An efficient fixed-lag smoothing algorithm for discrete linear systems
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An on-line minimum variance parameter identifier was developed which embodies both accuracy and computational efficiency. The new formulation resulted in a linear estimation problem with both additive and multiplicative noise. The resulting filter is shown to utilize both the covariance of the parameter vector itself and the covariance of the error in identification. It is proven that the identification filter is mean square covergent and mean square consistent. The MV parameter identification scheme is then used to construct a stable state and parameter estimation algorithm.
The numerical stability and accuracy of various Kalman filter algorithms are thoroughly studied. Numerical results and conclusions are based on a realistic planetary approach orbit determination study. The case study results of this report highlight the numerical instability of the conventional and stabilized Kalman algorithms. Numerical errors associated with these algorithms can be so large as to obscure important mismodeling effects and thus give misleading estimates of filter accuracy. The positive result of this study is that the Bierman-Thornton U-D covariance factorization algorithm is computationally efficient, with CPU costs that differ negligibly from the conventional Kalman costs. In addition, accuracy of the U-D filter using single-precision arithmetic consistently matches the double-precision reference results. Numerical stability of the U-D filter is further demonstrated by its insensitivity of variations in the a priori statistics.
The close-approach problem associated with vortex-lattice methods was examined numerically with the objective of calculating velocities at arbitrary points, not just at midpoints, between the vortices. The objective was achieved using a subvortex technique in which a vortex splits into an increasing number of subvortices as it is approached. The technique, incorporated in a two-dimensional potential flow method using "submerged" vortices and sources, was evaluated for a cambered Joukowski airfoil. The method could be extended to three dimensions, and should improve non-linear methods, which calculate interference effects between multiple wings and vortex wakes, and which include procedures for force-free wakes.
An on-line minimum variance parameter identifier is developed which embodies both accuracy and computational efficiency. The formulation results in a linear estimation problem with both additive and multiplicative noise. The resulting filter which utilizes both the covariance of the parameter vector itself and the covariance of the error in identification is proven to be mean square convergent and mean square consistent. The MV parameter identification scheme is then used to construct a stable state and parameter estimation algorithm.
For coded telemetry systems it is important to know the tradeoff between the error probability and the complexity of implementation. For systems using block codes, the block coding error exponent is a good way to estimate this tradeoff. The new upper bounds on the minimum distance of binary codes result in improved upper bounds on the coding error exponents for binary input memoryless channels.
The dynamic equations and the mathematical model of the continuous-data IPS control system are developed. The IPS model considered included one flexible body mode and was hardmounted to the Orbiter/Pallet. The model contains equations describing a torque feed-forward loop (using accelerometers as inputs) which will aid in reducing the pointing errors caused by Orbiter disturbances.
Linear filters, including the conventional Kalman filter and versions of square root filters devised by Potter and Carlson, are studied for potential application on streaming computers. The square root filters are known to maintain a positive definite covariance matrix in cases in which the Kalman filter diverges due to ill-conditioning of the matrix. Vectorization of the filters is discussed, and comparisons are made of the number of operations and storage locations required by each filter. The Carlson filter is shown to be the most efficient of the filters on the Control Data STAR-100 computer.
The digital IPS with wire cable and flex pivot nonlinearity is simulated on the digital computer to determine the effects of varying the sampling period T on the system stability, and to determine a range of optimal values of the parameters of the digital controller. The listing of the computer program is shown as well as the Dahl model for the flex pivot nonlinearity. For the wire cable nonlinearity, two ranges of values were used and the nominal values of the digital controller parameters are included.
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This paper presents and analyzes a method for the interpolation of a unique surface from two sets of independent digital height data of differing statistical characteristics. This method is based on linear prediction and thus relies on the concepts of auto- and cross-covariance functions. The linear prediction algorithm for two sets of digital height measurements is first derived and then evaluated using the method of moving averages and bilinear interpolation for comparison. It is found that the overall root mean square interpolation errors of linear prediction are similar to those from moving averages and bilinear interpolation. This accuracy performance, together with the well known potential for controlled filtering of measuring errors and good-behavior in areas of poor control, makes linear prediction a versatile and general method for interpolating a unique surface from two sets of digital height data, with applications in photogrammetric mapping, remote sensing, and other fields.
Numerical characteristics of various Kalman filter algorithms are illustrated with a realistic orbit determination study. The case study of this paper highlights the numerical deficiencies of the conventional and stabilized Kalman algorithms. Computational errors associated with these algorithms are found to be so large as to obscure important mismodeling effects and thus cause misleading estimates of filter accuracy. The positive result of this study is that the U-D covariance factorization algorithm has excellent numerical properties and is computationally efficient, having CPU costs that differ negligibly from the conventional Kalman costs. Accuracies of the U-D filter using single precision arithmetic consistently match the double precision reference results. Numerical stability of the U-D filter is further demonstrated by its insensitivity to variations in the a priori statistics.
An on-line minimum variance parameter identifier is developed which embodies both accuracy and computational efficiency. The formulation results in a linear estimation problem with both additive and multiplicative noise. The resulting filter which utilizes both the covariance of the parameter vector itself and the covariance of the error in identification is proven to be mean square convergent and mean square consistent. The MV parameter identification scheme is then used to construct a stable state and parameter estimation algorithm.
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The SAS-2 identified six localized high energy (greater than 35 MeV) gamma ray sources. Four of these are the radio pulsars, PSR 0531+21, PSR 0833-45, PSR 1818-04, and PSR 1717-46 discovered in a search of 75 radio pulsars. The fact that only one of these is observed in X-rays, and the significant differences in pulse profiles in the gamma ray and radio observations, leads to the speculation that different mechanisms are involved.
An efficient algorithm for selecting the degree of a polynomial that defines a curve that best approximates a data set was presented. This algorithm was applied to both oscillatory and nonoscillatory data without loss of generality.
A new finite settling time (FST) control law is presented. The performance and the flexibility of this dual-rate, sampled-data law as applied to the class of error driven, feedback control systems are demonstrated. A hybrid analog/digital simulation is performed in order to illustrate the practical aspects of this type of finite settling time design.
The influence of molecular transport is included in the computation by treating viscous and thermal diffusion terms in the governing partial differential equations as correction terms in the method of characteristics scheme. The development of a production type computer program is reported which is capable of calculating the flow field in a variety of axisymmetric mixed-compression aircraft inlets. The results agreed well with those produced by the two-dimensional method characteristics when axisymmetric flow fields are computed. For three-dimensional flow fields, the results agree well with experimental data except in regions of high viscous interaction and boundary layer removal.