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Algebraic matrix Ricatti equation solution via Newton-Raphson iteration algorithm, noting application to quadratic optimal controller and least square state estimator
An algorithm for maximum likelihood (ML) estimation is developed primarily for multivariable dynamic systems. The algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). The method determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort compared with integrating the analytically determined sensitivity equations or using a finite-difference method. Different surface-fitting methods are discussed and demonstrated. Aircraft estimation problems are solved by using both simulated and real-flight data to compare MNRES with commonly used methods; in these solutions MNRES is found to be equally accurate and substantially faster. MNRES eliminates the need to derive sensitivity equations, thus producing a more generally applicable algorithm.
Improved techniques for estimating airplane stability and control derivatives and their standard errors are presented. A maximum likelihood estimation algorithm is developed which relies on an optimization scheme referred to as a modified Newton-Raphson scheme with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort compared to integrating the analytically-determined sensitivity equations or using a finite difference scheme. An aircraft estimation problem is solved using real flight data to compare MNRES with the commonly used modified Newton-Raphson technique; MNRES is found to be faster and more generally applicable. Parameter standard errors are determined using a random search technique. The confidence intervals obtained are compared with Cramer-Rao lower bounds at the same confidence level. It is observed that the nonlinearity of the cost function is an important factor in the relationship between Cramer-Rao bounds and the error bounds determined by the search technique.
An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. With the fitted surface, sensitivity information can be updated at each iteration with less computational effort than that required by either a finite-difference method or integration of the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, and thus provides flexibility to use model equations in any convenient format. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. The degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels and to predict the degree of agreement between CR bounds and search estimates.
An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The algorithm was developed for airplane parameter estimation problems but is well suited for most nonlinear, multivariable, dynamic systems. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort. MNRES determines the sensitivities with less computational effort than using either a finite-difference method or integrating the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, thus eliminating algorithm reformulation with each new model and providing flexibility to use model equations in any format that is convenient. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. It is observed that the degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. The CR bounds were found to be close to the bounds determined by the search when the degree of nonlinearity was small. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels for the parameter confidence limits. The primary utility of the measure, however, was found to be in predicting the degree of agreement between Cramer-Rao bounds and search estimates.
Long-baseline atom interferometers such as the Matter-wave Atomic Gradiometer Interferometric Sensor (MAGIS-100) require stringent control and continuous characterization of background magnetic fields and spatial gradients to prevent systemic phase shifts that mimic ultralight dark matter or gravitational wave signatures. Because direct sensor placement within the ultra-high vacuum beam pipe is infeasible, in-situ magnetic field monitoring relies on external sensor arrays situated in the surrounding annular region. This work demonstrates a field reconstruction framework for a 5.3-meter MAGIS-100 modular section using finite-element Opera simulations. Transverse magnetic fields are expanded using a cylindrical multipole framework as informed by Fermilab’s Muon g-2 experiment, with magnetometer array configurations optimized via Fisher information matrix D-optimality. Inverting external sensor readings through a Gauss-Newton scheme recovers interior tube fields across distinct axial positions. In the discontinuity-averse uniform region (slice pair P4), the model achieves sub-noise-floor performance with a cross-validated root-mean-square error (RMSE) of $6.7227 \times 10^{-4}\text{ A/m}$ ($0.845\times$ sensor noise floor) and an interior field coefficient of variation of $1.71\%$. An elbow criterion in the Fisher bounds establishes $n_{\text{max}} = 2$ as the optimal multipole truncation order to prevent noise amplification from over-parameterization, with $n_{\text{max}} = 3$ (sextupole) order chosen for analysis to demonstrate further complexity and cross-pair comparison. Furthermore, analytical differentiation of the fitted multipole coefficients yields dense spatial maps of the transverse Jacobian gradient matrix $\nabla \mathbf{H}$ along with propagated $1\sigma$ uncertainty bounds across the beam region ($r \le 2.75\text{ in}$). This operational framework confirms that external magnetometer arrays can reliably monitor magnetic field uniformity and spatial gradients along the 100-meter flight path given appropriate sampling for any complexity order.
