A Nonlinear Dynamics-Based Estimator for Functional Electrical Stimulation: Preliminary Results From Lower-Leg Extension Experiments.

PubMed

Allen, Marcus; Zhong, Qiang; Kirsch, Nicholas; Dani, Ashwin; Clark, William W; Sharma, Nitin

2017-12-01

Miniature inertial measurement units (IMUs) are wearable sensors that measure limb segment or joint angles during dynamic movements. However, IMUs are generally prone to drift, external magnetic interference, and measurement noise. This paper presents a new class of nonlinear state estimation technique called state-dependent coefficient (SDC) estimation to accurately predict joint angles from IMU measurements. The SDC estimation method uses limb dynamics, instead of limb kinematics, to estimate the limb state. Importantly, the nonlinear limb dynamic model is formulated into state-dependent matrices that facilitate the estimator design without performing a Jacobian linearization. The estimation method is experimentally demonstrated to predict knee joint angle measurements during functional electrical stimulation of the quadriceps muscle. The nonlinear knee musculoskeletal model was identified through a series of experiments. The SDC estimator was then compared with an extended kalman filter (EKF), which uses a Jacobian linearization and a rotation matrix method, which uses a kinematic model instead of the dynamic model. Each estimator's performance was evaluated against the true value of the joint angle, which was measured through a rotary encoder. The experimental results showed that the SDC estimator, the rotation matrix method, and EKF had root mean square errors of 2.70°, 2.86°, and 4.42°, respectively. Our preliminary experimental results show the new estimator's advantage over the EKF method but a slight advantage over the rotation matrix method. However, the information from the dynamic model allows the SDC method to use only one IMU to measure the knee angle compared with the rotation matrix method that uses two IMUs to estimate the angle.

On-line estimation of nonlinear physical systems

USGS Publications Warehouse

Christakos, G.

1988-01-01

Recursive algorithms for estimating states of nonlinear physical systems are presented. Orthogonality properties are rediscovered and the associated polynomials are used to linearize state and observation models of the underlying random processes. This requires some key hypotheses regarding the structure of these processes, which may then take account of a wide range of applications. The latter include streamflow forecasting, flood estimation, environmental protection, earthquake engineering, and mine planning. The proposed estimation algorithm may be compared favorably to Taylor series-type filters, nonlinear filters which approximate the probability density by Edgeworth or Gram-Charlier series, as well as to conventional statistical linearization-type estimators. Moreover, the method has several advantages over nonrecursive estimators like disjunctive kriging. To link theory with practice, some numerical results for a simulated system are presented, in which responses from the proposed and extended Kalman algorithms are compared. ?? 1988 International Association for Mathematical Geology.

Output Feedback Distributed Containment Control for High-Order Nonlinear Multiagent Systems.

PubMed

Li, Yafeng; Hua, Changchun; Wu, Shuangshuang; Guan, Xinping

2017-01-31

In this paper, we study the problem of output feedback distributed containment control for a class of high-order nonlinear multiagent systems under a fixed undirected graph and a fixed directed graph, respectively. Only the output signals of the systems can be measured. The novel reduced order dynamic gain observer is constructed to estimate the unmeasured state variables of the system with the less conservative condition on nonlinear terms than traditional Lipschitz one. Via the backstepping method, output feedback distributed nonlinear controllers for the followers are designed. By means of the novel first virtual controllers, we separate the estimated state variables of different agents from each other. Consequently, the designed controllers show independence on the estimated state variables of neighbors except outputs information, and the dynamics of each agent can be greatly different, which make the design method have a wider class of applications. Finally, a numerical simulation is presented to illustrate the effectiveness of the proposed method.

Combined state and parameter identification of nonlinear structural dynamical systems based on Rao-Blackwellization and Markov chain Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Abhinav, S.; Manohar, C. S.

2018-03-01

The problem of combined state and parameter estimation in nonlinear state space models, based on Bayesian filtering methods, is considered. A novel approach, which combines Rao-Blackwellized particle filters for state estimation with Markov chain Monte Carlo (MCMC) simulations for parameter identification, is proposed. In order to ensure successful performance of the MCMC samplers, in situations involving large amount of dynamic measurement data and (or) low measurement noise, the study employs a modified measurement model combined with an importance sampling based correction. The parameters of the process noise covariance matrix are also included as quantities to be identified. The study employs the Rao-Blackwellization step at two stages: one, associated with the state estimation problem in the particle filtering step, and, secondly, in the evaluation of the ratio of likelihoods in the MCMC run. The satisfactory performance of the proposed method is illustrated on three dynamical systems: (a) a computational model of a nonlinear beam-moving oscillator system, (b) a laboratory scale beam traversed by a loaded trolley, and (c) an earthquake shake table study on a bending-torsion coupled nonlinear frame subjected to uniaxial support motion.

A Robust Adaptive Unscented Kalman Filter for Nonlinear Estimation with Uncertain Noise Covariance.

PubMed

Zheng, Binqi; Fu, Pengcheng; Li, Baoqing; Yuan, Xiaobing

2018-03-07

The Unscented Kalman filter (UKF) may suffer from performance degradation and even divergence while mismatch between the noise distribution assumed as a priori by users and the actual ones in a real nonlinear system. To resolve this problem, this paper proposes a robust adaptive UKF (RAUKF) to improve the accuracy and robustness of state estimation with uncertain noise covariance. More specifically, at each timestep, a standard UKF will be implemented first to obtain the state estimations using the new acquired measurement data. Then an online fault-detection mechanism is adopted to judge if it is necessary to update current noise covariance. If necessary, innovation-based method and residual-based method are used to calculate the estimations of current noise covariance of process and measurement, respectively. By utilizing a weighting factor, the filter will combine the last noise covariance matrices with the estimations as the new noise covariance matrices. Finally, the state estimations will be corrected according to the new noise covariance matrices and previous state estimations. Compared with the standard UKF and other adaptive UKF algorithms, RAUKF converges faster to the actual noise covariance and thus achieves a better performance in terms of robustness, accuracy, and computation for nonlinear estimation with uncertain noise covariance, which is demonstrated by the simulation results.

A Robust Adaptive Unscented Kalman Filter for Nonlinear Estimation with Uncertain Noise Covariance

PubMed Central

Zheng, Binqi; Yuan, Xiaobing

2018-01-01

The Unscented Kalman filter (UKF) may suffer from performance degradation and even divergence while mismatch between the noise distribution assumed as a priori by users and the actual ones in a real nonlinear system. To resolve this problem, this paper proposes a robust adaptive UKF (RAUKF) to improve the accuracy and robustness of state estimation with uncertain noise covariance. More specifically, at each timestep, a standard UKF will be implemented first to obtain the state estimations using the new acquired measurement data. Then an online fault-detection mechanism is adopted to judge if it is necessary to update current noise covariance. If necessary, innovation-based method and residual-based method are used to calculate the estimations of current noise covariance of process and measurement, respectively. By utilizing a weighting factor, the filter will combine the last noise covariance matrices with the estimations as the new noise covariance matrices. Finally, the state estimations will be corrected according to the new noise covariance matrices and previous state estimations. Compared with the standard UKF and other adaptive UKF algorithms, RAUKF converges faster to the actual noise covariance and thus achieves a better performance in terms of robustness, accuracy, and computation for nonlinear estimation with uncertain noise covariance, which is demonstrated by the simulation results. PMID:29518960

Nonlinear Thermal Instability in Compressible Viscous Flows Without Heat Conductivity

NASA Astrophysics Data System (ADS)

Jiang, Fei

2018-04-01

We investigate the thermal instability of a smooth equilibrium state, in which the density function satisfies Schwarzschild's (instability) condition, to a compressible heat-conducting viscous flow without heat conductivity in the presence of a uniform gravitational field in a three-dimensional bounded domain. We show that the equilibrium state is linearly unstable by a modified variational method. Then, based on the constructed linearly unstable solutions and a local well-posedness result of classical solutions to the original nonlinear problem, we further construct the initial data of linearly unstable solutions to be the one of the original nonlinear problem, and establish an appropriate energy estimate of Gronwall-type. With the help of the established energy estimate, we finally show that the equilibrium state is nonlinearly unstable in the sense of Hadamard by a careful bootstrap instability argument.

Reinforcement learning state estimator.

PubMed

Morimoto, Jun; Doya, Kenji

2007-03-01

In this study, we propose a novel use of reinforcement learning for estimating hidden variables and parameters of nonlinear dynamical systems. A critical issue in hidden-state estimation is that we cannot directly observe estimation errors. However, by defining errors of observable variables as a delayed penalty, we can apply a reinforcement learning frame-work to state estimation problems. Specifically, we derive a method to construct a nonlinear state estimator by finding an appropriate feedback input gain using the policy gradient method. We tested the proposed method on single pendulum dynamics and show that the joint angle variable could be successfully estimated by observing only the angular velocity, and vice versa. In addition, we show that we could acquire a state estimator for the pendulum swing-up task in which a swing-up controller is also acquired by reinforcement learning simultaneously. Furthermore, we demonstrate that it is possible to estimate the dynamics of the pendulum itself while the hidden variables are estimated in the pendulum swing-up task. Application of the proposed method to a two-linked biped model is also presented.

A simple approach to nonlinear estimation of physical systems

USGS Publications Warehouse

Christakos, G.

