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At least 289 records · Page 16

Adaptive error covariances estimation methods for ensemble Kalman filters

This paper presents a computationally fast algorithm for estimating, both, the system and observation noise covariances of nonlinear dynamics, that can be used in an ensemble Kalman filtering framework. The new method is a modification of Belanger's recursive method, to avoid an expensive computational cost in inverting error covariance matrices of product of innovation processes of different lags when the number of observations becomes large. When we use only product of innovation processes up to one-lag, the computational cost is indeed comparable to a recently proposed method by Berry–Sauer's. However, our method is more flexible since it allows for using information from product of innovation processes of more than one-lag. Extensive numerical comparisons between the proposed method and both the original Belanger's and Berry–Sauer's schemes are shown in various examples, ranging from low-dimensional linear and nonlinear systems of SDEs and 40-dimensional stochastically forced Lorenz-96 model. Our numerical results suggest that the proposed scheme is as accurate as the original Belanger's scheme on low-dimensional problems and has a wider range of more accurate estimates compared to Berry–Sauer's method on L-96 example.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Data-based filtered dissipation rate modelling for multi-modal turbulent combustion: evaluating a priori model generalizability

Manifold-based models offer a computationally efficient alternative to directly transporting the thermochemical state in computational simulations of turbulent reacting flows, projecting the high-dimensional thermochemical state-space onto a low-dimensional manifold. Recent efforts have yielded a manifold-based model applicable to multi-modal combustion, enabling reconstruction of the thermochemical state from solutions to two-dimensional manifold equations in mixture fraction and generalized progress variable that are parameterised by three scalar dissipation rates. In coarse-grained simulations such as Large Eddy Simulation (LES), closure of the multi-modal manifold equations and subfilter variances/covariance requires closure of three filtered scalar dissipation rates. Here, the present work adopts a data-based approach, providing closure for the three filtered scalar dissipation rates via deep neural networks (DNNs). High-fidelity datasets corresponding to an autoigniting n-dodecane jet flame and a bluff body swirl-stabilized confined lifted spray flame of two aviation fuels (Jet-A and C1) with different ignition propensities are leveraged to generate training data that spans a diverse range of thermodynamic conditions and combustion modes, including low- and high-temperature ignition regimes in addition to premixed and nonpremixed behaviour. A final DNN model is trained to enforce inherent physical constraints by learning nonlinear functional transformations of the three filtered scalar dissipation rates. The generalizability of this constrained DNN model is demonstrated a priori via conditional statistics evaluated on the lifted spray flame with C1–a configuration that had not been included in the training data. Excellent DNN agreement with conditional DNS statistics is observed, and integrated gradients are computed to identify the most sensitive input variables. The similarity of the marginal PDFs of the most informative input variables and outputs across configurations are quantified via the Wasserstein metric, demonstrating that data-based models may successfully generalize to unseen parametric conditions so long as the most informative input variables share similar distributions across training and testing datasets.

Data-based modelling↗

Tracking stochastic resonance curves using an assisted reference model

The optimal noise amplitude for Stochastic Resonance (SR) is located employing an Artificial Neural Network (ANN) reference model with a nonlinear predictive capability. A modified Kalman Filter (KF) was coupled to this reference model in order to compensate for semi-quantitative forecast errors. Three manifestations of stochastic resonance, namely, Periodic Stochastic Resonance (PSR), Aperiodic Stochastic Resonance (ASR), and finally Coherence Resonance (CR) were considered. Using noise amplitude as the control parameter, for the case of PSR and ASR, the cross-correlation curve between the sub-threshold input signal and the system response is tracked. However, using the same parameter the Normalized Variance curve is tracked for the case of CR. The goal of the present work is to track these curves and converge to their respective extremal points. The ANN reference model strategy captures and subsequently predicts the nonlinear features of the model system while the KF compensates for the perturbations inherent to the superimposed noise. This technique, implemented in the FitzHugh-Nagumo model, enabled us to track the resonance curves and eventually locate their optimal (extremal) values. This would yield the optimal value of noise for the three manifestations of the SR phenomena.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Representation of Probability Density Functions from Orbit Determination using the Particle Filter

Statistical orbit determination enables us to obtain estimates of the state and the statistical information of its region of uncertainty. In order to obtain an accurate representation of the probability density function (PDF) that incorporates higher order statistical information, we propose the use of nonlinear estimation methods such as the Particle Filter. The Particle Filter (PF) is capable of providing a PDF representation of the state estimates whose accuracy is dependent on the number of particles or samples used. For this method to be applicable to real case scenarios, we need a way of accurately representing the PDF in a compressed manner with little information loss. Hence we propose using the Independent Component Analysis (ICA) as a non-Gaussian dimensional reduction method that is capable of maintaining higher order statistical information obtained using the PF. Methods such as the Principal Component Analysis (PCA) are based on utilizing up to second order statistics, hence will not suffice in maintaining maximum information content. Both the PCA and the ICA are applied to two scenarios that involve a highly eccentric orbit with a lower apriori uncertainty covariance and a less eccentric orbit with a higher a priori uncertainty covariance, to illustrate the capability of the ICA in relation to the PCA.

