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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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All sourcesNASA NTRSDOE OSTI
NASA NTRS1987

Fixed lag smoothers for carrier phase and frequency tracking

The application of fixed lag smoothing algorithms are presented for the problem of estimation of the phase and frequency of a sinusoidal carrier received in the presence of process noise and additive observation noise. A suboptimal structure consists of a phase-locked loop (PLL) followed by a post loop correction to the phase and frequency estimates. When the PLL is operating under a high signal-to-noise ratio, the phase detector is approximately linear, and the smoother equations then correspond to the optimal linear equations for an equivalent linear signal model. The performance of such a smoother can be predicted by the linear filtering theory. However, if the PLL is operating near the threshold region of the signal to noise ratio, the phase detector cannot be assumed to be linear. Then the actual performance of the smoother can significantly differ from that predicted by linear filtering theory. Both the theoretical and simulated performance of such smoothers derived on the basis of various models for the phase of frequency processes are presented.

Kumar, R.↗
NASA NTRS1987

Optimum filters and smoothers design for carrier phase and frequency tracking

The report presents the application of fixed lag smoothing algorithms to the problem of estimation of the phase and frequency of a sinusoidal carrier received in the presence of process noise and additive observation noise. A suboptimal structure consists of a phase-locked loop (PLL) followed by post-loop correction to the phase and frequency estimates. When the PLL is operating under high signal-to-noise ratio, the phase detector is approximately linear, and the smoother equations then correspond to the optimal linear equations for an equivalent linear signal model. The performance of such a smoother can be predicted by linear filtering theory. However, if the PLL is operating near the threshold region of the signal-to-noise ratio, the phase detector cannot be assumed to be linear. Then the actual performance of the smoother can significantly differ from that predicted by linear theory. In this report we present both the theoretical and simulated performance of such smoothers derived on the basis of various models for the phase and frequency processes.

Kumar, Rajendra↗
NASA NTRS1998

Robust Multigrid Smoothers for Three Dimensional Elliptic Equations with Strong Anisotropies

We discuss the behavior of several plane relaxation methods as multigrid smoothers for the solution of a discrete anisotropic elliptic model problem on cell-centered grids. The methods compared are plane Jacobi with damping, plane Jacobi with partial damping, plane Gauss-Seidel, plane zebra Gauss-Seidel, and line Gauss-Seidel. Based on numerical experiments and local mode analysis, we compare the smoothing factor of the different methods in the presence of strong anisotropies. A four-color Gauss-Seidel method is found to have the best numerical and architectural properties of the methods considered in the present work. Although alternating direction plane relaxation schemes are simpler and more robust than other approaches, they are not currently used in industrial and production codes because they require the solution of a two-dimensional problem for each plane in each direction. We verify the theoretical predictions of Thole and Trottenberg that an exact solution of each plane is not necessary and that a single two-dimensional multigrid cycle gives the same result as an exact solution, in much less execution time. Parallelization of the two-dimensional multigrid cycles, the kernel of the three-dimensional implicit solver, is also discussed. Alternating-plane smoothers are found to be highly efficient multigrid smoothers for anisotropic elliptic problems.

Llorente, Ignacio M.↗
NASA NTRS1999

Plane Smoothers for Multiblock Grids: Computational Aspects

Standard multigrid methods are not well suited for problems with anisotropic discrete operators, which can occur, for example, on grids that are stretched in order to resolve a boundary layer. One of the most efficient approaches to yield robust methods is the combination of standard coarsening with alternating-direction plane relaxation in the three dimensions. However, this approach may be difficult to implement in codes with multiblock structured grids because there may be no natural definition of global lines or planes. This inherent obstacle limits the range of an implicit smoother to only the portion of the computational domain in the current block. This report studies in detail, both numerically and analytically, the behavior of blockwise plane smoothers in order to provide guidance to engineers who use block-structured grids. The results obtained so far show alternating-direction plane smoothers to be very robust, even on multiblock grids. In common computational fluid dynamics multiblock simulations, where the number of subdomains crossed by the line of a strong anisotropy is low (up to four), textbook multigrid convergence rates can be obtained with a small overlap of cells between neighboring blocks.