1988-01-01

Recursive algorithms for estimating the states of nonlinear physical systems are developed. This requires some key hypotheses regarding the structure of the underlying processes. Members of this class of random processes have several desirable properties for the nonlinear estimation of random signals. An assumption is made about the form of the estimator, which may then take account of a wide range of applications. Under the above assumption, the estimation algorithm is mathematically suboptimal but effective and computationally attractive. It may be compared favorably to Taylor series-type filters, nonlinear filters which approximate the probability density by Edgeworth or Gram-Charlier series, as well as to conventional statistical linearization-type estimators. To link theory with practice, some numerical results for a simulated system are presented, in which the responses from the proposed and the extended Kalman algorithms are compared. ?? 1988.

Direct estimations of linear and nonlinear functionals of a quantum state.

PubMed

Ekert, Artur K; Alves, Carolina Moura; Oi, Daniel K L; Horodecki, Michał; Horodecki, Paweł; Kwek, L C

2002-05-27

We present a simple quantum network, based on the controlled-SWAP gate, that can extract certain properties of quantum states without recourse to quantum tomography. It can be used as a basic building block for direct quantum estimations of both linear and nonlinear functionals of any density operator. The network has many potential applications ranging from purity tests and eigenvalue estimations to direct characterization of some properties of quantum channels. Experimental realizations of the proposed network are within the reach of quantum technology that is currently being developed.

Control of AUVs using differential flatness theory and the derivative-free nonlinear Kalman Filter

NASA Astrophysics Data System (ADS)

Rigatos, Gerasimos; Raffo, Guilerme

2015-12-01

The paper proposes nonlinear control and filtering for Autonomous Underwater Vessels (AUVs) based on differential flatness theory and on the use of the Derivative-free nonlinear Kalman Filter. First, it is shown that the 6-DOF dynamic model of the AUV is a differentially flat one. This enables its transformation into the linear canonical (Brunovsky) form and facilitates the design of a state feedback controller. A problem that has to be dealt with is the uncertainty about the parameters of the AUV's dynamic model, as well the external perturbations which affect its motion. To cope with this, it is proposed to use a disturbance observer which is based on the Derivative-free nonlinear Kalman Filter. The considered filtering method consists of the standard Kalman Filter recursion applied on the linearized model of the vessel and of an inverse transformation based on differential flatness theory, which enables to obtain estimates of the state variables of the initial nonlinear model of the vessel. The Kalman Filter-based disturbance observer performs simultaneous estimation of the non-measurable state variables of the AUV and of the perturbation terms that affect its dynamics. By estimating such disturbances, their compensation is also succeeded through suitable modification of the feedback control input. The efficiency of the proposed AUV control and estimation scheme is confirmed through simulation experiments.

Stochastic parameter estimation in nonlinear time-delayed vibratory systems with distributed delay

NASA Astrophysics Data System (ADS)

Torkamani, Shahab; Butcher, Eric A.

2013-07-01

The stochastic estimation of parameters and states in linear and nonlinear time-delayed vibratory systems with distributed delay is explored. The approach consists of first employing a continuous time approximation to approximate the delayed integro-differential system with a large set of ordinary differential equations having stochastic excitations. Then the problem of state and parameter estimation in the resulting stochastic ordinary differential system is represented as an optimal filtering problem using a state augmentation technique. By adapting the extended Kalman-Bucy filter to the augmented filtering problem, the unknown parameters of the time-delayed system are estimated from noise-corrupted, possibly incomplete measurements of the states. Similarly, the upper bound of the distributed delay can also be estimated by the proposed technique. As an illustrative example to a practical problem in vibrations, the parameter, delay upper bound, and state estimation from noise-corrupted measurements in a distributed force model widely used for modeling machine tool vibrations in the turning operation is investigated.

Dynamic State Estimation of Power Systems With Quantization Effects: A Recursive Filter Approach.

PubMed

Hu, Liang; Wang, Zidong; Liu, Xiaohui

2016-08-01

In this paper, a recursive filter algorithm is developed to deal with the state estimation problem for power systems with quantized nonlinear measurements. The measurements from both the remote terminal units and the phasor measurement unit are subject to quantizations described by a logarithmic quantizer. Attention is focused on the design of a recursive filter such that, in the simultaneous presence of nonlinear measurements and quantization effects, an upper bound for the estimation error covariance is guaranteed and subsequently minimized. Instead of using the traditional approximation methods in nonlinear estimation that simply ignore the linearization errors, we treat both the linearization and quantization errors as norm-bounded uncertainties in the algorithm development so as to improve the performance of the estimator. For the power system with such kind of introduced uncertainties, a filter is designed in the framework of robust recursive estimation, and the developed filter algorithm is tested on the IEEE benchmark power system to demonstrate its effectiveness.

Nonparametric identification of nonlinear dynamic systems using a synchronisation-based method

NASA Astrophysics Data System (ADS)

Kenderi, Gábor; Fidlin, Alexander

2014-12-01

The present study proposes an identification method for highly nonlinear mechanical systems that does not require a priori knowledge of the underlying nonlinearities to reconstruct arbitrary restoring force surfaces between degrees of freedom. This approach is based on the master-slave synchronisation between a dynamic model of the system as the slave and the real system as the master using measurements of the latter. As the model synchronises to the measurements, it becomes an observer of the real system. The optimal observer algorithm in a least-squares sense is given by the Kalman filter. Using the well-known state augmentation technique, the Kalman filter can be turned into a dual state and parameter estimator to identify parameters of a priori characterised nonlinearities. The paper proposes an extension of this technique towards nonparametric identification. A general system model is introduced by describing the restoring forces as bilateral spring-dampers with time-variant coefficients, which are estimated as augmented states. The estimation procedure is followed by an a posteriori statistical analysis to reconstruct noise-free restoring force characteristics using the estimated states and their estimated variances. Observability is provided using only one measured mechanical quantity per degree of freedom, which makes this approach less demanding in the number of necessary measurement signals compared with truly nonparametric solutions, which typically require displacement, velocity and acceleration signals. Additionally, due to the statistical rigour of the procedure, it successfully addresses signals corrupted by significant measurement noise. In the present paper, the method is described in detail, which is followed by numerical examples of one degree of freedom (1DoF) and 2DoF mechanical systems with strong nonlinearities of vibro-impact type to demonstrate the effectiveness of the proposed technique.

Maximum profile likelihood estimation of differential equation parameters through model based smoothing state estimates.

PubMed

Campbell, D A; Chkrebtii, O

2013-12-01

Statistical inference for biochemical models often faces a variety of characteristic challenges. In this paper we examine state and parameter estimation for the JAK-STAT intracellular signalling mechanism, which exemplifies the implementation intricacies common in many biochemical inference problems. We introduce an extension to the Generalized Smoothing approach for estimating delay differential equation models, addressing selection of complexity parameters, choice of the basis system, and appropriate optimization strategies. Motivated by the JAK-STAT system, we further extend the generalized smoothing approach to consider a nonlinear observation process with additional unknown parameters, and highlight how the approach handles unobserved states and unevenly spaced observations. The methodology developed is generally applicable to problems of estimation for differential equation models with delays, unobserved states, nonlinear observation processes, and partially observed histories. Crown Copyright © 2013. Published by Elsevier Inc. All rights reserved.

A modified NARMAX model-based self-tuner with fault tolerance for unknown nonlinear stochastic hybrid systems with an input-output direct feed-through term.

PubMed

Tsai, Jason S-H; Hsu, Wen-Teng; Lin, Long-Guei; Guo, Shu-Mei; Tann, Joseph W

2014-01-01

A modified nonlinear autoregressive moving average with exogenous inputs (NARMAX) model-based state-space self-tuner with fault tolerance is proposed in this paper for the unknown nonlinear stochastic hybrid system with a direct transmission matrix from input to output. Through the off-line observer/Kalman filter identification method, one has a good initial guess of modified NARMAX model to reduce the on-line system identification process time. Then, based on the modified NARMAX-based system identification, a corresponding adaptive digital control scheme is presented for the unknown continuous-time nonlinear system, with an input-output direct transmission term, which also has measurement and system noises and inaccessible system states. Besides, an effective state space self-turner with fault tolerance scheme is presented for the unknown multivariable stochastic system. A quantitative criterion is suggested by comparing the innovation process error estimated by the Kalman filter estimation algorithm, so that a weighting matrix resetting technique by adjusting and resetting the covariance matrices of parameter estimate obtained by the Kalman filter estimation algorithm is utilized to achieve the parameter estimation for faulty system recovery. Consequently, the proposed method can effectively cope with partially abrupt and/or gradual system faults and input failures by the fault detection. Copyright © 2013 ISA. Published by Elsevier Ltd. All rights reserved.

Exponential Boundary Observers for Pressurized Water Pipe

NASA Astrophysics Data System (ADS)

Hermine Som, Idellette Judith; Cocquempot, Vincent; Aitouche, Abdel

2015-11-01

This paper deals with state estimation on a pressurized water pipe modeled by nonlinear coupled distributed hyperbolic equations for non-conservative laws with three known boundary measures. Our objective is to estimate the fourth boundary variable, which will be useful for leakage detection. Two approaches are studied. Firstly, the distributed hyperbolic equations are discretized through a finite-difference scheme. By using the Lipschitz property of the nonlinear term and a Lyapunov function, the exponential stability of the estimation error is proven by solving Linear Matrix Inequalities (LMIs). Secondly, the distributed hyperbolic system is preserved for state estimation. After state transformations, a Luenberger-like PDE boundary observer based on backstepping mathematical tools is proposed. An exponential Lyapunov function is used to prove the stability of the resulted estimation error. The performance of the two observers are shown on a water pipe prototype simulated example.

