMENTATION↗

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↗

Molecular Simulation of Covalent Bond Dynamics in Liquid Silicon

Many atomic liquids can form transient covalent bonds reminiscent of those in the corresponding solid states. These directional interactions dictate many important properties of the liquid state, necessitating a quantitative, atomic-scale understanding of bonding in these complex systems. A prototypical example is liquid silicon, wherein transient covalent bonds give rise to local tetrahedral order and consequent nontrivial effects on liquid-state thermodynamics and dynamics. To further understand covalent bonding in liquid silicon, and similar liquids, we present an ab initio-simulation-based approach for quantifying the structure and dynamics of covalent bonds in condensed phases. Through the examination of structural correlations among silicon nuclei and maximally localized Wannier function centers, we develop a geometric criterion for covalent bonds in liquid Si. We use this to monitor the dynamics of transient covalent bonding in the liquid state and estimate a covalent bond lifetime. We compare covalent bond dynamics to other processes in liquid Si and similar liquids and suggest experiments to measure the covalent bond lifetime.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

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↗

Target tracking via recursive Bayesian state estimation in radar networks

Modern cognitive radar networks incorporating intelligent and cognitive support-modules can actively adjust the radar-target geometry and optimally select a subset of radars to track the target of interest. Based on the theories of dynamic graphical models (DGM) and recursive Bayesian state estimation (RBSE), we propose a framework for single target tracking in mobile and cooperative radar networks, jointly considering path planning and radar selection. We formulate the tracking procedure as two iterative steps: (i) solving a combinatorial problem based on the expected cross-entropy measure to select the optimal subset of radars and their locations, and (ii) tracking the target using RBSE technique. We simulate the proposed framework using an illustrative example in 2-D space and demonstrate the tracking performance.

Xiang, Yijian↗

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.↗