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At least 55 records · Page 3

An Adaptive Kalman Filter Using a Simple Residual Tuning Method

One difficulty in using Kalman filters in real world situations is the selection of the correct process noise, measurement noise, and initial state estimate and covariance. These parameters are commonly referred to as tuning parameters. Multiple methods have been developed to estimate these parameters. Most of those methods such as maximum likelihood, subspace, and observer Kalman Identification require extensive offline processing and are not suitable for real time processing. One technique, which is suitable for real time processing, is the residual tuning method. Any mismodeling of the filter tuning parameters will result in a non-white sequence for the filter measurement residuals. The residual tuning technique uses this information to estimate corrections to those tuning parameters. The actual implementation results in a set of sequential equations that run in parallel with the Kalman filter. A. H. Jazwinski developed a specialized version of this technique for estimation of process noise. Equations for the estimation of the measurement noise have also been developed. These algorithms are used to estimate the process noise and measurement noise for the Wide Field Infrared Explorer star tracker and gyro.

Harman, Richard R.↗

An Adaptive Kalman Filter using a Simple Residual Tuning Method

One difficulty in using Kalman filters in real world situations is the selection of the correct process noise, measurement noise, and initial state estimate and covariance. These parameters are commonly referred to as tuning parameters. Multiple methods have been developed to estimate these parameters. Most of those methods such as maximum likelihood, subspace, and observer Kalman Identification require extensive offline processing and are not suitable for real time processing. One technique, which is suitable for real time processing, is the residual tuning method. Any mismodeling of the filter tuning parameters will result in a non-white sequence for the filter measurement residuals. The residual tuning technique uses this information to estimate corrections to those tuning parameters. The actual implementation results in a set of sequential equations that run in parallel with the Kalman filter. Equations for the estimation of the measurement noise have also been developed. These algorithms are used to estimate the process noise and measurement noise for the Wide Field Infrared Explorer star tracker and gyro.

Harman, Richard R.↗

Frequency Domain Quasi Maximum Likelihood Identification of Low Order Aeroservoelastic Models from Flight-Test Data

In this paper a quasi maximum likelihood method for estimating a low order model of a flexible vehicle has been developed and demonstrated. The quasi maximum likelihood method uses a large number of sensors to estimate the parameters and covariance in a method consistent with the maximum likelihood filter-error method. The cost function has been defined in a frequency domain to improve computational efficiency and to enable estimation of an unstable plant. The method has been demonstrated using flight data from the National Aeronautics and Space Administration X-56A Multi-Utility Technology Testbed flex wing tests, which include unstable flutter modes. The method was able to effectively estimate the frequency and damping of the dynamics of the aircraft and generate a transfer function that is useful for control system evaluations.

Jeffrey Ouellette↗

Optimal inputs for system identification

Identification criteria are presented for linear dynamic systems with and without process noise. With process noise, the state equations are replaced by the Kalman filter equations. If the identification performance index is expanded in a Taylor's series with respect to the parameters to be identified, then maximizing the weighting factor of the quadratic term with respect to the inputs will insure that an identification algorithm will converge more rapidly and to a more accurate result than with nonoptimal inputs. The expectation of this weighting factor is the Fisher information matrix, and its inverse is a lower bound for the covariance of the parameters. Direct and indirect methods of calculating the information matrix are presented for systems with and without process noise.

Reid, D. B.↗

The uncertainty threshold principle - Fundamental limitations of optimal decision making under dynamic uncertainty

The fundamental limitations of the optimal control of dynamic systems with random parameters are analyzed by studying a scalar linear-quadratic optimal control example. It is demonstrated that optimum long-range decision making is possible only if the dynamic uncertainty (quantified by the means and covariances of the random parameters) is below a certain threshold. If this threshold is exceeded, there do not exist optimum decision rules. This phenomenon is called the 'uncertainty threshold principle'. The implications of this phenomenon to the field of modelling, identification, and adaptive control are discussed.

Athans, M.↗

Status of input design for aircraft parameter identification

Results are presented on the design of aircraft inputs (i.e. elevator, rudder and aeleron deflection time histories) to identify aircraft stability and control derivatives from flight test data. The problem is first reduced to an optimization problem with differential and integral constraints. The criteria used are either expressed in terms of the Cramer-Rao lower bound on the covariance matrix of the parameter estimates or in terms of the maximum prediction error variance. Both time-domain longitudinal and lateral dynamics of C-8 and Jet Star aircrafts and comparison with doublet type inputs are made.