Correlation techniques to determine model form in robust nonlinear system realization/identification

NASA Technical Reports Server (NTRS)

Stry, Greselda I.; Mook, D. Joseph

1991-01-01

The fundamental challenge in identification of nonlinear dynamic systems is determining the appropriate form of the model. A robust technique is presented which essentially eliminates this problem for many applications. The technique is based on the Minimum Model Error (MME) optimal estimation approach. A detailed literature review is included in which fundamental differences between the current approach and previous work is described. The most significant feature is the ability to identify nonlinear dynamic systems without prior assumption regarding the form of the nonlinearities, in contrast to existing nonlinear identification approaches which usually require detailed assumptions of the nonlinearities. Model form is determined via statistical correlation of the MME optimal state estimates with the MME optimal model error estimates. The example illustrations indicate that the method is robust with respect to prior ignorance of the model, and with respect to measurement noise, measurement frequency, and measurement record length.

Nonlinear Feedback Controllers and Compensators: A State-Dependent Riccati Equation Approach

DTIC Science & Technology

2003-01-01

Nonlinear Feedback Controllers and Compensators: A State-Dependent Riccati Equation Approach H. T. Banks∗ B. M. Lewis † H. T. Tran‡ Department of...Mathematics Center for Research in Scientific Computation North Carolina State University Raleigh, NC 27695 Abstract State-dependent Riccati equation ...estimating the solution of the Hamilton- Jacobi-Bellman (HJB) equation can be found in a comprehensive review article [5]. Each of these ∗htbanks

A methodology for designing robust multivariable nonlinear control systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Grunberg, D. B.

1986-01-01

A new methodology is described for the design of nonlinear dynamic controllers for nonlinear multivariable systems providing guarantees of closed-loop stability, performance, and robustness. The methodology is an extension of the Linear-Quadratic-Gaussian with Loop-Transfer-Recovery (LQG/LTR) methodology for linear systems, thus hinging upon the idea of constructing an approximate inverse operator for the plant. A major feature of the methodology is a unification of both the state-space and input-output formulations. In addition, new results on stability theory, nonlinear state estimation, and optimal nonlinear regulator theory are presented, including the guaranteed global properties of the extended Kalman filter and optimal nonlinear regulators.

Nonlinear observation of internal states of fuel cell cathode utilizing a high-order sliding-mode algorithm

NASA Astrophysics Data System (ADS)

Xu, Liangfei; Hu, Junming; Cheng, Siliang; Fang, Chuan; Li, Jianqiu; Ouyang, Minggao; Lehnert, Werner

2017-07-01

A scheme for designing a second-order sliding-mode (SOSM) observer that estimates critical internal states on the cathode side of a polymer electrolyte membrane (PEM) fuel cell system is presented. A nonlinear, isothermal dynamic model for the cathode side and a membrane electrolyte assembly are first described. A nonlinear observer topology based on an SOSM algorithm is then introduced, and equations for the SOSM observer deduced. Online calculation of the inverse matrix produces numerical errors, so a modified matrix is introduced to eliminate the negative effects of these on the observer. The simulation results indicate that the SOSM observer performs well for the gas partial pressures and air stoichiometry. The estimation results follow the simulated values in the model with relative errors within ± 2% at stable status. Large errors occur during the fast dynamic processes (<1 s). Moreover, the nonlinear observer shows good robustness against variations in the initial values of the internal states, but less robustness against variations in system parameters. The partial pressures are more sensitive than the air stoichiometry to system parameters. Finally, the order of effects of parameter uncertainties on the estimation results is outlined and analyzed.

Modelling the influence of sensory dynamics on linear and nonlinear driver steering control

NASA Astrophysics Data System (ADS)

Nash, C. J.; Cole, D. J.

2018-05-01

A recent review of the literature has indicated that sensory dynamics play an important role in the driver-vehicle steering task, motivating the design of a new driver model incorporating human sensory systems. This paper presents a full derivation of the linear driver model developed in previous work, and extends the model to control a vehicle with nonlinear tyres. Various nonlinear controllers and state estimators are compared with different approximations of the true system dynamics. The model simulation time is found to increase significantly with the complexity of the controller and state estimator. In general the more complex controllers perform best, although with certain vehicle and tyre models linearised controllers perform as well as a full nonlinear optimisation. Various extended Kalman filters give similar results, although the driver's sensory dynamics reduce control performance compared with full state feedback. The new model could be used to design vehicle systems which interact more naturally and safely with a human driver.

Distributed ESO based cooperative tracking control for high-order nonlinear multiagent systems with lumped disturbance and application in multi flight simulators systems.

PubMed

Cong, Zhang

2018-03-01

Based on extended state observer, a novel and practical design method is developed to solve the distributed cooperative tracking problem of higher-order nonlinear multiagent systems with lumped disturbance in a fixed communication topology directed graph. The proposed method is designed to guarantee all the follower nodes ultimately and uniformly converge to the leader node with bounded residual errors. The leader node, modeled as a higher-order non-autonomous nonlinear system, acts as a command generator giving commands only to a small portion of the networked follower nodes. Extended state observer is used to estimate the local states and lumped disturbance of each follower node. Moreover, each distributed controller can work independently only requiring the relative states and/or the estimated relative states information between itself and its neighbors. Finally an engineering application of multi flight simulators systems is demonstrated to test and verify the effectiveness of the proposed algorithm. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Implicit Particle Filter for Power System State Estimation with Large Scale Renewable Power Integration.

NASA Astrophysics Data System (ADS)

Uzunoglu, B.; Hussaini, Y.

2017-12-01

Implicit Particle Filter is a sequential Monte Carlo method for data assimilation that guides the particles to the high-probability by an implicit step . It optimizes a nonlinear cost function which can be inherited from legacy assimilation routines . Dynamic state estimation for almost real-time applications in power systems are becomingly increasingly more important with integration of variable wind and solar power generation. New advanced state estimation tools that will replace the old generation state estimation in addition to having a general framework of complexities should be able to address the legacy software and able to integrate the old software in a mathematical framework while allowing the power industry need for a cautious and evolutionary change in comparison to a complete revolutionary approach while addressing nonlinearity and non-normal behaviour. This work implements implicit particle filter as a state estimation tool for the estimation of the states of a power system and presents the first implicit particle filter application study on a power system state estimation. The implicit particle filter is introduced into power systems and the simulations are presented for a three-node benchmark power system . The performance of the filter on the presented problem is analyzed and the results are presented.

Penalized Nonlinear Least Squares Estimation of Time-Varying Parameters in Ordinary Differential Equations

PubMed Central

Cao, Jiguo; Huang, Jianhua Z.; Wu, Hulin

2012-01-01

Ordinary differential equations (ODEs) are widely used in biomedical research and other scientific areas to model complex dynamic systems. It is an important statistical problem to estimate parameters in ODEs from noisy observations. In this article we propose a method for estimating the time-varying coefficients in an ODE. Our method is a variation of the nonlinear least squares where penalized splines are used to model the functional parameters and the ODE solutions are approximated also using splines. We resort to the implicit function theorem to deal with the nonlinear least squares objective function that is only defined implicitly. The proposed penalized nonlinear least squares method is applied to estimate a HIV dynamic model from a real dataset. Monte Carlo simulations show that the new method can provide much more accurate estimates of functional parameters than the existing two-step local polynomial method which relies on estimation of the derivatives of the state function. Supplemental materials for the article are available online. PMID:23155351

Maximum Correntropy Unscented Kalman Filter for Spacecraft Relative State Estimation.

PubMed

Liu, Xi; Qu, Hua; Zhao, Jihong; Yue, Pengcheng; Wang, Meng

2016-09-20

A new algorithm called maximum correntropy unscented Kalman filter (MCUKF) is proposed and applied to relative state estimation in space communication networks. As is well known, the unscented Kalman filter (UKF) provides an efficient tool to solve the non-linear state estimate problem. However, the UKF usually plays well in Gaussian noises. Its performance may deteriorate substantially in the presence of non-Gaussian noises, especially when the measurements are disturbed by some heavy-tailed impulsive noises. By making use of the maximum correntropy criterion (MCC), the proposed algorithm can enhance the robustness of UKF against impulsive noises. In the MCUKF, the unscented transformation (UT) is applied to obtain a predicted state estimation and covariance matrix, and a nonlinear regression method with the MCC cost is then used to reformulate the measurement information. Finally, the UT is adopted to the measurement equation to obtain the filter state and covariance matrix. Illustrative examples demonstrate the superior performance of the new algorithm.

