Approximations to optimal non-linear filters.
Finite dimensional approximations of optimal nonlinear filters for class of large-noise, nonlinear, continuous-time problems
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Finite dimensional approximations of optimal nonlinear filters for class of large-noise, nonlinear, continuous-time problems
A method of pulse shaping using spectral filtering, positive chirp, and self-phase modulation to control the accumulated higher-order phase terms of the spectral phase. This pulse shaping method has particular advantage in fiber chirped pulse amplification (FCPA) systems, where there are two effects: (1) an offsetting of the fourth order phase via nonlinear phase accumulation, allowing for a higher Strehl ratio (i.e., a cleaner pulse), higher peak power pulse and (2) enabling power scaling to higher pulse energies without the increased nonlinear phase accumulation leading to pulse breakup. This technique can be used both in a passive system with no amplification to clean up an existing pulse, and in an amplifier system to enable higher performance operation (shorter pulses, cleaner pulses, higher energy pulses).
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.
The development and testing of nonlinear and adaptive estimators for reentry (e.g. space shuttle) navigation and model parameter estimation or identification are reported. Of particular interest is the identifcation of vehicle lift and drag characteristics in real time. Several nonlinear filters were developed and simulated. Adaptive filters for the real time identification of vehicle lift and drag characteristics, and unmodelable acceleration, were also developed and tested by simulation. The simulations feature an uncertain system environment with rather arbitrary model errors, thus providing a definitive test of estimator performance. It was found that nonlinear effects are indeed significant in reentry trajectory estimation and a nonlinear filter is demonstrated which successfully tracks through nonlinearities without degrading the information content of the data. Under the same conditions the usual extended Kalman filter diverges and is useless. The J-adaptive filter is shown to successfully track errors in the modeled vehicle lift and drag characteristics. The same filter concept is also shown to track successfully through rather arbitrary model errors, including lift and drag errors, vehicle mass errors, atmospheric density errors, and wind gust errors.
Reservoir monitoring aims to provide snapshots of reservoir conditions and their uncertainties to assist operation management and risk analysis. These snapshots may contain millions of state variables, e.g., pressures and saturations, which can be estimated by assimilating data in real time using the Kalman filter (KF). However, the KF has a computational cost that scales quadratically with the number of unknowns, m, due to the cost of computing and storing the covariance and Jacobian matrices, along with their prod-ucts. The compressed state Kalman filter (CSKF) adapts the KF for solving large-scale monitoring problems. The CSKF uses N preselected orthogonal bases to compute an accurate rank-N approximation of the covari-ance that is close to the optimal spectral approximation given by SVD. The CSKF has a computational cost that scales linearly in m and uses an efficient matrix-free approach that propagates uncertainties using N + 1 forward model evaluations, where N << m. Here in this paper we present a generalized CSKF algorithm for nonlin-ear state estimation problems such as CO 2 monitoring. For simultaneous estimation of multiple types of state variables, the algorithm allows selecting bases that represent the variability of each state type. Through synthetic numerical experiments of CO 2 monitoring, we show that the CSKF can reproduce the Kal-man gain accurately even for large compression ratios (m/N). For a given computational cost, the CSKF uses a robust and flexible compression scheme that gives more reliable uncertainty estimates than the ensemble Kalman filter, which may display loss of ensemble variability leading to suboptimal uncertainty estimates.
An apparatus for acquiring signals emitted by a fetus, identifying fetal heart beats and determining a fetal heart rate is presented. Multiple sensor signals are outputted by a passive fetal heart rate monitoring sensor. Multiple parallel nonlinear filters filter these multiple sensor signals to identify fetal heart beats in the signal data. A processor determines a fetal heart rate based on these identified fetal heart beats. The processor includes the use of a figure of merit weighting of heart rate estimates based on the identified heart beats from each filter for each signal. The fetal heart rate thus determined is outputted to a display, storage, or communications channel. A method for enhanced fetal heart beat discrimination includes acquiring signals from a fetus, identifying fetal heart beats from the signals by multiple parallel nonlinear filtering, and determining a fetal heart rate based on the identified fetal heart beats. A figure of merit operation in this method provides for weighting a plurality of fetal heart rate estimates based on the identified fetal heart beats and selecting the highest ranking fetal heart rate estimate.
An apparatus for acquiring signals emitted by a fetus, identifying fetal heart beats and determining a fetal heart rate. Multiple sensor signals are outputted by a passive fetal heart rate monitoring sensor. Multiple parallel nonlinear filters filter these multiple sensor signals to identify fetal heart beats in the signal data. A processor determines a fetal heart rate based on these identified fetal heart beats. The processor includes the use of a figure of merit weighting of heart rate estimates based on the identified heart beats from each filter for each signal. The fetal heart rate thus determined is outputted to a display, storage, or communications channel. A method for enhanced fetal heart beat discrimination includes acquiring signals from a fetus, identifying fetal heart beats from the signals by multiple parallel nonlinear filtering, and determining a fetal heart rate based on the identified fetal heart beats. A figure of merit operation in this method provides for weighting a plurality of fetal heart rate estimates based on the identified fetal heart beats and selecting the highest ranking fetal heart rate estimate.
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.
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Telban and Cardullo have developed and successfully implemented the non-linear optimal motion cueing algorithm at the Visual Motion Simulator (VMS) at the NASA Langley Research Center in 2005. The latest version of the non-linear algorithm performed filtering of motion cues in all degrees-of-freedom except for pitch and roll. This manuscript describes the development and implementation of the non-linear optimal motion cueing algorithm for the pitch and roll degrees of freedom. Presented results indicate improved cues in the specified channels as compared to the original design. To further advance motion cueing in general, this manuscript describes modifications to the existing algorithm, which allow for filtering at the location of the pilot's head as opposed to the centroid of the motion platform. The rational for such modification to the cueing algorithms is that the location of the pilot's vestibular system must be taken into account as opposed to the off-set of the centroid of the cockpit relative to the center of rotation alone. Results provided in this report suggest improved performance of the motion cueing algorithm.
The use of a filter on the pilot's control output could improve the performance of the pilot-aircraft system. What is needed is a filter with a sharp high frequency cut-off, no resonance peak, and a minimum of lag at low frequencies. The present investigation studies the usefulness of a nonlinear, rate limited, filter in performing the needed function. The nonlinear filter is compared with a linear, first order filter, and no filter. An analytical study using pilot models and a simulation study using experienced test pilots was performed. The results showed that the nonlinear filter does promote quick, steady maneuvering. It is shown that the nonlinear filter attenuates the high frequency remnant and adds less phase lag to the low frequency signal than does the linear filter. It is also shown that the rate limit in the nonlinear filter can be set to be too restrictive, causing an unstable pilot-aircraft system response.
Nonlinear filtering for linear parabolic distributed parameter systems with white noise, considering stochastic boundary value problem
Valid equations derived for approximate continuous nonlinear minimal variance filtering - mathematical models
Digitized nonlinear filter for Saturn 5 attitude control in S-1C boost phase