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NASA NTRS1989

Singular spectrum analysis in nonlinear dynamics, with applications to paleoclimatic time series

Two dimensions of a dynamical system given by experimental time series are distinguished. Statistical dimension gives a theoretical upper bound for the minimal number of degrees of freedom required to describe the attractor up to the accuracy of the data, taking into account sampling and noise problems. The dynamical dimension is the intrinsic dimension of the attractor and does not depend on the quality of the data. Singular Spectrum Analysis (SSA) provides estimates of the statistical dimension. SSA also describes the main physical phenomena reflected by the data. It gives adaptive spectral filters associated with the dominant oscillations of the system and clarifies the noise characteristics of the data. SSA is applied to four paleoclimatic records. The principal climatic oscillations and the regime changes in their amplitude are detected. About 10 degrees of freedom are statistically significant in the data. Large noise and insufficient sample length do not allow reliable estimates of the dynamical dimension.

Vautard, R.↗

NASA NTRS1975

An implementable digital adaptive flight controller designed using stabilized single stage algorithms

Simple mechanical linkages have not solved the many control problems associated with high performance aircraft maneuvering throughout a wide flight envelope. One procedure for retaining uniform handling qualities over such an envelope is to implement a digital adaptive controller. Towards such an implementation an explicit adaptive controller which makes direct use of on-line parameter identification, has been developed and applied to both linearized and nonlinear equations of motion for a typical fighter aircraft. This controller is composed of an on-line weighted least squares parameter identifier, a Kalman state filter, and a model following control law designed using single stage performance indices. Simulation experiments with realistic measurement noise indicate that the proposed adaptive system has the potential for on-board implementation.

Kaufman, H.↗

NASA NTRS1993

A numerical treatment of geodynamic viscous flow problems involving the advection of material interfaces

Effective numerical treatment of multicomponent viscous flow problems involving the advection of sharp interfaces between materials of differing physical properties requires correction techniques to prevent spurious diffusion and dispersion. We develop a particular algorithm, based on modern shock-capture techniques, employing a two-step nonlinear method. The first step involves the global application of a high-order upwind scheme to a hyperbolic advection equation used to model the distribution of distinct material components in a flow field. The second step is corrective and involves the application of a global filter designed to remove dispersion errors that result from the advection of discontinuities (e.g., material interfaces) by high-order, minimally dissipative schemes. The filter introduces no additional diffusion error. Nonuniform viscosity across a material interface is allowed for by the implementation of a compositionally weighted-inverse interface viscosity scheme. The combined method approaches the optimal accuracy of modern shock-capture techniques with a minimal increase in computational time and memory. A key advantage of this method is its simplicity to incorporate into preexisting codes be they finite difference, element, or volume of two or three dimensions.

Lenardic, A.↗

NASA NTRS2008

Ares-I Bending Filter Design using a Constrained Optimization Approach

The Ares-I launch vehicle represents a challenging flex-body structural environment for control system design. Software filtering of the inertial sensor output is required to ensure adequate stable response to guidance commands while minimizing trajectory deviations. This paper presents a design methodology employing numerical optimization to develop the Ares-I bending filters. The design objectives include attitude tracking accuracy and robust stability with respect to rigid body dynamics, propellant slosh, and flex. Under the assumption that the Ares-I time-varying dynamics and control system can be frozen over a short period of time, the bending filters are designed to stabilize all the selected frozen-time launch control systems in the presence of parameter uncertainty. To ensure adequate response to guidance command, step response specifications are introduced as constraints in the optimization problem. Imposing these constrains minimizes performance degradation caused by the addition of the bending filters. The first stage bending filter design achieves stability by adding lag to the first structural frequency to phase stabilize the first flex mode while gain stabilizing the higher modes. The upper stage bending filter design gain stabilizes all the flex bending modes. The bending filter designs provided here have been demonstrated to provide stable first and second stage control systems in both Draper Ares Stability Analysis Tool (ASAT) and the MSFC MAVERIC 6DOF nonlinear time domain simulation.

