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At least 55 records · Page 3

Algebraic Multigrid with Filtering: An Efficient Preconditioner for Interior Point Methods in Large-Scale Contact Mechanics Optimization

Large-scale contact mechanics simulations are crucial in many engineering fields such as structural design and manufacturing. In the frictionless case, contact can be modeled by minimizing an energy functional; however, these problems are often nonlinear, nonconvex, and increasingly difficult to solve as mesh resolution increases. In this work, we employ a Newton-based interior-point (IP) filter line-search method, an effective approach for large-scale constrained optimization. While this method converges rapidly, each iteration requires solving a large saddle-point linear system that becomes ill-conditioned as the optimization process converges, largely due to IP treatment of the contact constraints. Such ill-conditioning can hinder solver scalability and increase iteration counts with mesh refinement. Here, to address this, we introduce a novel preconditioner, algebraic multigrid with filtering (AMGF), tailored to the Schur complement of the saddle-point system. Building on the classical AMG solver, commonly used for elasticity, we augment it with a specialized subspace correction that filters near null space components introduced by contact interface constraints. Through theoretical analysis and numerical experiments on a range of linear and nonlinear contact problems, we demonstrate that the proposed solver achieves mesh independent convergence and maintains robustness against the ill-conditioning that notoriously plagues IP methods. These results indicate that AMGF makes contact mechanics simulations more tractable and broadens the applicability of Newton-based IP methods in challenging engineering scenarios. More broadly, AMGF is well suited for problems, optimization or otherwise, where solver performance is limited by a low-dimensional subspace, such as those arising from localized constraints, interface conditions, or model heterogeneities. This makes the method widely applicable beyond contact mechanics and constrained optimization.

Mathematics and Computing↗

Nonlinear filtering for random signals in statistically unknown noise.

Natural and effective formulation of the filtering problem involved in satellite orbit determination, aircraft navigation, and missile tracking. The problem arises because the environment of the sensor keeps changing from time to time, and it is quite impractical and sometimes impossible to collect the statistical data of the noise incurred in the observation. Computable filtering equations are deduced. The idea of invariant imbedding along with stochastic differential calculus is used to derive differential equations for the optimal estimate.

Loo, J. T.↗

Spatially recursive filtering and smoothing for multibody dynamics

Methods developed recently by the author to solve the problem of forward dynamics for nonlinear joint-connected multibody systems are summarized. Solution of this problem is of interest in such application areas as robotics, deploying structures, ground vehicles, and pointing of antennas and instrumented platforms. The problem is solved by the recursive filtering and smoothing techniques of state estimation theory. The filtering stage takes the applied joint moments as inputs to produce a sequence of spatial constraint forces acting at the joints of the system. The smoothing stage takes the innovations process resulting from the filter as an input and produces a set of spatial accelerations and a corresponding set of joint-angle accelerations.

Rodriguez, G.↗

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.↗

Inversion of passive microwave remote sensing data from satellites

Global passive microwave observations from earth-orbiting satellites have mapped humidity and liquid water over ocean, temperature profiles, ice and snow, and other geophysical parameters. In most applications, the inversion problem is adequately approximated as linear with jointly Gaussian statistics, and, thus, a linear retrieval performs well. In some cases, the problem is typically factored into a decision process followed by appropriate linear or quasilinear processes. Certain problems, however, require more powerful nonlinear or nonstationary procedures, such as Kalman filtering.

Staelin, D. H.↗

Applying optimization software libraries to engineering problems

Nonlinear programming, preliminary design problems, performance simulation problems trajectory optimization, flight computer optimization, and linear least squares problems are among the topics covered. The nonlinear programming applications encountered in a large aerospace company are a real challenge to those who provide mathematical software libraries and consultation services. Typical applications include preliminary design studies, data fitting and filtering, jet engine simulations, control system analysis, and trajectory optimization and optimal control. Problem sizes range from single-variable unconstrained minimization to constrained problems with highly nonlinear functions and hundreds of variables. Most of the applications can be posed as nonlinearly constrained minimization problems. Highly complex optimization problems with many variables were formulated in the early days of computing. At the time, many problems had to be reformulated or bypassed entirely, and solution methods often relied on problem-specific strategies. Problems with more than ten variables usually went unsolved.

