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Results for “recursive least squares”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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98 records · Page 6
All sourcesNASA NTRSDOE OSTI
NASA NTRS1978

Analysis of Satellite-to-Satellite Tracking (SST) and altimetry data from GEOS-C

Radar altimetry and satellite-to-satellite (SST) range and range rate tracking measurements were used to infer the exterior gravitational field of the earth and the structure of the geoid from GEOS-C metric data. Under the SST analysis, a direct point-by-point estimate of gravity disturbance by means of a recursive filter with backward smoothing was attempted but had to be forsaken because of poor convergence. The adopted representation consists of a more or less uniform grid of discrete masses at a depth of approximately 400 km from the earth's surface. The layer is superimposed on a spherical harmonics model. The procedure for smoothing the altimetry and inferring the fine-structured gravity field over the Atlantic test area is described. The local disturbances are represented by means of a density layer. The altimeter height biases were first estimated by a least squares adjustment at orbital crossover points. After taking out the bias, long wavelength contributions from GEM-6 as well as a calibration correction were subtracted. The residual heights were then represented by a mass distribution beneath the earth's surface.

Wong, L.↗
NASA NTRS1994

Parallel Preconditioning for CFD Problems on the CM-5

Up to today, preconditioning methods on massively parallel systems have faced a major difficulty. The most successful preconditioning methods in terms of accelerating the convergence of the iterative solver such as incomplete LU factorizations are notoriously difficult to implement on parallel machines for two reasons: (1) the actual computation of the preconditioner is not very floating-point intensive, but requires a large amount of unstructured communication, and (2) the application of the preconditioning matrix in the iteration phase (i.e. triangular solves) are difficult to parallelize because of the recursive nature of the computation. Here we present a new approach to preconditioning for very large, sparse, unsymmetric, linear systems, which avoids both difficulties. We explicitly compute an approximate inverse to our original matrix. This new preconditioning matrix can be applied most efficiently for iterative methods on massively parallel machines, since the preconditioning phase involves only a matrix-vector multiplication, with possibly a dense matrix. Furthermore the actual computation of the preconditioning matrix has natural parallelism. For a problem of size n, the preconditioning matrix can be computed by solving n independent small least squares problems. The algorithm and its implementation on the Connection Machine CM-5 are discussed in detail and supported by extensive timings obtained from real problem data.

Simon, Horst D.↗
NASA NTRS2016

Full Gradient Solution to Adaptive Hybrid Control

This paper focuses on the adaptation mechanisms in adaptive hybrid controllers. Most adaptive hybrid controllers update two filters individually according to the filtered-reference least mean squares (FxLMS) algorithm. Because this algorithm was derived for feedforward control, it does not take into account the presence of a feedback loop in the gradient calculation. This paper provides a derivation of the proper weight vector gradient for hybrid (or feedback) controllers that takes into account the presence of feedback. In this formulation, a single weight vector is updated rather than two individually. An internal model structure is assumed for the feedback part of the controller. The full gradient is equivalent to that used in the standard FxLMS algorithm with the addition of a recursive term that is a function of the modeling error. Some simulations are provided to highlight the advantages of using the full gradient in the weight vector update rather than the approximation.

Bean, Jacob↗
NASA NTRS2017

Full Gradient Solution to Adaptive Hybrid Control

This paper focuses on the adaptation mechanisms in adaptive hybrid controllers. Most adaptive hybrid controllers update two filters individually according to the filtered reference least mean squares (FxLMS) algorithm. Because this algorithm was derived for feedforward control, it does not take into account the presence of a feedback loop in the gradient calculation. This paper provides a derivation of the proper weight vector gradient for hybrid (or feedback) controllers that takes into account the presence of feedback. In this formulation, a single weight vector is updated rather than two individually. An internal model structure is assumed for the feedback part of the controller. The full gradient is equivalent to that used in the standard FxLMS algorithm with the addition of a recursive term that is a function of the modeling error. Some simulations are provided to highlight the advantages of using the full gradient in the weight vector update rather than the approximation.

Bean, Jacob↗
DOE OSTI2022

Reverse-mode differentiation in arbitrary tensor network format: with application to supervised learning.

This paper describes an efficient reverse-mode differentiation algorithm for contraction operations of tensor networks that may have arbitrary and unconventional network topologies. The approach leverages the tensor contraction tree of Evenbly and Pfeifer (2014), which provides an instruction set for the contraction sequence of a network. We show that this tree can be efficiently leveraged for differentiation of a full tensor network contraction using a recursive scheme that exploits (1) the bilinear property of contraction and (2) the property that trees have single path from root to leaves. While differentiation of tensor-tensor contraction is already possible in most automatic differentiation packages, we show that exploiting these two additional properties in the specific context of contraction sequences can improve efficiency. Following a description of the algorithm and computational complexity analysis, we investigate its utility for gradient-based supervised learning for low-rank function recovery and for fitting real-world unstructured datasets. We demonstrate improved performance over alternating least-squares optimization approaches and the capability to handle heterogeneous and arbitrary tensor network formats. When compared to alternating minimization algorithms, we find that the gradient-based approach requires a smaller oversampling ratio (number of samples compared to number model parameters) for recovery. This increased efficiency extends to fitting unstructured data of varying dimensionality and when employing a variety of tensor network formats. Here, we show improved learning using the hierarchical Tucker method over the tensor-train in high-dimensional settings on a number of benchmark problems.

97 MATHEMATICS AND COMPUTING↗
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.↗
NASA NTRS1998

Efficient and Optimal Attitude Determination Using Recursive Global Positioning System Signal Operations

In this paper, a new and efficient algorithm is developed for attitude determination from Global Positioning System signals. The new algorithm is derived from a generalized nonlinear predictive filter for nonlinear systems. This uses a one time-step ahead approach to propagate a simple kinematics model for attitude determination. The advantages of the new algorithm over previously developed methods include: it provides optimal attitudes even for coplanar baseline configurations; it guarantees convergence even for poor initial conditions; it is a non-iterative algorithm; and it is computationally efficient. These advantages clearly make the new algorithm well suited to on-board applications. The performance of the new algorithm is tested on a dynamic hardware simulator. Results indicate that the new algorithm accurately estimates the attitude of a moving vehicle, and provides robust attitude estimates even when other methods, such as a linearized least-squares approach, fail due to poor initial starting conditions.

Crassidis, John L.↗