Hall, Charles↗

NASA NTRS1999

Angular-Rate Estimation Using Delayed Quaternion Measurements

This paper presents algorithms for estimating the angular-rate vector of satellites using quaternion measurements. Two approaches are compared one that uses differentiated quaternion measurements to yield coarse rate measurements, which are then fed into two different estimators. In the other approach the raw quaternion measurements themselves are fed directly into the two estimators. The two estimators rely on the ability to decompose the non-linear part of the rotas rotational dynamics equation of a body into a product of an angular-rate dependent matrix and the angular-rate vector itself. This non unique decomposition, enables the treatment of the nonlinear spacecraft (SC) dynamics model as a linear one and, thus, the application of a PseudoLinear Kalman Filter (PSELIKA). It also enables the application of a special Kalman filter which is based on the use of the solution of the State Dependent Algebraic Riccati Equation (SDARE) in order to compute the gain matrix and thus eliminates the need to compute recursively the filter covariance matrix. The replacement of the rotational dynamics by a simple Markov model is also examined. In this paper special consideration is given to the problem of delayed quaternion measurements. Two solutions to this problem are suggested and tested. Real Rossi X-Ray Timing Explorer (RXTE) data is used to test these algorithms, and results are presented.

Azor, R.↗

NASA NTRS2010

Ares I Flight Control System Design

The Ares I launch vehicle represents a challenging flex-body structural environment for flight control system design. This paper presents a design methodology for employing numerical optimization to develop the Ares I flight control system. The design objectives include attitude tracking accuracy and robust stability with respect to rigid body dynamics, propellant slosh, and flex. Under the assumption that the Ares I time-varying dynamics and control system can be frozen over a short period of time, the flight controllers are designed to stabilize all selected frozen-time launch control systems in the presence of parametric uncertainty. Flex filters in the flight control system are designed to minimize the flex components in the error signals before they are sent to the attitude controller. To ensure adequate response to guidance command, step response specifications are introduced as constraints in the optimization problem. Imposing these constraints minimizes performance degradation caused by the addition of the flex filters. The first stage bending filter design achieves stability by adding lag to the first structural frequency to phase stabilize the first flex mode while gain stabilizing the higher modes. The upper stage bending filter design gain stabilizes all the flex bending modes. The flight control system designs provided here have been demonstrated to provide stable first and second stage control systems in both Draper Ares Stability Analysis Tool (ASAT) and the MSFC 6DOF nonlinear time domain simulation.

Jang, Jiann-Woei↗

NASA NTRS1997

Applications of Data Assimilation to Analysis of the Ocean on Large Scales

It is commonplace to begin talks on this topic by noting that oceanographic data are too scarce and sparse to provide complete initial and boundary conditions for large-scale ocean models. Even considering the availability of remotely-sensed data such as radar altimetry from the TOPEX and ERS-1 satellites, a glance at a map of available subsurface data should convince most observers that this is still the case. Data are still too sparse for comprehensive treatment of interannual to interdecadal climate change through the use of models, since the new data sets have not been around for very long. In view of the dearth of data, we must note that the overall picture is changing rapidly. Recently, there have been a number of large scale ocean analysis and prediction efforts, some of which now run on an operational or at least quasi-operational basis, most notably the model based analyses of the tropical oceans. These programs are modeled on numerical weather prediction. Aside from the success of the global tide models, assimilation of data in the tropics, in support of prediction and analysis of seasonal to interannual climate change, is probably the area of large scale ocean modeling and data assimilation in which the most progress has been made. Climate change is a problem which is particularly suited to advanced data assimilation methods. Linear models are useful, and the linear theory can be exploited. For the most part, the data are sufficiently sparse that implementation of advanced methods is worthwhile. As an example of a large scale data assimilation experiment with a recent extensive data set, we present results of a tropical ocean experiment in which the Kalman filter was used to assimilate three years of altimetric data from Geosat into a coarsely resolved linearized long wave shallow water model. Since nonlinear processes dominate the local dynamic signal outside the tropics, subsurface dynamical quantities cannot be reliably inferred from surface height anomalies. Because of its potential for large scale synoptic coverage of the deep ocean, acoustic travel time data should be a natural complement to satellite altimetry. Satellite data give us vertical integrals associated with thermodynamic and dynamic processes.

Miller, Robert N.↗

NASA NTRS1986

Extensions to PIFCGT: Multirate output feedback and optimal disturbance suppression

New control synthesis procedures for digital flight control systems were developed. The theoretical developments are the solution to the problem of optimal disturbance suppression in the presence of windshear. Control synthesis is accomplished using a linear quadratic cost function, the command generator tracker for trajectory following and the proportional-integral-filter control structure for practical implementation. Extensions are made to the optimal output feedback algorithm for computing feedback gains so that the multirate and optimal disturbance control designs are computed and compared for the advanced transport operating system (ATOPS). The performance of the designs is demonstrated by closed-loop poles, frequency domain multiinput sigma and eigenvalue plots and detailed nonlinear 6-DOF aircraft simulations in the terminal area in the presence of windshear.

