Note on sequential estimation of second partial derivatives.
Sequential vector estimation of matrix of second partial derivatives, suggesting alternative least squares method
Denham, W. F.↗
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TAO Users Manual (Rev. 3.15)
The Toolkit for Advanced Optimization (TAO) focuses on the development of algorithms and software for the solution of large-scale optimization problems on high-performance architectures. Areas of interest include unconstrained and bound-constrained optimization, nonlinear least squares problems, optimization problems with partial differential equation constraints, and variational inequalities and complementarity constraints. The development of TAO was motivated by the scattered support for parallel computations and the lack of reuse of external toolkits in current optimization software. Our aim is to produce high-quality optimization software for computing environments ranging from workstations and laptops to massively parallel high-performance architectures. Our design decisions are strongly motivated by the challenges inherent in the use of large-scale distributed memory architectures and the reality of working with large, often poorly structured legacy codes for specific applications.
97 MATHEMATICS AND COMPUTING↗
Analytical design of a high performance stability and control augmentation system for a hingeless rotor helicopter
A stability and control augmentation system (SCAS) was designed based on a set of comprehensive performance criteria. Linear optimal control theory was applied to determine appropriate feedback gains for the stability augmentation system (SAS). The helicopter was represented by six-degree-of-freedom rigid body equations of motion and constant factors were used as weightings for state and control variables. The ratio of these factors was employed as a parameter for SAS analysis and values of the feedback gains were selected on this basis to satisfy three of the performance criteria for full and partial state feedback systems. A least squares design method was then applied to determine control augmentation system (CAS) cross feed gains to satisfy the remaining seven performance criteria. The SCAS gains were then evaluated by nine degree-of-freedom equations which include flapping motion and conclusions drawn concerning the necessity of including the pitch/regressing and roll/regressing modes in SCAS analyses.
Miyajima, K.↗
Optimal moving grids for time-dependent partial differential equations
Various adaptive moving grid techniques for the numerical solution of time-dependent partial differential equations were proposed. The precise criterion for grid motion varies, but most techniques will attempt to give grids on which the solution of the partial differential equation can be well represented. Moving grids are investigated on which the solutions of the linear heat conduction and viscous Burgers' equation in one space dimension are optimally approximated. Precisely, the results of numerical calculations of optimal moving grids for piecewise linear finite element approximation of partial differential equation solutions in the least squares norm.
Wathen, A. J.↗
Free adjustment of a geometric global satellite network (solution MPS-7)
The basic purpose of this experiment was to compute reduced normal equations from the observational data of several different systems described below to combine them eventually with the normal equations of the Wild BC-4 observations taken in the DOD/DOC cooperative worldwide geodetic satellite program and provide station coordinates from a single least squares adjustment. The solution described is a partial one obtained without the use of the BC-4 data. The observational systems combined were the Baker-Nunn simultaneous camera observational systems combined were the Baker-Nunn simultaneous camera observations from the SAO worldwide network, the MOTS and PC-1000 optical observations in North America, miscellaneous camera observations in Europe which were included in the SAO69 solution, and, lastly, a group of optical observations where Baker-Nunn cameras observed simultaneously with MOTS and/or PC-1000 cameras in the previously mentioned group.
Mueller, I. I.↗
On a variational approach to some parameter estimation problems
Examples (1-D seismic, large flexible structures, bioturbation, nonlinear population dispersal) in which a variation setting can provide a convenient framework for convergence and stability arguments in parameter estimation problems are considered. Some of these examples are 1-D seismic, large flexible structures, bioturbation, and nonlinear population dispersal. Arguments for convergence and stability via a variational approach of least squares formulations of parameter estimation problems for partial differential equations is one aspect of the problem considered.
Banks, H. T.↗
On a variational approach to some parameter estimation problems
Examples (1-D seismic, large flexible structures, bioturbation, nonlinear population dispersal) in which a variation setting can provide a convenient framework for convergence and stability arguments in parameter estimation problems are considered. Some of these examples are 1-D seismic, large flexible structures, bioturbation, and nonlinear population dispersal. Arguments for convergence and stability via a variational approach of least squares formulations of parameter estimation problems for partial differential equations is one aspect of the problem considered.
