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1,740 records · Page 97

Measurement updating using the U-D factorization

A new mechanization of the Kalman updating algorithm based on a U-D factorization of the estimate error covariance is introduced. Efficient and stable updating recursions are developed for the unit upper triangular factor U and the diagonal factor D, treating only the parameter estimation problem. Properties of the factorization update performed here include efficient one point at a time processing that requires little more computation than the optimal but numerically unstable conventional Kalman measurement update algorithm, and stability that compares with the square root filter.

Bierman, G. J.↗

Model reference adaptive control with an augmented error signal

It is shown how globally stable model reference adaptive control systems may be designed when one has access to only the plant's input and output signals. Controllers for single input-single output, nonlinear, nonautonomous plants are developed based on Lyapunov's direct method and the Meyer-Kalman-Yacubovich lemma. Derivatives of the plant output are not required, but are replaced by filtered derivative signals. An augmented error signal replaces the error normally used, which is defined as the difference between the model and plant outputs. However, global stability is assured in the sense that the normally used error signal approaches zero asymptotically.

Monopoli, R. V.↗

The GEOS Retrospective Data Assimilation System: The 6-hour lag case

The fixed-lag Kalman smoother (FLKS) has been proposed as a framework to construct data assimilation procedures capable of producing high-quality climate research datasets. Fixed-lag Kalman smoother-based systems, referred to as retrospective data assimilation systems, are an extension to three-dimensional filtering procedures with the added capability of incorporating observations not only in the past and present time of the estimate, but also at future times. A variety of simplifications are necessary to render retrospective assimilation procedures practical. In this article, we present an FLKS-based retrospective data assimilation system implementation for the Goddard Earth Observing System (GOES) Data Assimilation System (DAS). The practicality of this implementation comes from the practicality of its underlying (filter) analysis system, i.e., the physical-space statistical analysis system (PSAS). The behavior of two schemes is studied here. The first retrospective analysis (RA) scheme is designed simply to update the regular PSAS analyses with observations available at times ahead of the regular analysis times. Although our GEOS DAS implementation is general, results are only presented for when observations 6-hours ahead of the analysis time are used to update the PSAS analyses and thereby to calculate the so-called lag-1 retrospective analyses. Consistency tests for this RA scheme show that the lag-1 retrospective analyses indeed have better 6-hour predictive skills than the predictions from the regular analyses. This motivates the introduction of the second retrospective analysis scheme which, at each analysis time, uses the 6-hour retrospective analysis to replace the first-guess normally used in the PSAS analysis, and therefore allows the calculation of a revised (filter) PSAS analysis. Since in this scheme the lag-1 retrospective analyses influence the filter results, this procedure is referred to as the retrospective-based iterative analysis (RIA) scheme. Results from the RIA scheme indicate its potential for improving the overall quality of the assimilation.

Zhu, Yan-Qiu↗

Digital Filter Separates Signal From Noise

Variance of signal-estimation error minimized. Mathematical technique extracts best estimates of signal component from periodic digital samples of signal plus noise. Technique combines Kalman- and smoothingfilter algorithms to minimize mean-square estimation error based on past, present, and predicted samples of signal plus noise. Technique useful in image analysis and other applications involving processing of noisy signals.

Lear, W. M.↗

Kalman estimation for SEDS measurements

The first on-orbit experiment of the Small Expendable Deployer System (SEDS) for tethered satellites will collect telemetry data for tethered length, rate of deployment, and tether tension. The post-flight analysis will use this data to reconstruct the deployment history and determine payload position and tether shape. Two Kalman estimator algorithms were written, and output using simulated measurement data was compared. Both estimators exhibited the same estimated state histories, indicating that numerical instability in the traditional algorithm was not the cause of filter divergence. Estimation of acceleration biases was added, which reduced the error but did not correct the divergence. An add-a-bead estimator that adds lumped masses as the tether is deployed was written, which provides a state model that matches the BEADSIM simulation providing the true measurements and states. This twenty-one bead estimator produced state histories similar to those of the two-bead estimator, indicating that the filter divergence was not caused by a reduced-order model. The noise models used to date are relatively simple and may be the source of estimator divergence. The investigation of colored noise models, cross-correlated measurement and process covariances, and noise-adaptive filter techniques is recommended.

Carrington, Connie K.↗

Estimation of UH-60 blade aerodynamic loads and rotor impedance using generalized strain pattern/Kalman filter approach

The purpose of the study is to develop and verify a methodology capable of predicting the vibration levels and estimating the aerodynamic loads and rotor impedance of a rotorcraft blade. Simulated flight test data is generated, blade airloads and elastic hub motions are estimated from the simulated data through the use of the Kalman filter/smoother, simulation upgrading and parameter identification are performed, and the ability to identify rotor impedance from a simulation by isolating the rotor model and providing a prescribed motion for the hub as rotor excitation is demonstrated. It is pointed out that the statistical estimation procedure utilized in the proposed methodology minimizes the impact of sensor noise, truncation error, and instrumentation bias on the results.