Broussard, J. R.↗

NASA NTRS1991

A simulation study of turbofan engine deterioration estimation using Kalman filtering techniques

Deterioration of engine components may cause off-normal engine operation. The result is an unecessary loss of performance, because the fixed schedules are designed to accommodate a wide range of engine health. These fixed control schedules may not be optimal for a deteriorated engine. This problem may be solved by including a measure of deterioration in determining the control variables. These engine deterioration parameters usually cannot be measured directly but can be estimated. A Kalman filter design is presented for estimating two performance parameters that account for engine deterioration: high and low pressure turbine delta efficiencies. The delta efficiency parameters model variations of the high and low pressure turbine efficiencies from nominal values. The filter has a design condition of Mach 0.90, 30,000 ft altitude, and 47 deg power level angle (PLA). It was evaluated using a nonlinear simulation of the F100 engine model derivative (EMD) engine, at the design Mach number and altitude over a PLA range of 43 to 55 deg. It was found that known high pressure turbine delta efficiencies of -2.5 percent and low pressure turbine delta efficiencies of -1.0 percent can be estimated with an accuracy of + or - 0.25 percent efficiency with a Kalman filter. If both the high and low pressure turbine are deteriorated, the delta efficiencies of -2.5 percent to both turbines can be estimated with the same accuracy.

Lambert, Heather H.↗

NASA NTRS1981

Alterations of the climate of a primitive equation model produced by filtering approximations and subsequent tuning and stochastic forcing

A comparison is made of the simulated climates of nonlinear models based on the primitive equations (PE), balance equations (BE), and quasi-geostrophic (QG) equations. The models and numerical procedures are identical in all possible respects. The models are highly truncated spectral forms of Lorenz's (1960) energy preserving two-layer model. Two means of making use of the information contained in the (presumed known) short-term prediction error statistics are investigated. An unrealistically high level of thermal forcing is used so that the model climates are sufficiently different to allow any improvements due to the empirical methods to be observed. The general tuning problem is outlined and the QG model is tuned, using data obtained from a PE model run, to minimize the mean squared short term prediction error.

Hoffman, R. N.↗

NASA NTRS1999

Angular-Rate Estimation Using Star Tracker Measurements

This paper presents algorithms for estimating the angular-rate vector of satellites using quaternion measurements. Two approaches are compared, one that uses differentiated quatemion measurements to yield coarse rate measurements which are then fed into two different estimators. In the other approach the raw quatemion measurements themselves are fed directly into the two estimators. The two estimators rely on the ability to decompose the non-linear rate dependent part of the rotational dynamics equation of a rigid body into a product of an angular-rate dependent matrix and the angular-rate vector itself This decomposition, which is not unique, enables the treatment of the nonlinear spacecraft dynamics model as a linear one and, consequently, the application of a Pseudo-Linear Kalman Filter (PSELIKA). It also enables the application of a special Kalman filter which is based on the use of the solution of the State Dependent Algebraic Riccati Equation (SDARE) in order to compute the Kalman gain matrix and thus eliminates the need to propagate and update the filter covariance matrix. The replacement of the elaborate rotational dynamics by a simple first order Markov model is also examined. In this paper a special consideration is given to the problem of delayed quatemion measurements. Two solutions to this problem are suggested and tested. Real Rossi X-Ray Timing Explorer (RXTE) data is used to test these algorithms, and results of these tests are presented.

Azor, R.↗

NASA NTRS1999

Angular-Rate Estimation using Star Tracker Measurements

This paper presents algorithms for estimating the angular-rate vector of satellites using quaternion measurements. Two approaches are compared, one that uses differentiated quaternion measurements to yield coarse rate measurements which are then fed into two different estimators. In the other approach the raw quaternion measurements themselves are fed directly into the two estimators. The two estimators rely on the ability to decompose the non-linear rate dependent part of the rotational dynamics equation of a rigid body into a product of an angular-rate dependent matrix and the angular-rate vector itself. This decomposition, which is not unique, enables the treatment of the nonlinear spacecraft dynamics model as a linear one and, consequently, the application of a Pseudo-Linear Kalman Filter (PSELIKA). It also enables the application of a special Kalman filter which is based on the use of the solution of the State Dependent Algebraic Riccati Equation (SDARE) in order to compute the Kalman gain matrix and thus eliminates the need to propagate and update the filter covariance matrix. The replacement of the elaborate rotational dynamics by a simple first order Markov model is also examined. In this paper a special consideration is given to the problem of delayed quaternion measurements. Two solutions to this problem are suggested and tested. Real Rossi X-Ray Timing Explorer (RXTE) data is used to test these algorithms, and results of these tests are presented.