Mehra, R. K.↗

Coupled Data Assimilation for Integrated Earth System Analysis and Prediction: Goals, Challenges, and Recommendations

The purpose of this report is to identify fundamental issues for coupled data assimilation (CDA), such as gaps in science and limitations in forecasting systems, in order to provide guidance to the World Meteorological Organization (WMO) on how to facilitate more rapid progress internationally. Coupled Earth system modeling provides the opportunity to extend skillful atmospheric forecasts beyond the traditional two-week barrier by extracting skill from low-frequency state components such as the land, ocean, and sea ice. More generally, coupled models are needed to support seamless prediction systems that span timescales from weather, subseasonal to seasonal (S2S), multiyear, and decadal. Therefore, initialization methods are needed for coupled Earth system models, either applied to each individual component (called Weakly Coupled Data Assimilation - WCDA) or applied the coupled Earth system model as a whole (called Strongly Coupled Data Assimilation - SCDA). Using CDA, in which model forecasts and potentially the state estimation are performed jointly, each model domain benefits from observations in other domains either directly using error covariance information known at the time of the analysis (SCDA), or indirectly through flux interactions at the model boundaries (WCDA). Because the non-atmospheric domains are generally under-observed compared to the atmosphere, CDA provides a significant advantage over single-domain analyses. Next, we provide a synopsis of goals, challenges, and recommendations to advance CDA: Goals: (a) Extend predictive skill beyond the current capability of NWP (e.g. as demonstrated by improving forecast skill scores), (b) produce physically consistent initial conditions for coupled numerical prediction systems and reanalyses (including consistent fluxes at the domain interfaces), (c) make best use of existing observations by allowing observations from each domain to influence and improve the full earth system analysis, (d) develop a robust observation-based identification and understanding of mechanisms that determine the variability of weather and climate, (e) identify critical weaknesses in coupled models and the earth observing system, (f) generate full-field estimates of unobserved or sparsely observed variables, (g) improve the estimation of the external forcings causing changes to climate, (h) transition successes from idealized CDA experiments to real-world applications. Challenges: (a) Modeling at the interfaces between interacting components of coupled Earth system models may be inadequate for estimating uncertainty or error covariances between domains, (b) current data assimilation methods may be insufficient to simultaneously analyze domains containing multiple spatiotemporal scales of interest, (c) there is no standardization of observation data or their delivery systems across domains, (d) the size and complexity of many large-scale coupled Earth system models makes it is difficult to accurately represent uncertainty due to model parameters and coupling parameters, (e) model errors lead to local biases that can transfer between the different Earth system components and lead to coupled model biases and long-term model drift, (e) information propagation across model components with different spatiotemporal scales is extremely complicated, and must be improved in current coupled modeling frameworks, (h) there is insufficient knowledge on how to represent evolving errors in non-atmospheric model components (e.g. as sea ice, land and ocean) on the timescales of NWP.

CDA↗

Identification of state variables and dynamic inflow from rotor model dynamic tests

The paper describes methods for extracting unknown state variables and parameters from dynamic rotor model tests given transient cyclic pitch stirring inputs, blade root flap-bending measurements, and the form of the dynamic rotor equations, including a rotor dynamic inflow description, when none of the physical parameters are known. A simplified version of the maximum likelihood method seems best suited for this purpose. The measurement equation error covariance matrix is assumed constant during each iteration, but updated for the subsequent iteration. A detailed analysis of the suitability of the derived techniques for studying various rotor dynamic inflow effects is provided.

Banerjee, D.↗

Rotor dynamic state and parameter identification from simulated forward flight transients, part 1

State and parameter identifications from simulated forward flight blade flapping measurements are presented. The transients were excited by progressing cyclic pitch stirring or by hub stirring with constant stirring acceleration. Rotor dynamic inflow models of varying degree of sophistication were used from a one parameter inflow model (equivalent Lock number) to an eight parameter inflow model. The maximum likelihood method with assumed fixed measurement error covariance matrix was applied. The rotor system equations for both fixed hub and tilting hub are given. The identified models were verified by comparing true responses with predicted responses. An optimum utilization of the simulated measurement data can be defined. From the numerical results it can be anticipated that brief periods of either accelerated cyclic pitch stirring or of hub stirring are sufficient to extract with adequate accuracy up to 8 rotor dynamic inflow parameters plus the blade Lock number from the transients.