Mashiku, Alinda K.↗

Modern estimation techniques applied to microwave sensing of the marine boundary layer

Previous efforts in the area of satellite microwave sensing of the marine boundary layer have relied upon linear regression techniques to extract geophysical parameters from the microwave measurement data. The approach used in the present paper shifts emphasis away from the generation of regression weighting matrices which implicitly assume that the data are linear in the parameters to be determined and that the problem is statistically stationary. The idea is simply to employ modern computational estimation techniques to obtain parameter estimates from nonlinear noisy measurements. The approach is limited only to the region of validity of Grody's (1976) model. Attention is focused on documenting how estimation techniques, in particular the square root information filter (SRIF), are used to solve a nonlinear function optimization problem.

Bierman, G. J.↗

Development of a Digital Twin for Electrified Aircraft Powertrain Health Management

The augmentation of aircraft powertrains with electrical power systems is a promising path to reducing aircraft fuel consumption, emissions, and noise. Like conventional propulsion systems, electrified aircraft propulsion (EAP) systems will be subject to wear and tear throughout their lifecycles. System health management for EAP will enable efficient flight and maintenance scheduling, realizing economic, safety, and reliability benefits. A digital twin is, broadly, a dynamically updated virtual representation of an individual physical asset. This paper presents a Kalman filter-based approach for the development of a digital twin for an electrified powertrain and applies the approach to an EAP controls testbed. Measurements from nominal testbed operations are used to update a nonlinear model of the testbed. A Kalman filter is then created and used to identify and isolate anomalous testbed behavior based on measurements from off- nominal operations. Results show that the Kalman filter-based digital twin can monitor individual powertrain components’ health for degradation or other changes in performance. The applicability of the presented digital twin approach to any hybrid- or fully-electrified powertrain is emphasized.

Electrified Aircraft Propulsion↗

Application of a Reduced Order Kalman Filter to Initialize a Coupled Atmosphere-Ocean Model: Impact on the Prediction of El Nino

A reduced order Kalman Filter, based on a simplification of the Singular Evolutive Extended Kalman (SEEK) filter equations, is used to assimilate observed fields of the surface wind stress, sea surface temperature and sea level into the nonlinear coupled ocean-atmosphere model. The SEEK filter projects the Kalman Filter equations onto a subspace defined by the eigenvalue decomposition of the error forecast matrix, allowing its application to high dimensional systems. The Zebiak and Cane model couples a linear reduced gravity ocean model with a single vertical mode atmospheric model of Zebiak. The compatibility between the simplified physics of the model and each observed variable is studied separately and together. The results show the ability of the model to represent the simultaneous value of the wind stress, SST and sea level, when the fields are limited to the latitude band 10 deg S - 10 deg N. In this first application of the Kalman Filter to a coupled ocean-atmosphere prediction model, the sea level fields are assimilated in terms of the Kelvin and Rossby modes of the thermocline depth anomaly. An estimation of the error of these modes is derived from the projection of an estimation of the sea level error over such modes. This method gives a value of 12 for the error of the Kelvin amplitude, and 6 m of error for the Rossby component of the thermocline depth. The ability of the method to reconstruct the state of the equatorial Pacific and predict its time evolution is demonstrated. The method is shown to be quite robust for predictions I up to six months, and able to predict the onset of the 1997 warm event fifteen months before its occurrence.

Ballabrera-Poy, Joaquim↗

Smoothing-based compressed state Kalman filter for joint state-parameter estimation: Applications in reservoir characterization and CO 2 storage monitoring

