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Results for “Discrete least-squares”

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NASA NTRS1993

Enhanced reduction of velocity data obtained during CETA flight experiment

A newly developed technique for enhanced data reduction provides an improved procedure that allows least squares minimization to become possible between data sets with an unequal number of data points. This technique was applied in the Crew and Equipment Translation Aid (CETA) experiment on the STS-37 Shuttle flight in April 1991 to obtain the velocity profile from the acceleration data. The new technique uses a least-squares method to estimate the initial conditions and calibration constants. These initial conditions are estimated by least-squares fitting the displacements indicated by the Hall-effect sensor data to the corresponding displacements obtained from integrating the acceleration data. The velocity and displacement profiles can then be recalculated from the corresponding acceleration data using the estimated parameters. This technique, which enables instantaneous velocities to be obtained from the test data instead of only average velocities at varying discrete times, offers more detailed velocity information, particularly during periods of large acceleration or deceleration.

Finley, Tom D.↗

NASA NTRS1993

Enhanced data reduction of the velocity data on CETA flight experiment

Finley, Tom D.↗

DOE OSTI2022

A Moving Embedded Boundary Approach for the Compressible Navier-Stokes Equations in a Block-Structured Adaptive Refinement Framework

A computational technique has been developed to perform compressible flow simulations involving moving boundaries using an embedded boundary approach within the block-structured adaptive mesh refinement (SAMR) framework of AMReX [1], [91], [92]. We leverage the SAMR capability to obtain quantitatively accurate results whilst using robust, second-order finite volume schemes. A conservative, unsplit, cut-cell approach is utilized and a ghost-cell approach is developed for computing the flux on the moving, embedded boundary faces. A third-order least-squares formulation has been developed to compute the wall velocity gradients, and was found to significantly improve the performance of the solver in terms of the quantitative comparison of surface quantities such as the skin friction coefficient. Various test cases are performed to validate the method, and compared with analytical, experimental, and other numerical results in literature. Inviscid and viscous test cases are performed that span a wide regime of flow speeds - acoustic (harmonically pulsating sphere), smooth flows (expansion fan created by a receding piston) and flows with shocks (shock-cylinder interaction, shock-wedge interaction, pitching NACA 0012 airfoil and shock-cone interaction). A closed system with moving boundaries - an oscillating piston in a cylinder, showed that the percentage error in mass within the system decreases with refinement, demonstrating that the numerical scheme is conservative with grid refinement, but is not discretely conservative. Viscous test cases involve that of a horizontally moving cylinder at Re = 40, an inline oscillating cylinder at Re = 100, and a transversely oscillating cylinder at Re = 185. The judicious use of adaptive mesh refinement with appropriate refinement criteria to capture the regions of interest leads to well-resolved flow features, and good quantitative comparison is observed with the results available in literature.

adaptive refinement↗

NASA NTRS1983

A function space approach to state and model error estimation for elliptic systems

An approach is advanced for the concurrent estimation of the state and of the model errors of a system described by elliptic equations. The estimates are obtained by a deterministic least-squares approach that seeks to minimize a quadratic functional of the model errors, or equivalently, to find the vector of smallest norm subject to linear constraints in a suitably defined function space. The minimum norm solution can be obtained by solving either a Fredholm integral equation of the second kind for the case with continuously distributed data or a related matrix equation for the problem with discretely located measurements. Solution of either one of these equations is obtained in a batch-processing mode in which all of the data is processed simultaneously or, in certain restricted geometries, in a spatially scanning mode in which the data is processed recursively. After the methods for computation of the optimal estimates are developed, an analysis of the second-order statistics of the estimates and of the corresponding estimation error is conducted. Based on this analysis, explicit expressions for the mean-square estimation error associated with both the state and model error estimates are then developed.

Rodriguez, G.↗

NASA NTRS1983

A function space approach to state and model error estimation for elliptic systems

An approach is advanced for the concurrent estimation of the state and of the model errors of a system described by elliptic equations. The estimates are obtained by a deterministic least-squares approach that seeks to minimize a quadratic functional of the model errors, or equivalently, to find the vector of smallest norm subject to linear constraints in a suitably defined function space. The minimum norm solution can be obtained by solving either a Fredholm integral equation of the second kind for the case with continuously distributed data or a related matrix equation for the problem with discretely located measurements. Solution of either one of these equations is obtained in a batch-processing mode in which all of the data is processed simultaneously or, in certain restricted geometries, in a spatially scanning mode in which the data is processed recursively. After the methods for computation of the optimal esimates are developed, an analysis of the second-order statistics of the estimates and of the corresponding estimation error is conducted. Based on this analysis, explicit expressions for the mean-square estimation error associated with both the state and model error estimates are then developed. While this paper focuses on theoretical developments, applications arising in the area of large structure static shape determination are contained in a closely related paper (Rodriguez and Scheid, 1982).

