Non-intrusive Alternative to Generalized Linear Least-Squares Methodology for Criticality Safety Applications
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Seo, Jeongwon↗
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Results for “alternating least squares”
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Sequential filter design for precision orbit determination and physical constant refinement
Earth-based spacecraft tracking data have historically been processed with classical least squares filtering techniques both for navigation purposes and for physical constant determination. The small, stochastic nongravitational forces acting on the spacecraft are described to motivate the use of sequential estimation as an alternative to the least squares fitting procedures. The stochastic forces are investigated both in terms of their effect on the tracking data and their influence on estimation accuracy. A flexible sequential filter design which leaves the existing trajectory, variational equations, data observable and partial computations undisturbed is described. A detailed filter design is presented that meets the precision demands and flexibility requirements of deep space navigation and of scientific problems.
Curkendall, D. W.↗
Notes on Regression Analysis for Radar Parameter Estimation
A fundamental task of radar, beyond merely detecting a target, is to estimate some parameters associated with it. For example, this might include range, direction, velocity, etc. In any case, multiple measurements, often noisy, need to be processed to yield a ‘best estimate’ of the parameter. A common mathematical method for doing so is called “Regression” analysis. The goal is to minimize the expected squared error in the estimate. Even when alternate algorithms are considered, the least squared-error regression analysis is the benchmark against which alternatives are compared.
47 OTHER INSTRUMENTATION↗
Exact spacecraft detumbling and reorientation maneuvers with gimbaled thrusters and reaction wheels
The equations of rotational motion for a spacecraft equipped with external jets and internal reaction wheels are shown to be feedback-equivalent to those of a linear system in attitude parameter space. Reorientation maneuvers are thereby formulated as linear optimal control problems with least mean square acceleration in attitude parameter space, solved in closed form and implementable either with internal or external torque commands, the choice depending on power and throttling requirements. For prior detumbling, an alternative solution with least mean square torque by angular momentum feedback is also given, that is implementable with gimbaled pairs of thrusters at constant throttle. Such a detumbling maneuver may then be followed by an acceleration-commanded rest-to-rest maneuver by means of the reaction wheels.
Dwyer, T. A. W., III↗
First-Order System Least-Squares for Second-Order Elliptic Problems with Discontinuous Coefficients
The first-order system least-squares methodology represents an alternative to standard mixed finite element methods. Among its advantages is the fact that the finite element spaces approximating the pressure and flux variables are not restricted by the inf-sup condition and that the least-squares functional itself serves as an appropriate error measure. This paper studies the first-order system least-squares approach for scalar second-order elliptic boundary value problems with discontinuous coefficients. Ellipticity of an appropriately scaled least-squares bilinear form of the size of the jumps in the coefficients leading to adequate finite element approximation results. The occurrence of singularities at interface corners and cross-points is discussed. and a weighted least-squares functional is introduced to handle such cases. Numerical experiments are presented for two test problems to illustrate the performance of this approach.
Manteuffel, Thomas A.↗
A fast two-stage algorithm for non-negative matrix factorization in smoothly varying data
This article reports the study of algorithms for non-negative matrix factorization (NMF) in various applications involving smoothly varying data such as time or temperature series diffraction data on a dense grid of points. Utilizing the continual nature of the data, a fast two-stage algorithm is developed for highly efficient and accurate NMF. In the first stage, an alternating non-negative least-squares framework is used in combination with the active set method with a warm-start strategy for the solution of subproblems. In the second stage, an interior point method is adopted to accelerate the local convergence. The convergence of the proposed algorithm is proved. The new algorithm is compared with some existing algorithms in benchmark tests using both real-world data and synthetic data. Furthermore, the results demonstrate the advantage of the algorithm in finding high-precision solutions.
interior point method↗
Towards Robust and Accurate Implicit Gradient Methods for Second- and Third-Order Nodal-Gradient Cell-Centered Finite-Volume Discretizations on Tetrahedral Grids
In this paper, we introduce implicit gradient methods as alternatives to conventional least-squares gradient methods for second- and third-order nodal-gradient cell-centered finite-volume discretizations, where solutions are stored at cells but gradients are stored at nodes. Because of the unique configuration of solutions and gradients, implicit gradient systems developed for the node-centered edge-based discretization method can be directly applied once the numerical solutions are interpolated from cells to nodes with sufficient accuracy. The resulting defect-correction solver can be loosely coupled with a flow-equation solver, and at convergence, solutions and gradients that satisfy the corresponding residual equations are obtained. Each iteration is relatively cheap compared with least-squares methods involving hundreds of neighbors. Numerical results are presented for accuracy verification studies and some simple but realistic flow problems.
