Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Nonlinear filtering”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 199 records · Page 11

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↗

A methodology for designing robust multivariable nonlinear control systems

A new methodology is described for the design of nonlinear dynamic controllers for nonlinear multivariable systems providing guarantees of closed-loop stability, performance, and robustness. The methodology is an extension of the Linear-Quadratic-Gaussian with Loop-Transfer-Recovery (LQG/LTR) methodology for linear systems, thus hinging upon the idea of constructing an approximate inverse operator for the plant. A major feature of the methodology is a unification of both the state-space and input-output formulations. In addition, new results on stability theory, nonlinear state estimation, and optimal nonlinear regulator theory are presented, including the guaranteed global properties of the extended Kalman filter and optimal nonlinear regulators.

Grunberg, D. B.↗

Effects of radiative heat transfer on the turbulence structure in inert and reacting mixing layers

We use large-eddy simulation to study the interaction between turbulence and radiative heat transfer in low-speed inert and reacting plane temporal mixing layers. An explicit filtering scheme based on approximate deconvolution is applied to treat the closure problem arising from quadratic nonlinearities of the filtered transport equations. In the reacting case, the working fluid is a mixture of ideal gases where the low-speed stream consists of hydrogen and nitrogen and the high-speed stream consists of oxygen and nitrogen. Both streams are premixed in a way that the free-stream densities are the same and the stoichiometric mixture fraction is 0.3. The filtered heat release term is modelled using equilibrium chemistry. In the inert case, the low-speed stream consists of nitrogen at a temperature of 1000 K and the highspeed stream is pure water vapour of 2000 K, when radiation is turned off. Simulations assuming the gas mixtures as gray gases with artificially increased Planck mean absorption coefficients are performed in which the large-eddy simulation code and the radiation code PRISSMA are fully coupled. In both cases, radiative heat transfer is found to clearly affect fluctuations of thermodynamic variables, Reynolds stresses, and Reynolds stress budget terms like pressure-strain correlations. Source terms in the transport equation for the variance of temperature are used to explain the decrease of this variance in the reacting case and its increase in the inert case.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Comparison of Sigma-Point and Extended Kalman Filters on a Realistic Orbit Determination Scenario

Sigma-point filters have received a lot of attention in recent years as a better alternative to extended Kalman filters for highly nonlinear problems. In this paper, we compare the performance of the additive divided difference sigma-point filter to the extended Kalman filter when applied to orbit determination of a realistic operational scenario based on the Interstellar Boundary Explorer mission. For the scenario studied, both filters provided equivalent results. The performance of each is discussed in detail.

Gaebler, John↗

Computation of maximum gust loads in nonlinear aircraft using a new method based on the matched filter approach and numerical optimization

Time-correlated gust loads are time histories of two or more load quantities due to the same disturbance time history. Time correlation provides knowledge of the value (magnitude and sign) of one load when another is maximum. At least two analysis methods have been identified that are capable of computing maximized time-correlated gust loads for linear aircraft. Both methods solve for the unit-energy gust profile (gust velocity as a function of time) that produces the maximum load at a given location on a linear airplane. Time-correlated gust loads are obtained by re-applying this gust profile to the airplane and computing multiple simultaneous load responses. Such time histories are physically realizable and may be applied to aircraft structures. Within the past several years there has been much interest in obtaining a practical analysis method which is capable of solving the analogous problem for nonlinear aircraft. Such an analysis method has been the focus of an international committee of gust loads specialists formed by the U.S. Federal Aviation Administration and was the topic of a panel discussion at the Gust and Buffet Loads session at the 1989 SDM Conference in Mobile, Alabama. The kinds of nonlinearities common on modern transport aircraft are indicated. The Statical Discrete Gust method is capable of being, but so far has not been, applied to nonlinear aircraft. To make the method practical for nonlinear applications, a search procedure is essential. Another method is based on Matched Filter Theory and, in its current form, is applicable to linear systems only. The purpose here is to present the status of an attempt to extend the matched filter approach to nonlinear systems. The extension uses Matched Filter Theory as a starting point and then employs a constrained optimization algorithm to attack the nonlinear problem.