Rodriguez, G.↗

DOE OSTI2024

Stochastic average model methods

We consider the solution of finite-sum minimization problems, such as those appearing in nonlinear least-squares or general empirical risk minimization problems. We are motivated by problems in which the summand functions are computationally expensive and evaluating all summands on every iteration of an optimization method may be undesirable. Here we present the idea of stochastic average model (SAM) methods, inspired by stochastic average gradient methods. SAM methods sample component functions on each iteration of a trust-region method according to a discrete probability distribution on component functions; the distribution is designed to minimize an upper bound on the variance of the resulting stochastic model. We present promising numerical results concerning an implemented variant extending the derivative-free model-based trust-region solver POUNDERS, which we name SAM-POUNDERS.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1996

Three-Dimensional Simulations of Marangoni-Benard Convection in Small Containers by the Least-Squares Finite Element Method

This paper reports a numerical study of the Marangoni-Benard (MB) convection in a planar fluid layer. The least-squares finite element method (LSFEM) is employed to solve the three-dimensional Stokes equations and the energy equation. First, the governing equations are reduced to be first-order by introducing variables such as vorticity and heat fluxes. The resultant first-order system is then cast into a div-curl-grad formulation, and its ellipticity and permissible boundary conditions are readily proved. This numerical approach provides an equal-order discretization for velocity, pressure, vorticity, temperature, and heat conduction fluxes, and therefore can provide high fidelity solutions for the complex flow physics of the MB convection. Numerical results reported include the critical Marangoni numbers (M(sub ac)) for the onset of the convection in containers with various aspect ratios, and the planforms of supercritical MB flows. The numerical solutions compared favorably with the experimental results reported by Koschmieder et al..

Yu, Sheng-Tao↗

NASA NTRS2011

Should Pruning be a Pre-Processor of any Linear System?

There are many real-world problems whose mathematical models turn out to be linear systems Ax = b , where A is an m by x n matrix. Each equation of the linear system is an information. An information, in a physical problem, such as 4 mangoes, 6 bananas, and 5 oranges cost $10, is mathematically modeled as 4x(sub 1) + 6x(sub 2) + 5x (sub 3) = 10, where x(sub 1), x(sub 2), x(sub 3) are each cost of one mango, that of one banana, and that of one orange, respectively. All the information put together in a specified context, constitutes the physical problem and need not be all distinct. Some of these could be redundant, which cannot be readily identified by inspection. The resulting mathematical model will thus have equations corresponding to this redundant information and hence are linearly dependent and thus superfluous. Consequently, these equations once identified should be better pruned in the process of solving the system. The benefits are (i) less computation and hence less error and consequently a better quality of solution and (ii) reduced storage requirements. In literature, the pruning concept is not in vogue so far although it is most desirable. In a numerical linear system, the system could be slightly inconsistent or inconsistent of varying degree. If the system is too inconsistent, then we should fall back on to the physical problem (PP), check the correctness of the PP derived from the material universe, modify it, if necessary, and then check the corresponding mathematical model (MM) and correct it. In nature/material universe, inconsistency is completely nonexistent. If the MM becomes inconsistent, it could be due to error introduced by the concerned measuring device and/or due to assumptions made on the PP to obtain an MM which is relatively easily solvable or simply due to human error. No measuring device can usually measure a quantity with an accuracy greater that 0.005% or, equivalently with a relative error less than 0.005%. Hence measurement error is unavoidable in a numerical linear system when the quantities are continuous (or even discrete with extremely large number). Assumptions, though not desirable, are usually made when we find the problem sufficiently difficult to be solved within the available means/tools/resources and hence distort the PP and the corresponding MM. The error thus introduced in the system could (not always necessarily though) make the system somewhat inconsistent. If the inconsistency (contradiction) is too much then one should definitely not proceed to solve the system in terms of getting a least-squares solution or a minimum norm solution or the minimum-norm least-squares solution. All these solutions will be invariably of no real-world use. If, on the other hand, inconsistency is reasonably low, i.e. the system is near-consistent or, equivalently, has near-linearly-dependent rows, then the foregoing solutions are useful. Pruning in such a near-consistent system should be performed based on the desired accuracy and on the definition of near-linear dependence. In this article, we discuss pruning over various kinds of linear systems and strongly suggest its use as a pre-processor or as a part of an algorithm. Ideally pruning should (i) be a part of the solution process (algorithm) of the system, (ii) reduce both computational error and complexity of the process, and (iii) take into account the numerical zero defined in the context. These are precisely what we achieve through our proposed O(mn2) algorithm presented in Matlab, that uses a subprogram of solving a single linear equation and that has embedded in it the pruning.