Llorente, Ignacio M.↗
NASA NTRS1994

Comparison of Kalman filter and optimal smoother estimates of spacecraft attitude

Given a valid system model and adequate observability, a Kalman filter will converge toward the true system state with error statistics given by the estimated error covariance matrix. The errors generally do not continue to decrease. Rather, a balance is reached between the gain of information from new measurements and the loss of information during propagation. The errors can be further reduced, however, by a second pass through the data with an optimal smoother. This algorithm obtains the optimally weighted average of forward and backward propagating Kalman filters. It roughly halves the error covariance by including future as well as past measurements in each estimate. This paper investigates whether such benefits actually accrue in the application of an optimal smoother to spacecraft attitude determination. Tests are performed both with actual spacecraft data from the Extreme Ultraviolet Explorer (EUVE) and with simulated data for which the true state vector and noise statistics are exactly known.

Sedlak, J.↗
NASA NTRS1999

Behavior of Filters and Smoothers for Strongly Nonlinear Dynamics

The Kalman filter is the optimal filter in the presence of known gaussian error statistics and linear dynamics. Filter extension to nonlinear dynamics is non trivial in the sense of appropriately representing high order moments of the statistics. Monte Carlo, ensemble-based, methods have been advocated as the methodology for representing high order moments without any questionable closure assumptions. Investigation along these lines has been conducted for highly idealized dynamics such as the strongly nonlinear Lorenz model as well as more realistic models of the means and atmosphere. A few relevant issues in this context are related to the necessary number of ensemble members to properly represent the error statistics and, the necessary modifications in the usual filter situations to allow for correct update of the ensemble members. The ensemble technique has also been applied to the problem of smoothing for which similar questions apply. Ensemble smoother examples, however, seem to be quite puzzling in that results state estimates are worse than for their filter analogue. In this study, we use concepts in probability theory to revisit the ensemble methodology for filtering and smoothing in data assimilation. We use the Lorenz model to test and compare the behavior of a variety of implementations of ensemble filters. We also implement ensemble smoothers that are able to perform better than their filter counterparts. A discussion of feasibility of these techniques to large data assimilation problems will be given at the time of the conference.

Zhu, Yanqui↗
NASA NTRS1999

The Behavior of Filters and Smoothers for Strongly Nonlinear Dynamics

The Kalman filter is the optimal filter in the presence of known Gaussian error statistics and linear dynamics. Filter extension to nonlinear dynamics is non trivial in the sense of appropriately representing high order moments of the statistics. Monte Carlo, ensemble-based, methods have been advocated as the methodology for representing high order moments without any questionable closure assumptions (e.g., Miller 1994). Investigation along these lines has been conducted for highly idealized dynamics such as the strongly nonlinear Lorenz (1963) model as well as more realistic models of the oceans (Evensen and van Leeuwen 1996) and atmosphere (Houtekamer and Mitchell 1998). A few relevant issues in this context are related to the necessary number of ensemble members to properly represent the error statistics and, the necessary modifications in the usual filter equations to allow for correct update of the ensemble members (Burgers 1998). The ensemble technique has also been applied to the problem of smoothing for which similar questions apply. Ensemble smoother examples, however, seem to quite puzzling in that results of state estimate are worse than for their filter analogue (Evensen 1997). In this study, we use concepts in probability theory to revisit the ensemble methodology for filtering and smoothing in data assimilation. We use Lorenz (1963) model to test and compare the behavior of a variety implementations of ensemble filters. We also implement ensemble smoothers that are able to perform better than their filter counterparts. A discussion of feasibility of these techniques to large data assimilation problems will be given at the time of the conference.

Zhu, Yanqiu↗
NASA NTRS2006

An Ensemble-Based Smoother with Retrospectively Updated Weights for Highly Nonlinear Systems

Monte Carlo computational methods have been introduced into data assimilation for nonlinear systems in order to alleviate the computational burden of updating and propagating the full probability distribution. By propagating an ensemble of representative states, algorithms like the ensemble Kalman filter (EnKF) and the resampled particle filter (RPF) rely on the existing modeling infrastructure to approximate the distribution based on the evolution of this ensemble. This work presents an ensemble-based smoother that is applicable to the Monte Carlo filtering schemes like EnKF and RPF. At the minor cost of retrospectively updating a set of weights for ensemble members, this smoother has demonstrated superior capabilities in state tracking for two highly nonlinear problems: the double-well potential and trivariate Lorenz systems. The algorithm does not require retrospective adaptation of the ensemble members themselves, and it is thus suited to a streaming operational mode. The accuracy of the proposed backward-update scheme in estimating non-Gaussian distributions is evaluated by comparison to the more accurate estimates provided by a Markov chain Monte Carlo algorithm.

