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A direct algorithm is suggested for the computation of a linear output feedback for a multi input, multi output system such that the resultant closed-loop matrix has eigenvalues that include a specified set of eigenvalues. The algorithm uses deflation based on unitary similarity transformations. Thus researchers hope the algorithm is numerically stable; however, this has not been proven as yet.
This report characterizes the sets of small disturbances possible in cylindrical and annular ducts with mean flow whose axial and tangential components vary arbitrarily with radius. The linearized equations of motion are presented and discussed, and then exponential forms for the axial, circumferential, and time dependencies of any unsteady disturbances are assumed. The resultant equations form a generalized eigenvalue problem, the solution of which yields the axial wavenumbers and radial mode shapes of the unsteady disturbances. Two numerical discretizations are applied to the system of equations: (1) a spectral collocation technique based on Chebyshev polynomial expansions on the Gauss-Lobatto points, and (2) second and fourth order finite differences on uniform grids. The discretized equations are solved using a standard eigensystem package employing the QR algorithm. The eigenvalues fall into two primary categories: a discrete set (analogous to the acoustic modes found in uniform mean flows) and a continuous band (analogous to convected disturbances in uniform mean flows) where the phase velocities of the disturbances correspond to the local mean flow velocities. Sample mode shapes and eigensystem distributions are presented for both sheared axial and swirling flows. The physics of swirling flows is examined with reference to hydrodynamic stability and completeness of the eigensystem expansions. The effect of assuming exponential dependence in the axial direction is discussed.
Radio frequency interference (RFI) can corrupt passive remote sensing measurements taken with microwave radiometers. With the increasingly utilized spectrum and the push for larger bandwidth radiometers, the likelihood of RFI contamination has grown significantly. In this work, an eigenvalue-based algorithm is developed to detect the presence of RFI and provide estimates of RFI-free radiation levels. Simulated tests show that the proposed detector outperforms conventional kurtosis-based RFI detectors in the low-to-medium interference-to-noise-power-ratio (INR) regime under continuous wave (CW) and quadrature phase shift keying (QPSK) RFIs.
Radio frequency interference (RFI) can corrupt passive remote sensing measurements taken with microwave radiometers. With the increasingly utilized spectrum and the push for larger bandwidth radiometers, the likelihood of RFI contamination has grown significantly. In this work, an eigenvalue-based algorithm is developed to detect the presence of RFI and provide estimates of RFI-free radiation levels. Simulated tests show that the proposed detector outperforms conventional kurtosis-based RFI detectors in the low-to-medium interferece-to-noise-power-ratio (INR) regime under continuous wave (CW) and quadrature phase shift keying (QPSK) RFIs.
The modeling of compressible multiphase flows is a decades-old area of study with many applications across various fields. Many of these application areas use stiff pressure relaxation. This process involves the solution of a nonlinear system with N + 1 equations and N + 1 unknowns, where N is the number of phases. The resolution of this system with general equations of state (EOSs) is difficult. Furthermore, nonlinear systems can admit multiple solutions, and current solution methods do not address this possibility. Very recently, a thermodynamic relaxation method was introduced, which effectively maps a relatively simple predictor equation of state onto a more complex target equation of state. In this context, the target EOSs are the chosen EOSs for the thermodynamic model. Furthermore, this thermodynamic relaxation has the benefit of simplifying the stiff pressure relaxation system of equations. In this article, we show this system reduces to a polynomial of degree N, which can be recast as an eigenvalue problem through the use of the associated companion matrix. We show that although this eigenvalue method is generally less efficient than Newton–Raphson iteration, it does not suffer from convergence issues and finds all N roots of the polynomial. Hence, the method provides a fail-safe for root-finding iterative methods and a way to address the issue of multiple solutions to the nonlinear system of equations in stiff pressure relaxation.
Operational modal analysis is a procedure that allows the extraction of modal parameters of a structure in its operating environment. It is based on the idealized premise that input to the structure is white noise. In some cases, when free decay responses are corrupted by unmeasured random disturbances, the response data can be processed into cross-correlation functions that approximate free decay responses. Modal parameters can be computed from these functions by time domain identification methods such as the Eigenvalue Realization Algorithm (ERA). The extracted modal parameters have the same characteristics as impulse response functions of the original system. Operational modal analysis is performed on Ares I-X in-flight data. Since the dynamic system is not stationary due to propellant mass loss, modal identification is only possible by analyzing the system as a series of linearized models over short periods of time via a sliding time-window of short time intervals. A time-domain zooming technique was also employed to enhance the modal parameter extraction. Results of this study demonstrate that free-decay time domain modal identification methods can be successfully employed for in-flight launch vehicle modal extraction.