Healy, M. J.↗

Inversion of multiwavelength radiometer measurements by three-dimensional filtering

Remote sensing data from satellites typically have three dimensions: scan position, spacecraft position, and wavelength. Inversion of the radiometric data to infer geophysical parameters is a filtering problem in which the dimension of wavelength (or channel number) is transformed into a dimension of geophysical parameters, and the most general solution is a three-dimensional filter. Linear filters have the advantages of computational speed and easily described transfer functions; but often the measurements are nonlinear functions of the parameters to be inferred. To the extent that the nonlinear inversion problem is overdetermined, it can be modeled by a critically determined linear problem. As an example, inversion of Scanning Multichannel Microwave Radiometer (SMMR) data by means of a three-dimensional Wiener Filter is described. Atmospheric water vapor content, rain liquid water content, surface wind speed and surface temperature are the parameters inferred from the measurements. Nonprecipitating liquid water and water vapor scale height are also modeled but not retrieved. The a priori statistics on which the filter is trained have the effect of governing the selection of a trade-off point of noise as a function of resolution (in all three retrieval dimensions).

Rosenkranz, P. W.↗

Design of a nonlinear adaptive filter for suppression of shuttle pilot-induced oscillation tendencies

Analysis of a longitudinal pilot-induced oscillation (PIO) experienced just prior to touchdown on the final flight of the space shuttle's approach landing tests indicated that the source of the problem was a combination of poor basic handling qualities aggravated by time delays through the digital flight control computer and rate limiting of the elevator actuators due to high pilot gain. A nonlinear PIO suppression (PIOS) filter was designed and developed to alleviate the vehicle's PIO tendencies by reducing the gain in the command path. From analytical and simulator studies it was shown that the PIOS filter, in an adaptive fashion, can attenuate the command path gain without adding phase lag to the system. With the pitch attitude loop of a simulated shuttle model closed, the PIOS filter increased the gain margin by a factor of about two.

Smith, J. W.↗

A Nonlinear, Human-Centered Approach to Motion Cueing with a Neurocomputing Solver

This paper discusses the continuation of research into the development of new motion cueing algorithms first reported in 1999. In this earlier work, two viable approaches to motion cueing were identified: the coordinated adaptive washout algorithm or 'adaptive algorithm', and the 'optimal algorithm'. In this study, a novel approach to motion cueing is discussed that would combine features of both algorithms. The new algorithm is formulated as a linear optimal control problem, incorporating improved vestibular models and an integrated visual-vestibular motion perception model previously reported. A control law is generated from the motion platform states, resulting in a set of nonlinear cueing filters. The time-varying control law requires the matrix Riccati equation to be solved in real time. Therefore, in order to meet the real time requirement, a neurocomputing approach is used to solve this computationally challenging problem. Single degree-of-freedom responses for the nonlinear algorithm were generated and compared to the adaptive and optimal algorithms. Results for the heave mode show the nonlinear algorithm producing a motion cue with a time-varying washout, sustaining small cues for a longer duration and washing out larger cues more quickly. The addition of the optokinetic influence from the integrated perception model was shown to improve the response to a surge input, producing a specific force response with no steady-state washout. Improved cues are also observed for responses to a sway input. Yaw mode responses reveal that the nonlinear algorithm improves the motion cues by reducing the magnitude of negative cues. The effectiveness of the nonlinear algorithm as compared to the adaptive and linear optimal algorithms will be evaluated on a motion platform, the NASA Langley Research Center Visual Motion Simulator (VMS), and ultimately the Cockpit Motion Facility (CMF) with a series of pilot controlled maneuvers. A proposed experimental procedure is discussed. The results of this evaluation will be used to assess motion cueing performance.

Telban, Robert J.↗

Estimation and detection of signals in multiplicative noise

A class of detection-estimation problems on matrix Lie groups is defined in which the observation noise is multiplicative in nature. By examining the differential versions of the hypotheses, which are bilinear in nature, it is possible to derive the relevant likelihood ratio formula and the associated optimal estimation equations for the signal given the observations and the assumption that the signal is present. These estimation equations are of interest in their own right, in that they represent a finite dimensional optimal solution to a nonlinear estimation problem and can be viewed as consisting of a Kalman-Bucy filter along with the on-line computation of the solution of the associated Riccati equation, which is driven by the observations. The usefulness of these results is illustrated via an example concerning the detection of an actuator failure in a rigid body rotational control system.

Willsky, A. S.↗

Filtering Image Records Using Wavelets and the Zakai Equation

Consider the problem of detecting and localizing a faint object moving In an "essentially stationary" background, using a sequence of two-dimensional low-SNR images of the scene. A natural approach consists of "digitizing" each snapshot into a discrete set of observations, sufficiently (perhaps not exactly) matched to the object In question, then tracking the object using an appropriate stochastic filter. The tracking would be expected to make up for the low signal-to-noise ratio, this allowing one to "coherently" process successive images in order to beat down the noise and localize the object. Thus, "tracking" here does not refer to the usual notion of detecting then tracking: rather, we track in order to detect The problem then becomes one of choosing the appropriate image representation as well as the optimal (and necessarily nonlinear filter. We propose exact and approximate solutions using wavelets and the Zakai equation. The smoothness of the wavelets used is required in the derivation of the evolution equation for the conditional density giving the filter, and their orthogonality makes it possible to carry out actual computations of the Ito- and change-of-gauge-terms in the algorithm effectively.