Computational Fluid Dynamics↗
Theoretical study of the incompressible Navier-Stokes equations by the least-squares method
Usually the theoretical analysis of the Navier-Stokes equations is conducted via the Galerkin method which leads to difficult saddle-point problems. This paper demonstrates that the least-squares method is a useful alternative tool for the theoretical study of partial differential equations since it leads to minimization problems which can often be treated by an elementary technique. The principal part of the Navier-Stokes equations in the first-order velocity-pressure-vorticity formulation consists of two div-curl systems, so the three-dimensional div-curl system is thoroughly studied at first. By introducing a dummy variable and by using the least-squares method, this paper shows that the div-curl system is properly determined and elliptic, and has a unique solution. The same technique then is employed to prove that the Stokes equations are properly determined and elliptic, and that four boundary conditions on a fixed boundary are required for three-dimensional problems. This paper also shows that under four combinations of non-standard boundary conditions the solution of the Stokes equations is unique. This paper emphasizes the application of the least-squares method and the div-curl method to derive a high-order version of differential equations and additional boundary conditions. In this paper, an elementary method (integration by parts) is used to prove Friedrichs' inequalities related to the div and curl operators which play an essential role in the analysis.
Jiang, Bo-Nan↗
Standardising the “Gregory method” for calculating equilibrium climate sensitivity
The equilibrium climate sensitivity (ECS) – the equilibrium global mean temperature response to a doubling of atmospheric CO 2 – is a high-profile metric for quantifying the Earth system's response to human-induced climate change. A widely applied approach to estimating the ECS is the “Gregory method” (Gregory et al., 2004), which uses an ordinary least squares (OLS) regression between the net radiative flux, N, and surface air temperature anomalies, ΔT, from a 150 year experiment in which atmospheric CO 2 concentrations are quadrupled. The ECS is determined by extrapolating the linear fit to N=0, i.e. the ΔT-intercept, indicating the point at which the system is back in equilibrium. This method has been used to compare ECS estimates across the CMIP5 and CMIP6 ensembles and will likely be a key diagnostic for CMIP7. Despite its widespread application, there is little consistency or transparency between studies in how the climate model data is processed prior to the regression, leading to potential discrepancies in ECS estimates. We identify 32 alternative data processing pathways, varying by differences in global mean weighting, net radiative flux variable, anomaly calculation method, and linear regression fit. Using 44 CMIP6 models, we systematically assess the impact of these choices on ECS estimates and calculate uncertainty ranges using two bootstrap approaches. While the inter-model ECS range is insensitive to the data processing pathway, individual outlier models exhibit notable differences. Approximating a model's native grid cell area (if irregular) with cosine of the latitude can decrease the ECS by 11 %, the choice of N-variable can change the ECS by 6 %, and some anomaly calculation methods can introduce spurious temporal correlations in the processed data. Beyond data processing choices, we also evaluate an alternative linear regression method – total least squares (TLS) – which has a more statistically robust basis than OLS. However, for consistency with previous literature, and given TLS may reduce the ECS compared to OLS (by up to 24 %), thereby making a known bias in the Gregory method worse, we do not feel there is sufficient clarity to recommend a transition to TLS in all cases. To improve reproducibility and comparability in future studies, we recommend a standardised Gregory method: weighting the global mean by cell area, using the top of the atmosphere (as opposed to the top of model) N-variable, and calculating anomalies by first applying a rolling average to the preindustrial control timeseries then subtracting from the raw CO 2 quadrupling experiment. This approach accounts for model drift while reducing noise in the data to best meet the pre-conditions of the linear regression. While CMIP6 results of the multi-model mean ECS appear insensitive to these processing choices, similar assumptions may not hold for CMIP7, underscoring the need for standardised data preparation in future climate sensitivity assessments.