Maximum Correntropy Unscented Kalman Filter for Spacecraft Relative State Estimation

PubMed Central

Liu, Xi; Qu, Hua; Zhao, Jihong; Yue, Pengcheng; Wang, Meng

2016-01-01

A new algorithm called maximum correntropy unscented Kalman filter (MCUKF) is proposed and applied to relative state estimation in space communication networks. As is well known, the unscented Kalman filter (UKF) provides an efficient tool to solve the non-linear state estimate problem. However, the UKF usually plays well in Gaussian noises. Its performance may deteriorate substantially in the presence of non-Gaussian noises, especially when the measurements are disturbed by some heavy-tailed impulsive noises. By making use of the maximum correntropy criterion (MCC), the proposed algorithm can enhance the robustness of UKF against impulsive noises. In the MCUKF, the unscented transformation (UT) is applied to obtain a predicted state estimation and covariance matrix, and a nonlinear regression method with the MCC cost is then used to reformulate the measurement information. Finally, the UT is adopted to the measurement equation to obtain the filter state and covariance matrix. Illustrative examples demonstrate the superior performance of the new algorithm. PMID:27657069

State, Parameter, and Unknown Input Estimation Problems in Active Automotive Safety Applications

NASA Astrophysics Data System (ADS)

Phanomchoeng, Gridsada

A variety of driver assistance systems such as traction control, electronic stability control (ESC), rollover prevention and lane departure avoidance systems are being developed by automotive manufacturers to reduce driver burden, partially automate normal driving operations, and reduce accidents. The effectiveness of these driver assistance systems can be significant enhanced if the real-time values of several vehicle parameters and state variables, namely tire-road friction coefficient, slip angle, roll angle, and rollover index, can be known. Since there are no inexpensive sensors available to measure these variables, it is necessary to estimate them. However, due to the significant nonlinear dynamics in a vehicle, due to unknown and changing plant parameters, and due to the presence of unknown input disturbances, the design of estimation algorithms for this application is challenging. This dissertation develops a new approach to observer design for nonlinear systems in which the nonlinearity has a globally (or locally) bounded Jacobian. The developed approach utilizes a modified version of the mean value theorem to express the nonlinearity in the estimation error dynamics as a convex combination of known matrices with time varying coefficients. The observer gains are then obtained by solving linear matrix inequalities (LMIs). A number of illustrative examples are presented to show that the developed approach is less conservative and more useful than the standard Lipschitz assumption based nonlinear observer. The developed nonlinear observer is utilized for estimation of slip angle, longitudinal vehicle velocity, and vehicle roll angle. In order to predict and prevent vehicle rollovers in tripped situations, it is necessary to estimate the vertical tire forces in the presence of unknown road disturbance inputs. An approach to estimate unknown disturbance inputs in nonlinear systems using dynamic model inversion and a modified version of the mean value theorem is presented. The developed theory is used to estimate vertical tire forces and predict tripped rollovers in situations involving road bumps, potholes, and lateral unknown force inputs. To estimate the tire-road friction coefficients at each individual tire of the vehicle, algorithms to estimate longitudinal forces and slip ratios at each tire are proposed. Subsequently, tire-road friction coefficients are obtained using recursive least squares parameter estimators that exploit the relationship between longitudinal force and slip ratio at each tire. The developed approaches are evaluated through simulations with industry standard software, CARSIM, with experimental tests on a Volvo XC90 sport utility vehicle and with experimental tests on a 1/8th scaled vehicle. The simulation and experimental results show that the developed approaches can reliably estimate the vehicle parameters and state variables needed for effective ESC and rollover prevention applications.

Non-linear feedback control of the p53 protein-mdm2 inhibitor system using the derivative-free non-linear Kalman filter.

PubMed

Rigatos, Gerasimos G

2016-06-01

It is proven that the model of the p53-mdm2 protein synthesis loop is a differentially flat one and using a diffeomorphism (change of state variables) that is proposed by differential flatness theory it is shown that the protein synthesis model can be transformed into the canonical (Brunovsky) form. This enables the design of a feedback control law that maintains the concentration of the p53 protein at the desirable levels. To estimate the non-measurable elements of the state vector describing the p53-mdm2 system dynamics, the derivative-free non-linear Kalman filter is used. Moreover, to compensate for modelling uncertainties and external disturbances that affect the p53-mdm2 system, the derivative-free non-linear Kalman filter is re-designed as a disturbance observer. The derivative-free non-linear Kalman filter consists of the Kalman filter recursion applied on the linearised equivalent of the protein synthesis model together with an inverse transformation based on differential flatness theory that enables to retrieve estimates for the state variables of the initial non-linear model. The proposed non-linear feedback control and perturbations compensation method for the p53-mdm2 system can result in more efficient chemotherapy schemes where the infusion of medication will be better administered.

Non-linear Parameter Estimates from Non-stationary MEG Data

PubMed Central

Martínez-Vargas, Juan D.; López, Jose D.; Baker, Adam; Castellanos-Dominguez, German; Woolrich, Mark W.; Barnes, Gareth

2016-01-01

We demonstrate a method to estimate key electrophysiological parameters from resting state data. In this paper, we focus on the estimation of head-position parameters. The recovery of these parameters is especially challenging as they are non-linearly related to the measured field. In order to do this we use an empirical Bayesian scheme to estimate the cortical current distribution due to a range of laterally shifted head-models. We compare different methods of approaching this problem from the division of M/EEG data into stationary sections and performing separate source inversions, to explaining all of the M/EEG data with a single inversion. We demonstrate this through estimation of head position in both simulated and empirical resting state MEG data collected using a head-cast. PMID:27597815

State of charge estimation in Ni-MH rechargeable batteries

NASA Astrophysics Data System (ADS)

Milocco, R. H.; Castro, B. E.

In this work we estimate the state of charge (SOC) of Ni-MH rechargeable batteries using the Kalman filter based on a simplified electrochemical model. First, we derive the complete electrochemical model of the battery which includes diffusional processes and kinetic reactions in both Ni and MH electrodes. The full model is further reduced in a cascade of two parts, a linear time invariant dynamical sub-model followed by a static nonlinearity. Both parts are identified using the current and potential measured at the terminals of the battery with a simple 1-D minimization procedure. The inverse of the static nonlinearity together with a Kalman filter provide the SOC estimation as a linear estimation problem. Experimental results with commercial batteries are provided to illustrate the estimation procedure and to show the performance.

Comparing Consider-Covariance Analysis with Sigma-Point Consider Filter and Linear-Theory Consider Filter Formulations

NASA Technical Reports Server (NTRS)

Lisano, Michael E.

2007-01-01

Recent literature in applied estimation theory reflects growing interest in the sigma-point (also called unscented ) formulation for optimal sequential state estimation, often describing performance comparisons with extended Kalman filters as applied to specific dynamical problems [c.f. 1, 2, 3]. Favorable attributes of sigma-point filters are described as including a lower expected error for nonlinear even non-differentiable dynamical systems, and a straightforward formulation not requiring derivation or implementation of any partial derivative Jacobian matrices. These attributes are particularly attractive, e.g. in terms of enabling simplified code architecture and streamlined testing, in the formulation of estimators for nonlinear spaceflight mechanics systems, such as filter software onboard deep-space robotic spacecraft. As presented in [4], the Sigma-Point Consider Filter (SPCF) algorithm extends the sigma-point filter algorithm to the problem of consider covariance analysis. Considering parameters in a dynamical system, while estimating its state, provides an upper bound on the estimated state covariance, which is viewed as a conservative approach to designing estimators for problems of general guidance, navigation and control. This is because, whether a parameter in the system model is observable or not, error in the knowledge of the value of a non-estimated parameter will increase the actual uncertainty of the estimated state of the system beyond the level formally indicated by the covariance of an estimator that neglects errors or uncertainty in that parameter. The equations for SPCF covariance evolution are obtained in a fashion similar to the derivation approach taken with standard (i.e. linearized or extended) consider parameterized Kalman filters (c.f. [5]). While in [4] the SPCF and linear-theory consider filter (LTCF) were applied to an illustrative linear dynamics/linear measurement problem, in the present work examines the SPCF as applied to nonlinear sequential consider covariance analysis, i.e. in the presence of nonlinear dynamics and nonlinear measurements. A simple SPCF for orbit determination, exemplifying an algorithm hosted in the guidance, navigation and control (GN&C) computer processor of a hypothetical robotic spacecraft, was implemented, and compared with an identically-parameterized (standard) extended, consider-parameterized Kalman filter. The onboard filtering scenario examined is a hypothetical spacecraft orbit about a small natural body with imperfectly-known mass. The formulations, relative complexities, and performances of the filters are compared and discussed.

Adaptive estimation of nonlinear parameters of a nonholonomic spherical robot using a modified fuzzy-based speed gradient algorithm

NASA Astrophysics Data System (ADS)

Roozegar, Mehdi; Mahjoob, Mohammad J.; Ayati, Moosa

2017-05-01

This paper deals with adaptive estimation of the unknown parameters and states of a pendulum-driven spherical robot (PDSR), which is a nonlinear in parameters (NLP) chaotic system with parametric uncertainties. Firstly, the mathematical model of the robot is deduced by applying the Newton-Euler methodology for a system of rigid bodies. Then, based on the speed gradient (SG) algorithm, the states and unknown parameters of the robot are estimated online for different step length gains and initial conditions. The estimated parameters are updated adaptively according to the error between estimated and true state values. Since the errors of the estimated states and parameters as well as the convergence rates depend significantly on the value of step length gain, this gain should be chosen optimally. Hence, a heuristic fuzzy logic controller is employed to adjust the gain adaptively. Simulation results indicate that the proposed approach is highly encouraging for identification of this NLP chaotic system even if the initial conditions change and the uncertainties increase; therefore, it is reliable to be implemented on a real robot.