Monte Carlo↗
NASA NTRS2008

Application of an Ensemble Smoother to Precipitation Assimilation

Assimilation of precipitation in a global modeling system poses a special challenge in that the observation operators for precipitation processes are highly nonlinear. In the variational approach, substantial development work and model simplifications are required to include precipitation-related physical processes in the tangent linear model and its adjoint. An ensemble based data assimilation algorithm "Maximum Likelihood Ensemble Smoother (MLES)" has been developed to explore the ensemble representation of the precipitation observation operator with nonlinear convection and large-scale moist physics. An ensemble assimilation system based on the NASA GEOS-5 GCM has been constructed to assimilate satellite precipitation data within the MLES framework. The configuration of the smoother takes the time dimension into account for the relationship between state variables and observable rainfall. The full nonlinear forward model ensembles are used to represent components involving the observation operator and its transpose. Several assimilation experiments using satellite precipitation observations have been carried out to investigate the effectiveness of the ensemble representation of the nonlinear observation operator and the data impact of assimilating rain retrievals from the TMI and SSM/I sensors. Preliminary results show that this ensemble assimilation approach is capable of extracting information from nonlinear observations to improve the analysis and forecast if ensemble size is adequate, and a suitable localization scheme is applied. In addition to a dynamically consistent precipitation analysis, the assimilation system produces a statistical estimate of the analysis uncertainty.

Zhang, Sara↗
NASA NTRS2015

A Particle Batch Smoother Approach to Snow Water Equivalent Estimation

This paper presents a newly proposed data assimilation method for historical snow water equivalent SWE estimation using remotely sensed fractional snow-covered area fSCA. The newly proposed approach consists of a particle batch smoother (PBS), which is compared to a previously applied Kalman-based ensemble batch smoother (EnBS) approach. The methods were applied over the 27-yr Landsat 5 record at snow pillow and snow course in situ verification sites in the American River basin in the Sierra Nevada (United States). This basin is more densely vegetated and thus more challenging for SWE estimation than the previous applications of the EnBS. Both data assimilation methods provided significant improvement over the prior (modeling only) estimates, with both able to significantly reduce prior SWE biases. The prior RMSE values at the snow pillow and snow course sites were reduced by 68%-82% and 60%-68%, respectively, when applying the data assimilation methods. This result is encouraging for a basin like the American where the moderate to high forest cover will necessarily obscure more of the snow-covered ground surface than in previously examined, less-vegetated basins. The PBS generally outperformed the EnBS: for snow pillows the PBSRMSE was approx.54%of that seen in the EnBS, while for snow courses the PBSRMSE was approx.79%of the EnBS. Sensitivity tests show relative insensitivity for both the PBS and EnBS results to ensemble size and fSCA measurement error, but a higher sensitivity for the EnBS to the mean prior precipitation input, especially in the case where significant prior biases exist.

EnBS↗
NASA NTRS1995

A Reduced Dimension Static, Linearized Kalman Filter and Smoother

An approximate Kalman filter and smoother, based on approximations of the state estimation error covariance matrix, is described. Approximations include a reduction of the effective state dimension, use of a static asymptotic error limit, and a time-invariant linearization of the dynamic model for error integration. The approximations lead to dramatic computational savings in applying estimation theory to large complex systems. Examples of use come from TOPEX/POSEIDON.

Kalman filter smoother modeling ocean simulation↗
NASA NTRS1990

More About Fixed-Lag Smoothers For Tracking Carriers

Performance in presence of fades improved. Report amplifies and extends subject matter of "Performance of Fixed-Lag Phase-Smoothing Algorithms" (NPO-17202). Fixed-lag smoothers also used to mitigate effects of short, deep fades, including multipath effects, in mobile or fixed terrestrial receivers of frequency- or phase-modulated signals.

Kumar, Rajendra↗
NASA NTRS1994

A fixed-lag Kalman smoother for retrospective data assimilation

Analyses incorporating future data, as well as current and past data, are termed retrospective analyses. In this paper, the fixed-lag Kalman smoother (FLKS) is proposed as a means of providing retrospective analysis capability in data assimilation. The FLKS is a direct generalization of the Kalman filter. It incorporates all data observed up to and including some fixed amount of time past each analysis time. A computationally efficient form of the FLKS is derived. A simple scalar examination of the FLKS demonstrates that incorporating future data improves analyses the most in the presence of dynamical instabilities, for accurate models and for accurate observations. An implementation of the FLKS for two-dimensional linear shallow-water model corroborates the scalar analysis. The numerical experiments also demonstrate the ability of the FLKS to propagate information upstream as well as downstream, thus improving analysis quality substantially in data voids.

