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Results for “generalized singular value decomposition”

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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Optical systolic solutions of linear algebraic equations

The philosophy and data encoding possible in systolic array optical processor (SAOP) were reviewed. The multitude of linear algebraic operations achievable on this architecture is examined. These operations include such linear algebraic algorithms as: matrix-decomposition, direct and indirect solutions, implicit and explicit methods for partial differential equations, eigenvalue and eigenvector calculations, and singular value decomposition. This architecture can be utilized to realize general techniques for solving matrix linear and nonlinear algebraic equations, least mean square error solutions, FIR filters, and nested-loop algorithms for control engineering applications. The data flow and pipelining of operations, design of parallel algorithms and flexible architectures, application of these architectures to computationally intensive physical problems, error source modeling of optical processors, and matching of the computational needs of practical engineering problems to the capabilities of optical processors are emphasized.

Neuman, C. P.↗

On the eigenvalue and eigenvector derivatives of a general matrix

The existence of differentiable eigenvalues and eigenvectors for a general matrix is addressed. The eigenspace which contains differentiable eigenvectors is determined and computed by using the concept of subspace intersection in conjunction with the singular value decomposition algorithm. The differentiable eigenvectors associated with repeated eigenvalues should be simultaneously the eigenvectors of the general matrix and its corresponding sensitivity matrix. Furthermore, the derivatives for differentiable eigenvectors associated with repeated eigenvalues can be computed using higher order derivatives of the matrix, whereas the corresponding eigenvalue derivatives are the eigenvalues of the sensitivity matrix.

Juang, Jer-Nan↗

Active Thermography Based on Tensor Rank Decomposition

Principal Component Thermography applies Singular Value Decomposition (SVD) to post-process data that are derived from active thermographic inspections. SVD provides useful compression of the data and allows for better understanding of substructure and indications of potential damage. In the standard approach, SVD is applied to a certain reshaping of a three-dimensional data stack into a two-dimensional array. This work applies the CANDECOMP-PARAFAC (CP) tensor rank decomposition directly to the three-dimensional data to avoid the initial reshaping step in order to begin to develop an inspection method that can more accurately detect defects in non-homogeneous and anisotropic materials. Tests against simulated data that compare the CP decomposition method with traditional Principal Component Thermography based on SVD are described. Finally, the method of Proper Generalized Decomposition (PGD) is used to derive the CP decomposition, and its performance against other algorithms is also discussed.

Thermography↗

A new technique for deconvolution of data from instruments that make integral measurements, e.g. RIMS on DE-1

A general method for deconvolving an unknown function from integral measurements is described and applied to data from the instrument Retarding Ion Mass Spectrometer (RIMS) aboard the spacecraft Dynamics Explorer 1 (DE-1). The principal features of the method are: (1) it uses objective criteria based upon fundamental statistical principles, i.e. Bayesian statistics; (2) it provides for insertion of prior knowledge in a non-prejudicial, explicit manner through the choice of breakpoints that determine the bicubic spline expansion functions; (3) it prevents random fluctuations from controlling the fit to the data through the use of singular value decomposition and the elimination of small singular values; and (4) it guards agianst the introduction of spurious features into the result by including a penalty function and using the principle of generalized cross validation. Illustrative examples from RIMS data for H(+) and O(+) show that the method provides enhanced accuracy and detail in deconvolving the ion phase space density.

Perez, J. D.↗

Attitude determination and parameter estimation using vector observations

Procedures for attitude determination based on Wahba's loss function are generalized to include the estimation of parameters other than the attitude, such as sensor biases. Optimization with respect to the attitude requires either the singular value decomposition of a 3x3 matrix or finding the maximum eigenvalue and corresponding eigenvector of a 4x4 symmetric matrix, but does not require an a priori estimate of the attitude. Optimization with respect to the other parameters employs an iterative approach, which does require an a priori estimate of these parameters. Conventional state estimation methods require a priori estimates of both the parameters and the attitude, while the algorithms presented in this paper always compute the exact optimal attitude for given values of the parameters. The proposed method is shown to give the correct solution of an example problem. An expression for the covariance of the attitude and parameter estimates is derived.

Markley, F. Landis↗

Thermal Inspection of a Composite Fuselage Section Using theMethod of Proper Generalized Decomposition

Proper Generalized Decomposition (PGD) is a reduced order modeling technique for the simulation of physical systems whose governing equations depend on boundary conditions, initial conditions, material properties, and geometric parameters. It uses separated representations of system covariates combined with an iterative approximation method known as successive enrichment in order to compute an accurate parameter-dependent approximation to the full governing equations. PGD can also be used as an alternative to the Singular Value Decomposition (SVD) of a matrix and therefore as an alternative to PCA thermography. In this paper PGD was used to analyze data derived from the inspection of a composite fuselage forward section using flash thermography, and the results were compared against the standard PCA approach.