The operation of most engineered hydrogeological systems relies on simulating physical processes using numerical models with uncertain parameters and initial conditions. Predictions by such uncertain models can be greatly improved by Kalman-filter techniques that sequentially assimilate monitoring data. Each assimilation constitutes a nonlinear optimization, which is solved by linearizing an objective function about the model prediction and applying a linear correction to this prediction. However, if model parameters and initial conditions are uncertain, the optimization problem becomes strongly nonlinear and a linear correction may yield unphysical results. In this paper, we investigate the utility of one-step ahead smoothing, a variant of the traditional filtering process, to eliminate nonphysical results and reduce estimation artifacts caused by nonlinearities. Here, we present the smoothing-based compressed state Kalman filter (sCSKF), an algorithm that combines one step ahead smoothing, in which current observations are used to correct the state and parameters one step back in time, with a nonensemble covariance compression scheme, that reduces the computational cost by efficiently exploring the high-dimensional state and parameter space. Numerical experiments show that when model parameters are uncertain and the states exhibit hyperbolic behavior with sharp fronts, as in CO 2 storage applications, one-step ahead smoothing reduces overshooting errors and, by design, gives physically consistent state and parameter estimates. We compared sCSKF with commonly used data assimilation methods and showed that for the same computational cost, combining one step ahead smoothing and nonensemble compression is advantageous for real-time characterization and monitoring of large-scale hydrogeological systems with sharp moving fronts.

42 ENGINEERING↗

Optics-Free Chip-Scale Intraoperative Imaging Using NIR-Excited Upconverting Nanoparticles

Here we present an optics-free CMOS image sensor that incorporates a novel time-gated dual-photodiode pixel design to allow filter- and lens-less image acquisition of near-infrared-excited (NIR-excited) upconverting nanoparticles. Recent biomedical advances have highlighted the benefits of NIR excitation, but NIR interaction with silicon has remained a challenge, even with high-performance optical blocking filters. Using a secondary diode and a dual-photodiode design, this sensor is able to remove the 100s of mV of NIR background on pixels and bring it down to single-digit mV level, nearing its noise floor of 2.2 mV rms, not achievable with any optical filter. Non-linear effects of background cancellation using the diode pair has been mitigated using an initial one-time pixel-level curve fitting and calibration in a post-processing setting. This imager comprises a highly linear 11 fF metal-oxide-metal (MOM) capacitor and includes integrated angle-selective gratings to reject oblique light and enhance sharpness. Each pixel also includes two distinct correlated double sampling schemes, to remove low frequency flicker noise and systematic offset in the datapath. We demonstrate the performance of this imager using pulsed NIR-excited upconverting nanoparticles on standard United-States-Air-Force (USAF) resolution targets and achieve an SNR of 15 dB, while keeping NIR background below 6 mV. This 36-by-80-pixel array measures only 2.3 mm by 4.8 mm and can be thinned down to 25 µm, allowing it to become surgically compatible with intraoperative instruments and equipment, while remaining optics-free.

42 ENGINEERING↗

Tunable photonic crystal wavelength sampler with response in terahertz frequency range

Optical features of novel one dimensional photonic crystals with response in the terahertz frequency range are studied theoretically by outlining the transfer matrix method. Dependence of the ideal crystal reflectance to the size of the alternating SiO{sub 2} and InSb layers are studied systematically at the first step. Extracting the optimum values in which large photonic band gaps (PBGs) appear in the reflectance spectrum, two more defective structures are proposed by benefiting the electro-optical behaviors of Li:NbO{sub 3} crystal. Taking into account of the reflection alterations, tunability of the crystals’ response by the wave incident angle, external bias voltage applied to the defect layer(s) and the wave polarization is further studied. Results show that PBGs and resonant modes inside them are strongly dependent to all these controlling factors besides the dependence to the structural parameters. But however, to some extent different modes have different behaviors. The proposed crystals may satisfy the growing demands for development of the high speed photonic devices in the terahertz frequency range and have great potentials for applications such as tunable wavelength samplers/filters.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Near-infrared strong coupling between metamaterials and epsilon-near-zero modes in degenerately doped semiconductor nanolayers

Epsilon-near-zero (ENZ) modes provide a new path for tailoring light–matter interactions at the nanoscale. In this paper, we analyze a strongly coupled system at near-infrared frequencies comprising plasmonic metamaterial resonators and ENZ modes supported by degenerately doped semiconductor nanolayers. In strongly coupled systems that combine optical cavities and intersubband transitions, the polariton splitting (i.e., the ratio of Rabi frequency to bare cavity frequency) scales with the square root of the wavelength, thus favoring the long-wavelength regime. In contrast, we observe that the polariton splitting in ENZ/metamaterial resonator systems increases linearly with the thickness of the nanolayer supporting the ENZ modes. In this work, we employ an indium-tin-oxide nanolayer and observe a large experimental polariton splitting of approximately 30% in the near-infrared. As a result, this approach opens up many promising applications, including nonlinear optical components and tunable optical filters based on controlling the polariton splitting by adjusting the frequency of the ENZ mode.

