Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Nonlinear filtering”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 127 records · Page 7

Preserving nonlinear constraints in variational flow filtering data assimilation

Data assimilation aims to estimate the states of a dynamical system by optimally combining sparse and noisy observations of the physical system with uncertain forecasts produced by a computational model. The states of many dynamical systems of interest obey nonlinear physical constraints, and the corresponding dynamics is confined to a certain sub-manifold of the state space. Standard data assimilation techniques applied to such systems yield posterior states lying outside the manifold, violating the physical constraints. This work focuses on particle flow filters which use stochastic differential equations to evolve state samples from a prior distribution to samples from an observation-informed posterior distribution. The variational Fokker-Planck (VFP)—a generic particle flow filtering framework—is extended to incorporate non-linear, equality state constraints in the analysis. To this end, two algorithmic approaches that modify the VFP stochastic differential equation are discussed: (i) VFPSTAB, to inexactly preserve constraints with the addition of a stabilizing drift term, and (ii) VFPDAE, to exactly preserve constraints by treating the VFP dynamics as a stochastic differential-algebraic equation (SDAE). Additionally, an implicit-explicit time integrator is developed to evolve the VFPDAE dynamics. The strength of the proposed approach for constraint preservation in data assimilation is demonstrated on three test problems: the double pendulum, Korteweg-de-Vries, and the incompressible Navier-Stokes equations.

97 MATHEMATICS AND COMPUTING↗

An Application of UAV Attitude Estimation Using a Low-Cost Inertial Navigation System

Unmanned Aerial Vehicles (UAV) are playing an increasing role in aviation. Various methods exist for the computation of UAV attitude based on low cost microelectromechanical systems (MEMS) and Global Positioning System (GPS) receivers. There has been a recent increase in UAV autonomy as sensors are becoming more compact and onboard processing power has increased significantly. Correct UAV attitude estimation will play a critical role in navigation and separation assurance as UAVs share airspace with civil air traffic. This paper describes attitude estimation derived by post-processing data from a small low cost Inertial Navigation System (INS) recorded during the flight of a subscale commercial off the shelf (COTS) UAV. Two discrete time attitude estimation schemes are presented here in detail. The first is an adaptation of the Kalman Filter to accommodate nonlinear systems, the Extended Kalman Filter (EKF). The EKF returns quaternion estimates of the UAV attitude based on MEMS gyro, magnetometer, accelerometer, and pitot tube inputs. The second scheme is the complementary filter which is a simpler algorithm that splits the sensor frequency spectrum based on noise characteristics. The necessity to correct both filters for gravity measurement errors during turning maneuvers is demonstrated. It is shown that the proposed algorithms may be used to estimate UAV attitude. The effects of vibration on sensor measurements are discussed. Heuristic tuning comments pertaining to sensor filtering and gain selection to achieve acceptable performance during flight are given. Comparisons of attitude estimation performance are made between the EKF and the complementary filter.

Eure, Kenneth W.↗

Simulation program of nonlinearities applied to telecommunication systems

In any satellite communication system, the problems of distorsion created by nonlinear devices or systems must be considered. The subject of this paper is the use of the Fast Fourier Transform (F.F.T.) in the prediction of the intermodulation performance of amplifiers, mixers, filters. A nonlinear memory-less model is chosen to simulate amplitude and phase nonlinearities of the device in the simulation program written in FORTRAN 4. The experimentally observed nonlinearity parameters of a low noise 3.7-4.2 GHz amplifier are related to the gain and phase coefficients of Fourier Service Series. The measured results are compared with those calculated from the simulation in the cases where the input signal is composed of two, three carriers and noise power density.