Sen, Syamal K.↗

NASA NTRS2011

Should Pruning be a Pre-Processor of any Linear System?

There are many real-world problems whose mathematical models turn out to be linear systems Ax = b, where A is an m x n matrix. Each equation of the linear system is an information. An information, in a physical problem, such as 4 mangoes, 6 bananas, and 5 oranges cost $10, is mathematically modeled as an equation 4x(sub 1) + 6x(sub 2) + 5x(sub 3) = 10 , where x(sub 1), x(sub 2), x(sub 3) are each cost of one mango, that of one banana, and that of one orange, respectively. All the information put together in a specified context, constitutes the physical problem and need not be all distinct. Some of these could be redundant, which cannot be readily identified by inspection. The resulting mathematical model will thus have equations corresponding to this redundant information and hence are linearly dependent and thus superfluous. Consequently, these equations once identified should be better pruned in the process of solving the system. The benefits are (i) less computation and hence less error and consequently a better quality of solution and (ii) reduced storage requirements. In literature, the pruning concept is not in vogue so far although it is most desirable. It is assumed that at least one information, i.e. one equation is known to be correct and which will be our first equation. In a numerical linear system, the system could be slightly inconsistent or inconsistent of varying degree. If the system is too inconsistent, then we should fall back on to the physical problem (PP), check the correctness of the PP derived from the material universe, modify it, if necessary, and then check the corresponding mathematical model (MM) and correct it. In nature/material universe, inconsistency is completely nonexistent. If the MM becomes inconsistent, it could be due to error introduced by the concerned measuring device and/or due to assumptions made on the PP to obtain an MM which is relatively easily solvable or simply due to human error. No measuring device can usually measure a quantity with an accuracy greater that 0.005% or, equivalently with a relative error less than 0.005%. Hence measurement error is unavoidable in a numerical linear system when the quantities are continuous (or even discrete with extremely large number). Assumptions, though not desirable, are usually made when we find the problem sufficiently difficult to be solved within the available means/tools/resources and hence distort the PP and the corresponding MM. The . error thus introduced in the system could (not always necessarily though) make the system somewhat inconsistent. If the inconsistency (contradiction) is too much then one should definitely not proceed to solve the system in terms of getting a least-squares solution or the minimum-norm least-squares solution. All these solutions will be invariably of no real-world use. If, on the other hand, inconsistency is reasonably low, i.e. the system is near-consistent or, equivalently, has near-linearly-dependent rows, then the foregoing solutions are useful. Pruning in such a near-consistent system should be performed based on the desired accuracy and on the definition of near-linear dependence. In this article, we discuss pruning over various kinds of linear systems and strongly suggest its use as a pre-processor or as a part of an algorithm. Ideally pruning should (i) be a part of the solution process (algorithm) of the system, (ii) reduce both computational error and complexity of the process, and (iii) take into account the numerical zero defined in the context. These are precisely what we achieve through our proposed O(mn2) algorithm presented in Matlab, that uses a subprogram of solving a single linear equation and that has embedded in it the pruning.

Sen, Syamal K.↗

NASA NTRS1993

A least-squares finite element method for 3D incompressible Navier-Stokes equations

The least-squares finite element method (LSFEM) based on the velocity-pressure-vorticity formulation is applied to three-dimensional steady incompressible Navier-Stokes problems. This method can accommodate equal-order interpolations, and results in symmetric, positive definite algebraic system. An additional compatibility equation, i.e., the divergence of vorticity vector should be zero, is included to make the first-order system elliptic. The Newton's method is employed to linearize the partial differential equations, the LSFEM is used to obtain discretized equations, and the system of algebraic equations is solved using the Jacobi preconditioned conjugate gradient method which avoids formation of either element or global matrices (matrix-free) to achieve high efficiency. The flow in a half of 3D cubic cavity is calculated at Re = 100, 400, and 1,000 with 50 x 52 x 25 trilinear elements. The Taylor-Gortler-like vortices are observed at Re = 1,000.

