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At least 19 records

High order filtering methods for approximating hyberbolic systems of conservation laws

In the computation of discontinuous solutions of hyperbolic systems of conservation laws, the recently developed essentially non-oscillatory (ENO) schemes appear to be very useful. However, they are computationally costly compared to simple central difference methods. A filtering method which is developed uses simple central differencing of arbitrarily high order accuracy, except when a novel local test indicates the development of spurious oscillations. At these points, the full ENO apparatus is used, maintaining the high order of accuracy, but removing spurious oscillations. Numerical results indicate the success of the method. High order of accuracy was obtained in regions of smooth flow without spurious oscillations for a wide range of problems and a significant speed up of generally a factor of almost three over the full ENO method.

Lafon, F.↗

High order filtering methods for approximating hyperbolic systems of conservation laws

The essentially nonoscillatory (ENO) schemes, while potentially useful in the computation of discontinuous solutions of hyperbolic conservation-law systems, are computationally costly relative to simple central-difference methods. A filtering technique is presented which employs central differencing of arbitrarily high-order accuracy except where a local test detects the presence of spurious oscillations and calls upon the full ENO apparatus to remove them. A factor-of-three speedup is thus obtained over the full-ENO method for a wide range of problems, with high-order accuracy in regions of smooth flow.

Lafon, F.↗

Using Filter Methods to Guide Convergence for ADMM, with Applications to Nonnegative Matrix Factorization Problems

Nonconvex, nonlinear optimization problems arise naturally in parameter fitting and machine learning. While augmented Lagrangian methods have demonstrated robust convergence for classes of these problems, their convergence for block updates has been relatively unexplored outside of the context of the alternating direction method of multipliers (ADMM). ADMM has seen extensive use in these applications, but may exhibit uncertain convergence behavior in many practical nonconvex settings, and struggles with general nonlinear constraints. In contrast, filter methods have proved effective in enforcing convergence for sequential quadratic programming methods and interior point methods with feasibility criteria. We develop an ADMM-filter method for highly nonlinear and nonconvex problems. Here, we show convergence under mild assumptions for several types of coordinate descent schemes, and demonstrate our algorithm on nonnegative matrix factorization and completion problems in imaging and chemical spectrum analysis.

Nonconvex optimization↗

Nonlinear Attitude Filtering Methods

This paper provides a survey of modern nonlinear filtering methods for attitude estimation. Early applications relied mostly on the extended Kalman filter for attitude estimation. Since these applications, several new approaches have been developed that have proven to be superior to the extended Kalman filter. Several of these approaches maintain the basic structure of the extended Kalman filter, but employ various modifications in order to provide better convergence or improve other performance characteristics. Examples of such approaches include: filter QUEST, extended QUEST, the super-iterated extended Kalman filter, the interlaced extended Kalman filter, and the second-order Kalman filter. Filters that propagate and update a discrete set of sigma points rather than using linearized equations for the mean and covariance are also reviewed. A two-step approach is discussed with a first-step state that linearizes the measurement model and an iterative second step to recover the desired attitude states. These approaches are all based on the Gaussian assumption that the probability density function is adequately specified by its mean and covariance. Other approaches that do not require this assumption are reviewed, including particle filters and a Bayesian filter based on a non-Gaussian, finite-parameter probability density function on SO(3). Finally, the predictive filter, nonlinear observers and adaptive approaches are shown. The strengths and weaknesses of the various approaches are discussed.

F Landis Markley↗

High-Order Finite-Difference Nonlinear Filter Methods for Subsonic Turbulence Simulation with Stochastic Forcing

Numerical stability of high-order filter schemes developed by Yee & Sjogreen is tested on three-dimensional turbulence simulations with stochastic forcing and their performance is compared with that of TVD and WENO schemes. The best­ performing filter method employs an eighth-order central base scheme with the Kennedy & Gruber skew-symmetric splitting of the inviscid flux derivative, a wavelet-based local flow sensor, a nonlinear filter utilizing the dissipative portion of seventh-order \VENO scheme, and an explicit third - or fourth-order Runge­-Kutta time integration. We show that the filter scheme is more computational]y efficient and provides a wider spectral bandwidth compared to the seventh-order WENO scheme. The method also demonstrates robust long-time integration for moderately compressible turbulence. In contrast, the fifth- and seventh­ order WENO schemes show non-trivial evolution of the velocity and density power spectra. over a. few dozen dynamical times, where both TVD and filter schemes recover a so lid statistically stationary turbulent state

