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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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At least 19 records

Robust penalty method for structural synthesis

The Sequential Unconstrained Minimization Technique (SUMT) offers an easy way of solving nonlinearly constrained problems. However, this algorithm frequently suffers from the need to minimize an ill-conditioned penalty function. An ill-conditioned minimization problem can be solved very effectively by posing the problem as one of integrating a system of stiff differential equations utilizing concepts from singular perturbation theory. This paper evaluates the robustness and the reliability of such a singular perturbation based SUMT algorithm on two different problems of structural optimization of widely separated scales. The report concludes that whereas conventional SUMT can be bogged down by frequent ill-conditioning, especially in large scale problems, the singular perturbation SUMT has no such difficulty in converging to very accurate solutions.

Kamat, M. P.↗

A matrix equation solution by an optimization technique

The computer solution of matrix equations is often difficult to accomplish due to an ill-conditioned matrix or high noise levels. Two methods of solution are compared for matrices of various degrees of ill-conditioning and for various noise levels in the right hand side vector. One method employs the usual Gaussian elimination. The other solves the equation by an optimization technique and employs a function minimization subroutine.

Johnson, M. J.↗

A prefiltering version of the Kalman filter with new numerical integration formulas for Riccati equations

A prefiltering version of the Kalman filter is derived for both discrete and continuous measurements. The derivation consists of determining a single discrete measurement that is equivalent to either a time segment of continuous measurements or a set of discrete measurements. This prefiltering version of the Kalman filter easily handles numerical problems associated with rapid transients and ill-conditioned Riccati matrices. Therefore, the derived technique for extrapolating the Riccati matrix from one time to the next constitutes a new set of integration formulas which alleviate ill-conditioning problems associated with continuous Riccati equations. Furthermore, since a time segment of continuous measurements is converted into a single discrete measurement, Potter's square root formulas can be used to update the state estimate and its error covariance matrix. Therefore, if having the state estimate and its error covariance matrix at discrete times is acceptable, the prefilter extends square root filtering with all its advantages, to continuous measurement problems.

Womble, M. E.↗

Discrete square root filtering - A survey of current techniques.

Current techniques in square root filtering are surveyed and related by applying a duality association. Four efficient square root implementations are suggested, and compared with three common conventional implementations in terms of computational complexity and precision. It is shown that the square root computational burden should not exceed the conventional by more than 50% in most practical problems. An examination of numerical conditioning predicts that the square root approach can yield twice the effective precision of the conventional filter in ill-conditioned problems. This prediction is verified in two examples.

Kaminskii, P. G.↗

Critical configurations of fundamental range networks.

A range network is defined to consist of ground stations and targets where only distances between the two sets of points are observed. Such a network is said to be fundamental when only those six constraints are used that are needed to define the coordinate system for an adjustment. When ground stations or targets have certain configurations, a unique adjustment in terms of coordinates may be impossible, even when the number of observations is sufficient and the coordinate system is uniquely defined. Such configurations, resulting in the singular solutions, are said to be critical. Attention is therefore focused on singular solutions rather than on numerical problems in some ill-conditioned systems of fundamental range networks. The critical configurations are presented in two separate groups. The first deals with ground stations lying all in a plane and the second deals with ground stations generally distributed. The two kinds of problems require different mathematical treatments and lead to quite different conclusions.

Blaha, G.↗

Improvements in estimating proportions of objects from multispectral data

Methods for estimating proportions of objects and materials imaged within the instantaneous field of view of a multispectral sensor were developed further. Improvements in the basic proportion estimation algorithm were devised as well as improved alien object detection procedures. Also, a simplified signature set analysis scheme was introduced for determining the adequacy of signature set geometry for satisfactory proportion estimation. Averaging procedures used in conjunction with the mixtures algorithm were examined theoretically and applied to artificially generated multispectral data. A computationally simpler estimator was considered and found unsatisfactory. Experiments conducted to find a suitable procedure for setting the alien object threshold yielded little definitive result. Mixtures procedures were used on a limited amount of ERTS data to estimate wheat proportion in selected areas. Results were unsatisfactory, partly because of the ill-conditioned nature of the pure signature set.