Jiang, Bo-Nan↗

NASA NTRS1991

Estimation of optimal Kalman filter gain from non-optimal filter residuals

This paper presents a novel method of estimating the optimal steady state Kalman filter gain of a linear discrete time-invariant system from a non-optimal Kalman filter residual sequence. The relation between the optimal residual sequence and a signal derived from the non-optimal residual sequence is described by a Moving Average (MA) model whose coefficients are expressed in terms of the state space parameters and the optimal steady state Kalman filter gain. In order to identify the MA model, a whitening filter of the derived signal, which corresponds to an AutoRegressive (AR) model of the signal, is first identified using the least-squares method. Then the inverse filter of the whitening filter, which corresponds to the MA model, is calculated. From the coefficients of the identified MA model, the optimal steady state Kalman filter gain can be obtained. Numerical example is provided to illustrate the feasibility of this approach.

Chen, Chung-Wen↗

DOE OSTI2026

3D seismic imaging of a fracture damage zone controlling reservoir compartmentalization at the Raft River EGS using multi-azimuth walkaway VSP

Accurate imaging of steeply dipping fracture zones in crystalline enhanced geothermal systems (EGS) is critical for constraining permeability architecture and guiding stimulation design. However, such structures remain poorly resolved by conventional surface seismic methods. We present a fully three-dimensional (3D) elastic-waveform inversion-migration workflow applied to multi-azimuth walkaway vertical seismic profiling (VSP) data acquired in a deviated borehole at the Raft River EGS. The workflow integrates first-arrival traveltime tomography, multi-scale elastic waveform inversion (EWI), and elastic least-squares reverse-time migration (ELSRTM) to recover high-resolution compressional-and shear-wave velocity models and to image structural discontinuities in the crystalline basement. The results reveal a laterally continuous low-velocity anomaly, with shear-wave velocity reductions of 25-30%, consistent with fractureinduced mechanical weakening. Two steeply dipping discontinuities bound a 50-80 m wide fracture damage zone. Independent constraints from microseismic clustering and geochemical compartmentalization corroborate the geometry and structural significance of this feature. Synthetic modeling further confirms that structures of this scale are resolvable (~30 m). These findings indicate that the Narrows structure is a distributed fracture damage zone rather than a discrete fault plane. By resolving fracture-zone geometry at the tens-of-meters scale using a single borehole, this workflow provides a practical and transferable approach for improving structural characterization, reducing uncertainty in permeability architecture, and supporting reservoir modeling and stimulation design in fractured crystalline EGS reservoirs.

58 GEOSCIENCES↗

NASA NTRS1993

Large-scale computation of incompressible viscous flow by least-squares finite element method

The least-squares finite element method (LSFEM) based on the velocity-pressure-vorticity formulation is applied to large-scale/three-dimensional steady incompressible Navier-Stokes problems. This method can accommodate equal-order interpolations and results in symmetric, positive definite algebraic system which can be solved effectively by simple iterative methods. The first-order velocity-Bernoulli function-vorticity formulation for incompressible viscous flows is also tested. For three-dimensional cases, an additional compatibility equation, i.e., the divergence of the vorticity vector should be zero, is included to make the first-order system elliptic. The simple substitution of the Newton's method is employed to linearize the partial differential equations, the LSFEM is used to obtain discretized equations, and the system of algebraic equations is solved using the Jacobi preconditioned conjugate gradient method which avoids formation of either element or global matrices (matrix-free) to achieve high efficiency. To show the validity of this scheme for large-scale computation, we give numerical results for 2D driven cavity problem at Re = 10000 with 408 x 400 bilinear elements. The flow in a 3D cavity is calculated at Re = 100, 400, and 1,000 with 50 x 50 x 50 trilinear elements. The Taylor-Goertler-like vortices are observed for Re = 1,000.