Azor, R.↗

NASA NTRS2011

Tracking Object Existence From an Autonomous Patrol Vehicle

An autonomous vehicle patrols a large region, during which an algorithm receives measurements of detected potential objects within its sensor range. The goal of the algorithm is to track all objects in the region over time. This problem differs from traditional multi-target tracking scenarios because the region of interest is much larger than the sensor range and relies on the movement of the sensor through this region for coverage. The goal is to know whether anything has changed between visits to the same location. In particular, two kinds of alert conditions must be detected: (1) a previously detected object has disappeared and (2) a new object has appeared in a location already checked. For the time an object is within sensor range, the object can be assumed to remain stationary, changing position only between visits. The problem is difficult because the upstream object detection processing is likely to make many errors, resulting in heavy clutter (false positives) and missed detections (false negatives), and because only noisy, bearings-only measurements are available. This work has three main goals: (1) Associate incoming measurements with known objects or mark them as new objects or false positives, as appropriate. For this, a multiple hypothesis tracker was adapted to this scenario. (2) Localize the objects using multiple bearings-only measurements to provide estimates of global position (e.g., latitude and longitude). A nonlinear Kalman filter extension provides these 2D position estimates using the 1D measurements. (3) Calculate the probability that a suspected object truly exists (in the estimated position), and determine whether alert conditions have been triggered (for new objects or disappeared objects). The concept of a probability of existence was created, and a new Bayesian method for updating this probability at each time step was developed. A probabilistic multiple hypothesis approach is chosen because of its superiority in handling the uncertainty arising from errors in sensors and upstream processes. However, traditional target tracking methods typically assume a stationary detection volume of interest, whereas in this case, one must make adjustments for being able to see only a small portion of the region of interest and understand when an alert situation has occurred. To track object existence inside and outside the vehicle's sensor range, a probability of existence was defined for each hypothesized object, and this value was updated at every time step in a Bayesian manner based on expected characteristics of the sensor and object and whether that object has been detected in the most recent time step. Then, this value feeds into a sequential probability ratio test (SPRT) to determine the status of the object (suspected, confirmed, or deleted). Alerts are sent upon selected status transitions. Additionally, in order to track objects that move in and out of sensor range and update the probability of existence appropriately a variable probability detection has been defined and the hypothesis probability equations have been re-derived to accommodate this change. Unsupervised object tracking is a pervasive issue in automated perception systems. This work could apply to any mobile platform (ground vehicle, sea vessel, air vehicle, or orbiter) that intermittently revisits regions of interest and needs to determine whether anything interesting has changed.

Wolf, Michael↗

NASA NTRS1991

Controls for space structures

Assembly and operation of large space structures (LSS) in orbit will require robot-assisted docking and berthing of partially-assembled structures. These operations require new solutions to the problems of controls. This is true because of large transient and persistent disturbances, controller-structure interaction with unmodeled modes, poorly known structure parameters, slow actuator/sensor dynamical behavior, and excitation of nonlinear structure vibrations during control and assembly. For on-orbit assembly, controllers must start with finite element models of LSS and adapt on line to the best operating points, without compromising stability. This is not easy to do, since there are often unmodeled dynamic interactions between the controller and the structure. The indirect adaptive controllers are based on parameter estimation. Due to the large number of modes in LSS, this approach leads to very high-order control schemes with consequent poor stability and performance. In contrast, direct model reference adaptive controllers operate to force the LSS to track the desirable behavior of a chosen model. These schemes produce simple control algorithms which are easy to implement on line. One problem with their use for LSS has been that the model must be the same dimension as the LSS - i.e., quite large. A control theory based on the command generator tracker (CGT) ideas of Sobel, Mabins, Kaufman and Wen, Balas to obtain very low-order models based on adaptive algorithms was developed. Closed-loop stability for both finite element models and distributed parameter models of LSS was proved. In addition, successful numerical simulations on several LSS databases were obtained. An adaptive controller based on our theory was also implemented on a flexible robotic manipulator at Martin Marietta Astronautics. Computation schemes for controller-structure interaction with unmodeled modes, the residual mode filters or RMF, were developed. The RMF theory was modified to compensate slow actuator/sensor dynamics. These new ideas are being applied to LSS simulations to demonstrate the ease with which one can incorporate slow actuator/sensor effects into our design. It was also shown that residual mode filter compensation can be modified for small nonlinearities to produce exponentially stable closed-loop control. A theory for disturbance accommodating controllers based on reduced order models of structures was developed, and stability results for these controllers in closed-loop with large-scale finite element models of structures were obtained.