Thomas, C.↗

Motion Cueing Algorithm Modification for Improved Turbulence Simulation

Atmospheric turbulence cueing produced by flight simulator motion systems has been less than satisfactory because the turbulence profiles have been attenuated by the motion cueing algorithms. Cardullo and Ellor initially addressed this problem by directly porting the turbulence model output to the motion system. Reid and Robinson addressed the problem by employing a parallel aircraft model, which is only stimulated by the turbulence inputs and adding a filter specially designed to pass the higher turbulence frequencies. There have been advances in motion cueing algorithm development at the Man-Machine Systems Laboratory, at SUNY Binghamton. In particular, the system used to generate turbulence cues has been studied. The Reid approach, implemented by Telban and Cardullo, was employed to augment the optimal motion cueing algorithm installed at the NASA LaRC Simulation Laboratory, driving the Visual Motion Simulator. In this implementation, the output of the primary flight channel was added to the output of the turbulence channel and then sent through a non-linear cueing filter. The cueing filter is an adaptive filter; therefore, it is not desirable for the output of the turbulence channel to be augmented by this type of filter. The likelihood of the signal becoming divergent was also an issue in this design. After testing on-site it became apparent that the architecture of the turbulence algorithm was generating unacceptable cues. As mentioned above, this cueing algorithm comprised a filter that was designed to operate at low bandwidth. Therefore, the turbulence was also filtered, augmenting the cues generated by the model. If any filtering is to be done to the turbulence, it will utilize a filter with a much higher bandwidth, above the frequencies produced by the aircraft response to turbulence. The authors have developed an implementation wherein only the signal from the primary flight channel passes through the nonlinear cueing filter. This paper discusses three new algorithms. Testing shows that the new methods provide the pilot with a more realistic sensation of turbulence; the cues are not attenuated by algorithm. Results of offline testing show the credibility of the models. Offline test verification was based primarily on the evaluation of the power spectral density of the outputs and the time response.

Ercole, Anthony V.↗

A Nonlinear, Human-Centered Approach to Motion Cueing with a Neurocomputing Solver

This paper discusses the continuation of research into the development of new motion cueing algorithms first reported in 1999. In this earlier work, two viable approaches to motion cueing were identified: the coordinated adaptive washout algorithm or 'adaptive algorithm', and the 'optimal algorithm'. In this study, a novel approach to motion cueing is discussed that would combine features of both algorithms. The new algorithm is formulated as a linear optimal control problem, incorporating improved vestibular models and an integrated visual-vestibular motion perception model previously reported. A control law is generated from the motion platform states, resulting in a set of nonlinear cueing filters. The time-varying control law requires the matrix Riccati equation to be solved in real time. Therefore, in order to meet the real time requirement, a neurocomputing approach is used to solve this computationally challenging problem. Single degree-of-freedom responses for the nonlinear algorithm were generated and compared to the adaptive and optimal algorithms. Results for the heave mode show the nonlinear algorithm producing a motion cue with a time-varying washout, sustaining small cues for a longer duration and washing out larger cues more quickly. The addition of the optokinetic influence from the integrated perception model was shown to improve the response to a surge input, producing a specific force response with no steady-state washout. Improved cues are also observed for responses to a sway input. Yaw mode responses reveal that the nonlinear algorithm improves the motion cues by reducing the magnitude of negative cues. The effectiveness of the nonlinear algorithm as compared to the adaptive and linear optimal algorithms will be evaluated on a motion platform, the NASA Langley Research Center Visual Motion Simulator (VMS), and ultimately the Cockpit Motion Facility (CMF) with a series of pilot controlled maneuvers. A proposed experimental procedure is discussed. The results of this evaluation will be used to assess motion cueing performance.

Telban, Robert J.↗

Digital Signal Processing Techniques for the GIFTS SM EDU

The Geosynchronous Imaging Fourier Transform Spectrometer (GIFTS) Sensor Module (SM) Engineering Demonstration Unit (EDU) is a high resolution spectral imager designed to measure infrared (IR) radiance using a Fourier transform spectrometer (FTS). The GIFTS instrument employs three Focal Plane Arrays (FPAs), which gather measurements across the long-wave IR (LWIR), short/mid-wave IR (SMWIR), and visible spectral bands. The raw interferogram measurements are radiometrically and spectrally calibrated to produce radiance spectra, which are further processed to obtain atmospheric profiles via retrieval algorithms. This paper describes several digital signal processing (DSP) techniques involved in the development of the calibration model. In the first stage, the measured raw interferograms must undergo a series of processing steps that include filtering, decimation, and detector nonlinearity correction. The digital filtering is achieved by employing a linear-phase even-length FIR complex filter that is designed based on the optimum equiripple criteria. Next, the detector nonlinearity effect is compensated for using a set of pre-determined detector response characteristics. In the next stage, a phase correction algorithm is applied to the decimated interferograms. This is accomplished by first estimating the phase function from the spectral phase response of the windowed interferogram, and then correcting the entire interferogram based on the estimated phase function. In the calibration stage, we first compute the spectral responsivity based on the previous results and the ideal Planck blackbody spectra at the given temperatures, from which, the calibrated ambient blackbody (ABB), hot blackbody (HBB), and scene spectra can be obtained. In the post-calibration stage, we estimate the Noise Equivalent Spectral Radiance (NESR) from the calibrated ABB and HBB spectra. The NESR is generally considered as a measure of the instrument noise performance, and can be estimated as the standard deviation of calibrated radiance spectra from multiple scans. To obtain an estimate of the FPA performance, we developed an efficient method of generating pixel performance assessments. In addition, a random pixel selection scheme is developed based on the pixel performance evaluation. This would allow us to perform the calibration procedures on a random pixel population that is a good statistical representation of the entire FPA. The design and implementation of each individual component will be discussed in details.