Jiang, Bo-Nan↗

NASA NTRS2015

Coupled Inertial Navigation and Flush Air Data Sensing Algorithm for Atmosphere Estimation

This paper describes an algorithm for atmospheric state estimation that is based on a coupling between inertial navigation and flush air data sensing pressure measurements. In this approach, the full navigation state is used in the atmospheric estimation algorithm along with the pressure measurements and a model of the surface pressure distribution to directly estimate atmospheric winds and density using a nonlinear weighted least-squares algorithm. The approach uses a high fidelity model of atmosphere stored in table-look-up form, along with simplified models of that are propagated along the trajectory within the algorithm to provide prior estimates and covariances to aid the air data state solution. Thus, the method is essentially a reduced-order Kalman filter in which the inertial states are taken from the navigation solution and atmospheric states are estimated in the filter. The algorithm is applied to data from the Mars Science Laboratory entry, descent, and landing from August 2012. Reasonable estimates of the atmosphere and winds are produced by the algorithm. The observability of winds along the trajectory are examined using an index based on the discrete-time observability Gramian and the pressure measurement sensitivity matrix. The results indicate that bank reversals are responsible for adding information content to the system. The algorithm is then applied to the design of the pressure measurement system for the Mars 2020 mission. The pressure port layout is optimized to maximize the observability of atmospheric states along the trajectory. Linear covariance analysis is performed to assess estimator performance for a given pressure measurement uncertainty. The results indicate that the new tightly-coupled estimator can produce enhanced estimates of atmospheric states when compared with existing algorithms.

Karlgaard, Christopher D.↗

NASA NTRS2011

Dynamic Shape Reconstruction of Three-Dimensional Frame Structures Using the Inverse Finite Element Method

A robust and efficient computational method for reconstructing the three-dimensional displacement field of truss, beam, and frame structures, using measured surface-strain data, is presented. Known as shape sensing , this inverse problem has important implications for real-time actuation and control of smart structures, and for monitoring of structural integrity. The present formulation, based on the inverse Finite Element Method (iFEM), uses a least-squares variational principle involving strain measures of Timoshenko theory for stretching, torsion, bending, and transverse shear. Two inverse-frame finite elements are derived using interdependent interpolations whose interior degrees-of-freedom are condensed out at the element level. In addition, relationships between the order of kinematic-element interpolations and the number of required strain gauges are established. As an example problem, a thin-walled, circular cross-section cantilevered beam subjected to harmonic excitations in the presence of structural damping is modeled using iFEM; where, to simulate strain-gauge values and to provide reference displacements, a high-fidelity MSC/NASTRAN shell finite element model is used. Examples of low and high-frequency dynamic motion are analyzed and the solution accuracy examined with respect to various levels of discretization and the number of strain gauges.

Gherlone, Marco↗

NASA NTRS2018

Real-Time Adaptive Drag Minimization Wind Tunnel Investigation of a Flexible Wing with Variable Camber Continuous Trailing Edge Flap System

This paper reports the results of a recently completed real-time adaptive drag minimization wind tunnel investigation of a highly flexible wing wind tunnel model equipped with the Variable Camber Continuous Trailing Flap (VCCTEF) technology at the University of Washington Aeronautical Laboratory (UWAL). The wind tunnel investigation is funded by NASA SBIR Phase II contract with Scientific Systems Company, Inc. (SSCI) and University of Washington (UW) as a subcontractor. The wind tunnel model is a sub-scale Common Research Model (CRM) wing constructed of foam core and fiberglass skin and is aeroelastically scaled to achieve a wing tip deflection of 10% of the wing semi-span which represents a typical wing tip deflection for a modern transport such as Boeing 787. The jig-shape twist of the CRM wing is optimized using a CART3D aero-structural model to achieve the minimum induced drag for the design cruise lift coefficient of 0.5. The wing is equipped with two chord wise cambered segments for each of the six span wise flap sections for a total of 12 individual flap segments that comprise the VCCTEF system. Each of the 12 flap segments is actively controlled by an electric servo-actuator. The real-time adaptive drag optimization strategy includes an on-board aerodynamic model identification, a model excitation, and a real-time drag optimization. The on-board aerodynamic model is constructed parametrically as a function of the angle of attack and flap positions to model the lift and drag coefficients of the wing. The lift coefficient models include a linear model and a second-order model. The drag coefficient models include a quadratic model and a higher-order up to 6th-order model to accurately model the drag coefficient at high angles of attack. The onboard aerodynamic model identification includes a recursive least-squares (RLS) algorithm and a batch least-squares (BLS) algorithm designed to estimate the model parameters. The model excitation method is designed to sample the input set that comprises the angle of attack and the flap positions. Three model excitation methods are developed: random excitation method, sweep method, and iterative angle-of-attack seeking method. The real-time drag optimization includes a generic algorithm developed by SSCI and several optimization methods developed by NASA which include a second-order gradient Newton-Raphson optimization method, an iterative gradient optimization method, a pseudo-inverse optimization method, an analytical optimization method, and an iterative refinement optimization method. The first wind tunnel test entry took place in September 2017. This test revealed major hardware issues and required further redesign of the flap servo mechanisms. The second test entry took place in April 2018. However, the test was not successful due to the issues with the onboard aerodynamic model identification RLS algorithm which incorrectly identified model parameters. This test also provides an experimental comparison study between the VCCTEF and a variable camber discrete trailing edge flap (VCDTEF) without the elastomer transition mechanisms. The experimental result confirms the benefit of the VCCTEF which produces lower drag by 5% than the VCDTEF. The third and final test entry took place in June 2018 after the issues with the RLS algorithm have been identified and corrected. Additional improvements were implemented. These include the BLS algorithm, the iterative angle-of-attack seeking method, the iterative gradient optimization method, and the pseudo-inverse optimization method. The test objectives were successfully demonstrated as the real-time drag optimization identifies several optimal solutions at off-design lift coefficients. The iterative gradient optimization method is found to achieve up to 4.7% drag reduction for the off-design lift coefficient of 0.7. The pseudo-inverse optimization method which does not require the drag coefficient model is found to be quite effective in reducing drag. Up to 9.4% drag reduction for the off-design lift coefficient of 0.7 is achieved with the pseudo-inverse optimization method. The wind tunnel investigation demonstrates the potential of real-time drag optimization technology. Several new capabilities are developed that could enable future adaptive wing technologies for flexible wings equipped with drag control devices such as the VCCTEF.