Horwitz, H. M.↗

Structural optimization via a design space hierarchy

Mathematical programming techniques provide a general approach to automated structural design. An iterative method is proposed in which design is treated as a hierarchy of subproblems, one being locally constrained and the other being locally unconstrained. It is assumed that the design space is locally convex in the case of good initial designs and that the objective and constraint functions are continuous, with continuous first derivatives. A general design algorithm is outlined for finding a move direction which will decrease the value of the objective function while maintaining a feasible design. The case of one-dimensional search in a two-variable design space is discussed. Possible applications are discussed. A major feature of the proposed algorithm is its application to problems which are inherently ill-conditioned, such as design of structures for optimum geometry.

Vanderplaats, G. N.↗

Vectorization of linear discrete filtering algorithms

Linear filters, including the conventional Kalman filter and versions of square root filters devised by Potter and Carlson, are studied for potential application on streaming computers. The square root filters are known to maintain a positive definite covariance matrix in cases in which the Kalman filter diverges due to ill-conditioning of the matrix. Vectorization of the filters is discussed, and comparisons are made of the number of operations and storage locations required by each filter. The Carlson filter is shown to be the most efficient of the filters on the Control Data STAR-100 computer.

Schiess, J. R.↗

Additional comments on 'Multistage least-squares parameter estimation'

The purpose of this correspondence is to call attention to other solutions to the problem addressed in the above paper, that of adding or deleting parameters or measurements from a given linear model. The solution algorithms proposed in the article are numerically ill-conditioned and are less efficient, in terms of both computational and storage requirements, than the methods described here. Several numerically stable, compact, flexible, and efficient algorithms for analyzing the parameter estimation problem are described and others are referenced.

Bierman, G. J.↗

Orbit determination accuracies using satellite-to-satellite tracking

The uncertainty in relay satellite sate is a significant error source which cannot be ignored in the reduction of satellite-to-satellite tracking data. Based on simulations and real data reductions, it is numerically impractical to use simultaneous unconstrained solutions to determine both relay and user satellite epoch states. A Bayesian or least squares estimation technique with an a priori procedure is presented which permits the adjustment of relay satellite epoch state in the reduction of satellite-to-satellite tracking data without the numerical difficulties introduced by an ill-conditioned normal matrix.

Vonbun, F. O.↗

FASOR - A second generation shell of revolution code

An integrated computer program entitled Field Analysis of Shells of Revolution (FASOR) currently under development for NASA is described. When completed, this code will treat prebuckling, buckling, initial postbuckling and vibrations under axisymmetric static loads as well as linear response and bifurcation under asymmetric static loads. Although these modes of response are treated by existing programs, FASOR extends the class of problems treated to include general anisotropy and transverse shear deformations of stiffened laminated shells. At the same time, a primary goal is to develop a program which is free of the usual problems of modeling, numerical convergence and ill-conditioning, laborious problem setup, limitations on problem size and interpretation of output. The field method is briefly described, the shell differential equations are cast in a suitable form for solution by this method and essential aspects of the input format are presented. Numerical results are given for both unstiffened and stiffened anisotropic cylindrical shells and compared with previously published analytical solutions.

Cohen, G. A.↗

Reducing the error of geoid undulation computations by modifying Stokes' function

The truncation theory as it pertains to the calculation of geoid undulations based on Stokes' integral, but from limited gravity data, is reexamined. Specifically, the improved procedures of Molodenskii et al. are shown through numerical investigations to yield substantially smaller errors than the conventional method that is often applied in practice. In this improved method, as well as in a simpler alternative to the conventional approach, the Stokes' kernel is suitably modified in order to accelerate the rate of convergence of the error series. These modified methods, however, effect a reduction in the error only if a set of low-degree potential harmonic coefficients is utilized in the computation. Consider, for example, the situation in which gravity anomalies are given in a cap of radius 10 deg and the GEM 9 (20,20) potential field is used. Then, typically, the error in the computed undulation (aside from the spherical approximation and errors in the gravity anomaly data) according to the conventional truncation theory is 1.09 m; with Meissl's modification it reduces to 0.41m, while Molodenskii's improved method gives 0.45 m. A further alteration of Molodenskii's method is developed and yields an RMS error of 0.33 m. These values reflect the effect of the truncation, as well as the errors in the GEM 9 harmonic coefficients. The considerable improvement, suggested by these results, of the modified methods over the conventional procedure is verified with actual gravity anomaly data in two oceanic regions, where the GEOS-3 altimeter geoid serves as the basis for comparison. The optimal method of truncation, investigated by Colombo, is extremely ill-conditioned. It is shown that with no corresponding regularization, this procedure is inapplicable.