Shock and Vibration Control of a Golf-Swing Robot at Impacting the Ball

NASA Astrophysics Data System (ADS)

Hoshino, Yohei; Kobayashi, Yukinori

A golf swing robot is a kind of fast motion manipulator with a flexible link. A robot manipulator is greatly affected by Corioli's and centrifugal forces during fast motion. Nonlinearity due to these forces can have an adverse effect on the performance of feedback control. In the same way, ordinary state observers of a linear system cannot accurately estimate the states of nonlinear systems. This paper uses a state observer that considers disturbances to improve the performance of state estimation and feedback control. A mathematical model of the golf robot is derived by Hamilton's principle. A linear quadratic regulator (LQR) that considers the vibration of the club shaft is used to stop the robot during the follow-through action. The state observer that considers disturbances estimates accurate state variables when the disturbances due to Corioli's and centrifugal forces, and impact forces work on the robot. As a result, the performance of the state feedback control is improved. The study compares the results of the numerical simulations with experimental results.

Accurate Initial State Estimation in a Monocular Visual–Inertial SLAM System

PubMed Central

Chen, Jing; Zhou, Zixiang; Leng, Zhen; Fan, Lei

2018-01-01

The fusion of monocular visual and inertial cues has become popular in robotics, unmanned vehicles and augmented reality fields. Recent results have shown that optimization-based fusion strategies outperform filtering strategies. Robust state estimation is the core capability for optimization-based visual–inertial Simultaneous Localization and Mapping (SLAM) systems. As a result of the nonlinearity of visual–inertial systems, the performance heavily relies on the accuracy of initial values (visual scale, gravity, velocity and Inertial Measurement Unit (IMU) biases). Therefore, this paper aims to propose a more accurate initial state estimation method. On the basis of the known gravity magnitude, we propose an approach to refine the estimated gravity vector by optimizing the two-dimensional (2D) error state on its tangent space, then estimate the accelerometer bias separately, which is difficult to be distinguished under small rotation. Additionally, we propose an automatic termination criterion to determine when the initialization is successful. Once the initial state estimation converges, the initial estimated values are used to launch the nonlinear tightly coupled visual–inertial SLAM system. We have tested our approaches with the public EuRoC dataset. Experimental results show that the proposed methods can achieve good initial state estimation, the gravity refinement approach is able to efficiently speed up the convergence process of the estimated gravity vector, and the termination criterion performs well. PMID:29419751

Nonlinear convergence active vibration absorber for single and multiple frequency vibration control

NASA Astrophysics Data System (ADS)

Wang, Xi; Yang, Bintang; Guo, Shufeng; Zhao, Wenqiang

2017-12-01

This paper presents a nonlinear convergence algorithm for active dynamic undamped vibration absorber (ADUVA). The damping of absorber is ignored in this algorithm to strengthen the vibration suppressing effect and simplify the algorithm at the same time. The simulation and experimental results indicate that this nonlinear convergence ADUVA can help significantly suppress vibration caused by excitation of both single and multiple frequency. The proposed nonlinear algorithm is composed of equivalent dynamic modeling equations and frequency estimator. Both the single and multiple frequency ADUVA are mathematically imitated by the same mechanical structure with a mass body and a voice coil motor (VCM). The nonlinear convergence estimator is applied to simultaneously satisfy the requirements of fast convergence rate and small steady state frequency error, which are incompatible for linear convergence estimator. The convergence of the nonlinear algorithm is mathematically proofed, and its non-divergent characteristic is theoretically guaranteed. The vibration suppressing experiments demonstrate that the nonlinear ADUVA can accelerate the convergence rate of vibration suppressing and achieve more decrement of oscillation attenuation than the linear ADUVA.

Nonlinear Quantum Metrology of Many-Body Open Systems

NASA Astrophysics Data System (ADS)

Beau, M.; del Campo, A.

2017-07-01

We introduce general bounds for the parameter estimation error in nonlinear quantum metrology of many-body open systems in the Markovian limit. Given a k -body Hamiltonian and p -body Lindblad operators, the estimation error of a Hamiltonian parameter using a Greenberger-Horne-Zeilinger state as a probe is shown to scale as N-[k -(p /2 )], surpassing the shot-noise limit for 2 k >p +1 . Metrology equivalence between initial product states and maximally entangled states is established for p ≥1 . We further show that one can estimate the system-environment coupling parameter with precision N-(p /2 ), while many-body decoherence enhances the precision to N-k in the noise-amplitude estimation of a fluctuating k -body Hamiltonian. For the long-range Ising model, we show that the precision of this parameter beats the shot-noise limit when the range of interactions is below a threshold value.

Reinforcement-learning-based dual-control methodology for complex nonlinear discrete-time systems with application to spark engine EGR operation.

PubMed

Shih, Peter; Kaul, Brian C; Jagannathan, S; Drallmeier, James A

2008-08-01

A novel reinforcement-learning-based dual-control methodology adaptive neural network (NN) controller is developed to deliver a desired tracking performance for a class of complex feedback nonlinear discrete-time systems, which consists of a second-order nonlinear discrete-time system in nonstrict feedback form and an affine nonlinear discrete-time system, in the presence of bounded and unknown disturbances. For example, the exhaust gas recirculation (EGR) operation of a spark ignition (SI) engine is modeled by using such a complex nonlinear discrete-time system. A dual-controller approach is undertaken where primary adaptive critic NN controller is designed for the nonstrict feedback nonlinear discrete-time system whereas the secondary one for the affine nonlinear discrete-time system but the controllers together offer the desired performance. The primary adaptive critic NN controller includes an NN observer for estimating the states and output, an NN critic, and two action NNs for generating virtual control and actual control inputs for the nonstrict feedback nonlinear discrete-time system, whereas an additional critic NN and an action NN are included for the affine nonlinear discrete-time system by assuming the state availability. All NN weights adapt online towards minimization of a certain performance index, utilizing gradient-descent-based rule. Using Lyapunov theory, the uniformly ultimate boundedness (UUB) of the closed-loop tracking error, weight estimates, and observer estimates are shown. The adaptive critic NN controller performance is evaluated on an SI engine operating with high EGR levels where the controller objective is to reduce cyclic dispersion in heat release while minimizing fuel intake. Simulation and experimental results indicate that engine out emissions drop significantly at 20% EGR due to reduction in dispersion in heat release thus verifying the dual-control approach.

Nonlinear Inference in Partially Observed Physical Systems and Deep Neural Networks

NASA Astrophysics Data System (ADS)

Rozdeba, Paul J.

The problem of model state and parameter estimation is a significant challenge in nonlinear systems. Due to practical considerations of experimental design, it is often the case that physical systems are partially observed, meaning that data is only available for a subset of the degrees of freedom required to fully model the observed system's behaviors and, ultimately, predict future observations. Estimation in this context is highly complicated by the presence of chaos, stochasticity, and measurement noise in dynamical systems. One of the aims of this dissertation is to simultaneously analyze state and parameter estimation in as a regularized inverse problem, where the introduction of a model makes it possible to reverse the forward problem of partial, noisy observation; and as a statistical inference problem using data assimilation to transfer information from measurements to the model states and parameters. Ultimately these two formulations achieve the same goal. Similar aspects that appear in both are highlighted as a means for better understanding the structure of the nonlinear inference problem. An alternative approach to data assimilation that uses model reduction is then examined as a way to eliminate unresolved nonlinear gating variables from neuron models. In this formulation, only measured variables enter into the model, and the resulting errors are themselves modeled by nonlinear stochastic processes with memory. Finally, variational annealing, a data assimilation method previously applied to dynamical systems, is introduced as a potentially useful tool for understanding deep neural network training in machine learning by exploiting similarities between the two problems.

State-Dependent Pseudo-Linear Filter for Spacecraft Attitude and Rate Estimation

NASA Technical Reports Server (NTRS)

Bar-Itzhack, Itzhack Y.; Harman, Richard R.

2001-01-01

This paper presents the development and performance of a special algorithm for estimating the attitude and angular rate of a spacecraft. The algorithm is a pseudo-linear Kalman filter, which is an ordinary linear Kalman filter that operates on a linear model whose matrices are current state estimate dependent. The nonlinear rotational dynamics equation of the spacecraft is presented in the state space as a state-dependent linear system. Two types of measurements are considered. One type is a measurement of the quaternion of rotation, which is obtained from a newly introduced star tracker based apparatus. The other type of measurement is that of vectors, which permits the use of a variety of vector measuring sensors like sun sensors and magnetometers. While quaternion measurements are related linearly to the state vector, vector measurements constitute a nonlinear function of the state vector. Therefore, in this paper, a state-dependent linear measurement equation is developed for the vector measurement case. The state-dependent pseudo linear filter is applied to simulated spacecraft rotations and adequate estimates of the spacecraft attitude and rate are obtained for the case of quaternion measurements as well as of vector measurements.

A dynamic load estimation method for nonlinear structures with unscented Kalman filter

NASA Astrophysics Data System (ADS)

Guo, L. N.; Ding, Y.; Wang, Z.; Xu, G. S.; Wu, B.

2018-02-01

A force estimation method is proposed for hysteretic nonlinear structures. The equation of motion for the nonlinear structure is represented in state space and the state variable is augmented by the unknown the time history of external force. Unscented Kalman filter (UKF) is improved for the force identification in state space considering the ill-condition characteristic in the computation of square roots for the covariance matrix. The proposed method is firstly validated by a numerical simulation study of a 3-storey nonlinear hysteretic frame excited by periodic force. Each storey is supposed to follow a nonlinear hysteretic model. The external force is identified and the measurement noise is considered in this case. Then a case of a seismically isolated building subjected to earthquake excitation and impact force is studied. The isolation layer performs nonlinearly during the earthquake excitation. Impact force between the seismically isolated structure and the retaining wall is estimated with the proposed method. Uncertainties such as measurement noise, model error in storey stiffness and unexpected environmental disturbances are considered. A real-time substructure testing of an isolated structure is conducted to verify the proposed method. In the experimental study, the linear main structure is taken as numerical substructure while the one of the isolations with additional mass is taken as the nonlinear physical substructure. The force applied by the actuator on the physical substructure is identified and compared with the measured value from the force transducer. The method proposed in this paper is also validated by shaking table test of a seismically isolated steel frame. The acceleration of the ground motion as the unknowns is identified by the proposed method. Results from both numerical simulation and experimental studies indicate that the UKF based force identification method can be used to identify external excitations effectively for the nonlinear structure with accurate results even with measurement noise, model error and environmental disturbances.