Hohenemser, K. H.↗

Submillimeter, millimeter, and microwave spectral line catalogue

A computer accessible catalogue of submillimeter, millimeter, and microwave spectral lines in the frequency range between O and 3000 GHz (such as; wavelengths longer than 100 m) is discussed. The catalogue was used as a planning guide and as an aid in the identification and analysis of observed spectral lines. The information listed for each spectral line includes the frequency and its estimated error, the intensity, lower state energy, and quantum number assignment. The catalogue was constructed by using theoretical least squares fits of published spectral lines to accepted molecular models. The associated predictions and their estimated errors are based upon the resultant fitted parameters and their covariances.

Poynter, R. L.↗

Submillimeter, millimeter, and microwave spectral line catalogue

A computer accessible catalogue of submillimeter, millimeter and microwave spectral lines in the frequency range between 0 and 3000 GHZ (i.e., wavelengths longer than 100 mu m) is presented which can be used a planning guide or as an aid in the identification and analysis of observed spectral lines. The information listed for each spectral line includes the frequency and its estimated error, the intensity, lower state energy, and quantum number assignment. The catalogue was constructed by using theoretical least squares fits of published spectral lines to accepted molecular models. The associated predictions and their estimated errors are based upon the resultant fitted parameters and their covariances. Future versions of this catalogue will add more atoms and molecules and update the present listings (133 species) as new data appear. The catalogue is available as a magnetic tape recorded in card images and as a set of microfiche records.

Poynter, R. L.↗

Submillimeter, millimeter, and microwave spectral line catalogue

This report describes a computer accessible catalogue of submillimeter, millimeter, and microwave spectral lines in the frequency range between 0 and 10000 GHz (i.e., wavelengths longer than 30 micrometers). The catalogue can be used as a planning guide or as an aid in the identification and analysis of observed spectral lines. The information listed for each spectral line includes the frequency and its estimated error, the intensity, lower state energy, and quantum number assignment. The catalogue has been constructed using theoretical least squares fits of published spectral lines to accepted molecular models. The associated predictions and their estimated errors are based upon the resultant fitted parameters and their covariances. Future versions of this catalogue will add more atoms and molecules and update the present listings (151 species) as new data appear. The catalogue is available from the authors as a magnetic tape recorded in card images and as a set of microfiche records.

Poynter, R. L.↗

Submillimeter, millimeter, and microwave spectral line catalog

This report describes a computer accessible catalogue of submillimeter, millimeter, and microwave spectral lines in the frequency range between 0 and 10000 GHz (i.e., wavelengths longer than 30 micrometers). The catalogue can be used as a planning guide or as an aid in the identification and analysis of observed spectral lines. The information listed for each spectral line includes the frequency and its estimated error, the intensity, lower state energy, and quantum number assignment. The catalogue has been constructed using theoretical least squares fits of published spectral lines to accepted molecular models. The associated predictions and their estimated errors are based upon the resultant fitted parameters and their covariances. Future versions of this catalogue will add more atoms and molecules and update the present listings (151 species) as new data appear. The catalogue is available from the authors as a magnetic tape recorded in card images and as a set of microfiche records.

Poynter, R. L.↗

Dual Extended Kalman Filter for the Identification of Time-Varying Human Manual Control Behavior

A Dual Extended Kalman Filter was implemented for the identification of time-varying human manual control behavior. Two filters that run concurrently were used, a state filter that estimates the equalization dynamics, and a parameter filter that estimates the neuromuscular parameters and time delay. Time-varying parameters were modeled as a random walk. The filter successfully estimated time-varying human control behavior in both simulated and experimental data. Simple guidelines are proposed for the tuning of the process and measurement covariance matrices and the initial parameter estimates. The tuning was performed on simulation data, and when applied on experimental data, only an increase in measurement process noise power was required in order for the filter to converge and estimate all parameters. A sensitivity analysis to initial parameter estimates showed that the filter is more sensitive to poor initial choices of neuromuscular parameters than equalization parameters, and bad choices for initial parameters can result in divergence, slow convergence, or parameter estimates that do not have a real physical interpretation. The promising results when applied to experimental data, together with its simple tuning and low dimension of the state-space, make the use of the Dual Extended Kalman Filter a viable option for identifying time-varying human control parameters in manual tracking tasks, which could be used in real-time human state monitoring and adaptive human-vehicle haptic interfaces.

