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Results for “Hankel matrix”

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.

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12 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2023

Bayesian High-Rank Hankel Matrix Completion for Nonlinear Synchrophasor Data Recovery

Phasor measurement units (PMUs) provide high temporal-resolution synchrophasor measurements for power system monitoring and control. The frequent data quality issues, such as missing and bad data, prevent the incorporation of synchrophasor data in real-time operations. Most existing data-driven data recovery methods assume the power system dynamics can be approximated by a linear dynamical system, and the recovery performance degrades significantly when the power system is experiencing nonlinear dynamics during significant events. Here, this paper proposes a data-driven Bayesian nonlinear synchrophasor data recovery method (Ba-NSDR) that can recover a consecutive time period of simultaneous data losses or errors across all channels, even when the underlying system is highly nonlinear. The idea is to lift the Hankel matrix of the spatial-temporal synchrophasor data to a higher dimension such that the lifted Hankel matrix is low-rank in that space and can be processed with the kernel trick. Our proposed Bayesian method then infers the probabilistic distributions of synchrophasor from the partial observations. Some distinctive features of Ba-NSDR include an uncertainty index to measure the accuracy of the recovery result and the robustness to parameter selections. Our method is verified on both synthetic and recorded event datasets.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗
NASA NTRS1987

The use of the QR factorization in the partial realization problem

The use of the QR factorization of the Hankel matrix in solving the partial realization problem is analyzed. Straightforward use of the QR factorization results in a realization scheme that possesses all of the computational advantages of Rissanen's realization scheme. These latter properties are computational efficiency, recursiveness, use of limited computer memory, and the realization of a system triplet having a condensed structure. Moreover, this scheme is robust when the order of the system corresponds to the rank of the Hankel matrix. When this latter condition is violated, an approximate realization could be determined via the QR factorization. In this second scheme, the given Hankel matrix is approximated by a low-rank non-Hankel matrix. Furthermore, it is demonstrated that column pivoting might be incorporated in this second scheme. The results presented are derived for a single input/single output system, but this does not seem to be a restriction.

Verhaegen, M. H.↗
DOE OSTI2024

Denoising of imaginary time response functions with Hankel projections

Imaginary-time response functions of finite-temperature quantum systems are often obtained with methods that exhibit stochastic or systematic errors. Reducing these errors comes at a large computational cost—in quantum Monte Carlo simulations, the reduction of noise by a factor of two incurs a simulation cost of a factor of four. In this paper, we relate certain imaginary-time response functions to an inner product on the space of linear operators on Fock space. We then show that data with noise typically does not respect the positive definiteness of its associated Gramian. The Gramian has the structure of a Hankel matrix. As a method for denoising noisy data, we introduce an alternating projection algorithm that finds the closest positive definite Hankel matrix consistent with noisy data. We test our methodology at the example of fermion Green's functions for continuous-time quantum Monte Carlo data and show remarkable improvements of the error, reducing noise by a factor of up to 20 in practical examples. We argue that Hankel projections should be used whenever finite-temperature imaginary-time data of response functions with errors is analyzed, be it in the context of quantum Monte Carlo, quantum computing, or in approximate semianalytic methodologies. Published by the American Physical Society 2024

Yu, Yang (ORCID:0000000186178878)↗
DOE OSTI2023

Granger Causality for prediction in Dynamic Mode Decomposition: Application to power systems

Here, the dynamic mode decomposition (DMD) technique extracts the dominant modes characterizing the innate dynamical behavior of the system within the measurement data. For appropriate identification of dominant modes from the measurement data, the DMD algorithm necessitates ensuring the quality of the input measurement data sequences. On that account, for validating the usability of the dataset for the DMD algorithm, the paper proposed two conditions: Persistence of excitation (PE) and the Granger Causality Test (GCT). The virtual data sequences are designed with the hankel matrix representation such that the dimensions of the subspace spanning the essential system modes are increased with the addition of new state variables. The PE condition provides the lower bound for the trajectory length, and the GCT provides the order of the model. Satisfying the PE condition enables estimating an approximate linear model, but the predictability with the identified model is only assured with the temporal causation among data searched with GCT. The proposed methodology is validated with the application for coherency identification (CI) in a multi-machine power system (MMPS), an essential phenomenon in transient stability analysis. The significance of PE condition and GCT is demonstrated through various case studies implemented on 22 bus six generator system.