Long-baseline atom interferometers such as the Matter-wave Atomic Gradiometer Interferometric Sensor (MAGIS-100) require stringent control and continuous characterization of background magnetic fields and spatial gradients to prevent systemic phase shifts that mimic ultralight dark matter or gravitational wave signatures. Because direct sensor placement within the ultra-high vacuum beam pipe is infeasible, in-situ magnetic field monitoring relies on external sensor arrays situated in the surrounding annular region. This work demonstrates a field reconstruction framework for a 5.3-meter MAGIS-100 modular section using finite-element Opera simulations. Transverse magnetic fields are expanded using a cylindrical multipole framework as informed by Fermilab’s Muon g-2 experiment, with magnetometer array configurations optimized via Fisher information matrix D-optimality. Inverting external sensor readings through a Gauss-Newton scheme recovers interior tube fields across distinct axial positions. In the discontinuity-averse uniform region (slice pair P4), the model achieves sub-noise-floor performance with a cross-validated root-mean-square error (RMSE) of $6.7227 \times 10^{-4}\text{ A/m}$ ($0.845\times$ sensor noise floor) and an interior field coefficient of variation of $1.71\%$. An elbow criterion in the Fisher bounds establishes $n_{\text{max}} = 2$ as the optimal multipole truncation order to prevent noise amplification from over-parameterization, with $n_{\text{max}} = 3$ (sextupole) order chosen for analysis to demonstrate further complexity and cross-pair comparison. Furthermore, analytical differentiation of the fitted multipole coefficients yields dense spatial maps of the transverse Jacobian gradient matrix $\nabla \mathbf{H}$ along with propagated $1\sigma$ uncertainty bounds across the beam region ($r \le 2.75\text{ in}$). This operational framework confirms that external magnetometer arrays can reliably monitor magnetic field uniformity and spatial gradients along the 100-meter flight path given appropriate sampling for any complexity order.
Long-baseline atom interferometers such as the Matter-wave Atomic Gradiometer Interferometric Sensor (MAGIS-100) require stringent control and continuous characterization of background magnetic fields and spatial gradients to prevent systemic phase shifts that mimic ultralight dark matter or gravitational wave signatures. Because direct sensor placement within the ultra-high vacuum beam pipe is infeasible, in-situ magnetic field monitoring relies on external sensor arrays situated in the surrounding annular region. This work demonstrates a field reconstruction framework for a 5.3-meter MAGIS-100 modular section using finite-element Opera simulations. Transverse magnetic fields are expanded using a cylindrical multipole framework as informed by Fermilab’s Muon g-2 experiment, with magnetometer array configurations optimized via Fisher information matrix D-optimality. Inverting external sensor readings through a Gauss-Newton scheme recovers interior tube fields across distinct axial positions. In the discontinuity-averse uniform region (slice pair P4), the model achieves sub-noise-floor performance with a cross-validated root-mean-square error (RMSE) of $6.7227 \times 10^{-4}\text{ A/m}$ ($0.845\times$ sensor noise floor) and an interior field coefficient of variation of $1.71\%$. An elbow criterion in the Fisher bounds establishes $n_{\text{max}} = 2$ as the optimal multipole truncation order to prevent noise amplification from over-parameterization, with $n_{\text{max}} = 3$ (sextupole) order chosen for analysis to demonstrate further complexity and cross-pair comparison. Furthermore, analytical differentiation of the fitted multipole coefficients yields dense spatial maps of the transverse Jacobian gradient matrix $\nabla \mathbf{H}$ along with propagated $1\sigma$ uncertainty bounds across the beam region ($r \le 2.75\text{ in}$). This operational framework confirms that external magnetometer arrays can reliably monitor magnetic field uniformity and spatial gradients along the 100-meter flight path given appropriate sampling for any complexity order.
