Suboptimal filtering. Part 3 - Limited memory optimal filtering Final report
Linear and nonlinear limited memory optimal filters for computing conditional probability density function
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Linear and nonlinear limited memory optimal filters for computing conditional probability density function
A time domain technique is developed to design finite-duration impulse response digital filters using linear programming. Two related applications of this technique in data transmission systems are considered. The first is the design of pulse shaping digital filters to generate or detect signaling waveforms transmitted over bandlimited channels that are assumed to have ideal low pass or bandpass characteristics. The second is the design of digital filters to be used as preset equalizers in cascade with channels that have known impulse response characteristics. Example designs are presented which illustrate that excellent waveforms can be generated with frequency-sampling filters and the ease with which digital transversal filters can be designed for preset equalization.
A control law is developed to suppress symmetric flutter for a mathematical model of an aeroelastic research vehicle. An implementable control law is attained by including modified LQG (Linear Quadratic Gaussian) design techniques, controller order reduction, and gain scheduling. An alternate (complementary) design approach is illustrated for one flight condition wherein nongradient-based constrained optimization techniques are applied to maximize controller robustness.
For fifteen years, the science mission of the Hubble Space Telescope (HST) required using at least three rate gyros for n Controlling with alternate sensors to replace failing gyros can extend the HST science mission. A two-gyro control law has been designed and implemented using magnetometers, star trackers, and Fine Guidance Sensors (FGSs) to control vehicle rate about the missing gyro axis. The three aforementioned sensors are used in succession to reduce HST boresight jitter to less than 7 milli-arcseconds rms prior to science imaging. The Magnetometer and 2-Gyro (M2G) control law is used for large angle maneuvers and attitude control during earth. occultation of star trackers and FGSs. The Tracker and 2-Gyro (T2G) control law dampens M2G rates and controls attitude in preparation for guide star acquisition with the FGSs. The Fine Guidance Sensor and 2-Gyro (F2G) control law dampens T2G rates and controls HST attitude during science imaging. This paper describes the F2G control law. Details of F2G algorithms are presented, including computation of the FGS-measured star vector using non-linear equations, optimal estimation of HST body rate, design of the F2G control laws and gyro bias observer, SISO and MIMO linear stability analyses, and design of the F2G intramode transition and guide star acquisition logic. Results from an FGS flight spare ground test are presented that define acceptable HST jitter levels for successful guide star acquisition under two-gyro control. HST-specific disturbance and noise models are described that are based upon flight telemetry; these models are used in HSTSIM, a high-fidelity non-linear time domain simulation, to predict HST on-orbit disturbance responses and FGS interferometer Loss of Lock (LOL) characteristics under F2G control. Additional HSTSIM results are presented predicting HST quiescent boresight jitter performance, science maneuver performance, and observer configuration performance during F2G operation. Simulation results are compared to on-orbit data b m F2G flight tests performed in February 2005. Science images and point spread functions from the Advanced Camera for Surveys (ACS) High Resolution Camera (HRC) are presented that compare HST science performance under F2G versus three-gyro control. Images and flight telemetry show that HST boresight jitter with the new F2G control law is usually less than jitter using the three-gyro law, and HST boresight jitter during F2G operation is dependent upon guide star magnitude.
In this paper, we analyze the generation of linear-optical cluster states (LOCSs) via sequential addition of one and two qubits. Existing approaches employ the stochastic linear-optical two-qubit controlled-Z (CZ) gate with success rate of 1/9 per operation. The question of optimality of the CZ gate with respect to LOCS generation has remained open. We report that there are alternative schemes to the CZ gate that are exponentially more efficient and show that sequential LOCS growth is indeed globally optimal. We find that the optimal cluster growth operation is a state transformation on a subspace of the full Hilbert space. Finally, we show that the maximal success rate of postselected entangling n photonic qubits or m Bell pairs into a cluster is (1/2) n-1 and (1/4) m-1 , respectively, with no ancilla photons, and we give an explicit optical description of the optimal mode transformations.
This note shows that the optimal control of dynamic systems with uncertain parameters has certain limitations. In particular, by means of a simple scalar linear-quadratic optimal control example, it is shown that the infinite horizon solution does not exist if the parameter uncertainty exceeds a certain quantifiable threshold; we call this the uncertainty threshold principle. The philosophical and design implications of this result are discussed.
This note shows that the optimal control of dynamic systems with uncertain parameters has certain limitations. In particular, by means of a simple scalar linear-quadratic optimal control example, it is shown that the infinite horizon solution does not exist if the parameter uncertainty exceeds a certain quantifiable threshold; we call this the uncertainty threshold principle. The philosophical and design implications of this result are discussed.
It is shown how a method for maneuver design during the Jovian satellite tour phase of the Galileo mission requires a full-scale redesign of the tour at each maneuver. Software was developed to provide insight into the statistical properties of this process; it is based on the use of linear perturbations to provide trajectory propagation and a least squares representation of the optimization. The result is a Monte Carlo program, making it possible to evaluate the proposed strategy.
We develop a multilevel scheme for solving the balanced long transportation problem, that is, given a set (c(sub kj)) of shipping costs from a set of M supply nodes S(sub k) to a set of N demand nodes D(sub j), we seek to find a set of flows, (x(sub kj)), that minimizes the total cost Sigma(sub k=1)(exp M) Sigma(sub j=1)(exp N) x(sub kj)c(sub kj). We require that the problem be balanced, that is, the total demand must equal the total supply. Solution techniques for this problem are well known from optimization and linear programming. We examine this problem, however, in order to develop principles that can then be applied to more intractible problems of optimization. We develop a multigrid scheme for solving the problem, defining the grids, relaxation, and intergrid operators. Numerical experimentation shows that this line of research may prove fruitful. Further research directions are suggested.