Pototzky, Anthony S.↗

Fermilab PIP II Machine Protection System Digitized Data Noise Elimination Scheme and Its FPGA Implementation

In Fermilab's PIP-II machine protection system, beam loss signals from various detectors are digitized at 125 MS/s. Noise from both high-frequency sources and low-frequency 60 Hz AC power equipment can con-taminate the data. To suppress noise across these ranges especially 60 Hz and its harmonics, which overlap with beam loss signal frequencies advanced digital processing beyond standard filtering is re-quired. Several real-time functional blocks were simu-lated and tested on an FPGA: (1) a dual time-constant discharging integrator filter, (2) a de-ripple baseline extraction and storage block, and (3) a fast-recovery discharging integrator. The nonlinear IIR integrator filter removes high-frequency noise and feeds into the baseline extractor. Upon detecting abrupt beam loss, it switches to a longer time constant to prevent baseline distortion. The de-ripple block calculates a valid base-line by averaging over multiple 60 Hz periods, storing results in a 4096-word FPGA RAM. This baseline is subtracted from raw data before integration by the fast-recovery block, which resets quickly after use. All blocks achieved expected performance.

Wu, Jinyuan [Fermilab] (ORCID:0000000344329521)↗

Robustness and computational aspects of nonlinear stochastic estimators and regulators

Robustness properties of nonlinear extended Kalman filters with constant gains and modeling errors are presented. Sufficient conditions for the nondivergence of state estimates generated by such nonlinear estimators are given. In addition, the overall robustness and stability properties of closed-loop stochastic regulators, based upon the linear-quadratic Gaussian design methodology using linearized dynamics, are presented; the sufficient conditions for closed-loop stability have a 'separation-type' property.

Safonov, M. G.↗

Robustness and computational aspects of nonlinear stochastic estimators and regulators

Robustness properties of nonlinear extended Kalman filters with constant gains and modeling errors are presented. Sufficient conditions for the nondivergence of state estimates generated by such nonlinear estimators are given. In addition, the overall robustness and stability properties of closed-loop stochastic regulators, based upon the Linear-Quadratic-Gaussian design methodology using linearized dynamics, are presented; the sufficient conditions for closed-loop stability have 'separation-type' property.

Safonov, M. G.↗

Fermilab PIP II machine protection system digitized data noise elimination scheme and its FPGA implementation

In Fermilab's PIP-II machine protection system, beam loss signals from various detectors are digitized at 125 MS/s. Noise from both high-frequency sources and low-frequency 60 Hz AC power equipment can contaminate the data. To suppress noise across these ranges especially 60 Hz and its harmonics, which overlap with beam loss signal frequencies advanced digital processing beyond standard filtering is required. Several real-time functional blocks were simulated and tested on an FPGA: (1) a dual time-constant discharging integrator filter, (2) a de-ripple baseline extraction and storage block, and (3) a fast-recovery discharging integrator. The nonlinear IIR integrator filter removes high-frequency noise and feeds into the baseline extractor. Upon detecting abrupt beam loss, it switches to a longer time constant to prevent baseline distortion. The de-ripple block calculates a valid baseline by averaging over multiple 60 Hz periods, storing results in a 4096-word FPGA RAM. This baseline is subtracted from raw data before integration by the fast-recovery block, which resets quickly after use. All blocks achieved expected performance.

Wu, J. [Fermilab] (ORCID:0000000344329521)↗

Static DC to DC Power Conditioning-Active Ripple Filter, 1 MHZ DC to DC Conversion, and Nonlinear Analysis

Dc to dc static power conditioning systems on unmanned spacecraft have as their inputs highly fluctuating dc voltages which they condition to regulated dc voltages. These input voltages may be less than or greater than the desired regulated voltages. The design of two circuits which address specific problems in the design of these power conditioning systems and a nonlinear analysis of one of the circuits are discussed. The first circuit design is for a nondissipative active ripple filter which uses an operational amplifier to amplify and cancel the sensed ripple voltage. A dc to dc converter operating at a switching frequency of 1 MHz is the second circuit discussed. A nonlinear analysis of the type of dc to dc converter utilized in designing the 1 MHz converter is included.

Sander, W. A., III↗

Onboard navigation of the Space Shuttle

This paper discusses the Kalman filter used in the navigation software of the Space Shuttle. The form of the filter will be discussed: the standard Kalman filter versus the square-root version of this filter. Both of these filters have severe nonlinearity problems. Two successful solutions of the nonlinearity problem are presented. A real-time program must have a good method of editing bad data. The data editing scheme is discussed. Those elements of the Kalman filter state vector which are random variables will be discussed.