Geosciences↗
Binning of satellite magnetic anomalies
Crustal magnetic anomaly signals over satellite orbits were simulated to investigate numerical averaging as an anomaly estimator. Averaging as an anomaly estimator involves significant problems concerning spatial and amplitude smoothing of the satellite magnetic observations. The results of simulations suggest that the error of numerical averaging constitutes a small and relatively minor component of the total error-budget of higher orbital anomaly estimates, whereas for lower orbital estimates numerical averaging error increases substantially. As an alternative to numerical averaging, least-squares collocation was investigated and observed to produce substantially more accurate anomaly estimates, particularly as the orbital elevation of prediction was decreased towards the crustal sources. In contrast to averaging, collocation is a significantly more resource-intensive procedure to apply because of the practical, but surmountable problems related to establishing and inverting the covariance matrix for accurate anomaly prediction. However, collocation may be much more effectively used to exploit the anomaly details contained in the lower orbital satellite magnetic data for geologic analysis.
Goyal, H. K.↗
Vector potential methods
Vector potential and related methods, for the simulation of both inviscid and viscous flows over aerodynamic configurations, are briefly reviewed. The advantages and disadvantages of several formulations are discussed and alternate strategies are recommended. Scalar potential, modified potential, alternate formulations of Euler equations, least-squares formulation, variational principles, iterative techniques and related methods, and viscous flow simulation are discussed.
Hafez, M.↗
Statistical magnetic anomalies from satellite measurements for geologic analysis
The errors of numerically averaging satellite magnetic anomaly data for geologic analysis are investigated using orbital anomaly simulations of crustal magnetic sources by Gauss-Legendre quadrature integration. These simulations suggest that numerical averaging errors constitute small and relatively minor contributions to the total error-budget of higher orbital estimates (approx. 400 km), whereas for lower orbital estimates the error of averaging may increase substantially. Least-squares collocation is also investigated as an alternative to numerical averaging and found to produce substantially more accurate anomaly estimates as the elevation of prediction is decreased towards the crustal sources.
Goyal, H. K.↗
Calibration of a synthetic aperture radiometer
Calibration algorithms for a synthetic aperture microwave radiometer are presented. The calibration is geared to Earth remote sensing applications, and is demonstrated on an airborne prototype of thinned array imager. Two approaches to the system calibration are presented; the first utilizes commonly available reference brightness temperature scenes, such as open water, and the second utilizes data collected on the antenna range. Both algorithms yield spatial response information which is cast in matrix form and inverted to obtain the image reconstruction formula. Experimental results are examined, and errors in some reconstructed images are linked to the present prototype antenna design. Algorithms for improving the synthesized antenna pattern side lobe performance are also presented. In one solution, the pattern efficiency is optimized by minimizing the pattern outside a defined beam. In another solution, the patterns are matched to a desired model pattern by the method of least squared errors. Both techniques offer an attractive alternative to aperture weighting.
Tanner, Alan B.↗
Real-Time Attitude Independent Three Axis Magnetometer Calibration
In this paper new real-time approaches for three-axis magnetometer sensor calibration are derived. These approaches rely on a conversion of the magnetometer-body and geomagnetic-reference vectors into an attitude independent observation by using scalar checking. The goal of the full calibration problem involves the determination of the magnetometer bias vector, scale factors and non-orthogonality corrections. Although the actual solution to this full calibration problem involves the minimization of a quartic loss function, the problem can be converted into a quadratic loss function by a centering approximation. This leads to a simple batch linear least squares solution. In this paper we develop alternative real-time algorithms based on both the extended Kalman filter and Unscented filter. With these real-time algorithms, a full magnetometer calibration can now be performed on-orbit during typical spacecraft mission-mode operations. Simulation results indicate that both algorithms provide accurate integer resolution in real time, but the Unscented filter is more robust to large initial condition errors than the extended Kalman filter. The algorithms are also tested using actual data from the Transition Region and Coronal Explorer (TRACE).