Banks, H. T.↗
Shape identification technique for a two-dimensional elliptic system by boundary integral equation method
The geometrical structure of the boundary shape for a two-dimensional boundary value problem is identified. The output least square identification method is considered for estimating partially unknown boundary shapes. A numerical parameter estimation technique using the spline collocation method is proposed.
Kojima, Fumio↗
On least squares approximations to indefinite problems of the mixed type
A least squares method is presented for computing approximate solutions of indefinite partial differential equations of the mixed type such as those that arise in connection with transonic flutter analysis. The method retains the advantages of finite difference schemes namely simplicity and sparsity of the resulting matrix system. However, it offers some great advantages over finite difference schemes. First, the method is insensitive to the value of the forcing frequency, i.e., the resulting matrix system is always symmetric and positive definite. As a result, iterative methods may be successfully employed to solve the matrix system, thus taking full advantage of the sparsity. Furthermore, the method is insensitive to the type of the partial differential equation, i.e., the computational algorithm is the same in elliptic and hyperbolic regions. In this work the method is formulated and numerical results for model problems are presented. Some theoretical aspects of least squares approximations are also discussed.
Fix, G. J.↗
Helicopter derivative identification from analytic models and flight test data
Recent results of stability derivative identification from helicopter analytic models and flight test data are presented. Six and nine degree-of-freedom (DOF) linear models are identified from an analytic nonlinear helicopter simulation using a least square technique. The identified models are compared with the convectional partial differentiation method for obtaining derivatives to form the basis for interpretation of derivatives identified from flight data. Six degree-of-freedom models are identified from CH-53A and CH-54B flight data, using an extended Kalman filter modified to process several maneuvers simultaneously. The a priori derivative estimate is obtained by optimal filtering of the data and then using a least square method. The results demonstrate that a six DOF identified model is sufficient to determine the low frequency modes of motion, but a nine DOF rotor/body model is necessary for proper representation of short-term response.
Molusis, J. H.↗
The magnetic field of Mercury
Data from Mariner 10 observations of Mercury indicate that there exists an intrinsic magnetic field of the planet, sufficiently strong at present to deflect the solar wind flow around the planet and to form a detached bow shock wave in the super Alfvenic solar wind. Four methods used to analyze the magnetic field data and derive quantitative values for the description of the planetary field include (1) comparison of bow shock and magnetopause relative positions at Mercury to those at Earth; (2) direct spherical harmonic analysis of the data; (3) modeling of the magnetosphere by an image dipole and infinite 2-D current sheet in addition to the planetary field; and (4) scaling of a mathematical model for the terrestrial magnetosphere. The results obtained yield dipole moments ranging from 2.4 to 5.1x10 to the 22d power, with the lower values associated cw cm with certain models using partial quadrupole and octupole terms to improve the least squares fitting of models to observations.
Ness, N. F.↗
Least-squares finite element methods for compressible Euler equations
A method based on backward finite differencing in time and a least-squares finite element scheme for first-order systems of partial differential equations in space is applied to the Euler equations for gas dynamics. The scheme minimizes the L-sq-norm of the residual within each time step. The method naturally generates numerical dissipation proportional to the time step size. An implicit method employing linear elements has been implemented and proves robust. For high-order elements, computed solutions based on the L-sq method may have oscillations for calculations at similar time step sizes. To overcome this difficulty, a scheme which minimizes the weighted H1-norm of the residual is proposed and leads to a successful scheme with high-degree elements. Finally, a conservative least-squares finite element method is also developed. Numerical results for two-dimensional problems are given to demonstrate the shock resolution of the methods and compare different approaches.
Jiang, Bo-Nan↗
The magnetic field of Mercury
The paper examines the magnetic field observations and their analyses relating to the determination of the Mercury magnetic field. Methods of analyzing data included: (1) comparison of bow shock and magnetopause relative positions at Mercury to the earth, (2) direct spherical harmonic analysis, (3) magnetosphere modeling by an image dipole, and (4) scaling of a mathematical model for the terrestrial magnetosphere. Dipole moments were determined using partial quadrupole and octupole terms to improve the least-square fit of models to observations; analyses by method (2) yield a convergent series of dipole moments values considered to best represent the intrinsic planetary field. Finally, it is suggested that the origin of the magnetic field of Mercury cannot be uniquely determined, but the sources of convective energy may be radiogenic decay and heat release, gravitational settling, and differentiation of processional torques.