The erection and deployment of large flexible structures having thousands of degrees of freedom requires controllers based on new techniques of eigenvalue assignment that are computationally stable and more efficient. Scientists at NASA Langley Research Center have developed a novel and efficient algorithm for the eigenvalue assignment of large, time-invariant systems using full-state and output feedback. The objectives of this research were to improve upon the output feedback version of this algorithm, to produce a toolbox of MATLAB functions based on the efficient eigenvalue assignment algorithm, and to experimentally verify the algorithm and software by implementing controllers designed using the MATLAB toolbox on the phase 2 configuration of NASA Langley's controls-structures interaction evolutionary model, a laboratory model used to study space structures. Results from laboratory tests and computer simulations show that effective controllers can be designed using software based on the efficient eigenvalue assignment algorithm.
Spectral factorization has been used previously to derive the steady-state solution of Kalman filtering equations without iteration for constant coefficient systems. The present work extends the spectral factorization algorithm to time-varying systems having periodic coefficient matrices for cases of both discrete and continuous systems. Time-consuming, expensive iterations of sequential covariance equations are not required to reach the final solution since this is an algebraic algorithm employing existing eigenvalue, eigenvector subroutines. The computer program incorporating the algorithm is suitable for sensitivity studies in formulating navigation and guidance strategies of low-thrust interplanetary missions. The determination of an optimum tracking pattern from an earth station is examined as an example.
The objective of this paper is to develop a new and more accurate local linearization algorithm for numerically solving sets of linear time-varying differential equations. Of special interest is the application of this algorithm to the quaternion rate equations. The results are compared, both analytically and experimentally, with previous results using local linearization methods. The new algorithm requires approximately one-third more calculations per step than the previously developed local linearization algorithm; however, this disadvantage could be reduced by using parallel implementation. For some cases the new algorithm yields significant improvement in accuracy, even with an enlarged sampling interval. The reverse is true in other cases. The errors depend on the values of angular velocity, angular acceleration, and integration step size. One important result is that for the worst case the new algorithm can guarantee eigenvalues nearer the region of stability than can the previously developed algorithm.
In order to find the attitude of a spacecraft with respect to a reference coordinate system, vector measurements are taken. The vectors are pairs of measurements of the same generalized vector, taken in the spacecraft body coordinates, as well as in the reference coordinate system. We are interested in finding the best estimate of the transformation between these coordinate system.s The algorithm called QUEST yields that estimate where attitude is expressed by a quarternion. Quest is an efficient algorithm which provides a least squares fit of the quaternion of rotation to the vector measurements. Quest however, is a single time point (single frame) batch algorithm, thus measurements that were taken at previous time points are discarded. The algorithm presented in this work provides a recursive routine which considers all past measurements. The algorithm is based on on the fact that the, so called, K matrix, one of whose eigenvectors is the sought quaternion, is linerly related to the measured pairs, and on the ability to propagate K. The extraction of the appropriate eigenvector is done according to the classical QUEST algorithm. This stage, however, can be eliminated, and the computation simplified, if a standard eigenvalue-eigenvector solver algorithm is used. The development of the recursive algorithm is presented and illustrated via a numerical example.
A wide range of eigenvalue problems encountered in practical structural engineering analyses is defined, in which the structures are assumed to be discretized by any suitable technique such as the finite-element method. A review of the usual numerical procedures for the solution of such eigenvalue problems is presented and is followed by an extensive account of recently developed eigenproblem solution procedures. Particular emphasis is placed on the new numerical algorithms and associated computer programs based on the Sturm sequence method. Eigenvalue algorithms developed for efficient solution of natural frequency and buckling problems of structures are presented, as well as some eigenvalue procedures formulated in connection with the solution of quadratic matrix equations associated with free vibration analysis of structures. A new algorithm is described for natural frequency analysis of damped structural systems.
It is shown how the look-ahead Lanczos process (combined with a quasi-minimal residual QMR) approach) can be used to develop a robust black box solver for large sparse non-Hermitian linear systems. Details of an implementation of the resulting QMR algorithm are presented. It is demonstrated that the QMR method is closely related to the biconjugate gradient (BCG) algorithm; however, unlike BCG, the QMR algorithm has smooth convergence curves and good numerical properties. We report numerical experiments with our implementation of the look-ahead Lanczos algorithm, both for eigenvalue problem and linear systems. Also, program listings of FORTRAN implementations of the look-ahead algorithm and the QMR method are included.