Kalman filter control of a model of spatiotemporal cortical dynamics

PubMed Central

Schiff, Steven J; Sauer, Tim

2007-01-01

Recent advances in Kalman filtering to estimate system state and parameters in nonlinear systems have offered the potential to apply such approaches to spatiotemporal nonlinear systems. We here adapt the nonlinear method of unscented Kalman filtering to observe the state and estimate parameters in a computational spatiotemporal excitable system that serves as a model for cerebral cortex. We demonstrate the ability to track spiral wave dynamics, and to use an observer system to calculate control signals delivered through applied electrical fields. We demonstrate how this strategy can control the frequency of such a system, or quench the wave patterns, while minimizing the energy required for such results. These findings are readily testable in experimental applications, and have the potential to be applied to the treatment of human disease. PMID:18310806

System Identification for Nonlinear Control Using Neural Networks

NASA Technical Reports Server (NTRS)

Stengel, Robert F.; Linse, Dennis J.

1990-01-01

An approach to incorporating artificial neural networks in nonlinear, adaptive control systems is described. The controller contains three principal elements: a nonlinear inverse dynamic control law whose coefficients depend on a comprehensive model of the plant, a neural network that models system dynamics, and a state estimator whose outputs drive the control law and train the neural network. Attention is focused on the system identification task, which combines an extended Kalman filter with generalized spline function approximation. Continual learning is possible during normal operation, without taking the system off line for specialized training. Nonlinear inverse dynamic control requires smooth derivatives as well as function estimates, imposing stringent goals on the approximating technique.

State-of-charge estimation in lithium-ion batteries: A particle filter approach

NASA Astrophysics Data System (ADS)

Tulsyan, Aditya; Tsai, Yiting; Gopaluni, R. Bhushan; Braatz, Richard D.

2016-11-01

The dynamics of lithium-ion batteries are complex and are often approximated by models consisting of partial differential equations (PDEs) relating the internal ionic concentrations and potentials. The Pseudo two-dimensional model (P2D) is one model that performs sufficiently accurately under various operating conditions and battery chemistries. Despite its widespread use for prediction, this model is too complex for standard estimation and control applications. This article presents an original algorithm for state-of-charge estimation using the P2D model. Partial differential equations are discretized using implicit stable algorithms and reformulated into a nonlinear state-space model. This discrete, high-dimensional model (consisting of tens to hundreds of states) contains implicit, nonlinear algebraic equations. The uncertainty in the model is characterized by additive Gaussian noise. By exploiting the special structure of the pseudo two-dimensional model, a novel particle filter algorithm that sweeps in time and spatial coordinates independently is developed. This algorithm circumvents the degeneracy problems associated with high-dimensional state estimation and avoids the repetitive solution of implicit equations by defining a 'tether' particle. The approach is illustrated through extensive simulations.

Fuzzy Adaptive Decentralized Optimal Control for Strict Feedback Nonlinear Large-Scale Systems.

PubMed

Sun, Kangkang; Sui, Shuai; Tong, Shaocheng

2018-04-01

This paper considers the optimal decentralized fuzzy adaptive control design problem for a class of interconnected large-scale nonlinear systems in strict feedback form and with unknown nonlinear functions. The fuzzy logic systems are introduced to learn the unknown dynamics and cost functions, respectively, and a state estimator is developed. By applying the state estimator and the backstepping recursive design algorithm, a decentralized feedforward controller is established. By using the backstepping decentralized feedforward control scheme, the considered interconnected large-scale nonlinear system in strict feedback form is changed into an equivalent affine large-scale nonlinear system. Subsequently, an optimal decentralized fuzzy adaptive control scheme is constructed. The whole optimal decentralized fuzzy adaptive controller is composed of a decentralized feedforward control and an optimal decentralized control. It is proved that the developed optimal decentralized controller can ensure that all the variables of the control system are uniformly ultimately bounded, and the cost functions are the smallest. Two simulation examples are provided to illustrate the validity of the developed optimal decentralized fuzzy adaptive control scheme.

Solid-State Thermionic Power Generators: An Analytical Analysis in the Nonlinear Regime

NASA Astrophysics Data System (ADS)

Zebarjadi, M.

2017-07-01

Solid-state thermionic power generators are an alternative to thermoelectric modules. In this paper, we develop an analytical model to investigate the performance of these generators in the nonlinear regime. We identify dimensionless parameters determining their performance and provide measures to estimate an acceptable range of thermal and electrical resistances of thermionic generators. We find the relation between the optimum load resistance and the internal resistance and suggest guidelines for the design of thermionic power generators. Finally, we show that in the nonlinear regime, thermionic power generators can have efficiency values higher than the state-of-the-art thermoelectric modules.

Formulation of the linear model from the nonlinear simulation for the F18 HARV

NASA Technical Reports Server (NTRS)

Hall, Charles E., Jr.

1991-01-01

The F-18 HARV is a modified F-18 Aircraft which is capable of flying in the post-stall regime in order to achieve superagility. The onset of aerodynamic stall, and continued into the post-stall region, is characterized by nonlinearities in the aerodynamic coefficients. These aerodynamic coefficients are not expressed as analytic functions, but rather in the form of tabular data. The nonlinearities in the aerodynamic coefficients yield a nonlinear model of the aircraft's dynamics. Nonlinear system theory has made many advances, but this area is not sufficiently developed to allow its application to this problem, since many of the theorems are existance theorems and that the systems are composed of analytic functions. Thus, the feedback matrices and the state estimators are obtained from linear system theory techniques. It is important, in order to obtain the correct feedback matrices and state estimators, that the linear description of the nonlinear flight dynamics be as accurate as possible. A nonlinear simulation is run under the Advanced Continuous Simulation Language (ACSL). The ACSL simulation uses FORTRAN subroutines to interface to the look-up tables for the aerodynamic data. ACSL has commands to form the linear representation for the system. Other aspects of this investigation are discussed.

Higher-order Multivariable Polynomial Regression to Estimate Human Affective States

NASA Astrophysics Data System (ADS)

Wei, Jie; Chen, Tong; Liu, Guangyuan; Yang, Jiemin

2016-03-01

From direct observations, facial, vocal, gestural, physiological, and central nervous signals, estimating human affective states through computational models such as multivariate linear-regression analysis, support vector regression, and artificial neural network, have been proposed in the past decade. In these models, linear models are generally lack of precision because of ignoring intrinsic nonlinearities of complex psychophysiological processes; and nonlinear models commonly adopt complicated algorithms. To improve accuracy and simplify model, we introduce a new computational modeling method named as higher-order multivariable polynomial regression to estimate human affective states. The study employs standardized pictures in the International Affective Picture System to induce thirty subjects’ affective states, and obtains pure affective patterns of skin conductance as input variables to the higher-order multivariable polynomial model for predicting affective valence and arousal. Experimental results show that our method is able to obtain efficient correlation coefficients of 0.98 and 0.96 for estimation of affective valence and arousal, respectively. Moreover, the method may provide certain indirect evidences that valence and arousal have their brain’s motivational circuit origins. Thus, the proposed method can serve as a novel one for efficiently estimating human affective states.

Higher-order Multivariable Polynomial Regression to Estimate Human Affective States

PubMed Central

Wei, Jie; Chen, Tong; Liu, Guangyuan; Yang, Jiemin

2016-01-01

From direct observations, facial, vocal, gestural, physiological, and central nervous signals, estimating human affective states through computational models such as multivariate linear-regression analysis, support vector regression, and artificial neural network, have been proposed in the past decade. In these models, linear models are generally lack of precision because of ignoring intrinsic nonlinearities of complex psychophysiological processes; and nonlinear models commonly adopt complicated algorithms. To improve accuracy and simplify model, we introduce a new computational modeling method named as higher-order multivariable polynomial regression to estimate human affective states. The study employs standardized pictures in the International Affective Picture System to induce thirty subjects’ affective states, and obtains pure affective patterns of skin conductance as input variables to the higher-order multivariable polynomial model for predicting affective valence and arousal. Experimental results show that our method is able to obtain efficient correlation coefficients of 0.98 and 0.96 for estimation of affective valence and arousal, respectively. Moreover, the method may provide certain indirect evidences that valence and arousal have their brain’s motivational circuit origins. Thus, the proposed method can serve as a novel one for efficiently estimating human affective states. PMID:26996254

Model reduction and frequency residuals for a robust estimation of nonlinearities in subspace identification

NASA Astrophysics Data System (ADS)

De Filippis, G.; Noël, J. P.; Kerschen, G.; Soria, L.; Stephan, C.