manual control↗

Optimum data utilization for parameter identification with application to lifting rotors

The work is concerned with determining the minimum quantity of data needed for achieving best possible accuracy of identified parameters in transient testing of a lifting rotor blade. Specifically, the problem is that of determining from blade flapping transients caused by blade pitch inputs the equivalent Lock number and the equivalent collective pitch setting. For a given time-dependent blade pitch input function, the running time for the test less than which insufficient parameter accuracy is obtained and more than which little accuracy improvement is achieved was calculated with the aid of the Cramer-Rao lower bound for the parameter covariance matrix.

Banerjee, D.↗

Parameter identification of material constants in a composite shell structure

One of the basic requirements in engineering analysis is the development of a mathematical model describing the system. Frequently comparisons with test data are used as a measurement of the adequacy of the model. An attempt is typically made to update or improve the model to provide a test verified analysis tool. System identification provides a systematic procedure for accomplishing this task. The terms system identification, parameter estimation, and model correlation all refer to techniques that use test information to update or verify mathematical models. The goal of system identification is to improve the correlation of model predictions with measured test data, and produce accurate, predictive models. For nonmetallic structures the modeling task is often difficult due to uncertainties in the elastic constants. A finite element model of the shell was created, which included uncertain orthotropic elastic constants. A modal survey test was then performed on the shell. The resulting modal data, along with the finite element model of the shell, were used in a Bayes estimation algorithm. This permitted the use of covariance matrices to weight the confidence in the initial parameter values as well as confidence in the measured test data. The estimation procedure also employed the concept of successive linearization to obtain an approximate solution to the original nonlinear estimation problem.

Martinez, David R.↗

Submillimeter, millimeter, and microwave spectral line catalogue, revision 3

A computer-accessible catalog of submillimeter, millimeter, and microwave spectral lines in the frequency range between 0 and 10,000 GHz (i.e., wavelengths longer than 30 micrometers) is described. The catalog can be used as a planning or as an aid in the identification and analysis of observed spectral lines. The information listed for each spectral line includes the frequency and its estimated error, the intensity, the lower state energy, and the quantum number assignment. This edition of the catalog has information on 206 atomic and molecular species and includes a total of 630,924 lines. The catalog was constructed by using theoretical least square fits of published spectral lines to accepted molecular models. The associated predictions and their estimated errors are based upon the resultant fitted parameters and their covariances. Future versions of this catalog will add more atoms and molecules and update the present listings as new data appear. The catalog is available as a magnetic data tape recorded in card images, with one card image per spectral line, from the National Space Science Data Center, located at Goddard Space Flight Center.

Pickett, H. M.↗

Quantitative Characterization of Hyper-Local Atmospheric Greenhouse Gas Sources

Atmospheric greenhouse gas (GHG) emissions are often characterized using stationary, tower-based sensors. Ground based sensors reside in the turbulent boundary layer and are subject to intense concentration impulses from hyper-local (<100m) point sources of emissions. These high frequency spikes are often filtered out in broader emission flux studies, losing valuable information about how hyper-local sources influence receptors. In this study, we investigated how empirical atmospheric data can be used to locate and quantify a concurrently measured hyper-local point source in a dense urban setting. An eddy covariance style tower and a low-cost sensor tower were deployed in various locations around an urban, hyper-local CO2/CH4 emissions source (a continuously measured restaurant exhaust vent). A model using different processing and statistical techniques was built to examine the most effective procedures for source isolation, directional location, and emission quantification. Using excess concentrations above a minimum baseline, we identify the source using bivariate polar plots and quantify the relationship between source size, receptor distance, and statistical proxies. Furthermore, we find that varying statistical thresholds allows for identification of less influential sources which are drowned out by larger or closer sources. Finally, we show that large sources can be effectively characterized using low-cost sensors, a valuable outcome informing how networks for monitoring larger areas could be implemented. This work may provide a basis for source identification and monitoring protocols for networks that feature sensors influenced by hyper-local point sources, subject to site-specific assumptions.

54 ENVIRONMENTAL SCIENCES↗