Synthesis parametry of ensemble-averaged second- order polynomial approximation to performance index of optimal guidance linear feedback control system
The techniques of modern optimal control theory were applied to the design of a control system for a supersonic inlet. The inlet control problem was approached as a linear stochastic optimal control problem using as the performance index the expected frequency of unstarts. The details of the formulation of the stochastic inlet control problem are presented. The computational procedures required to obtain optimal controller designs are discussed, and the analytically predicted performance of controllers designed for several different inlet conditions is tabulated. The experimental implementation of the optimal control laws is described, and the experimental results obtained in a supersonic wind tunnel are presented. The control laws were implemented with analog and digital computers. Comparisons are made between the experimental and analytically predicted performance results. Comparisons are also made between the results obtained with continuous analog computer controllers and discrete digital computer versions.
The startup of systems composed of power electronic systems is becoming more complex. As the systems grow, standard pre-configuration sequencing methods will struggle. This work proposes a linear programming optimization method to couple power electronic systems in a series of startup commands. This formulation is demonstrated in a real-time implementation on hardware.
Stellarators remain an enticing route to steady-state fusion power. However, to achieve the required confinement, the magnetic geometry must be highly optimized. This optimization requires navigating high-dimensional spaces, often necessitating the use of gradient-based methods. The gradient of the neoclassical fluxes is expensive to compute with classical methods, requiring $O(N)$ flux computations, where $N$ is the number of parameters. To reduce the cost of the gradient computation, we present an adjoint method for computing the derivatives of moments of the neoclassical distribution function for stellarator optimization. The linear adjoint method allows derivatives of quantities which depend on solutions of a linear system, such as moments of the distribution function, to be computed with respect to many parameters from the solution of only two linear systems. This reduces the cost of computing the gradient to the point that the finite-collisionality neoclassical fluxes can be used within an optimization loop. With the neoclassical adjoint method, we compute solutions of the drift kinetic equation and an adjoint drift kinetic equation to obtain derivatives of neoclassical quantities with respect to geometric parameters. When the number of parameters in the derivative is large ( $O(10^{2})$ ), this adjoint method provides up to a factor of 200 reduction in cost. We demonstrate adjoint-based optimization of the field strength to obtain minimal bootstrap current on a surface. With adjoint-based derivatives, we also compute the local sensitivity to magnetic perturbations on a flux surface and identify regions where tight tolerances on error fields are required for control of the bootstrap current or radial transport. Moreover, the solve for the ambipolar electric field is accelerated using a Newton method with derivatives obtained from the adjoint method.
This paper considers the suboptimal stochastic control of linear discrete-time dynamical systems with unknown or stochastically varying parameters. The suboptimal scheme is based upon the use of the open-loop-feedback-optimal method. The state and parameter estimates are generated by an extended Kalman filter algorithm. Numerical results for first-order systems are presented.
We present robust trajectory optimization techniques using a sweeping gradient method for ordinary differential equations with events (SGM) and linear covariance analysis (LinCov). SGM is a method for computing the gradient of trajectory analyses defined by performance indices over initial value problems with events with respect to static parameters. LinCov is an analytic technique for predicting stochastic behavior of dynamical systems. By combining SGM and LinCov, it is possible use efficient, off-the-shelf, gradient-based optimizers to solve robust optimal trajectory design problems. We describe the individual methods and some details on how they can be combined. Then we apply the combined techniques to a variety of orbital trajectory design problems to demonstrate its use, including minimum fuel transfer and mid-course correction burn scheduling.
Linear systems simultaneous optimal stochastic control and observation strategies, assuming quadratic observation cost
Gust analysis is added to a linearized frequency-domain method in FUN3D, a NASA computational fluid dynamics solver. The method linearizes about a nonlinear static equilibrium condition and is therefore appropriate for problems with small perturbations such as transonic stochastic gust analysis. In addition to the gust analysis, adjoint-based sensitivities of stochastic gust constraints are implemented for multidisciplinary design optimization. The linearized frequency-domain gust model and adjoint-based sensitivities are described and verified. The method is applied to an optimization for mass minimization of the AGARD 445.6 wing subject to a stochastic gust constraint limiting the displacement of the wing tip.
Equations are derived for the angles of general multivariable root loci and linear quadratic optimal root loci, including angles of departure and approach. The generalized eigenvalue problem is used to compute angles of approach. Equations are also derived to find the sensitivity of closed loop eigenvalue and the directional derivatives of closed loop eigenvectors. An equivalence class of quadratic weights that produce the same asymptotic eigenstructure is defined, a canonical element is defined, and an algorithm to find it is given. The behavior of the optimal root locus in the nonasymptotic region is shown to be different for quadratic weights with the same asymptotic properties. An algorithm is presented that can be used to select a feedback gain matrix for the linear state feedback problem which produces a specified asymptotic eigenstructure. Another algorithm is given to compute the asymptotic eigenstructure properties inherent in a given set of quadratic weights. Finally, it is shown that optimal root loci for nongeneric problems can be approximated by generic ones in the nonasymptotic region.