2017-09-01

The introduction of the frequency-domain nonlinear subspace identification (FNSI) method in 2013 constitutes one in a series of recent attempts toward developing a realistic, first-generation framework applicable to complex structures. If this method showed promising capabilities when applied to academic structures, it is still confronted with a number of limitations which needs to be addressed. In particular, the removal of nonphysical poles in the identified nonlinear models is a distinct challenge. In the present paper, it is proposed as a first contribution to operate directly on the identified state-space matrices to carry out spurious pole removal. A modal-space decomposition of the state and output matrices is examined to discriminate genuine from numerical poles, prior to estimating the extended input and feedthrough matrices. The final state-space model thus contains physical information only and naturally leads to nonlinear coefficients free of spurious variations. Besides spurious variations due to nonphysical poles, vibration modes lying outside the frequency band of interest may also produce drifts of the nonlinear coefficients. The second contribution of the paper is to include residual terms, accounting for the existence of these modes. The proposed improved FNSI methodology is validated numerically and experimentally using a full-scale structure, the Morane-Saulnier Paris aircraft.

Some modifications of Newton's method for the determination of the steady-state response of nonlinear oscillatory circuits

NASA Astrophysics Data System (ADS)

Grosz, F. B., Jr.; Trick, T. N.

1982-07-01

It is proposed that nondominant states should be eliminated from the Newton algorithm in the steady-state analysis of nonlinear oscillatory systems. This technique not only improves convergence, but also reduces the size of the sensitivity matrix so that less computation is required for each iteration. One or more periods of integration should be performed after each periodic state estimation before the sensitivity computations are made for the next periodic state estimation. These extra periods of integration between Newton iterations are found to allow the fast states due to parasitic effects to settle, which enables the Newton algorithm to make a better prediction. In addition, the reliability of the algorithm is improved in high Q oscillator circuits by both local and global damping in which the amount of damping is proportional to the difference between the initial and final state values.

An offline approach for output-only Bayesian identification of stochastic nonlinear systems using unscented Kalman filtering

NASA Astrophysics Data System (ADS)

Erazo, Kalil; Nagarajaiah, Satish

2017-06-01

In this paper an offline approach for output-only Bayesian identification of stochastic nonlinear systems is presented. The approach is based on a re-parameterization of the joint posterior distribution of the parameters that define a postulated state-space stochastic model class. In the re-parameterization the state predictive distribution is included, marginalized, and estimated recursively in a state estimation step using an unscented Kalman filter, bypassing state augmentation as required by existing online methods. In applications expectations of functions of the parameters are of interest, which requires the evaluation of potentially high-dimensional integrals; Markov chain Monte Carlo is adopted to sample the posterior distribution and estimate the expectations. The proposed approach is suitable for nonlinear systems subjected to non-stationary inputs whose realization is unknown, and that are modeled as stochastic processes. Numerical verification and experimental validation examples illustrate the effectiveness and advantages of the approach, including: (i) an increased numerical stability with respect to augmented-state unscented Kalman filtering, avoiding divergence of the estimates when the forcing input is unmeasured; (ii) the ability to handle arbitrary prior and posterior distributions. The experimental validation of the approach is conducted using data from a large-scale structure tested on a shake table. It is shown that the approach is robust to inherent modeling errors in the description of the system and forcing input, providing accurate prediction of the dynamic response when the excitation history is unknown.

Estimation of parameters in rational reaction rates of molecular biological systems via weighted least squares

NASA Astrophysics Data System (ADS)

Wu, Fang-Xiang; Mu, Lei; Shi, Zhong-Ke

2010-01-01

The models of gene regulatory networks are often derived from statistical thermodynamics principle or Michaelis-Menten kinetics equation. As a result, the models contain rational reaction rates which are nonlinear in both parameters and states. It is challenging to estimate parameters nonlinear in a model although there have been many traditional nonlinear parameter estimation methods such as Gauss-Newton iteration method and its variants. In this article, we develop a two-step method to estimate the parameters in rational reaction rates of gene regulatory networks via weighted linear least squares. This method takes the special structure of rational reaction rates into consideration. That is, in the rational reaction rates, the numerator and the denominator are linear in parameters. By designing a special weight matrix for the linear least squares, parameters in the numerator and the denominator can be estimated by solving two linear least squares problems. The main advantage of the developed method is that it can produce the analytical solutions to the estimation of parameters in rational reaction rates which originally is nonlinear parameter estimation problem. The developed method is applied to a couple of gene regulatory networks. The simulation results show the superior performance over Gauss-Newton method.

Satellite Angular Rate Estimation From Vector Measurements

NASA Technical Reports Server (NTRS)

Azor, Ruth; Bar-Itzhack, Itzhack Y.; Harman, Richard R.

1996-01-01

This paper presents an algorithm for estimating the angular rate vector of a satellite which is based on the time derivatives of vector measurements expressed in a reference and body coordinate. The computed derivatives are fed into a spacial Kalman filter which yields an estimate of the spacecraft angular velocity. The filter, named Extended Interlaced Kalman Filter (EIKF), is an extension of the Kalman filter which, although being linear, estimates the state of a nonlinear dynamic system. It consists of two or three parallel Kalman filters whose individual estimates are fed to one another and are considered as known inputs by the other parallel filter(s). The nonlinear dynamics stem from the nonlinear differential equation that describes the rotation of a three dimensional body. Initial results, using simulated data, and real Rossi X ray Timing Explorer (RXTE) data indicate that the algorithm is efficient and robust.

Accurate feature detection and estimation using nonlinear and multiresolution analysis

NASA Astrophysics Data System (ADS)

Rudin, Leonid; Osher, Stanley

1994-11-01

A program for feature detection and estimation using nonlinear and multiscale analysis was completed. The state-of-the-art edge detection was combined with multiscale restoration (as suggested by the first author) and robust results in the presence of noise were obtained. Successful applications to numerous images of interest to DOD were made. Also, a new market in the criminal justice field was developed, based in part, on this work.

Nonlinear Estimation of Discrete-Time Signals Under Random Observation Delay

DOE Office of Scientific and Technical Information (OSTI.GOV)

Caballero-Aguila, R.; Jimenez-Lopez, J. D.; Hermoso-Carazo, A.

2008-11-06

This paper presents an approximation to the nonlinear least-squares estimation problem of discrete-time stochastic signals using nonlinear observations with additive white noise which can be randomly delayed by one sampling time. The observation delay is modelled by a sequence of independent Bernoulli random variables whose values, zero or one, indicate that the real observation arrives on time or it is delayed and, hence, the available measurement to estimate the signal is not up-to-date. Assuming that the state-space model generating the signal is unknown and only the covariance functions of the processes involved in the observation equation are ready for use,more » a filtering algorithm based on linear approximations of the real observations is proposed.« less

Space Vehicle Pose Estimation via Optical Correlation and Nonlinear Estimation

NASA Technical Reports Server (NTRS)

Rakoczy, John M.; Herren, Kenneth A.

2008-01-01

A technique for 6-degree-of-freedom (6DOF) pose estimation of space vehicles is being developed. This technique draws upon recent developments in implementing optical correlation measurements in a nonlinear estimator, which relates the optical correlation measurements to the pose states (orientation and position). For the optical correlator, the use of both conjugate filters and binary, phase-only filters in the design of synthetic discriminant function (SDF) filters is explored. A static neural network is trained a priori and used as the nonlinear estimator. New commercial animation and image rendering software is exploited to design the SDF filters and to generate a large filter set with which to train the neural network. The technique is applied to pose estimation for rendezvous and docking of free-flying spacecraft and to terrestrial surface mobility systems for NASA's Vision for Space Exploration. Quantitative pose estimation performance will be reported. Advantages and disadvantages of the implementation of this technique are discussed.

Space Vehicle Pose Estimation via Optical Correlation and Nonlinear Estimation

NASA Technical Reports Server (NTRS)

Rakoczy, John; Herren, Kenneth

2007-01-01

A technique for 6-degree-of-freedom (6DOF) pose estimation of space vehicles is being developed. This technique draws upon recent developments in implementing optical correlation measurements in a nonlinear estimator, which relates the optical correlation measurements to the pose states (orientation and position). For the optical correlator, the use of both conjugate filters and binary, phase-only filters in the design of synthetic discriminant function (SDF) filters is explored. A static neural network is trained a priori and used as the nonlinear estimator. New commercial animation and image rendering software is exploited to design the SDF filters and to generate a large filter set with which to train the neural network. The technique is applied to pose estimation for rendezvous and docking of free-flying spacecraft and to terrestrial surface mobility systems for NASA's Vision for Space Exploration. Quantitative pose estimation performance will be reported. Advantages and disadvantages of the implementation of this technique are discussed.

Stress evaluation of metallic material under steady state based on nonlinear critically refracted longitudinal wave

NASA Astrophysics Data System (ADS)

Mao, Hanling; Zhang, Yuhua; Mao, Hanying; Li, Xinxin; Huang, Zhenfeng

2018-06-01

This paper presents the study of applying the nonlinear ultrasonic wave to evaluate the stress state of metallic materials under steady state. The pre-stress loading method is applied to guarantee components with steady stress. Three kinds of nonlinear ultrasonic experiments based on critically refracted longitudinal wave are conducted on components which the critically refracted longitudinal wave propagates along x, x1 and x2 direction. Experimental results indicate the second and third order relative nonlinear coefficients monotonically increase with stress, and the normalized relationship is consistent with simplified dislocation models, which indicates the experimental result is logical. The combined ultrasonic nonlinear parameter is proposed, and three stress evaluation models at x direction are established based on three ultrasonic nonlinear parameters, which the estimation error is below 5%. Then two stress detection models at x1 and x2 direction are built based on combined ultrasonic nonlinear parameter, the stress synthesis method is applied to calculate the magnitude and direction of principal stress. The results show the prediction error is within 5% and the angle deviation is within 1.5°. Therefore the nonlinear ultrasonic technique based on LCR wave could be applied to nondestructively evaluate the stress of metallic materials under steady state which the magnitude and direction are included.