Bruhis, Ofer↗

Carrier tracking by smoothing filter can improve symbol SNR

The potential benefit of using a smoothing filter to estimate carrier phase over use of phase locked loops (PLL) is determined. Numerical results are presented for the performance of three possible configurations of the deep space network advanced receiver. These are residual carrier PLL, sideband aided residual carrier PLL, and finally sideband aiding with a Kalman smoother. The average symbol signal to noise ratio (CNR) after losses due to carrier phase estimation error is computed for different total power SNRs, symbol rates and symbol SNRs. It is found that smoothing is most beneficial for low symbol SNRs and low symbol rates. Smoothing gains up to 0.4 dB over a sideband aided residual carrier PLL, and the combined benefit of smoothing and sideband aiding relative to a residual carrier loop is often in excess of 1 dB.

Hurd, W. J.↗

Carrier tracking by smoothing filter improves symbol SNR

The potential benefit of using a smoothing filter to estimate carrier phase over use of phase locked loops (PLL) is determined. Numerical results are presented for the performance of three possible configurations of the deep space network advanced receiver. These are residual carrier PLL, sideband aided residual carrier PLL, and finally sideband aiding with a Kalman smoother. The average symbol signal to noise ratio (SNR) after losses due to carrier phase estimation error is computed for different total power SNRs, symbol rates and symbol SNRs. It is found that smoothing is most beneficial for low symbol SNRs and low symbol rates. Smoothing gains up to 0.4 dB over a sideband aided residual carrier PLL, and the combined benefit of smoothing and sideband aiding relative to a residual carrier loop is often in excess of 1 dB.

Pomalaza-Raez, Carlos A.↗

A comparison of discrete linear filtering algorithms.

Seven filter algorithms were presented in a recent survey paper (Kaminski, 1971), and were compared computationally (operations count) when relatively few observations were to be processed. These algorithms are now elaborated further. Details of the computations are presented, and it is shown that for problems with even moderately large amounts of data, the information matrix and square-root information matrix formulations are computationally more efficient than the other methods considered (conventional Kalman, stabilized Kalman, and square-root covariance mechanizations). It is pointed out that Schmidt's matrix factorization-Householder transformation technique leads to the same equations as those obtained via Potter's method. Several improvements in the equation mechanization are given.

Bierman, G. J.↗

Application of modern control theory to the design of optimum aircraft controllers

The synthesis procedure presented is based on the solution of the output regulator problem of linear optimal control theory for time-invariant systems. By this technique, solution of the matrix Riccati equation leads to a constant linear feedback control law for an output regulator which will maintain a plant in a particular equilibrium condition in the presence of impulse disturbances. Two simple algorithms are presented that can be used in an automatic synthesis procedure for the design of maneuverable output regulators requiring only selected state variables for feedback. The first algorithm is for the construction of optimal feedforward control laws that can be superimposed upon a Kalman output regulator and that will drive the output of a plant to a desired constant value on command. The second algorithm is for the construction of optimal Luenberger observers that can be used to obtain feedback control laws for the output regulator requiring measurement of only part of the state vector. This algorithm constructs observers which have minimum response time under the constraint that the magnitude of the gains in the observer filter be less than some arbitrary limit.

Power, L. J.↗

Quantifying and reducing model-form uncertainties in Reynolds-averaged Navier–Stokes simulations: A data-driven, physics-informed Bayesian approach

Despite their well-known limitations, Reynolds-Averaged Navier–Stokes (RANS) models are still the workhorse tools for turbulent flow simulations in today's engineering analysis, design and optimization. While the predictive capability of RANS models depends on many factors, for many practical flows the turbulence models are by far the largest source of uncertainty. As RANS models are used in the design and safety evaluation of many mission-critical systems such as airplanes and nuclear power plants, quantifying their model-form uncertainties has significant implications in enabling risk-informed decision-making. In this work we develop a data-driven, physics-informed Bayesian framework for quantifying model-form uncertainties in RANS simulations. Uncertainties are introduced directly to the Reynolds stresses and are represented with compact parameterization accounting for empirical prior knowledge and physical constraints (e.g., realizability, smoothness, and symmetry). An iterative ensemble Kalman method is used to assimilate the prior knowledge and observation data in a Bayesian framework, and to propagate them to posterior distributions of velocities and other Quantities of Interest (QoIs). We use two representative cases, the flow over periodic hills and the flow in a square duct, to evaluate the performance of the proposed framework. Both cases are challenging for standard RANS turbulence models. Simulation results suggest that, even with very sparse observations, the obtained posterior mean velocities and other QoIs have significantly better agreement with the benchmark data compared to the baseline results. At most locations the posterior distribution adequately captures the true model error within the developed model form uncertainty bounds. The framework is a major improvement over existing black-box, physics-neutral methods for model-form uncertainty quantification, where prior knowledge and details of the models are not exploited. This approach has potential implications in many fields in which the governing equations are well understood but the model uncertainty comes from unresolved physical processes. - Highlights: • Proposed a physics–informed framework to quantify uncertainty in RANS simulations. • Framework incorporates physical prior knowledge and observation data. • Based on a rigorous Bayesian framework yet fully utilizes physical model. • Applicable for many complex physical systems beyond turbulent flows.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