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At least 19 records

Linear Time-Invariant Models of a Large Cumulus Ensemble

Abstract Methods in system identification are used to obtain linear time-invariant state-space models that describe how horizontal averages of temperature and humidity of a large cumulus ensemble evolve with time under small forcing. The cumulus ensemble studied here is simulated with cloud-system-resolving models in radiative–convective equilibrium. The identified models extend steady-state linear response functions used in past studies and provide accurate descriptions of the transfer function, the noise model, and the behavior of cumulus convection when coupled with two-dimensional gravity waves. A novel procedure is developed to convert the state-space models into an interpretable form, which is used to elucidate and quantify memory in cumulus convection. The linear problem studied here serves as a useful reference point for more general efforts to obtain data-driven and interpretable parameterizations of cumulus convection.

Meteorology & Atmospheric Sciences↗

Identifiability of unknown noise covariance matrices for some special cases of a linear, time-invariant, discrete-time dynamic system

Two off-line schemes are proposed for the identification of unknown noise covariance matrices Q and R of a discrete-time dynamic system. The first scheme is based on a maximum a posteriori cost function utilizing smoothed state estimates, while the second is based on a maximum likelihood cost function utilizing filtered state estimates. Sensitivity of the cost functions to Q and R is analyzed for the following cases: (1) single-input single-output systems; (2) multiinput single-output systems; and (3) single-input multioutput systems with a diagonal R. Identifiability criteria are presented for the cases considered and demonstrated by examples.

Tsang, W. L.↗

A graphical test for checking the stability of a linear time-invariant feedback system.

A continuous-time scalar linear time-invariant feedback system is considered for the purpose of checking Willems' (1969, 1970) graphical test for a scalar linear time-invariant feedback system with constant feedback. Heavy reliance is placed on the theory of almost periodic functions. Following definition of the problem and layout of notation, attention is given to solution of the problem, considering only the almost periodic part of the open-loop transfer function.

Callier, F. M.↗

Optimal compensator structure for linear time-invariant plant with inaccessible states

The problem is considered of designing an optimal linear time-invariant dynamic compensator for the regulation of an n-th order linear time-invariant plant with m independent outputs. The initial plant state is characterized by its first and second moments, and the cost is usual quadratic infinite-time penalty on the state and control, averaged over the initial plant and compensator states. The compensator is based on a minimal-order Luenberger observer and consequently has fixed dimension n-m. Necessary and sufficient conditions are derived for optimality of the compensator gains. The optimal compensator is shown to be unique if the plant has a particular canonical form, and, in general, for any arbitrary plant, the class of all optimal compensators is precisely determined.

Blanvillain, P. J. P.↗

Computation of optimal output-feedback compensators for linear time-invariant systems

The control of linear time-invariant systems with respect to a quadratic performance criterion was considered, subject to the constraint that the control vector be a constant linear transformation of the output vector. The optimal feedback matrix, f*, was selected to optimize the expected performance, given the covariance of the initial state. It is first shown that the expected performance criterion can be expressed as the ratio of two multinomials in the element of f. This expression provides the basis for a feasible method of determining f* in the case of single-input single-output systems. A number of iterative algorithms are then proposed for the calculation of f* for multiple input-output systems. For two of these, monotone convergence is proved, but they involve the solution of nonlinear matrix equations at each iteration. Another is proposed involving the solution of Lyapunov equations at each iteration, and the gradual increase of the magnitude of a penalty function. Experience with this algorithm will be needed to determine whether or not it does, indeed, possess desirable convergence properties, and whether it can be used to determine the globally optimal f*.

Platzman, L. K.↗

Some estimation formulae for continuous time-invariant linear systems

In this brief paper we examine a Riccati equation decomposition due to Reid and Lainiotis and apply the result to the continuous time-invariant linear filtering problem. Exploitation of the time-invariant structure leads to integration-free covariance recursions which are of use in covariance analyses and in filter implementations. A super-linearly convergent iterative solution to the algebraic Riccati equation (ARE) is developed. The resulting algorithm, arranged in a square-root form, is thought to be numerically stable and competitive with other ARE solution methods. Certain covariance relations that are relevant to the fixed-point and fixed-lag smoothing problems are also discussed.