Ness, N. F.↗
Optimized System Identification
In system identification, one usually cares most about finding a model whose outputs are as close as possible to the true system outputs when the same input is applied to both. However, most system identification algorithms do not minimize this output error. Often they minimize model equation error instead, as in typical least-squares fits using a finite-difference model, and it is seen here that this distinction is significant. Here, we develop a set of system identification algorithms that minimize output error for multi-input/multi-output and multi-input/single-output systems. This is done with sequential quadratic programming iterations on the nonlinear least-squares problems, with an eigendecomposition to handle indefinite second partials. This optimization minimizes a nonlinear function of many variables, and hence can converge to local minima. To handle this problem, we start the iterations from the OKID (Observer/Kalman Identification) algorithm result. Not only has OKID proved very effective in practice, it minimizes an output error of an observer which has the property that as the data set gets large, it converges to minimizing the criterion of interest here. Hence, it is a particularly good starting point for the nonlinear iterations here. Examples show that the methods developed here eliminate the bias that is often observed using any system identification methods of either over-estimating or under-estimating the damping of vibration modes in lightly damped structures.
Juang, Jer-Nan↗
Theoretical study of the incompressible Navier-Stokes equations by the least-squares method
Usually the theoretical analysis of the Navier-Stokes equations is conducted via the Galerkin method which leads to difficult saddle-point problems. This paper demonstrates that the least-squares method is a useful alternative tool for the theoretical study of partial differential equations since it leads to minimization problems which can often be treated by an elementary technique. The principal part of the Navier-Stokes equations in the first-order velocity-pressure-vorticity formulation consists of two div-curl systems, so the three-dimensional div-curl system is thoroughly studied at first. By introducing a dummy variable and by using the least-squares method, this paper shows that the div-curl system is properly determined and elliptic, and has a unique solution. The same technique then is employed to prove that the Stokes equations are properly determined and elliptic, and that four boundary conditions on a fixed boundary are required for three-dimensional problems. This paper also shows that under four combinations of non-standard boundary conditions the solution of the Stokes equations is unique. This paper emphasizes the application of the least-squares method and the div-curl method to derive a high-order version of differential equations and additional boundary conditions. In this paper, an elementary method (integration by parts) is used to prove Friedrichs' inequalities related to the div and curl operators which play an essential role in the analysis.
Jiang, Bo-Nan↗
Linear Least Squares for Correlated Data
Throughout the literature authors have consistently discussed the suspicion that regression results were less than satisfactory when the independent variables were correlated. Camm, Gulledge, and Womer, and Womer and Marcotte provide excellent applied examples of these concerns. Many authors have obtained partial solutions for this problem as discussed by Womer and Marcotte and Wonnacott and Wonnacott, which result in generalized least squares algorithms to solve restrictive cases. This paper presents a simple but relatively general multivariate method for obtaining linear least squares coefficients which are free of the statistical distortion created by correlated independent variables.
Dean, Edwin B.↗
Mark 3 interactive data analysis system
The interactive data analysis system, a major subset of the total Mark 3 very long baseline interferometry (VLBI) software system is described. The system consists of two major and a number of small programs. These programs provide for the scientific analysis of the observed values of delay and delay rate generated by the VLBI data reduction programs and product the geophysical and astrometric parameters which are among the ultimate products of VLBI. The two major programs are CALC and SOLVE. CALC generates the theoretical values of VLBI delay rate as well as partial derivatives based on apriori values of the geophysical and astronometric parameters. SOLVE is a least squares parameters estimation program which yields the geophysical and astrometric parameters using the observed values by the data processing system and theoretical values and partial derivatives provided by CALC. SOLVE is a highly interactive program in which the user selects the exact form of the recovered parameters and the data to be accepted into the solution.
Ryan, J. W.↗
Sequential estimation of states of a ballistic vehicle in an imperfectly known atmosphere
Least squares method for sequential guidance estimates on ballistic vehicle in partially known atmosphere
Bejczy, A. K.↗