Kritsuk, Alexei G.↗

Nonlinear Attitude Filtering Methods

The extended Kalman filter (EKF) is the workhorse of real-time spacecraft attitude estimation. Since the group SO3 of rotation matrices has dimension three, most attitude determination EKFs use lower- dimensional attitude parameterizations than the nine-parameter attitude matrix itself. The fact that all three- parameter representations of SO3 are singular or discontinuous for certain attitudes has led to extended discussions of constraints and attitude representations in EKFs. The most successful EKF uses a nonsingular parameterization for the global attitude, which necessarily has more than three parameters, while employing a three-component representation for the attitude errors. This filter has become known as the Multiplicative Extended Kalman Filter. These issues are now well understood, however, and the EKF has performed admirably in the vast majority of attitude determination applications. Nevertheless, poor performance or even divergence arising from the linearization implicit in the EKF has led to the development of nonlinear filters, most recently sigma point or unscented filters and particle filters.

Markley, F. Landis↗

Application of advanced filtering methods to the determination of the interplanetary orbit of Mariner '71.

This paper presents the results of the applications of advanced filtering methods to the determination of the interplanetary orbit of the Mariner '71 spacecraft. The advanced techniques are specific extensions of the Kalman filter. The special problems associated with applying these techniques are discussed and the particular algorithmic implementations are outlined. The advanced methods are compared against the weighted least squares filters of conventional application. The results reveal that relatively simple advanced filter configurations yield solutions superior to those of the conventional methods when applied to the Mariner '71 radio measurements.

Rourke, K. H.↗

Essentially nonoscillatory postprocessing filtering methods

High order accurate centered flux approximations used in the computation of numerical solutions to nonlinear partial differential equations produce large oscillations in regions of sharp transitions. Here, we present a new class of filtering methods denoted by Essentially Nonoscillatory Least Squares (ENOLS), which constructs an upgraded filtered solution that is close to the physically correct weak solution of the original evolution equation. Our method relies on the evaluation of a least squares polynomial approximation to oscillatory data using a set of points which is determined via the ENO network. Numerical results are given in one and two space dimensions for both scalar and systems of hyperbolic conservation laws. Computational running time, efficiency, and robustness of method are illustrated in various examples such as Riemann initial data for both Burgers' and Euler's equations of gas dynamics. In all standard cases, the filtered solution appears to converge numerically to the correct solution of the original problem. Some interesting results based on nonstandard central difference schemes, which exactly preserve entropy, and have been recently shown generally not to be weakly convergent to a solution of the conservation law, are also obtained using our filters.

Lafon, F.↗

Filtering Methods for Error Reduction in Spacecraft Attitude Estimation Using Quaternion Star Trackers

Precision attitude determination for recent and planned space missions typically includes quaternion star trackers (ST) and a three-axis inertial reference unit (IRU). Sensor selection is based on estimates of knowledge accuracy attainable from a Kalman filter (KF), which provides the optimal solution for the case of linear dynamics with measurement and process errors characterized by random Gaussian noise with white spectrum. Non-Gaussian systematic errors in quaternion STs are often quite large and have an unpredictable time-varying nature, particularly when used in non-inertial pointing applications. Two filtering methods are proposed to reduce the attitude estimation error resulting from ST systematic errors, 1) extended Kalman filter (EKF) augmented with Markov states, 2) Unscented Kalman filter (UKF) with a periodic measurement model. Realistic assessments of the attitude estimation performance gains are demonstrated with both simulation and flight telemetry data from the Lunar Reconnaissance Orbiter.

Calhoun, Philip C.↗

High Order Filter Methods for Shock/Turbulence MHD Flows

Low-dissipative high order filter finite difference methods for shock/turbulence/combustion compressible viscous MHD flows has been constructed. Several variants of the filter approach that cater to different flow types are proposed. These filters provide a natural and efficient way for the minimization of the divergence of the magnetic field (del (raided dot) B) numerical error in the sense that no standard divergence cleaning is required. For certain 2-D MHD test problems, divergence free preservation of the magnetic fields of these filter schemes has been achieved.