Drag Optimization↗

NASA NTRS2004

Three-Dimensional High-Order Spectral Volume Method for Solving Maxwell's Equations on Unstructured Grids

A three-dimensional, high-order, conservative, and efficient discontinuous spectral volume (SV) method for the solutions of Maxwell's equations on unstructured grids is presented. The concept of discontinuous 2nd high-order loca1 representations to achieve conservation and high accuracy is utilized in a manner similar to the Discontinuous Galerkin (DG) method, but instead of using a Galerkin finite-element formulation, the SV method is based on a finite-volume approach to attain a simpler formulation. Conventional unstructured finite-volume methods require data reconstruction based on the least-squares formulation using neighboring cell data. Since each unknown employs a different stencil, one must repeat the least-squares inversion for every cell at each time step, or to store the inversion coefficients. In a high-order, three-dimensional computation, the former would involve impractically large CPU time, while for the latter the memory requirement becomes prohibitive. In the SV method, one starts with a relatively coarse grid of triangles or tetrahedra, called spectral volumes (SVs), and partition each SV into a number of structured subcells, called control volumes (CVs), that support a polynomial expansion of a desired degree of precision. The unknowns are cell averages over CVs. If all the SVs are partitioned in a geometrically similar manner, the reconstruction becomes universal as a weighted sum of unknowns, and only a few universal coefficients need to be stored for the surface integrals over CV faces. Since the solution is discontinuous across the SV boundaries, a Riemann solver is thus necessary to maintain conservation. In the paper, multi-parameter and symmetric SV partitions, up to quartic for triangle and cubic for tetrahedron, are first presented. The corresponding weight coefficients for CV face integrals in terms of CV cell averages for each partition are analytically determined. These discretization formulas are then applied to the integral form of the Maxwell equations. All numerical procedures for outer boundary, material interface, zonal interface, and interior SV face are unified with a single characteristic formulation. The load balancing in a massive parallel computing environment is therefore easier to achieve. A parameter is introduced in the Riemann solver to control the strength of the smoothing term. Important aspects of the data structure and its effects to communication and the optimum use of cache memory are discussed. Results will be presented for plane TE and TM waves incident on a perfectly conducting cylinder for up to fifth order of accuracy, and a plane wave incident on a perfectly conducting sphere for up to fourth order of accuracy. Comparisons are made with exact solutions for these cases.

Liu, Yen↗

NASA NTRS1974

Sequential square root filtering and smoothing of discrete linear systems

A square root information filter/smoother is derived using recursive least-squares arguments. The combined filter/smoother algorithm has the following attributes: (1) it has a square root structure, which enhances numerical accuracy; (2) filter and smoother mechanizations are identical in form, facilitating implementation of the smoother; and (3) storage and computation requirements are modest compared with other smoothing algorithms. Partitioning the results to separate bias parameters provides further computational economies and reduction of storage requirements.

Bierman, G. J.↗