24 POWER TRANSMISSION AND DISTRIBUTION↗
NASA NTRS1989

Variance and bias computation for enhanced system identification

A study is made of the use of a series of variance and bias confidence criteria recently developed for the eigensystem realization algorithm (ERA) identification technique. The criteria are shown to be very effective, not only for indicating the accuracy of the identification results (especially in terms of confidence intervals), but also for helping the ERA user to obtain better results. They help determine the best sample interval, the true system order, how much data to use and whether to introduce gaps in the data used, what dimension Hankel matrix to use, and how to limit the bias or correct for bias in the estimates.

Bergmann, Martin↗
NASA NTRS1991

Sensor-actuator placement for flexible structures with actuator dynamics

A novel approach for placement of sensors and actuators in control of flexible space structures is developed. Using an approximation of the control forces and output measurements by spatially continuous functions, the approach follows a nonlinear programming technique to determine optimal locations for sensors and actuators. Two different criteria are considered for the placement of sensors and actuators. The first criterion optimizes the location of the sensors and actuators in order to move the transmission zeros of the system farther to the left of the imaginary axis. The second criterion, however, places the sensors and actuators to optimize a function of the singular values of the Hankel matrix, which includes both measures of controllability and observability. Moreover, the effect of actuator dynamics in the placement of sensors and actuators is investigated.

Maghami, P. G.↗
NASA NTRS1991

Variance and bias computations for improved modal identification using ERA/DC

Variance and bias confidence criteria were recently developed for the eigensystem realization algorithm (ERA) identification technique. These criteria are extended for the modified version of ERA based on data correlation, ERA/DC, and also for the Q-Markov cover algorithm. The importance and usefulness of the variance and bias information are demonstrated in numerical studies. The criteria are shown to be very effective not only by indicating the accuracy of the identification results, especially in terms of confidence intervals, but also by helping the ERA user to obtain better results by seeing the effect of changing the sample time, adjusting the Hankel matrix dimension, choosing how many singular values to retain, deciding the model order, etc.

Longman, Richard W.↗
DOE OSTI2020

Online Data-Enabled Predictive Control

We develop an online data-enabled predictive (ODeePC) control method for trajectory tracking of unknown systems, building upon the recently proposed DeePC. Our proposed ODeePC method leverages a primal-dual algorithm with real-time measurement feedback to iteratively compute the corresponding real-time optimal control policy as system conditions change. Specifically, our developed ODeePC: a) records data from the unknown system and updates the underlying primal-dual algorithm dynamically, b) can track changes in the system's operating point and adjust the control inputs, and c) is computationally efficient as it deploys a Fast Fourier Transform-based algorithm enabling the fast computation of the product of a non-square Hankel matrix with a vector. We provide theoretical guarantees regarding the asymptotic behavior of ODeePC and demonstrate its performance through a power system application.

61 RADIATION PROTECTION AND DOSIMETRY↗
DOE OSTI2021

Generalized Toeplitz–Hankel matrices and their application to a layered electron gas

We extend the standard result for the eigenspectrum of the Toeplitz matrix C ij = e –κ|i–j| with 0 ≤ i,j ≤ N and κ ϵ C to a combination of a Toeplitz matrix and a Hankel matrix. We apply this result to find the plasma modes of a layered assembly of a 2-dimensional electron gas. We find a sum rule relating the geometric mean of the frequencies of the plasma modes to the determinant of this Toeplitz matrix, for which an analytical expression is obtained. Here, we apply the same technique to the generalized case when the layers are not evenly spaced, where the corresponding matrix is not a Toeplitz-Hankel combination. Despite this fact, it is possible to find properties of the eigenspectrum, and the eigenmodes are localized to a few layers instead of extending across the system.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
NASA NTRS1988

Linear prediction of stationary vector sequences

The class of all linear predictors of minimal order for a stationary vector-valued process is specified in terms of linear transformations on the associated Hankel covariance matrix. Two particular transformations, yielding computationally efficient construction schemes, are proposed.

Baram, Yoram↗
NASA NTRS1998

To Err is Normable: The Computation of Frequency-Domain Error Bounds from Time-Domain Data

This paper exploits the relationships among the time-domain and frequency-domain system norms to derive information useful for modeling and control design, given only the system step response data. A discussion of system and signal norms is included. The proposed procedures involve only simple numerical operations, such as the discrete approximation of derivatives and integrals, and the calculation of matrix singular values. The resulting frequency-domain and Hankel-operator norm approximations may be used to evaluate the accuracy of a given model, and to determine model corrections to decrease the modeling errors.

Hartley, Tom T.↗