Crassidis, John L.↗
QuadSync: Quadrifocal tensor synchronization via Tucker decomposition
In structure from motion, quadrifocal tensors capture more information than their pairwise counterparts (essential matrices), yet they have often been thought of as impractical and only of theoretical interest. In this work, we challenge such beliefs by providing a new framework to recover n cameras from the corresponding collection of quadrifocal tensors. We form the block quadrifocal tensor and show that it admits a Tucker decomposition whose factor matrices are the stacked camera matrices, and which thus has a multilinear rank of (4,4,4,4) independent of n. We develop the first synchronization algorithm for quadrifocal tensors, using Tucker decomposition, alternating direction method of multipliers, and iteratively reweighted least squares. We further establish relationships between the block quadrifocal, trifocal, and bifocal tensors, and introduce an algorithm that jointly synchronizes these three entities. Numerical experiments demonstrate the effectiveness of our methods on modern datasets, indicating the potential and importance of using higher-order information in synchronization.
Miao, Daniel [University of Minnesota]↗
Fourier domain target transformation analysis in the thermal infrared
Remote sensing uses of principal component analysis (PCA) of multispectral images include band selection and optimal color selection for display of information content. PCA has also been used for quantitative determination of mineral types and abundances given end member spectra. The preliminary results of the investigation of target transformation PCA (TTPCA) in the fourier domain to both identify end member spectra in an unknown spectrum, and to then calculate the relative concentrations of these selected end members are presented. Identification of endmember spectra in an unknown sample has previously been performed through bandmatching, expert systems, and binary classifiers. Both bandmatching and expert system techniques require the analyst to select bands or combinations of bands unique to each endmember. Thermal infrared mineral spectra have broad spectral features which vary subtly with composition. This makes identification of unique features difficult. Alternatively, whole spectra can be used in the classification process, in which case there is not need for an expert to identify unique spectra. Use of binary classifiers on whole spectra to identify endmember components has met with some success. These techniques can be used, along with a least squares fit approach on the endmembers identified, to derive compositional information. An alternative to the approach outlined above usese target transformation in conjunction with PCA to both identify and quantify the composition of unknown spectra. Preprocessing of the library and unknown spectra into the fourier domain, and using only a specific number of the components, allows for significant data volume reduction while maintaining a linear relationship in a Beer's Law sense. The approach taken here is to iteratively calculate concentrations, reducing the number of endmember components until only non-negative concentrations remain.
Anderson, D. L.↗
Velocity dispersions in galaxies. V - The nuclei of M31 and M32
Stigmatic spectra between 4160 and 4385 A of the central regions of M31 and M32 as well as the K0 III star 51 Ori are presented which were obtained using a SEC-vidicon integrating television tube and the coude spectrograph of the Hale telescope. Line-of-sight velocity dispersions of approximately 130 and 55 km/s are determined for the nuclei of M31 and M32, respectively, by directly comparing their spectra with Gaussian-broadened spectra of 51 Ori. The analytical techniques are outlined, and alternative methods for estimating velocity dispersions are evaluated, including least-squares fitting of intensities and division of Fourier transforms. It is noted that the broadened spectrum of 51 Ori fits the nucleus of M32 and the bulge of M31 much better than the nucleus of M31 in the region between 4180 and 4370 A.
Morton, D. C.↗
Prediction of pressurant mass requirements for axisymmetric liquid hydrogen tanks
Experimental data from several test series are compared to an existing correlation that predicts the amount of pressurant gas mass required to expel liquid hydrogen from axisymmetric tanks. It was necessary to use an alternate definition of the tank equivalent diameter to accommodate thermal mass in the tank wall that is initially warm and to accommodate liquid residuals in the tank after expulsion is stopped. With this modification, the existing correlation predicted mass requirements to within 14 percent of experimental results. Revision of the correlation constants using a nonlinear least-squares fit of the current experimental data has a minor effect, thus supporting the validity of the original correlation's form, its fitted constants, and the alternate definition of the tank equivalent diameter.
Vandresar, N. T.↗