77 NANOSCIENCE AND NANOTECHNOLOGY↗

Optical Strong Coupling between near-Infrared Metamaterials and Intersubband Transitions in III-Nitride Heterostructures

We present the design, realization, and characterization of optical strong light–matter coupling between intersubband transitions within a semiconductor heterostructures and planar metamaterials in the near-infrared spectral range. The strong light–matter coupling entity consists of a III-nitride intersubband superlattice heterostructure, providing a two-level system with a transition energy of ~0.8 eV (λ ~1.55 μm) and a planar “dogbone” metamaterial structure. Furthermore, as the bare metamaterial resonance frequency is varied across the intersubband resonance, a clear anticrossing behavior is observed in the frequency domain. We found that this strongly coupled entity could enable the realization of electrically tunable optical filters, a new class of efficient nonlinear optical materials, or intersubband-based light-emitting diodes.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Improving the performance of cryogenic calorimeters with nonlinear multivariate noise cancellation algorithms

Abstract State-of-the-art physics experiments require high-resolution, low-noise, and low-threshold detectors to achieve competitive scientific results. However, experimental environments invariably introduce sources of noise, such as electrical interference or microphonics. The sources of this environmental noise can often be monitored by adding specially designed “auxiliary devices” (e.g. microphones, accelerometers, seismometers, magnetometers, and antennae). A model can then be constructed to predict the detector noise based on the auxiliary device information, which can then be subtracted from the true detector signal. Here, we present a multivariate noise cancellation algorithm which can be used in a variety of settings to improve the performance of detectors using multiple auxiliary devices. To validate this approach, we apply it to simulated data to remove noise due to electromagnetic interference and microphonic vibrations. We then employ the algorithm to a cryogenic light detector in the laboratory and show an improvement in the detector performance. Finally, we motivate the use of nonlinear terms to better model vibrational contributions to the noise in thermal detectors. We show a further improvement in the performance of a particular channel of the CUORE detector when using the nonlinear algorithm in combination with optimal filtering techniques.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Active and Nonreciprocal Radio-Frequency Acoustic Microsystems

Radio frequency (RF) devices are becoming more multi-band, increasing the number of filters and other front-end components while simultaneously pushing towards reduced cost, size, weight, and power (CSWaP). One approach to reducing CSWaP is to augment the achievable functionalities of electromechanical/acoustic filtering chips to include "active" and nonlinear functionalities, such as gain and mixing. The acoustoelectric (AE) effect could enable such active acoustic wave devices. We have examined the AE effect with a leaky surface acoustic wave (LSAW) in a monolithic structure of epitaxial indium gallium arsenide (In GaAs) on lithium niobate (LiNb0 3 ). This lead to experimentally demonstrated state-of-the-art SAW amplifier performance in terms of gain per acoustic wavelength, reduced power consumption, and increased power efficiency. We quantitatively compare the amplifier performance to previous notable works and discuss the outlook of active acoustic wave components using this material platform. Ultimately, this could lead to smaller, higher-performance RF signal processors for communications applications.

42 ENGINEERING↗

A square-root data array solution of the continuous-discrete filtering problem

The Dyer-McReynolds (1969) discrete square-root filtering algorithm is extended to accommodate continuous dynamics. Differential equations are given to represent the time evolution of the filter data array. These equations are nonlinear, but it is shown that the nonlinearities act to enhance the stability of the solution.

Bierman, G. J.↗

Digital processing of ionospheric electron content data

Ionospheric electron content data contain periodicities that are produced by a diversity of sources including hydromagnetic waves, gravity waves, and lunar tides. Often these periodicities are masked by the strong daily variation in the data. Digital filtering can be used to isolate the weaker components. The filtered data can then be further processed to provide estimates of the source properties. In addition, homomorphic filtering may be used to identify nonlinear interactions in the ionosphere.

Bernhardt, P. A.↗

Evaluation of the effect of vibration nonlinearity on convergence behavior of adaptive higher harmonic controllers

Effect of nonlinearity on convergence of the local linear and global linear adaptive controllers is evaluated. A nonlinear helicopter vibration model is selected for the evaluation which has sufficient nonlinearity, including multiple minimum, to assess the vibration reduction capability of the adaptive controllers. The adaptive control algorithms are based upon a linear transfer matrix assumption and the presence of nonlinearity has a significant effect on algorithm behavior. Simulation results are presented which demonstrate the importance of the caution property in the global linear controller. Caution is represented by a time varying rate weighting term in the local linear controller and this improves the algorithm convergence. Nonlinearity in some cases causes Kalman filter divergence. Two forms of the Kalman filter covariance equation are investigated.

Molusis, J. A.↗