Vibration acceleration levels on large space platforms exceed the requirements of many space experiments. The Microgravity Vibration Isolation Mount (MIM) was built by the Canadian Space Agency to attenuate these disturbances to acceptable levels, and has been operational on the Russian Space Station Mir since May 1996. It has demonstrated good isolation performance and has supported several materials science experiments. The MIM uses Lorentz (voice-coil) magnetic actuators to levitate and isolate payloads at the individual experiment/sub-experiment (versus rack) level. Payload acceleration, relative position, and relative orientation (Euler-parameter) measurements are fed to a state-space controller. The controller, in turn, determines the actuator currents needed for effective experiment isolation. This paper presents the development of an algebraic, state-space model of the MIM, in a form suitable for optimal controller design. The equations are first derived using Newton's Second Law directly; then a second derivation (i.e., validation) of the same equations is provided, using Kane's approach.
Design of fluid dynamically efficient ducts is addressed through the combination of an optimization analysis with a three-dimensional viscous fluid dynamic analysis code. For efficiency, a parabolic fluid dynamic analysis was used. Since each function evaluation in an optimization analysis is a full three-dimensional viscous flow analysis requiring 200,000 grid points, it is important to use both an efficient fluid dynamic analysis and an efficient optimization technique. Three optimization techniques are evaluated on a series of test functions. The Quasi-Newton (BFGS, eta = .9) technique was selected as the preferred technique. A series of basic duct design problems are performed. On a two-parameter optimization problem, the BFGS technique is demonstrated to require half as many function evaluations as a steepest descent technique.
This paper studies the shallow Ritz method for solving the one-dimensional diffusion problem. It is shown that the shallow Ritz method improves the order of approximation dramatically for non-smooth problems. To realize this optimal or nearly optimal order of the shallow Ritz approximation, we develop a damped block Newton (dBN) method that alternates between updates of the linear and non-linear parameters. Per each iteration, the linear and the non-linear parameters are updated by exact inversion and one step of a modified, damped Newton method applied to a reduced non-linear system, respectively. The computational cost of each dBN iteration is $\mathcal{O}$(n). Starting with the non-linear parameters as a uniform partition of the interval, numerical experiments show that the dBN is capable of efficiently moving mesh points to nearly optimal locations. In conclusion, to improve the efficiency of the dBN further, we propose an adaptive damped block Newton (AdBN) method by combining the dBN with the adaptive neuron enhancement (ANE) method [28].
This paper describes a finite volume computational thermo-fluid dynamics method to solve for Navier-Stokes equations in conjunction with energy equation and thermodynamic equation of state in an unstructured coordinate system. The system of equations have been solved by a simultaneous Newton-Raphson method and compared with several benchmark solutions. Excellent agreements have been obtained in each case and the method has been found to be significantly faster than conventional Computational Fluid Dynamic(CFD) methods and therefore has the potential for implementation in Multi-Disciplinary analysis and design optimization in fluid and thermal systems. The paper also describes an algorithm of design optimization based on Newton-Raphson method which has been recently tested in a turbomachinery application.
An unstiffened panel buckling constraint for balanced, symmetric laminated composites is included on the global design level in a mathematical programming structural optimization procedure for designing wing structures. Constraints are introduced by penalty functions, and Newton's method based on approximate second derivatives of the penalty terms is used as the search algorithm to obtain minimum-mass designs. Constraint approximations used during the optimization process contribute to the computational efficiency of the procedure. A criterion is developed that identifies the appropriate conservative form of the constraint approximations that are used with the optimization procedure. Minimum-mass design results are obtained for a multispar high-aspect-ratio wing subjected to material strength, minimum-gage, displacement, panel buckling and twist constraints. The material systems considered for the examples are all graphite-epoxy, graphite-epoxy with boron-epoxy spar caps, and all aluminum. The composite material designs are shown to have an advantage over the aluminum designs since they can often satisfy additional constraints with only small mass increases.