An unsymmetric block Lanczos algorithm has been employed for the dynamic analysis of a large system which has arbitrary damping and/or repeated (or closely spaced) eigenvalues. In the algorithm development, the right and left Lanczos vectors are all theoretically biorthogonal to each other. However, these vectors may lose the biorthogonality owing to cancellation and roundoff errors. For the unsymmetric case there can be a breakdown, even without numerical errors. This paper describes computational techniques which have led to a robust unsymmetric block Lanczos algorithm.
Recent work introduced a new framework for analyzing correlation functions with improved convergence and signal-to-noise properties, as well as rigorous quantification of excited-state effects, based on the Lanczos algorithm and spurious eigenvalue filtering with the Cullum-Willoughby test. Here, we extend this framework to the analysis of correlation-function matrices built from multiple interpolating operators in lattice quantum chromodynamics (QCD) by constructing an oblique generalization of the block Lanczos algorithm, as well as a new physically motivated reformulation of the Cullum-Willoughby test that generalizes to block Lanczos straightforwardly. The resulting block Lanczos method directly extends generalized eigenvalue problem (GEVP) methods, which can be viewed as applying a single iteration of block Lanczos. Block Lanczos provides qualitative and quantitative advantages over GEVP methods analogous to the benefits of Lanczos over the standard effective mass, including faster convergence to ground- and excited-state energies, explicitly computable two-sided error bounds, straightforward extraction of matrix elements of external currents, and asymptotically constant signal-to-noise. No fits or statistical inference are required. Proof-of-principle calculations are performed for noiseless mock-data examples as well as two-by-two proton correlation-function matrices in lattice QCD.
Fine-grained spectral properties of quantum Hamiltonians, including both eigenvalues and their multiplicities, provide useful information for characterizing many-body quantum systems as well as for understanding phenomena such as topological order. Extracting such information with small additive error is #BQP-complete in the worst case. In this work, we introduce QFAMES (quantum filtering and analysis of multiplicities in eigenvalue spectra), a quantum algorithm that efficiently identifies clusters of closely spaced dominant eigenvalues and determines their multiplicities under physically motivated assumptions, which allows us to bypass worst-case complexity barriers. QFAMES also enables the estimation of observable expectation values within targeted energy clusters, providing a powerful tool for studying quantum phase transitions and other physical properties. We validate the effectiveness of QFAMES through numerical demonstrations, including its applications to characterizing quantum phases in the transverse-field Ising model and estimating the ground-state degeneracy of a topologically ordered phase in the two-dimensional toric code model. We also generalize QFAMES to the setting of mixed initial states. Our approach offers rigorous theoretical guarantees and significant advantages over existing subspace-based quantum spectral analysis methods, particularly in terms of the sample complexity and the ability to resolve degeneracies.
This paper describes a reliable, general algorithm for modal decomposition in real arithmetic and its use in analyzing and synthesizing control logic for linear dynamic systems. The numerical difficulties are described associated with computing the Jordan canonical form when the system has repeated, or nearly repeated, eigenvalues. A new algorithm is described that satisfactorily solves these numerical difficulties. The relation and extension to related numerical analysis research are discussed to clarify the reliability of the techniques. Finally, its implementation as a practical modal decomposition method for efficiently computing the matrix exponential, transfer functions, and frequency response is also described.
The problem of estimating linear functions of a state vector in a multi-input/output system is considered. A simple lower bound on the observer order with arbitrary eigenvalues is established. Algorithms to construct minimal-order stable (or arbitrary dynamics) observers are also outlined.
The popular QR algorithm for solving all eigenvalues of an unsymmetric matrix is reviewed. Among the basic components in the QR algorithm, it was concluded from this study, that the reduction of an unsymmetric matrix to a Hessenberg form (before applying the QR algorithm itself) can be done effectively by exploiting the vector speed and multiple processors offered by modern high-performance computers. Numerical examples of several test cases have indicated that the proposed parallel-vector algorithm for converting a given unsymmetric matrix to a Hessenberg form offers computational advantages over the existing algorithm. The time saving obtained by the proposed methods is increased as the problem size increased.