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Recent results are described concerning the problem of state reconstruction for a class of nonlinear distributed systems. The methods are then applied to the problem of joint state and parameter estimation. An example with the wave equation is presented.
The problem of real-time estimation of a lifting reentry vehicle trajectory of the shuttle orbiter type is considered. Simulations feature large position and velocity uncertainties at radar acquisition and realistic model errors in lift, drag and other model parameters. Radar tracking and accelerometer data are simulated. Significant nonlinearities are found to exist on spacecraft acquisition. An iterated nonlinear filter is shown to perform optimally during the radar acquisition phase. An adaptive filter is shown to track time-varying model errors, such as errors in the lift and drag coefficients, down to the noise level. Such real-time model tracking (identification) is frequently required for guidance and control implementation.
We observe that the so-called Generalised Equipartition Law for hamiltonian systems is actually valid only under specific hypotheses – unfortunately omitted in some textbooks – which limit its applicability when dealing with nonlinear systems. We introduce a new coordinate-independent generalisation which overcomes this problem and can be applied to a larger set of functions. A simple example of application is discussed.
Numerical weather prediction (NWP) is an initial value problem for a system of nonlinear partial differential equations in which the initial values are known only incompletely and inaccurately. Data at initial time can be supplemented, however, by observations of the system distributed over a time interval preceding it. Estimation theory was successful in approaching such problems for models governed by systems of ordinary differential equations and of linear PDEs. Estimation-theoretic methods for NWP are developed. A model exhibiting many features of large scale atmospheric flow important in NWP is the one governed by the shallow fluid equations. The estimation problem for a linearized formulation of these equations is studied. A finite difference version of the equations is used as a forecast model to simulate the numerical models used in NWP.
This paper presents an outline of a methodology for the design of nonlinear dynamic compensators for nonlinear multivariable systems with guarantees of closed-loop stability, robustness, and performance. The method is an extension of the Linear-Quadratic-Gaussian with Loop-Transfer-Recovery (LQG/LTR) methodology for linear systems, thus hinging upon the idea of constructing an approximate nonlinear inverse operator for the plant. A major feature of the method is a unification of both the state-space and Input-Output formulations. The major results of the paper are: (1) Properties of the solution of certain optimal control problems; (2) New results on nonlinear estimation, including a new nonlinear observer with certain guaranteed properties; (3) The Loop Operator Recovery (LOR) procedure, and (4) Inclusion of command-following and disturbance rejection with a goal of a closed-loop stable, robust system.
A number of issues related to the flutter and postflutter of two-dimensional supersonic lifting surfaces are addressed. Among them there are the 1) investigation of the implications of the nonlinear unsteady aerodynamics and structural nonlinearities on the stable/unstable character of the limit cycle and 2) study of the implications of the incorporation of a control capability on both the flutter boundary and the postflutter behavior. To this end, a powerful methodology based on the Lyapunov first quantity is implemented. Such a treatment of the problem enables one to get a better understanding of the various factors involved in the nonlinear aeroelastic problem, including the stable and unstable limit cycle. In addition, it constitutes a first step toward a more general investigation of nonlinear aeroelastic phenomena of three-dimensional lifting surfaces.
This paper is focused on the aspects of limiting in residual distribution (RD) schemes for high-order finite element approximations to advection problems. Both continuous and discontinuous Galerkin methods are considered in this work. Discrete maximum principles are enforced using algebraic manipulations of element contributions to the global nonlinear system. The required modifications can be carried out without calculating the element matrices and assembling their global counterparts. The components of element vectors associated with the standard Galerkin discretization are manipulated directly using localized subcell weights to achieve optimal accuracy. Low-order nonlinear RD schemes of this kind were originally developed to calculate local extremum diminishing predictors for flux-corrected transport (FCT) algorithms. In the present paper, we incorporate limiters directly into the residual distribution procedure, which makes it applicable to stationary problems and leads to well-posed nonlinear discrete problems. To circumvent the second-order accuracy barrier, the correction factors of monolithic limiting approaches and FCT schemes are adjusted using smoothness sensors based on second derivatives. Finally, the convergence behavior of presented methods is illustrated by numerical studies for two-dimensional test problems.
