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At least 73 records · Page 4
All sourcesNASA NTRSDOE OSTI
NASA NTRS1978

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.↗
DOE OSTI2022

An improved framework for the dynamic likelihood filtering approach to data assimilation

Here, we propose improvements to the Dynamic Likelihood Filter (DLF), a Bayesian data assimilation filtering approach, specifically tailored to wave problems. The DLF approach was developed to address the common challenge in the application of data assimilation to hyperbolic problems in the geosciences and in engineering, where observation systems are sparse in space and time. When these observations have low uncertainties, as compared to model uncertainties, the DLF exploits the inherent nature of information and uncertainties to propagate along characteristics to produce estimates that are phase aware as well as amplitude aware, as would be the case in the traditional data assimilation approach. Along characteristics, the stochastic partial differential equations underlying the linear or nonlinear stochastic dynamics are differential equations. This study focuses on developing the explicit challenges of relating dynamics and uncertainties in the Eulerian and Lagrangian frames via dynamic Gaussian processes. It also implements the approach using the ensemble Kalman filter (EnKF) and compares the DLF approach to the conventional one with respect to wave amplitude and phase estimates in linear and nonlinear wave problems. Numerical comparisons show that the DLF/EnKF outperforms the EnKF estimates, when applied to linear and nonlinear wave problems. This advantage is particularly noticeable when sparse, low uncertainty observations are used.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1972

Estimation of nonlinear pilot model parameters including time delay.

Investigation of the feasibility of using a Kalman filter estimator for the identification of unknown parameters in nonlinear dynamic systems with a time delay. The problem considered is the application of estimation theory to determine the parameters of a family of pilot models containing delayed states. In particular, the pilot-plant dynamics are described by differential-difference equations of the retarded type. The pilot delay, included as one of the unknown parameters to be determined, is kept in pure form as opposed to the Pade approximations generally used for these systems. Problem areas associated with processing real pilot response data are included in the discussion.

Schiess, J. R.↗
NASA NTRS1979

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 here that these problems can in fact 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 in some cases possibly eliminate the instability. These filtering procedures are equivalent to a weighted average of conservation and non-conservation differencing. The entire spectrum of filtered equations retains a three-point character as well as second-order spatial accuracy. Burgers equation has been considered as a model. Several filters are examined in detail, and smooth solutions have been obtained for extremely large cell Reynolds numbers.

Khosla, P. K.↗
NASA NTRS1980

Towards sub-optimal stochastic control of partially observable stochastic systems

A class of multidimensional stochastic control problems with noisy data and bounded controls encountered in aerospace design is examined. The emphasis is on suboptimal design, the optimality being taken in quadratic mean sense. To that effect the problem is viewed as a stochastic version of the Lurie problem known from nonlinear control theory. The main result is a separation theorem (involving a nonlinear Kalman-like filter) suitable for Lurie-type approximations. The theorem allows for discontinuous characteristics. As a byproduct the existence of strong solutions to a class of non-Lipschitzian stochastic differential equations in dimensions is proven.

Ruzicka, G. J.↗
NASA NTRS1980

Towards sub-optimal stochastic control of partially observable stochastic systems

The paper deals with a class of multidimensional stochastic control problems with noisy data and bounded controls encountered in aerospace design. The emphasis is on suboptimal design, the optimality being taken in quadratic mean sense. To that effect the problem is viewed as a stochastic version of the Lurie problem known from nonlinear control theory. The main result is a separation theorem (involving a nonlinear Kalman-like filter) suitable for Lurie-type approximations. The theorem allows for discontinuous characteristics. As a byproduct the existence of strong solutions to a class of non-Lipschitzian stochastic differential equations in n dimensions is proved.

Ruzicka, G. J.↗
NASA NTRS1995

A Stabilized Sparse-Matrix U-D Square-Root Implementation of a Large-State Extended Kalman Filter

The full nonlinear Kalman filter sequential algorithm is, in theory, well-suited to the four-dimensional data assimilation problem in large-scale atmospheric and oceanic problems. However, it was later discovered that this algorithm can be very sensitive to computer roundoff, and that results may cease to be meaningful as time advances. Implementations of a modified Kalman filter are given.

data assimilation modified Kalman filter sequentia↗
NASA NTRS1972

Nonlinear estimation theory applied to the interplanetary orbit determination problem.