Lear, W. M.↗

Advanced study of video signal processing in low signal to noise environments

Conventional analytical techniques used to determine and optimize phase-lock loop (PLL) characteristics are most often based on a model which is valid only if the intermediate frequency (IF) filter bandwidth is large compared to the PLL bandwidth and the phase error is small. An improved model (called the quasi-linear model) is developed which takes into account small IF filter bandwidths and nonlinear effects associated with large phase errors. By comparison of theoretical and experimental results it is demonstrated that the quasi-linear model accurately predicts PLL characteristics. This is true even for small IF filter bandwidths and large phase errors where the conventional model is invalid. The theoretical and experimental results are used to draw conclusions concerning threshold, multiplier output variance, phase error variance, output signal-to-noise ratio, and signal distortion. The relationship between these characteristics and IF filter bandwidth, modulating signal spectrum, and rms deviation is also determined.

Carden, F.↗

An algebraic method for constructing stable and consistent autoregressive filters

In this paper, we introduce an algebraic method to construct stable and consistent univariate autoregressive (AR) models of low order for filtering and predicting nonlinear turbulent signals with memory depth. By stable, we refer to the classical stability condition for the AR model. By consistent, we refer to the classical consistency constraints of Adams–Bashforth methods of order-two. One attractive feature of this algebraic method is that the model parameters can be obtained without directly knowing any training data set as opposed to many standard, regression-based parameterization methods. It takes only long-time average statistics as inputs. The proposed method provides a discretization time step interval which guarantees the existence of stable and consistent AR model and simultaneously produces the parameters for the AR models. In our numerical examples with two chaotic time series with different characteristics of decaying time scales, we find that the proposed AR models produce significantly more accurate short-term predictive skill and comparable filtering skill relative to the linear regression-based AR models. These encouraging results are robust across wide ranges of discretization times, observation times, and observation noise variances. Finally, we also find that the proposed model produces an improved short-time prediction relative to the linear regression-based AR-models in forecasting a data set that characterizes the variability of the Madden–Julian Oscillation, a dominant tropical atmospheric wave pattern.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Multiple degree of freedom force-state component identification

Force-state mapping is extended to allow the quasistatic characterization of realistic multiple degree of freedom systems whose constitutive relations are nonlinear, dissipative, coupled and depend on memory of past states. A general constitutive force-state model is formulated, which includes dynamic hysteresis phenomena typical of that found in deployable structures. A two step parameter identification approach is developed, which employs a linear extended Kalman filter and a nonlinear least squares fit. A six degree of freedom force-state testing device was constructed, and used to obtain data on one bay of a simple truss and on one bay of the MODE deployable truss.

Masters, Brett P.↗

A comparison of washout filters using a human dynamic orientation model

The Ormsby model of human dynamic orientation, a discrete time computer program, was used to provide a vestibular explanation for observed differences between two washout schemes. These washout schemes, a linear washout and a nonlinear washout, were subjectively evaluated. It was found that the linear washout presented false rate cues, causing pilots to rate the simulation fidelity of the linear scheme much lower than the nonlinear scheme. By inputting these motion histories into the Ormsby model, it was shown that the linear filter causes discontinuities in the pilot's perceived angular velocity, resulting in the sensation of an anomalous rate cue. This phenomenon does not occur with the use of the nonlinear filter.

Riedel, S. A.↗

Filtering of non-linear instabilities

For Courant numbers larger than one and cell Reynolds numbers larger than two, oscillations and in some cases instabilities are typically found with implicit numerical solutions of the fluid dynamics equations. This behavior has sometimes been associated with the loss of diagonal dominance of the coefficient matrix. It is shown that these problems can be related to the choice of the spatial differences, with the resulting instability related to aliasing or nonlinear interaction. Appropriate filtering can reduce the intensity of these oscillations and possibly eliminate the instability. These filtering procedures are equivalent to a weighted average of conservation and nonconservation differencing. The entire spectrum of filtered equations retains a three point character as well as second order spatial accuracy. Burgers equation was considered as a model.

Khosla, P. K.↗

Filtering of non-linear instabilities

For Courant numbers larger than one and cell Reynolds numbers larger than two, oscillations and in some cases instabilities are typically found with implicit numerical solutions of the fluid dynamics equations. This behavior has sometimes been associated with the loss of diagonal dominance of the coefficient matrix. It is shown here that these problems can in fact be related to the choice of the spatial differences, with the resulting instability related to aliasing or nonlinear interaction. Appropriate 'filtering' can reduce the intensity of these oscillations and in some cases possibly eliminate the instability. These filtering procedures are equivalent to a weighted average of conservation and non-conservation differencing. The entire spectrum of filtered equations retains a three-point character as well as second-order spatial accuracy. Burgers equation has been considered as a model. Several filters are examined in detail, and smooth solutions have been obtained for extremely large cell Reynolds numbers.

Khosla, P. K.↗