There are many flows of practical importance where both Tollmien-Schlichting waves and Taylor-Goertler vortices are possible causes of transition to turbulence. The effect of fully nonlinear Taylor-Goertler vortices on the growth of small amplitude Tollmien-Schlichting waves is investigated. The basic state considered is the fully developed flow between concentric cylinders driven by an azimuthal pressure gradient. It is hoped that an investigation of this problem will shed light on the more complicated external boundary layer problem where again both modes of instability exist in the presence of concave curvature. The type of Tollmein-Schlichting waves considered have the asymptotic structure of lower branch modes of plane Poisseulle flow. Whilst instabilities at lower Reynolds number are possible, the latter modes are simpler to analyze and more relevant to the boundary layer problem. The effect of fully nonlinear Taylor-Goertler vortices on both two-dimensional and three-dimensional waves is determined. It is shown that, whilst the maximum growth as a function of frequency is not greatly affected, there is a large destabilizing effect over a large range of frequencies.
There are many flows of practical importance where both Tollmien-Schlichting waves and Taylor-Goertler vortices are possible causes of transition to turbulence. The effect of fully nonlinear Taylor-Goertler vortices on the growth of small amplitude Tollmien-Schlichting waves is investigated. The basic state considered is the fully developed flow between concentric cylinders driven by an azimuthal pressure gradient. It is hoped that an investigation of this problem will shed light on the more complicated external boundary layer problem where again both modes of instability exist in the presence of concave curvature. The type of Tollmien-Schlichting waves considered have the asymptotic structure of lower branch modes of plane Poiseuille flow. Whilst instabilities at lower Reynolds number are possible, the latter modes are simpler to analyze and more relevant to the boundary layer problem. The effect of fully nonlinear Taylor-Goertler vortices on both two-dimensional and three-dimensional waves is determined. It is shown that, whilst the maximum growth as a function of frequency is not greatly affected, there is a large destabilizing effect over a large range of frequencies.
Effects of inelastic materials models on computed stress-strain solutions for thermally loaded structures were studied by performing nonlinear (elastoplastic creep) and elastic structural analyses on a prismatic, double edge wedge specimen of IN 100 alloy that was subjected to thermal cycling in fluidized beds. Four incremental plasticity creep models (isotropic, kinematic, combined isotropic kinematic, and combined plus transient creep) were exercised for the problem by using the MARC nonlinear, finite element computer program. Maximum total strain ranges computed from the elastic and nonlinear analyses agreed within 5 percent. Mean cyclic stresses, inelastic strain ranges, and inelastic work were significantly affected by the choice of inelastic constitutive model. The computing time per cycle for the nonlinear analyses was more than five times that required for the elastic analysis.
Three-dimensional FEM analysis is presently undertaken via the general formulation of the equivalent-domain integral method for mixed-mode fracture problems in general anisotropic and nonlinear materials. In mixed-mode integrals, the total J-integral is split into three separate modes of fracture; direct and decomposition methods are effective in this separation of the modes, as presently demonstrated by their application to several pure and mixed-mode fracture problems. The results are found to agree well with those reported in the literature, and suggest the usefulness of the method as a FEM-program postprocessing subroutines.
A finite-difference time domain solution of the airfoil gust problem is obtained using a high-accuracy nonlinear computational aeroacoustics code. For computational efficiency, the equations are cast in chain-rule curvilinear form, and a structured multiblock solver is used in parallel. In order to fully investigate the performance of this solver, a test matrix of eight problems are computed (two airfoil geometries, two gust frequencies, and two gust configurations). These results are compared to solutions obtained by the GUST3D frequency-domain solver both on the airfoil surface and in the far field. Grid density and domain size studies are included.
The problem of maneuvering a flexible spacecraft through a large-angle while requiring a sub-vector of the terminal state to exactly satisfy a set of terminal constraints is considered. The necessary conditions for this problem lead to three coupled nonlinear Riccati-like differential equations, which are solved in closed form. Example maneuvers are presented where control-rate penalties have been included in the performance index, in order to smooth the closed-loop control commands. Furthermore, example maneuvers are presented for both fixed and free and condition problem.