Martingale theory and appropriate smoothing properties of Loeve (1953) have been used to develop a modified Gaussian second-order filter. The performance of the filter is evaluated through numerical simulation of a Jupiter flyby mission. The observations used in the simulation are on-board measurements of the angle between Jupiter and a fixed star taken at discrete time intervals. In the numerical study, the influence of each of the second-order terms is evaluated. Five filter algorithms are used in the simulations. Four of the filters are the modified Gaussian second-order filter and three approximations derived by neglecting one or more of the second-order terms in the equations. The fifth filter is the extended Kalman-Bucy filter which is obtained by neglecting all of the second-order terms.

Tapley, B. D.↗
NASA NTRS1973

Processor for high-density digital tape-recorded signals

Linear filter and detection theory can bear on problem of reconstructing recorded bit stream. Problem can be taken from realm of nonlinear problems even though basic record process is still recognized as highly nonlinear. Digital tape recorder can be modeled as particular type of linear communication channel with intersymbol interference.

Ashlock, J. C.↗
DOE OSTI2022

A General Decentralized Dynamic State Estimation With Synchronous Generator Magnetic Saturation

We report the saturation of the nonlinear magnetic circuit of synchronous generators is often neglected when performing Kalman filter-based dynamic state estimation (DSE), yielding significant estimation bias. This letter addresses this problem and proposes a generalized DSE framework to handle magnetic saturation. Moreover, this letter derives a state initialization procedure that improves the Kalman filter tracking speed. The framework is flexible in dealing with different saturation functions and generator models. Numerical results on the Texas 2000-bus system verify the effectiveness of the proposed method.

24 POWER TRANSMISSION AND DISTRIBUTION↗
NASA NTRS1957

On the Use of the Harmonic Linearizaiton Method in the Automatic Control Theory

The method of harmonic linearization (harmonic balance), first proposed by N. M. Krylov and N. N. Bogolyubov for the approximate investigation of nonlinear vibrations, has been developed and received wide practical application to problems in the theory of automatic control. Recently, some doubt has been expressed on the legitimacy of application of the method to these problems, and assertions were made on the absence in them of a small parameter of any kind. Nevertheless, the method gives practical, acceptable results and is a simple and powerful means in engineering computations. Hence, the importance of questions arises as to its justification. The underlying principle of the method is the replacement of the given nonlinear equation by a linear equation. In establishing the method, a small parameter is considered whose presence makes it possible to speak, with some degree of approximation, of the solution of this new equation to the solution of the given nonlinear equation. In an article by the author, certain considerations were given on the presence of the small parameter, but this question has not as yet received a final answer. In the present report, a somewhat different approach to the problem is applied that permits: (a) establishing, in the clearest manner, the form of the presence of the small parameter in nonlinear problems of control theory, solvable by the method of harmonic linearization; (b) connecting it with previous intuitive physical concepts (with the "filter property") and extending the class of problems possessing this property; and (c) discussing various generalizations of the method.

Popov, E. P.↗
NASA NTRS1992

Treating convection in sequential solvers

The treatment of the convection terms in the sequential solver, a standard procedure found in virtually all pressure based algorithms, to compute the flow problems with sharp gradients and source terms is investigated. Both scalar model problems and one-dimensional gas dynamics equations have been used to study the various issues involved. Different approaches including the use of nonlinear filtering techniques and adoption of TVD type schemes have been investigated. Special treatments of the source terms such as pressure gradients and heat release have also been devised, yielding insight and improved accuracy of the numerical procedure adopted.

Shyy, Wei↗
NASA NTRS1984

The importance of nonlinearity on the higher harmonic control of helicopter vibration

The effect of nonlinearity on the higher harmonic control (HHC) of helicopter vibration is investigated using a nonlinear aeroelastic simulation. A nonlinear solution is proposed which relates the HHC inputs to vibration outputs on the basis of a Volterra functional series. The Volterra series solution is shown to reduce to a vector polynomial equation relating HHC inputs to vibration outputs at any harmonic frequency. The nonlinear transfer relationship is identified from a nonlinear vibration analysis computer program, and the identification model is examined in detail. Improvements to current HHC algorithms are presented, and several Kalman filter divergence problems are quantified.