Nondestructive Evaluation↗

Input/output system identification - Learning from repeated experiments

The paper describes three approaches and possible variations for the determination of the Markov parameters for forced response data using general inputs. It is shown that, when the parameters in the solution procedure are bootstrapped, the results can be obtained very efficiently, but the errors propagate throughout all parameters. By arranging the data in a different form and using singular value decomposition, the resulting identified parameters are more accurate, in the least number of successive experiments, at the expense of a large matrix singular value decomposition. When a recursive procedure is employed, the calculations can be performed very efficiently, but the number of repetitions of the experiments is much greater for a given accuracy than for any of the previous approaches. An alternative formulation is proposed to combine the advantages of each of the approaches.

Juang, Jer-Nan↗

Construction and Use of Resting 12-Lead High Fidelity ECG "SuperScores" in Screening for Heart Disease

We investigated the accuracy of several conventional and advanced resting ECG parameters for identifying obstructive coronary artery disease (CAD) and cardiomyopathy (CM). Advanced high-fidelity 12-lead ECG tests (approx. 5-min supine) were first performed on a "training set" of 99 individuals: 33 with ischemic or dilated CM and low ejection fraction (EF less than 40%); 33 with catheterization-proven obstructive CAD but normal EF; and 33 age-/gender-matched healthy controls. Multiple conventional and advanced ECG parameters were studied for their individual and combined retrospective accuracies in detecting underlying disease, the advanced parameters falling within the following categories: 1) Signal averaged ECG, including 12-lead high frequency QRS (150-250 Hz) plus multiple filtered and unfiltered parameters from the derived Frank leads; 2) 12-lead P, QRS and T-wave morphology via singular value decomposition (SVD) plus signal averaging; 3) Multichannel (12-lead, derived Frank lead, SVD lead) beat-to-beat QT interval variability; 4) Spatial ventricular gradient (and gradient component) variability; and 5) Heart rate variability. Several multiparameter ECG SuperScores were derivable, using stepwise and then generalized additive logistic modeling, that each had 100% retrospective accuracy in detecting underlying CM or CAD. The performance of these same SuperScores was then prospectively evaluated using a test set of another 120 individuals (40 new individuals in each of the CM, CAD and control groups, respectively). All 12-lead ECG SuperScores retrospectively generated for CM continued to perform well in prospectively identifying CM (i.e., areas under the ROC curve greater than 0.95), with one such score (containing just 4 components) maintaining 100% prospective accuracy. SuperScores retrospectively generated for CAD performed somewhat less accurately, with prospective areas under the ROC curve typically in the 0.90-0.95 range. We conclude that resting 12-lead high-fidelity ECG employing and combining the results of several advanced ECG software techniques shows great promise as a rapid and inexpensive tool for screening of heart disease.

Schlegel, T. T.↗

An Optimal Orthogonal Decomposition Method for Kalman Filter-Based Turbofan Engine Thrust Estimation

A new linear point design technique is presented for the determination of tuning parameters that enable the optimal estimation of unmeasured engine outputs such as thrust. The engine s performance is affected by its level of degradation, generally described in terms of unmeasurable health parameters related to each major engine component. Accurate thrust reconstruction depends upon knowledge of these health parameters, but there are usually too few sensors to be able to estimate their values. In this new technique, a set of tuning parameters is determined which accounts for degradation by representing the overall effect of the larger set of health parameters as closely as possible in a least squares sense. The technique takes advantage of the properties of the singular value decomposition of a matrix to generate a tuning parameter vector of low enough dimension that it can be estimated by a Kalman filter. A concise design procedure to generate a tuning vector that specifically takes into account the variables of interest is presented. An example demonstrates the tuning parameters ability to facilitate matching of both measured and unmeasured engine outputs, as well as state variables. Additional properties of the formulation are shown to lend themselves well to diagnostics.

Litt, Jonathan S.↗

An Optimal Orthogonal Decomposition Method for Kalman Filter-Based Turbofan Engine Thrust Estimation

A new linear point design technique is presented for the determination of tuning parameters that enable the optimal estimation of unmeasured engine outputs, such as thrust. The engine's performance is affected by its level of degradation, generally described in terms of unmeasurable health parameters related to each major engine component. Accurate thrust reconstruction depends on knowledge of these health parameters, but there are usually too few sensors to be able to estimate their values. In this new technique, a set of tuning parameters is determined that accounts for degradation by representing the overall effect of the larger set of health parameters as closely as possible in a least squares sense. The technique takes advantage of the properties of the singular value decomposition of a matrix to generate a tuning parameter vector of low enough dimension that it can be estimated by a Kalman filter. A concise design procedure to generate a tuning vector that specifically takes into account the variables of interest is presented. An example demonstrates the tuning parameters ability to facilitate matching of both measured and unmeasured engine outputs, as well as state variables. Additional properties of the formulation are shown to lend themselves well to diagnostics.