Yee, H. C.↗

Adaptive Low Dissipative High Order Filter Methods for Multiscale MHD Flows

Adaptive low-dissipative high order filter finite difference methods for long time wave propagation of shock/turbulence/combustion compressible viscous MHD flows has been constructed. Several variants of the filter approach that cater to different flow types are proposed. These filters provide a natural and efficient way for the minimization of the divergence of the magnetic field [divergence of B] numerical error in the sense that no standard divergence cleaning is required. For certain 2-D MHD test problems, divergence free preservation of the magnetic fields of these filter schemes has been achieved.

Yee, H. C.↗

Divergence Free High Order Filter Methods for Multiscale Non-ideal MHD Flows

Low-dissipative high order filter finite difference methods for long time wave propagation of shock/turbulence/combustion compressible viscous MHD flows has been constructed. Several variants of the filter approach that cater to different flow types are proposed. These filters provide a natural and efficient way for the minimization of the divergence of the magnetic field (Delta . B) numerical error in the sense that no standard divergence cleaning is required. For certain 2-D MHD test problems, divergence free preservation of the magnetic fields of these filter schemes has been achieved.

Yee, H. C.↗

Spectral measurements by the filter method on Lewis' carbon arc solar simulators

There exists a problem in the measuring of the spectral irradiance of solar simulators. This difficulty has manifested intself in both monochromator and filter measurements. This report is the discussion of the measurements by Eppley Laboratory on the Lewis carbon arc solar Simulators, the further analysis of the method of filter radiometry made by Lewis personnel, and the comparison with the monochromator measurements. Previously when the filter technique was used it was assumed that the a priori knowledge of the source's spectral characteristics must be known. In this report it will be shown that for a carb0n arc source a knowledge of the source is not required after the filters have been properly chosen.

RADIOMETRY↗

Divergence Free High Order Filter Methods for the Compressible MHD Equations

The generalization of a class of low-dissipative high order filter finite difference methods for long time wave propagation of shock/turbulence/combustion compressible viscous gas dynamic flows to compressible MHD equations for structured curvilinear grids has been achieved. The new scheme is shown to provide a natural and efficient way for the minimization of the divergence of the magnetic field numerical error. Standard diver- gence cleaning is not required by the present filter approach. For certain MHD test cases, divergence free preservation of the magnetic fields has been achieved.

Yea, H. C.↗

High Order Filter Methods for the Non-ideal Compressible MHD Equations

The generalization of a class of low-dissipative high order filter finite difference methods for long time wave propagation of shock/turbulence/combustion compressible viscous gas dynamic flows to compressible MHD equations for structured curvilinear grids has been achieved. The new scheme is shown to provide a natural and efficient way for the minimization of the divergence of the magnetic field numerical error. Standard divergence cleaning is not required by the present filter approach. For certain non-ideal MHD test cases, divergence free preservation of the magnetic fields has been achieved.

Yee, H. C.↗

Occulting-filter method for obtaining flashing-light visibility data

Occulting-filter technique allows several types of flashing-light visibility data necessary for rendezvous and docking maneuvers, to be obtained for studying the perception of flashes at the visual threshold. The indications are that the method can be used to compare sources of radically different spectral composition.

Hardy, A. C.↗

On controlling nonlinear dissipation in high order filter methods for ideal and non-ideal MHD

The newly developed adaptive numerical dissipation control in spatially high order filter schemes for the compressible Euler and Navier-Stokes equations has been recently extended to the ideal and non-ideal magnetohydrodynamics (MHD) equations. These filter schemes are applicable to complex unsteady MHD high-speed shock/shear/turbulence problems. They also provide a natural and efficient way for the minimization of Div(B) numerical error. The adaptive numerical dissipation mechanism consists of automatic detection of different flow features as distinct sensors to signal the appropriate type and amount of numerical dissipation/filter where needed and leave the rest of the region free from numerical dissipation contamination. The numerical dissipation considered consists of high order linear dissipation for the suppression of high frequency oscillation and the nonlinear dissipative portion of high-resolution shock-capturing methods for discontinuity capturing. The applicable nonlinear dissipative portion of high-resolution shock-capturing methods is very general. The objective of this paper is to investigate the performance of three commonly used types of nonlinear numerical dissipation for both the ideal and non-ideal MHD.

Yee, H. C.↗