Haddad, Ziad S.↗

Identification of rotating assembly inertial and bearing parameters.

The problem of estimating the state of a turbopump rotating assembly and identifying unknown products of inertia and unknown bearing parameters is considered. A linearized, extended Kalman filtering approach has been used and found to be successful for both state estimation and parameter identification in an inherently nonlinear problem. The input data were simulated Bently test data obtained from a verified 12-dimensional state-space model and were compared with real Bently test data obtained from NASA. The results prove the feasibility of using this model and this type of test data to obtain the hidden parameters of a typical turbopump rotating assembly.

Alspach, D. L.↗

Dynamic sensing of 6-axis external force and moment applied to a robot end

A dynamic force sensing method is proposed for a robot manipulator. A 6-axis wrist force sensor which is commonly used for robot force sensing does not take the direct measurement of the force and moment applied to an end effector externally from the environment of the manipulator, but takes the resultant of the gravity, the inertial force and moment on the end effector, and the external force and moment. The separation of gravitational and inertial force and moment from the measurement of the force sensor is crucial to achieving dynamically accurate force sensing and fast manipulator motion under force feedback control. A mathematical model is derived for the force sensing process and the separation of the force and moment as a nonlinear optimal state estimation problem formulated. Then an approximate solution is given using extended Kalman filtering techniques.

Yokota, Masaru Uchiyama↗

Validation of a High-Order Prefactored Compact Scheme on Nonlinear Flows with Complex Geometries

Three benchmark problems are solved using a sixth-order prefactored compact scheme employing an explicit 10th-order filter with optimized fourth-order Runge-Kutta time stepping. The problems solved are the following: (1) propagation of sound waves through a transonic nozzle; (2) shock-sound interaction; and (3) single airfoil gust response. In the first two problems, the spatial accuracy of the scheme is tested on a stretched grid, and the effectiveness of boundary conditions is shown. The solution stability and accuracy near a shock discontinuity is shown as well. Also, 1-D nonlinear characteristic boundary conditions will be evaluated. In the third problem, a nonlinear Euler solver will be used that solves the equations in generalized curvilinear coordinates using the chain rule transformation. This work, continuing earlier work on flat-plate cascades and Joukowski airfoils, will focus mainly on the effect of the grid and boundary conditions on the accuracy of the solution. The grids were generated using a commercially available grid generator, GridPro/az3000.

Hixon, Ray↗

Analysis of High Order Difference Methods for Multiscale Complex Compressible Flows

Accurate numerical simulations of complex multiscale compressible viscous flows, especially high speed turbulence combustion and acoustics, demand high order schemes with adaptive numerical dissipation controls. Standard high resolution shock-capturing methods are too dissipative to capture the small scales and/or long-time wave propagations without extreme grid refinements and small time steps. An integrated approach for the control of numerical dissipation in high order schemes with incremental studies was initiated. Here we further refine the analysis on, and improve the understanding of the adaptive numerical dissipation control strategy. Basically, the development of these schemes focuses on high order nondissipative schemes and takes advantage of the progress that has been made for the last 30 years in numerical methods for conservation laws, such as techniques for imposing boundary conditions, techniques for stability at shock waves, and techniques for stable and accurate long-time integration. We concentrate on high order centered spatial discretizations and a fourth-order Runge-Kutta temporal discretizations as the base scheme. Near the bound-aries, the base scheme has stable boundary difference operators. To further enhance stability, the split form of the inviscid flux derivatives is frequently used for smooth flow problems. To enhance nonlinear stability, linear high order numerical dissipations are employed away from discontinuities, and nonlinear filters are employed after each time step in order to suppress spurious oscillations near discontinuities to minimize the smearing of turbulent fluctuations. Although these schemes are built from many components, each of which is well-known, it is not entirely obvious how the different components be best connected. For example, the nonlinear filter could instead have been built into the spatial discretization, so that it would have been activated at each stage in the Runge-Kutta time stepping. We could think of a mechanism that activates the split form of the equations only at some parts of the domain. Another issue is how to define good sensors for determining in which parts of the computational domain a certain feature should be filtered by the appropriate numerical dissipation. For the present study we employ a wavelet technique introduced in as sensors. Here, the method is briefly described with selected numerical experiments.

Sjoegreen, Bjoern↗

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↗

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.↗