Tian, Jialin↗

A computer program to obtain time-correlated gust loads for nonlinear aircraft using the matched-filter-based method

NASA Langley Research Center has, for several years, conducted research in the area of time-correlated gust loads for linear and nonlinear aircraft. The results of this work led NASA to recommend that the Matched-Filter-Based One-Dimensional Search Method be used for gust load analyses of nonlinear aircraft. This manual describes this method, describes a FORTRAN code which performs this method, and presents example calculations for a sample nonlinear aircraft model. The name of the code is MFD1DS (Matched-Filter-Based One-Dimensional Search). The program source code, the example aircraft equations of motion, a sample input file, and a sample program output are all listed in the appendices.

Scott, Robert C.↗

Maximally Informative Statistics for Localization and Mapping

This paper presents an algorithm for localization and mapping for a mobile robot using monocular vision and odometry as its means of sensing. The approach uses the Variable State Dimension filtering (VSDF) framework to combine aspects of Extended Kalman filtering and nonlinear batch optimization. This paper describes two primary improvements to the VSDF. The first is to use an interpolation scheme based on Gaussian quadrature to linearize measurements rather than relying on analytic Jacobians. The second is to replace the inverse covariance matrix in the VSDF with its Cholesky factor to improve the computational complexity. Results of applying the filter to the problem of localization and mapping with omnidirectional vision are presented.

Deans, Matthew C.↗

A statistical rain attenuation prediction model with application to the advanced communication technology satellite project. 3: A stochastic rain fade control algorithm for satellite link power via non linear Markow filtering theory

The dynamic and composite nature of propagation impairments that are incurred on Earth-space communications links at frequencies in and above 30/20 GHz Ka band, i.e., rain attenuation, cloud and/or clear air scintillation, etc., combined with the need to counter such degradations after the small link margins have been exceeded, necessitate the use of dynamic statistical identification and prediction processing of the fading signal in order to optimally estimate and predict the levels of each of the deleterious attenuation components. Such requirements are being met in NASA's Advanced Communications Technology Satellite (ACTS) Project by the implementation of optimal processing schemes derived through the use of the Rain Attenuation Prediction Model and nonlinear Markov filtering theory.

Manning, Robert M.↗

On controlling nonlinear dissipation in high order filter methods for ideal and non-ideal MHD

The newly developed adaptive numerical dissipation control in spatially high order filter schemes for the compressible Euler and Navier-Stokes equations has been recently extended to the ideal and non-ideal magnetohydrodynamics (MHD) equations. These filter schemes are applicable to complex unsteady MHD high-speed shock/shear/turbulence problems. They also provide a natural and efficient way for the minimization of Div(B) numerical error. The adaptive numerical dissipation mechanism consists of automatic detection of different flow features as distinct sensors to signal the appropriate type and amount of numerical dissipation/filter where needed and leave the rest of the region free from numerical dissipation contamination. The numerical dissipation considered consists of high order linear dissipation for the suppression of high frequency oscillation and the nonlinear dissipative portion of high-resolution shock-capturing methods for discontinuity capturing. The applicable nonlinear dissipative portion of high-resolution shock-capturing methods is very general. The objective of this paper is to investigate the performance of three commonly used types of nonlinear numerical dissipation for both the ideal and non-ideal MHD.

Yee, H. C.↗

Convergence Analysis for an Online Data-Driven Feedback Control Algorithm

This paper presents convergence analysis of a novel data-driven feedback control algorithm designed for generating online controls based on partial noisy observational data. The algorithm comprises a particle filter-enabled state estimation component, estimating the controlled system’s state via indirect observations, alongside an efficient stochastic maximum principle-type optimal control solver. By integrating weak convergence techniques for the particle filter with convergence analysis for the stochastic maximum principle control solver, we derive a weak convergence result for the optimization procedure in search of optimal data-driven feedback control. Numerical experiments are performed to validate the theoretical findings.