Litt, Jonathan S.↗

An Optimal Orthogonal Decomposition Method for Kalman Filter-Based Turbofan Engine Thrust Estimation

A new linear point design technique is presented for the determination of tuning parameters that enable the optimal estimation of unmeasured engine outputs, such as thrust. The engine s performance is affected by its level of degradation, generally described in terms of unmeasurable health parameters related to each major engine component. Accurate thrust reconstruction depends on knowledge of these health parameters, but there are usually too few sensors to be able to estimate their values. In this new technique, a set of tuning parameters is determined that accounts for degradation by representing the overall effect of the larger set of health parameters as closely as possible in a least-squares sense. The technique takes advantage of the properties of the singular value decomposition of a matrix to generate a tuning parameter vector of low enough dimension that it can be estimated by a Kalman filter. A concise design procedure to generate a tuning vector that specifically takes into account the variables of interest is presented. An example demonstrates the tuning parameters ability to facilitate matching of both measured and unmeasured engine outputs, as well as state variables. Additional properties of the formulation are shown to lend themselves well to diagnostics.

Litt, Jonathan S.↗

A Method to Solve Interior and Exterior Camera Calibration Parameters for Image Resection

An iterative method is presented to solve the internal and external camera calibration parameters, given model target points and their images from one or more camera locations. The direct linear transform formulation was used to obtain a guess for the iterative method, and herein lies one of the strengths of the present method. In all test cases, the method converged to the correct solution. In general, an overdetermined system of nonlinear equations is solved in the least-squares sense. The iterative method presented is based on Newton-Raphson for solving systems of nonlinear algebraic equations. The Jacobian is analytically derived and the pseudo-inverse of the Jacobian is obtained by singular value decomposition.

Samtaney, Ravi↗

An interpretation and solution of ill-conditioned linear equations

Data insufficiency, poorly conditioned matrices and singularities in equations occur regularly in complex optimization, correlation, and interdisciplinary model studies. This work concerns itself with two methods of obtaining certain physically realistic solutions to ill-conditioned or singular algebraic systems of linear equations arising from such studies. Two efficient computational solution procedures that generally lead to locally unique solutions are presented when there is insufficient data to completely define the model, or a least-squares error formulation of this system results in an ill-conditioned system of equations. If it is assumed that a reasonable estimate of the uncertain data is available in both cases cited above, then we shall show how to obtain realistic solutions efficiently, in spite of the insufficiency of independent data. The proposed methods of solution are more efficient than singular-value decomposition for dealing with such systems, since they do not require solutions for all the non-zero eigenvalues of the coefficient matrix.

Ojalvo, I. U.↗

Reduced Dimensionality Analysis of TEMPO Ozone Profile Retrievals Using the Compact Phase Space (CPSR) Algorithm

TEMPO ozone (O 3 ) profile retrievals are expected to have fidelity in the troposphere due the sensitivities of the associated averaging kernels. However, those averaging kernels are severely rank deficiency meaning that a visual inspection of the vertical structure of the averaging kernel profile sensitivities is misleading due linear dependencies in the profile. The Compact Phase Space Retrieval (CPSR) algorithm use singular value decompositions of the averaging kernels and the ‘compressed’ retrieval solution error covariance to project the transformed averaging kernels into a space that removes the linear dependencies and accounts for the solution error uncertainties. In this oral presentation and poster, we apply the CPSR dimensional reduction analysis to TEMPO and TROPOMI O 3 profile retrievals for 13:45 UTC March 29, 2024 to study the phase space characteristics of the transformed averaging kernels as a function of latitude for North America. Our results show that TEMPO generally has more phase space vertical structure in the troposphere than TROPOMI. TEMPO has four to five dominant modes, and TROPOMI has five to six dominant modes. That means that dimensional reduction can reduce the TEMPO resource requirements by ~77% and the TROPOMI requirements by ~81%. Finally, we found that after removing linear dependences and after accounting for solution uncertainties TEMPO still has sensitivities throughout the troposphere.