The applicability and usefulness of several classical and other methods for solving the two-point boundary-value problem which arises in non-linear singularly perturbed optimal control are assessed. Specific algorithms of the Picard, Newton and averaging types are formally developed for this class of problem. The computational requirements associated with each algorithm are analysed and compared with the computational requirement of the method of matched asymptotic expansions. Approximate solutions to a linear and a non-linear problem are obtained by each method and compared.
Navier-Stokes equation as discretized by new flux conserving method proposed by Chang and Scott results in the system: vector F(vector x) = 0, where F is a vector valued function. The Optimization method we use is based on Quasi-Newton methods: given a nonlinear function vector F(vector x) = 0, we solve, Delta(vector x) = -BF(vector x), where Delta(vector x) is the correction term and B is the inverse Jacobian of F(x). Then, iteratively, vector(x(sub (i+1))) = vector(x (sub i)) + alpha.Delta(vector x(sub i)), where alpha is a line search correction term determined by a line search routine. We use the BFCG's update the Jacobian matrix B(sub k) at each iteration. It is well known that B(sub k) approaches B(*) at the solution X(*). This algorithm has several advantages over the Newton-Raphson method. For example, we do not need to calculate the Jacobian matrix at each iteration which is computationally very expensive.
Vibration acceleration levels on large space platforms exceed the requirements of many space experiments. The Glovebox Integrated Microgravity Isolation Technology (g-LIMIT) is being built by the NASA Marshall Space Flight Center to attenuate these disturbances to acceptable levels. G-LIMIT uses Lorentz (voice-coil) magnetic actuators to levitate and isolate payloads at the individual experiment/sub-experiment (versus rack) level. Payload acceleration, relative position, and relative orientation measurements are fed to a state-space controller. The controller, in turn, determines the actuator Currents needed for effective experiment isolation. This paper presents the development of an algebraic, state-space model of g-LIMIT, in a form suitable for optimal controller design. The equations are first derived using Newton's Second Law directly, then simplified to a linear form for the purpose of controller design.
We propose a fast temporal decomposition procedure for solving long-horizon nonlinear dynamic programs. The core of the procedure is sequential quadratic programming (SQP) that utilizes a differentiable exact augmented Lagrangian as the merit function. Within each SQP iteration, we approximately solve the Newton system using an overlapping temporal decomposition strategy. We show that the approximate search direction is still a descent direction of the augmented Lagrangian provided the overlap size and penalty parameters are suitably chosen, which allows us to establish the global convergence. Moreover, we show that a unit step size is accepted locally for the approximate search direction and further establish a uniform, local linear convergence over stages. This local convergence rate matches the rate of the recent Schwarz scheme (Na et al. 2022). However, the Schwarz scheme has to solve nonlinear subproblems to optimality in each iteration, whereas we only perform a single Newton step instead. Numerical experiments validate our theories and demonstrate the superiority of our method.
The purpose of this research effort was to begin the study of the application of hp-version finite elements to the numerical solution of optimal control problems. Under NAG-939, the hybrid MACSYMA/FORTRAN code GENCODE was developed which utilized h-version finite elements to successfully approximate solutions to a wide class of optimal control problems. In that code the means for improvement of the solution was the refinement of the time-discretization mesh. With the extension to hp-version finite elements, the degrees of freedom include both nodal values and extra interior values associated with the unknown states, co-states, and controls, the number of which depends on the order of the shape functions in each element. One possible drawback is the increased computational effort within each element required in implementing hp-version finite elements. We are trying to determine whether this computational effort is sufficiently offset by the reduction in the number of time elements used and improved Newton-Raphson convergence so as to be useful in solving optimal control problems in real time. Because certain of the element interior unknowns can be eliminated at the element level by solving a small set of nonlinear algebraic equations in which the nodal values are taken as given, the scheme may turn out to be especially powerful in a parallel computing environment. A different processor could be assigned to each element. The number of processors, strictly speaking, is not required to be any larger than the number of sub-regions which are free of discontinuities of any kind.