97 MATHEMATICS AND COMPUTING↗

Assimilating partial observation to enhance feedback control of stochastic dynamical systems

Here, in this paper, we present a novel methodology to tackle feedback optimal control problems in scenarios where the exact state of the controlled process is unknown. It integrates data assimilation techniques and optimal control solvers to manage partial observation of the state process, a common occurrence in practical scenarios. Traditional stochastic optimal control methods assume full state observation, which is often not feasible in real-world fluid dynamics control problems. Our approach underscores the significance of utilizing observational data to inform control policy design. Specifically, we introduce a kernel learning backward stochastic differential equation (SDE) filter to enhance data assimilation efficiency and propose a sample-wise stochastic optimization method within the stochastic maximum principle framework. We demonstrate the efficacy and accuracy of our method in the control of advection-diffusion-reaction flow problem and the Dubins airplane maneuvering problem with model uncertainty.

data driven↗

Identification of Linear and Nonlinear Aerodynamic Impulse Responses Using Digital Filter Techniques

This paper discusses the mathematical existence and the numerically-correct identification of linear and nonlinear aerodynamic impulse response functions. Differences between continuous-time and discrete-time system theories, which permit the identification and efficient use of these functions, will be detailed. Important input/output definitions and the concept of linear and nonlinear systems with memory will also be discussed. It will be shown that indicial (step or steady) responses (such as Wagner's function), forced harmonic responses (such as Tbeodorsen's function or those from doublet lattice theory), and responses to random inputs (such as gusts) can all be obtained from an aerodynamic impulse response function. This paper establishes the aerodynamic impulse response function as the most fundamental, and, therefore, the most computationally efficient, aerodynamic function that can be extracted from any given discrete-time, aerodynamic system. The results presented in this paper help to unify the understanding of classical two-dimensional continuous-time theories with modem three-dimensional, discrete-time theories. First, the method is applied to the nonlinear viscous Burger's equation as an example. Next the method is applied to a three-dimensional aeroelastic model using the CAP-TSD (Computational Aeroelasticity Program - Transonic Small Disturbance) code and then to a two-dimensional model using the CFL3D Navier-Stokes code. Comparisons of accuracy and computational cost savings are presented. Because of its mathematical generality, an important attribute of this methodology is that it is applicable to a wide range of nonlinear, discrete-time problems.

Silva, Walter A.↗

Identification of Linear and Nonlinear Aerodynamic Impulse Responses Using Digital Filter Techniques

This paper discusses the mathematical existence and the numerically-correct identification of linear and nonlinear aerodynamic impulse response functions. Differences between continuous-time and discrete-time system theories, which permit the identification and efficient use of these functions, will be detailed. Important input/output definitions and the concept of linear and nonlinear systems with memory will also be discussed. It will be shown that indicial (step or steady) responses (such as Wagner's function), forced harmonic responses (such as Theodorsen's function or those from doublet lattice theory), and responses to random inputs (such as gusts) can all be obtained from an aerodynamic impulse response function. This paper establishes the aerodynamic impulse response function as the most fundamental, and, therefore, the most computationally efficient, aerodynamic function that can be extracted from any given discrete-time, aerodynamic system. The results presented in this paper help to unify the understanding of classical two-dimensional continuous-time theories with modern three-dimensional, discrete-time theories. First, the method is applied to the nonlinear viscous Burger's equation as an example. Next the method is applied to a three-dimensional aeroelastic model using the CAP-TSD (Computational Aeroelasticity Program - Transonic Small Disturbance) code and then to a two-dimensional model using the CFL3D Navier-Stokes code. Comparisons of accuracy and computational cost savings are presented. Because of its mathematical generality, an important attribute of this methodology is that it is applicable to a wide range of nonlinear, discrete-time problems.

Silva, Walter A.↗

Delta modulation

The overshoot suppression algorithm has been more extensively studied. Computer generated test-pictures show a radical improvement due to the overshoot suppression algorithm. Considering the delta modulator link as a nonlinear digital filter, a formula that relates the minimum rise time that can be handled for given filter parameters and voltage swings has been developed. The settling time has been calculated for the case of overshoot suppression as well as when no suppression is employed. The results indicate a significant decrease in settling time when overshoot suppression is used. An algorithm for correcting channel errors has been developed. It is shown that pulse stuffing PCM words in the DM bit stream results in a significant reduction in error length.

Schilling, D. L.↗