Jekeli, C.↗

A feasibility study of a 3-D finite element solution scheme for aeroengine duct acoustics

The advantage from development of a 3-D model of aeroengine duct acoustics is the ability to analyze axial and circumferential liner segmentation simultaneously. The feasibility of a 3-D duct acoustics model was investigated using Galerkin or least squares element formulations combined with Gaussian elimination, successive over-relaxation, or conjugate gradient solution algorithms on conventional scalar computers and on a vector machine. A least squares element formulation combined with a conjugate gradient solver on a CDC Star vector computer initially appeared to have great promise, but severe difficulties were encountered with matrix ill-conditioning. These difficulties in conditioning rendered this technique impractical for realistic problems.

Abrahamson, A. L.↗

Recent developments in quasi-Newton methods for structural analysis and synthesis

Unlike the Newton-Raphson method, quasi-Newton methods by virture of the updates and step length control procedures are globally convergent and hence better suited for the solution of nonlinear problems of structural analysis and synthesis. Extension of quasi-Newton algorithms to large scale problems has led to the development of sparse update algorithms and to economical strategies for evaluating sparse Hessians. Ill-conditioning problems have led to the development of self-scaled variable metric and conjugate gradient algorithms, as well as the use of the singular perturbation theory. This paper emphasizes the effectiveness of such quasi-Newton algorithms for nonlinear structural analysis and synthesis.

Kamat, M. P.↗

Analysis of Feedback Control Systems

BLOCK IT implements algorithm that obtains reduced-order feedback control equations for use in both time and frequency domain analysis. BLOCK IT computes real nonsingular similarity-transformation matrix-reduces real nonsymmetric matrix to block-diagonal form; each block is real quasi-upper triangular matrix. Algorithm works with defective and derogatory matrices. If program fails, algorithm generates data output used as guide for reformulation of mathematical equations that lead to ill-conditioned matrix not block-diagonalized.

Frisch, H. P.↗

Numerical analysis of spectral properties of coupled oscillator Schroedinger operators. I - Single and double well anharmonic oscillators

Several methods for computing many eigenvalues and eigenfunctions of a single anharmonic oscillator Schroedinger operator whose potential may have one or two minima are described. One of the methods requires the solution of an ill-conditioned generalized eigenvalue problem. This method has the virtue of using a bounded amount of work to achieve a given accuracy in both the single and double well regions. Rigorous bounds are given, and it is proved that the approximations converge faster than any inverse power of the size of the matrices needed to compute them. The results of computations for the g:phi(4):1 theory are presented. These results indicate that the methods actually converge exponentially fast.

Isaacson, D.↗

Spectral response from blackbody measurements

Far-infrared and submillimeter detector responsivity and spectral response measurements can be performed simultaneously by sweeping the temperature of a cooled blackbody. Such measurements yield n simultaneous linear equations for n blackbody temperatures. Matrix inversion solutions are observed to fail due to a matrix ill-conditioned for inversion. However, an unconditionally convergent iterative solution can be performed. Results for a gallium-doped germanium detector are described.

Moore, W. J.↗

Modified SUMT for structural synthesis

The concepts of the singular perturbation theory are employed to modify the SUMT (Sequential Unconstrained Minimization Technique) algorithm of Fiacco-McCormick (1968) in order to make it more robust and reliable. The algorithm, which uses a sequence of penalty parameters to convert a constrained problem into a sequence of unconstrained problems, suffers from the need to minimize an ill-conditioned penalty function. By using the modified SUMT algorithm on two different structural optimization problems, it is shown that the singular perturbation SUMT easily converges to accurate solutions.

Kamat, M. P.↗