Bierman, G. J.↗

A High-Order, Time Invariant, Linearized Model for Application to HHCIAFCS Interaction Studies

This paper describes a methodology for the extraction of a linear time invariant model from a nonlinear helicopter model, and followed by an examination of the interactions of the Higher Harmonic Control (HHC) and the Automatic Flight Control System (AFCS). This new method includes an embedded harmonic analyzer inside a linear time invariant model, which allows the periodicity of the helicopter response to be captured. The: coupled high-order model provides the needed level of dynamic fidelity to permit an analysis and optimization of the AFCS and HHC loops. Results of this study indicate that the closed-loop HHC system has little influence on the AFCS or on the vehicle handling qualities, which indicates that the AFCS does not need modification to work with the HHC system. The results also show that the vibration response to maneuvers must be considered during the HHC design process, which leads to much higher required HHC loop crossover frequencies. This research also demonstrates that the transient vibration response during maneuvers can be reduced by optimizing the closed-loop higher harmonic control laws using conventional control system analyses.

Cheng, Rendy P.↗

A game theoretic controller for a linear time-invariant system with parameter uncertainty and its application to the Space Station

A game theoretic controller is developed for a linear time-invariant system with parameter uncertainties in system and input matrices. The input-output decomposition modeling for the plant uncertainty is adopted. The uncertain dynamic system is represented as an internal feedback loop in which the system is assumed forced by fictitious disturbance caused by the parameter uncertainty. By considering the input and the fictitious disturbance as two noncooperative players, a differential game problem is constructed. It is shown that the resulting time invariant controller stabilizes the uncertain system for a prescribed uncertainty bound. This game theoretic controller is applied to the momentum management and attitude control of the Space Station in the presence of uncertainties in the moments of inertia. Inclusion of the external disturbance torque to the design procedure results in a dynamical feedback controller which consists of conventional PID control and cyclic disturbance rejection filter. It is shown that the game theoretic design, comparing to the LQR design or pole placement design, improves the stability robustness with respect to inertia variations.

Rhee, Ihnseok↗

Modeling of linear time-varying systems by linear time-invariant systems of lower order.

A method for modeling linear time-varying differential systems by linear time-invariant systems of lower order is proposed, extending the results obtained by Bierman (1972) by resolving such qualities as the model stability, various possible models of differing dimensions, and the uniqueness or nonuniqueness of the model coefficient matrix. In addition to the advantages cited by Heffes and Sarachik (1969) and Bierman, often by modeling a subsystem of a larger system it is possible to analyze the overall system behavior more easily, with resulting savings in computation time.

Nosrati, H.↗

A compute-bound formulation of Galerkin model reduction for linear time-invariant dynamical systems

This work aims to advance computational methods for projection-based reduced-order models (ROMs) of linear time-invariant (LTI) dynamical systems. For such systems, current practice relies on ROM formulations expressing the state as a rank-1 tensor (i.e., a vector), leading to computational kernels that are memory bandwidth bound and, therefore, ill-suited for scalable performance on modern architectures. This weakness can be particularly limiting when tackling many-query studies, where one needs to run a large number of simulations. This work introduces a reformulation, called rank-2 Galerkin, of the Galerkin ROM for LTI dynamical systems which converts the nature of the ROM problem from memory bandwidth to compute bound. We present the details of the formulation and its implementation, and demonstrate its utility through numerical experiments using, as a test case, the simulation of elastic seismic shear waves in an axisymmetric domain. We quantify and analyze performance and scaling results for varying numbers of threads and problem sizes. In conclusion, we present an end-to-end demonstration of using the rank-2 Galerkin ROM for a Monte Carlo sampling study. We show that the rank-2 Galerkin ROM is one order of magnitude more efficient than the rank-1 Galerkin ROM (the current practice) and about 970 times more efficient than the full-order model, while maintaining accuracy in both the mean and statistics of the field.

97 MATHEMATICS AND COMPUTING↗