Cohn, Stephen E.↗
NASA NTRS1996

Numerical Study of Multigrid Methods with Various Smoothers for the Elliptical Grid Generation Equations

A robust solver for the elliptic grid generation equations is sought via a numerical study. The system of PDEs is discretized with finite differences, and multigrid methods are applied to the resulting nonlinear algebraic equations. Multigrid iterations are compared with respect to the robustness and efficiency. Different smoothers are tried to improve the convergence of iterations. The methods are applied to four 2D grid generation problems over a wide range of grid distortions. The results of the study help to select smoothing schemes and the overall multigrid procedures for elliptic grid generation.

Golik, W. L.↗
NASA NTRS2012

A Localized Ensemble Kalman Smoother

Numerous geophysical inverse problems prove difficult because the available measurements are indirectly related to the underlying unknown dynamic state and the physics governing the system may involve imperfect models or unobserved parameters. Data assimilation addresses these difficulties by combining the measurements and physical knowledge. The main challenge in such problems usually involves their high dimensionality and the standard statistical methods prove computationally intractable. This paper develops and addresses the theoretical convergence of a new high-dimensional Monte-Carlo approach called the localized ensemble Kalman smoother.

recursive estimation↗
NASA NTRS2013

A Parameter Estimation Scheme for Multiscale Kalman Smoother (MKS) Algorithm Used in Precipitation Data Fusion

A new approach is presented in this paper to effectively obtain parameter estimations for the Multiscale Kalman Smoother (MKS) algorithm. This new approach has demonstrated promising potentials in deriving better data products based on data of different spatial scales and precisions. Our new approach employs a multi-objective (MO) parameter estimation scheme (called MO scheme hereafter), rather than using the conventional maximum likelihood scheme (called ML scheme) to estimate the MKS parameters. Unlike the ML scheme, the MO scheme is not simply built on strict statistical assumptions related to prediction errors and observation errors, rather, it directly associates the fused data of multiple scales with multiple objective functions in searching best parameter estimations for MKS through optimization. In the MO scheme, objective functions are defined to facilitate consistency among the fused data at multiscales and the input data at their original scales in terms of spatial patterns and magnitudes. The new approach is evaluated through a Monte Carlo experiment and a series of comparison analyses using synthetic precipitation data. Our results show that the MKS fused precipitation performs better using the MO scheme than that using the ML scheme. Particularly, improvements are significant compared to that using the ML scheme for the fused precipitation associated with fine spatial resolutions. This is mainly due to having more criteria and constraints involved in the MO scheme than those included in the ML scheme. The weakness of the original ML scheme that blindly puts more weights onto the data associated with finer resolutions is overcome in our new approach.

multiscale↗
NASA NTRS2015

A Complementary Note to 'A Lag-1 Smoother Approach to System-Error Estimation': The Intrinsic Limitations of Residual Diagnostics

Recently, this author studied an approach to the estimation of system error based on combining observation residuals derived from a sequential filter and fixed lag-1 smoother. While extending the methodology to a variational formulation, experimenting with simple models and making sure consistency was found between the sequential and variational formulations, the limitations of the residual-based approach came clearly to the surface. This note uses the sequential assimilation application to simple nonlinear dynamics to highlight the issue. Only when some of the underlying error statistics are assumed known is it possible to estimate the unknown component. In general, when considerable uncertainties exist in the underlying statistics as a whole, attempts to obtain separate estimates of the various error covariances are bound to lead to misrepresentation of errors. The conclusions are particularly relevant to present-day attempts to estimate observation-error correlations from observation residual statistics. A brief illustration of the issue is also provided by comparing estimates of error correlations derived from a quasi-operational assimilation system and a corresponding Observing System Simulation Experiments framework.

Fixed-lag smoothing↗
NASA NTRS1979

Elastomer mounted rotors - An alternative for smoother running turbomachinery

This paper describes the design of elastomeric bearing supports for a rotor built to simulate the power turbine of an advanced gas turbine engine which traverses two bending critical speeds. The elastomer dampers were constructed so as to minimize rotor dynamic response at the critical speeds. Results are presented of unbalance response tests performed with two different elastomer materials. These results showed that the resonances on the elastomer-mounted rotor were well damped for both elastomer materials and showed linear response to the unbalance weights used for response testing. Additional tests were performed using solid steel supports at either end (hand-mounted), which resulted in drastically increased sensitivity and nonlinear response, and with steel supports in one end of the rotor and the elastomer at the other, which yielded results which were between the soft- and hard-mounted cases. It is concluded that elastomeric supports are a viable alternative to other methods of mounting flexible rotors, that damping was well in excess of predictions and that elastomeric supports are tolerant of small rotor misalignments.

Tecza, J. A.↗