The following pages describe the development of a nonlinear simulation, results for the Martian entry problem, and a sizing study to determine whether the approach is feasible. The nonlinear simulation is described here and results are presented for several cases using Martian and Terrestrial atmosphere models. The results show that a 2.5 kg payload could be successfully delivered to the Martian surface using this approach and the report suggests an earth-based test of the system. Prior to the specific analysis presented here, a theoretical study of the mechanics of autorotation was completed, and a summary of this work is also included as part of this final report.
A methodology for designing spacecraft trajectories in any gravitational environment within the solar system has been developed. The methodology facilitates modeling and optimization for problems ranging from that of a single spacecraft orbiting a single celestial body to that of a mission involving multiple spacecraft and multiple propulsion systems operating in gravitational fields of multiple celestial bodies. The methodology consolidates almost all spacecraft trajectory design and optimization problems into a single conceptual framework requiring solution of either a system of nonlinear equations or a parameter-optimization problem with equality and/or inequality constraints.
Concentrating solar power (CSP) plants present a promising path towards utility-scale renewable energy. The power tower, or central receiver, configuration can achieve higher operating temperatures than other forms of CSP, and, like all forms of CSP, naturally pairs with comparatively inexpensive thermal energy storage, which allows CSP plants to dispatch electricity according to market price incentives and outside the hours of solar resource availability. Currently, CSP plants commonly include a steam Rankine power cycle and several heat exchange components to generate high-pressure steam using stored thermal energy. The efficiency of the steam Rankine cycle depends on the temperature of the plant's operating fluid, and so is a main concern of plant operators. However, the variable nature of the solar resource and the conservatism with which the receiver is operated prevent perfect control over the receiver outlet temperature. Therefore, during periods of solar variability, collection occurs at lower-than-design temperature. To support operator decisions in a real-time setting, we develop a revenue-maximizing non-convex mixed-integer, quadradically-constrained program which determines a dispatch schedule with sub-hourly time fidelity and considers temperature-dependent power cycle efficiency. The exact nonlinear formulation proves intractable for real-time decision support. Here we present exact and inexact techniques to improve problem tractability that include a hybrid nonlinear and linear formulation. Our approach admits solutions within approximately 3% of optimality, on average, within a five-minute time limit, demonstrating its usability for decision support in a real-time setting.
This is the second report of a set of two reports on the dynamics and control of slewing maneuvers of NASA Spacecraft Control Laboratory Experiment (SCOLE). The control problem of slewing maneuvers of SCOLE is developed in terms of an arbitrary maneuver about any given axis. The control system is developed for the combined problem of rigid-body slew maneuver and vibration suppression of flexible appendage. The control problem is formulated by incorporating the nonlinear equations derived in the previous report and is expressed in terms of a two-point boundary value problem utilizing a quadratic type of performance index. The two-point boundary value problem is solved as a hierarchical control problem with the overall system being split in terms of two subsystems, namely the slewing of the entire assembly and the vibration suppression of the flexible antenna. The coupling variables between the two dynamical subsystems are identified and these two subsystems for control purposes are treated independently in parallel at the first level. Then the state-space trajectory of the combined problem is optimized at the second level.
The dynamics-aware economic dispatch (DED) problem embeds low-level generator dynamics and operational constraints to enable near real-time scheduling of generation units in a power network. DED produces a more dynamic supervisory control policy than traditional economic dispatch (T-ED) that reduces overall generation costs. However, in contrast to T-ED, DED is a nonlinear, non-convex optimization problem that is computationally prohibitive to solve. We introduce a machine learning-based operator-theoretic approach for solving the DED problem efficiently. Specifically, we develop a novel discrete-time Koopman Operator (KO) formulation that embeds domain information into the structure of the KO to learn high-fidelity approximations of the generator dynamics. Using the KO approximation, the DED problem can be reformulated as a computationally tractable linear program (abbreviated DED-KO). We demonstrate the high solution quality and computational-time savings of the DED-KO model over the original DED formulation on a 9-bus test system.