Balas, Mark↗

NASA NTRS2003

Applications of Hilbert Spectral Analysis for Speech and Sound Signals

A new method for analyzing nonlinear and nonstationary data has been developed, and the natural applications are to speech and sound signals. The key part of the method is the Empirical Mode Decomposition method with which any complicated data set can be decomposed into a finite and often small number of Intrinsic Mode Functions (IMF). An IMF is defined as any function having the same numbers of zero-crossing and extrema, and also having symmetric envelopes defined by the local maxima and minima respectively. The IMF also admits well-behaved Hilbert transform. This decomposition method is adaptive, and, therefore, highly efficient. Since the decomposition is based on the local characteristic time scale of the data, it is applicable to nonlinear and nonstationary processes. With the Hilbert transform, the Intrinsic Mode Functions yield instantaneous frequencies as functions of time, which give sharp identifications of imbedded structures. This method invention can be used to process all acoustic signals. Specifically, it can process the speech signals for Speech synthesis, Speaker identification and verification, Speech recognition, and Sound signal enhancement and filtering. Additionally, as the acoustical signals from machinery are essentially the way the machines are talking to us. Therefore, the acoustical signals, from the machines, either from sound through air or vibration on the machines, can tell us the operating conditions of the machines. Thus, we can use the acoustic signal to diagnosis the problems of machines.

Huang, Norden E.↗

NASA NTRS1997

On the Possibility of Ill-Conditioned Covariance Matrices in the First-Order Two-Step Estimator

The first-order two-step nonlinear estimator, when applied to a problem of orbital navigation, is found to occasionally produce first step covariance matrices with very low eigenvalues at certain trajectory points. This anomaly is the result of the linear approximation to the first step covariance propagation. The study of this anomaly begins with expressing the propagation of the first and second step covariance matrices in terms of a single matrix. This matrix is shown to have a rank equal to the difference between the number of first step states and the number of second step states. Furthermore, under some simplifying assumptions, it is found that the basis of the column space of this matrix remains fixed once the filter has removed the large initial state error. A test matrix containing the basis of this column space and the partial derivative matrix relating first and second step states is derived. This square test matrix, which has dimensions equal to the number of first step states, numerically drops rank at the same locations that the first step covariance does. It is formulated in terms of a set of constant vectors (the basis) and a matrix which can be computed from a reference trajectory (the partial derivative matrix). A simple example problem involving dynamics which are described by two states and a range measurement illustrate the cause of this anomaly and the application of the aforementioned numerical test in more detail.

Garrison, James L.↗

NASA NTRS1984

The application of LQR synthesis techniques to the turboshaft engine control problem

A power turbine governor was designed for a recent-technology turboshaft engine coupled to a modern, articulated rotor system using Linear Quadratic Regulator (LQR) and Kalman Filter (KF) techniques. A linear, state-space model of the engine and rotor system was derived for six engine power settings from flight idle to maximum continuous. An integrator was appended to the fuel flow input to reduce the steady-state governor error to zero. Feedback gains were calculated for the system states at each power setting using the LQR technique. The main rotor tip speed state is not measurable, so a Kalman Filter of the rotor was used to estimate this state. The crossover of the system was increased to 10 rad/s compared to 2 rad/sec for a current governor. Initial computer simulations with a nonlinear engine model indicate a significant decrease in power turbine speed variation with the LQR governor compared to a conventional governor.

Pfeil, W. H.↗

NASA NTRS1985

The application of LQR synthesis techniques to the turboshaft engine control problem

Pfeil, W. H.↗