TEMPO↗

Analysis of crustal structure of Venus utilizing residual Line-of-Sight (LOS) gravity acceleration and surface topography data. A trial of global modeling of Venus gravity field using harmonic spline method

To construct Venus' gravity disturbance field (or gravity anomaly) with the spacecraft-observer line of site (LOS) acceleration perturbation data, both a global and a local approach can be used. The global approach, e.g., spherical harmonic coefficients, and the local approach, e.g., the integral operator method, based on geodetic techniques are generally not the same, so that they must be used separately for mapping long wavelength features and short wavelength features. Harmonic spline, as an interpolation and extrapolation technique, is intrinsically flexible to both global and local mapping of a potential field. Theoretically, it preserves the information of the potential field up to the bound by sampling theorem regardless of whether it is global or local mapping, and is never bothered with truncation errors. The improvement of harmonic spline methodology for global mapping is reported. New basis functions, a singular value decomposition (SVD) based modification to Parker & Shure's numerical procedure, and preliminary results are presented.

Fang, Ming↗

Robust eigensystem assignment for flexible structures

An improved method is developed for eigenvalues and eigenvectors placement of a closed-loop control system using either state or output feedback. The method basically consists of three steps. First, the singular value of QR decomposition is used to generate an orthonormal basis that spans admissible eigenvector space corresponding to each assigned eigenvalue. Secondly, given a unitary matrix, the eigenvector set which best approximates the given matrix in the least-square sense and still satisfy eigenvalue cosntraints is determined. Thirdly, a unitary matrix is sought to minimize the error between the unitary matrix and the assignable eigenvector matrix. For use as the desired eigenvector set, two matrices, namely, the open-loop eigenvector matrix and its closest unitary matrix are proposed. The latter matrix generally encourages both minimum conditioning and control gains. In addition, the algorithm is formulated in real arithmetic for efficient implementation. To illustrate the basic concepts, numerical examples are included.

Juang, Jer-Nan↗

Wavefront Control Toolbox for James Webb Space Telescope Testbed

We have developed a Matlab toolbox for wavefront control of optical systems. We have applied this toolbox to the optical models of James Webb Space Telescope (JWST) in general and to the JWST Testbed Telescope (TBT) in particular, implementing both unconstrained and constrained wavefront optimization to correct for possible misalignments present on the segmented primary mirror or the monolithic secondary mirror. The optical models implemented in Zemax optical design program and information is exchanged between Matlab and Zemax via the Dynamic Data Exchange (DDE) interface. The model configuration is managed using the XML protocol. The optimization algorithm uses influence functions for each adjustable degree of freedom of the optical mode. The iterative and non-iterative algorithms have been developed to converge to a local minimum of the root-mean-square (rms) of wavefront error using singular value decomposition technique of the control matrix of influence functions. The toolkit is highly modular and allows the user to choose control strategies for the degrees of freedom to be adjusted on a given iteration and wavefront convergence criterion. As the influence functions are nonlinear over the control parameter space, the toolkit also allows for trade-offs between frequency of updating the local influence functions and execution speed. The functionality of the toolbox and the validity of the underlying algorithms have been verified through extensive simulations.

Shiri, Ron↗

Constraining Oceanic Sources and Sinks of CO2 by Inverse Modeling: A First Step Toward Assimilation of In Situ and Remote Data

The primary goal of this collaborative project, lead by Nicholas Gruber at UCLA, is to better quantify the air-sea fluxes of pre-industrial and anthropogenic carbon dioxide CO2 for the global ocean with a newly developed inverse method. The method involves using ocean general circulation models (OGCMs) to characterize the subsurface distribution of tracers injected for different regions of the ocean surface. By linearly combining a series of these basis (or Greens) functions, one should be able to recreate any arbitrary ocean tracer field. In our case, we are using the global database of ocean dissolved inorganic carbon (DIC) from the WOCE/JGOFS global CO2 survey from the 1990s. The observed DIC field has been partitioned into pre-industrial and anthropogenic components using the empirical C* technique. We then solve for an optimal combination of the regional basis functions that best match the two sets observations in a least-squares sense with singular value decomposition. This in turn provides solutions for the regional air-sea CO2 fluxes (pre-industrial and anthropogenic) that are independent of more traditional estimates derived from surface water disequilibria in the partial pressure of CO2 and wind speed gas exchange parameterizations. We are apply the method to a suite of nine different OGCMs to test the robustness of the derived surface fluxes fields to differences in ocean circulation. Together with a collegue Keith Lindsay at NCAR, S. Doney's role in this project was to create the appropriate steady-state and temporally evolving basis functions from the NCAR CSM-1 ocean circulation model. Because of a slow start across the project in defining a common set of experimental protocols, we requested and were given a one year, no cost extension. Both the steady-state and temporally evolving basis functions were delivered to the UCLA group for further analysis. Additional information is included in the original extended abstract.

Doney, Scott↗