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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
All sourcesNASA NTRSDOE OSTI
NASA NTRS1989

Minimum-variance reduced-order estimation algorithms from Pontrygin's minimum principle

A uniform derivation of minimum-variance reduced-order (MVRO) filter-smoother algorithms from Pontrygin's Minimum Principle is presented. An appropriate performance index for a general class of reduced order estimation problem is formulated herein to yield optimal results over the entire time interval of estimation. These results provide quantitative criteria for measuring the performance of certain classes of heuristically designed, suboptimal reduced-order estimators as well as explicit guidance to the suboptimal filter design process with both continuous and discrete filter-smoother algorithms being considered. By the duality principle, the algorithms of reduced-order estimation can be easily extended to the deterministic problems of optimal control (i.e., the regulator and linear tracking problem).

Ebrahimi, Yaghoob S.↗
NASA NTRS1979

Magnetic field directional discontinuities. 1: Minimum variance errors

Errors associated with the minimum variance analysis of directional discontinuity normal components were investigated using both computer simulation of discontinuities with controlled properties and the examination of current sheets observed by the Mariner 10 spacecraft. The simulated discontinuities were created by adding fluctuations, represented by isotropic noise, to exactly known but varying (in a plane) magnetic field components. An empirical expression for the magnitude of the error in an estimated discontinuity normal component, relative to the total field across the discontinuity, was derived, as well as other relevant statistical properties. Use of the empirical relation in the analysis of 644 discontinuities observed by Mariner 10 provides a more precise, but probably conservative, estimate of an upper bound on the relative normal component value for tangential discontinuities that can be used to separate rotational from tangential discontinuities in studies using only magnetic field data from a single spacecraft, at least for the interplanetary region of space considered.

Lepping, R. P.↗
NASA NTRS1991

Anisotropy and minimum variance directions of solar wind fluctuations in the outer heliosphere

Voyager 2 magnetic field and plasma data are examined over time intervals of 1 to 12 hours in the heliospheric range of 1 to 10 AU to study the evolution of the anisotropy of solar wind fluctuations. Consistent with previous results, the directions of minimum variance vectors of magnetic fluctuations are found to be close to the mean magnetic field direction with an increasing component along the field at larger scales. At large radial distances there is more spread in the minimum variance directions than at smaller radial distances. The power in smaller-scale fluctuations in the magnetic field components perpendicular to the local mean field B(0) is in the ratio of about 5:1 near 1 AU at the scale of 1 hour but decreases to about 3:1 further out. No evidence for selective enhancement of out-of-the-ecliptic components of fluctuations is found. In contrast to results for field fluctuations, analysis of velocity fluctuations shows that the minimum variance direction systematically remains more radially oriented and becomes increasingly less oriented along B(0) with increasing heliocentric distance. The velocity fluctuations are generally more isotropic than the magnetic fluctuations. The observations cannot be explained by a superposed wave picture, and thus are consistent with the view that nonlinear turbulent evolution is responsible for the anisotropy in the fluctuations.

Klein, Larry W.↗
NASA NTRSDate not supplied

Minimum-Variance Control Allocation Considering Parametric Model Uncertainty

The control allocation problem was investigated for linear dynamical systems with known parametric uncertainty. Minimizing a cost function that penalizes the variance of the error in achieving commanded forces and moments on the vehicle resulted in a special case of the weighted pseudo-inverse allocator. Rather than an engineer designing the weighting matrix, it is computed from the covariances of the control effectiveness parameters. This minimum-variance allocator balances the effectiveness of the control inputs against the corresponding levels of uncertainty. The approach was demonstrated using simulations of aircraft with realistic uncertainty levels operating in open-loop and closed-loop configurations. Results showed that when model uncertainty is known, significant, and unevenly distributed amongst the controls, the minimum-variance allocator more often achieves the intended forces and moments on the vehicle in comparison to other allocators, which can lead to increased performance, reliability, and safety during flight tests. The cost for this robustness is a diminished achievable moment space for the vehicle.

Control allocation↗
NASA NTRS1976

Analysis and application of minimum variance discrete time system identification

An on-line minimum variance parameter identifier was developed which embodies both accuracy and computational efficiency. The new formulation resulted in a linear estimation problem with both additive and multiplicative noise. The resulting filter is shown to utilize both the covariance of the parameter vector itself and the covariance of the error in identification. It is proven that the identification filter is mean square covergent and mean square consistent. The MV parameter identification scheme is then used to construct a stable state and parameter estimation algorithm.

Kotob, S.↗
NASA NTRS1975

Analysis and application of minimum variance discrete time system identification

An on-line minimum variance parameter identifier is developed which embodies both accuracy and computational efficiency. The formulation results in a linear estimation problem with both additive and multiplicative noise. The resulting filter which utilizes both the covariance of the parameter vector itself and the covariance of the error in identification is proven to be mean square convergent and mean square consistent. The MV parameter identification scheme is then used to construct a stable state and parameter estimation algorithm.

Kaufman, H.↗
NASA NTRS1976

Analysis and application of minimum variance discrete time system identification

An on-line minimum variance parameter identifier is developed which embodies both accuracy and computational efficiency. The formulation results in a linear estimation problem with both additive and multiplicative noise. The resulting filter which utilizes both the covariance of the parameter vector itself and the covariance of the error in identification is proven to be mean square convergent and mean square consistent. The MV parameter identification scheme is then used to construct a stable state and parameter estimation algorithm.

Kotob, S.↗
NASA NTRS1977

Analysis and application of minimum variance discrete linear system identification

An on-line minimum variance (MV) parameter identifier is developed which embodies both accuracy and computational efficiency. The formulation results in a linear estimation problem with both additive and multiplicative noise (AMN). The resulting filter which utilizes both the covariance of the parameter vector itself and the covariance of the error in identification is proven to be mean-square convergent and mean-square consistent. The MV parameter identification scheme is then used to construct a stable state and parameter estimation algorithm.

Kotob, S.↗
NASA NTRS1976

On the minimum variance direction of magnetic field fluctuations in the azimuthal velocity structure of the solar wind

The paper examines the properties of microscale magnetic field fluctuations for diverse classes of large-scale azimuthal velocity structures in the solar wind, with particular reference to the orientation of the wave normal vector for MHD waves in the interplanetary medium. It is shown that the direction of minimum variance does not exhibit any characteristic refraction pattern with respect to large-scale velocity structures in the solar wind. It is suggested that the direction of minimum variance is not indicative of the wave normal vector directions. The determination of the wave normal vector directions for the predominantly transverse MHD waves in the interplanetary medium is presently beyond the capability of single spacecraft observations.

Solodyna, C. V.↗
NASA NTRS1987

A further analysis for the minimum-variance deconvolution filter performance

Chi and Mendel (1984) analyzed the performance of minimum-variance deconvolution (MVD). In this correspondence, a further analysis of the performance of the MVD filter is presented. It is shown that the MVD filter performs like an inverse filter and a whitening filter as SNR goes to infinity, and like a matched filter as SNR goes to zero. The estimation error of the MVD filter is colored noise, but it becomes white when SNR goes to zero. This analysis also conects the error power-spectral density of the MVD filter with the spectrum of the causal-prediction error filter.

Chi, Chong-Yung↗