Molusis, J. A.↗
NASA NTRS1985

The application of the detection filter to aircraft control surface and actuator failure detection and isolation

The performance of the detection filter in detecting and isolating aircraft control surface and actuator failures is evaluated. The basic detection filter theory assumption of no direct input-output coupling is violated in this application due to the use of acceleration measurements for detecting and isolating failures. With this coupling, residuals produced by control surface failures may only be constrained to a known plane rather than to a single direction. A detection filter design with such planar failure signatures is presented, with the design issues briefly addressed. In addition, a modification to constrain the residual to a single known direction even with direct input-output coupling is also presented. Both the detection filter and the modification are tested using a nonlinear aircraft simulation. While no thresholds were selected, both filters demonstrated an ability to detect control surface and actuator failures. Failure isolation may be a problem if there are several control surfaces which produce similar effects on the aircraft. In addition, the detection filter was sensitive to wind turbulence and modeling errors.

Bonnice, W. F.↗
NASA NTRS1975

Constrained optimal controller for linear systems with state and control dependent disturbance

The problem is posed with the additional constraints that the dynamic controller uses only noise-corrupted outputs, and that its dimension is significantly lower than that of a Kalman filter. The unknown disturbance is viewed as an adversary which tries to maximize a performance criterion: a criterion that the controller gains attempt to minimize. The optimal controller gains are determined by solving a nonlinear matrix two-point boundary value problem.

Basuthakur, S.↗
NASA NTRS2000

Extended Decentralized Linear-Quadratic-Gaussian Control

A straightforward extension of a solution to the decentralized linear-Quadratic-Gaussian problem is proposed that allows its use for commonly encountered classes of problems that are currently solved with the extended Kalman filter. This extension allows the system to be partitioned in such a way as to exclude the nonlinearities from the essential algebraic relationships that allow the estimation and control to be optimally decentralized.

Carpenter, J. Russell↗
NASA NTRS1990

Heat Pipe Vapor Dynamics

The dynamic behavior of the vapor flow in heat pipes is investigated at startup and during operational transients. The vapor is modeled as two-dimensional, compressible viscous flow in an enclosure with inflow and outflow boundary conditions. For steady-state and operating transients, the SIMPLER method is used. In this method a control volume approach is employed on a staggered grid which makes the scheme very stable. It is shown that for relatively low input heat fluxes the compressibility of the vapor flow is low and the SIMPLER scheme is suitable for the study of transient vapor dynamics. When the input heat flux is high or the process under a startup operation starts at very low pressures and temperatures, the vapor is highly compressible and a shock wave is created in the evaporator. It is shown that for a wide range of input heat fluxes, the standard methods, including the SIMPLER scheme, are not suitable. A nonlinear filtering technique, along with the centered difference scheme, are then used for shock capturing as well as for the solution of the cell Reynolds-number problem. For high heat flux, the startup transient phase involves multiple shock reflections in the evaporator region. Each shock reflection causes a significant increase in the local pressure and a large pressure drop along the heat pipe. Furthermore, shock reflections cause flow reversal in the evaporation region and flow circulations in the adiabatic region. The maximum and maximum-averaged pressure drops in different sections of the heat pipe oscillate periodically with time because of multiple shock reflections. The pressure drop converges to a constant value at steady state. However, it is significantly higher than its steady-state value at the initiation of the startup transient. The time for the vapor core to reach steady-state condition depends on the input heat flux, the heat pipe geometry, the working fluid, and the condenser conditions. However, the vapor transient time, for an Na-filled heat pipe is on the order of seconds. Depending on the time constant for the overall system, the vapor transient time may be very short. Therefore, the vapor core may be assumed to be quasi-steady in the transient analysis of a heat pipe operation.

Issacci, Farrokh↗
NASA NTRS1972

Bounded state space

This investigation is divided functionally into three different areas: (1) study of bounded state space, (2) nonlinear smoothing theory, and (3) system identification. (1) Study of bounded state space: necessary and sufficient conditions for an optimal control are obtained for a bounded state space optimal control problem. The difficulty of determining the so-called jump conditions is eliminated; however, the problem of determining the points where the response either enters or leaves the boundary still remains unsolved. (2) Nonlinear smoothing theory: nonlinear fixed-interval, fixed-point and fixed-lag smoothing of a random signal generated by a stochastic differential equation are investigated. Results on the asymptotic stability of a linear constant-parameter fixed-interval smoothing filter are obtained. (3) System identification: a particular stochastic modelling problem is solved. An Ito stochastic integral equation is used to mathematically model a black box having multiple inputs and multiple outputs. A new method for identifying system parameters is presented.

Eyman, E. D.↗