Estimation of regions of attraction and ultimate boundedness for multiloop LQ regulators. [Linear Quadratic

NASA Technical Reports Server (NTRS)

Joshi, S. M.

1984-01-01

Closed-loop stability is investigated for multivariable linear time-invariant systems controlled by optimal full state feedback linear quadratic (LQ) regulators, with nonlinear gains present in the feedback channels. Estimates are obtained for the region of attraction when the nonlinearities escape the (0.5, infinity) sector in regions away from the origin and for the region of ultimate boundedness when the nonlinearities escape the sector near the origin. The expressions for these regions also provide methods for selecting the performance function parameters in order to obtain LQ designs with better tolerance for nonlinearities. The analytical results are illustrated by applying them to the problem of controlling the rigid-body pitch angle and elastic motion of a large, flexible space antenna.

Sensorless Estimation and Nonlinear Control of a Rotational Energy Harvester

NASA Astrophysics Data System (ADS)

Nunna, Kameswarie; Toh, Tzern T.; Mitcheson, Paul D.; Astolfi, Alessandro

2013-12-01

It is important to perform sensorless monitoring of parameters in energy harvesting devices in order to determine the operating states of the system. However, physical measurements of these parameters is often a challenging task due to the unavailability of access points. This paper presents, as an example application, the design of a nonlinear observer and a nonlinear feedback controller for a rotational energy harvester. A dynamic model of a rotational energy harvester with its power electronic interface is derived and validated. This model is then used to design a nonlinear observer and a nonlinear feedback controller which yield a sensorless closed-loop system. The observer estimates the mechancial quantities from the measured electrical quantities while the control law sustains power generation across a range of source rotation speeds. The proposed scheme is assessed through simulations and experiments.

Bayesian parameter estimation for nonlinear modelling of biological pathways.

PubMed

Ghasemi, Omid; Lindsey, Merry L; Yang, Tianyi; Nguyen, Nguyen; Huang, Yufei; Jin, Yu-Fang

2011-01-01

The availability of temporal measurements on biological experiments has significantly promoted research areas in systems biology. To gain insight into the interaction and regulation of biological systems, mathematical frameworks such as ordinary differential equations have been widely applied to model biological pathways and interpret the temporal data. Hill equations are the preferred formats to represent the reaction rate in differential equation frameworks, due to their simple structures and their capabilities for easy fitting to saturated experimental measurements. However, Hill equations are highly nonlinearly parameterized functions, and parameters in these functions cannot be measured easily. Additionally, because of its high nonlinearity, adaptive parameter estimation algorithms developed for linear parameterized differential equations cannot be applied. Therefore, parameter estimation in nonlinearly parameterized differential equation models for biological pathways is both challenging and rewarding. In this study, we propose a Bayesian parameter estimation algorithm to estimate parameters in nonlinear mathematical models for biological pathways using time series data. We used the Runge-Kutta method to transform differential equations to difference equations assuming a known structure of the differential equations. This transformation allowed us to generate predictions dependent on previous states and to apply a Bayesian approach, namely, the Markov chain Monte Carlo (MCMC) method. We applied this approach to the biological pathways involved in the left ventricle (LV) response to myocardial infarction (MI) and verified our algorithm by estimating two parameters in a Hill equation embedded in the nonlinear model. We further evaluated our estimation performance with different parameter settings and signal to noise ratios. Our results demonstrated the effectiveness of the algorithm for both linearly and nonlinearly parameterized dynamic systems. Our proposed Bayesian algorithm successfully estimated parameters in nonlinear mathematical models for biological pathways. This method can be further extended to high order systems and thus provides a useful tool to analyze biological dynamics and extract information using temporal data.

Rapid assessment of nonlinear optical propagation effects in dielectrics

PubMed Central

Hoyo, J. del; de la Cruz, A. Ruiz; Grace, E.; Ferrer, A.; Siegel, J.; Pasquazi, A.; Assanto, G.; Solis, J.

2015-01-01

Ultrafast laser processing applications need fast approaches to assess the nonlinear propagation of the laser beam in order to predict the optimal range of processing parameters in a wide variety of cases. We develop here a method based on the simple monitoring of the nonlinear beam shaping against numerical prediction. The numerical code solves the nonlinear Schrödinger equation with nonlinear absorption under simplified conditions by employing a state-of-the art computationally efficient approach. By comparing with experimental results we can rapidly estimate the nonlinear refractive index and nonlinear absorption coefficients of the material. The validity of this approach has been tested in a variety of experiments where nonlinearities play a key role, like spatial soliton shaping or fs-laser waveguide writing. The approach provides excellent results for propagated power densities for which free carrier generation effects can be neglected. Above such a threshold, the peculiarities of the nonlinear propagation of elliptical beams enable acquiring an instantaneous picture of the deposition of energy inside the material realistic enough to estimate the effective nonlinear refractive index and nonlinear absorption coefficients that can be used for predicting the spatial distribution of energy deposition inside the material and controlling the beam in the writing process. PMID:25564243

Rapid assessment of nonlinear optical propagation effects in dielectrics.

PubMed

del Hoyo, J; de la Cruz, A Ruiz; Grace, E; Ferrer, A; Siegel, J; Pasquazi, A; Assanto, G; Solis, J

2015-01-07

Ultrafast laser processing applications need fast approaches to assess the nonlinear propagation of the laser beam in order to predict the optimal range of processing parameters in a wide variety of cases. We develop here a method based on the simple monitoring of the nonlinear beam shaping against numerical prediction. The numerical code solves the nonlinear Schrödinger equation with nonlinear absorption under simplified conditions by employing a state-of-the art computationally efficient approach. By comparing with experimental results we can rapidly estimate the nonlinear refractive index and nonlinear absorption coefficients of the material. The validity of this approach has been tested in a variety of experiments where nonlinearities play a key role, like spatial soliton shaping or fs-laser waveguide writing. The approach provides excellent results for propagated power densities for which free carrier generation effects can be neglected. Above such a threshold, the peculiarities of the nonlinear propagation of elliptical beams enable acquiring an instantaneous picture of the deposition of energy inside the material realistic enough to estimate the effective nonlinear refractive index and nonlinear absorption coefficients that can be used for predicting the spatial distribution of energy deposition inside the material and controlling the beam in the writing process.

Rapid assessment of nonlinear optical propagation effects in dielectrics

NASA Astrophysics Data System (ADS)

Hoyo, J. Del; de La Cruz, A. Ruiz; Grace, E.; Ferrer, A.; Siegel, J.; Pasquazi, A.; Assanto, G.; Solis, J.

2015-01-01

Ultrafast laser processing applications need fast approaches to assess the nonlinear propagation of the laser beam in order to predict the optimal range of processing parameters in a wide variety of cases. We develop here a method based on the simple monitoring of the nonlinear beam shaping against numerical prediction. The numerical code solves the nonlinear Schrödinger equation with nonlinear absorption under simplified conditions by employing a state-of-the art computationally efficient approach. By comparing with experimental results we can rapidly estimate the nonlinear refractive index and nonlinear absorption coefficients of the material. The validity of this approach has been tested in a variety of experiments where nonlinearities play a key role, like spatial soliton shaping or fs-laser waveguide writing. The approach provides excellent results for propagated power densities for which free carrier generation effects can be neglected. Above such a threshold, the peculiarities of the nonlinear propagation of elliptical beams enable acquiring an instantaneous picture of the deposition of energy inside the material realistic enough to estimate the effective nonlinear refractive index and nonlinear absorption coefficients that can be used for predicting the spatial distribution of energy deposition inside the material and controlling the beam in the writing process.

Restricted Complexity Framework for Nonlinear Adaptive Control in Complex Systems

NASA Astrophysics Data System (ADS)

Williams, Rube B.

2004-02-01

Control law adaptation that includes implicit or explicit adaptive state estimation, can be a fundamental underpinning for the success of intelligent control in complex systems, particularly during subsystem failures, where vital system states and parameters can be impractical or impossible to measure directly. A practical algorithm is proposed for adaptive state filtering and control in nonlinear dynamic systems when the state equations are unknown or are too complex to model analytically. The state equations and inverse plant model are approximated by using neural networks. A framework for a neural network based nonlinear dynamic inversion control law is proposed, as an extrapolation of prior developed restricted complexity methodology used to formulate the adaptive state filter. Examples of adaptive filter performance are presented for an SSME simulation with high pressure turbine failure to support extrapolations to adaptive control problems.

Sensor Management for Fighter Applications

DTIC Science & Technology

2006-06-01

has consistently shown that by directly estimating the prob- ability density of a target state using a track - before - detect scheme, weak and densely... track - before - detect nonlinear filter was constructed to estimate the joint density of all state variables. A simulation that emulates estimator...targets in clutter and noise from sensed kinematic and identity data. Among the most capable is track - before - detect (TBD), which delivers

A reduced-order nonlinear sliding mode observer for vehicle slip angle and tyre forces

NASA Astrophysics Data System (ADS)

Chen, Yuhang; Ji, Yunfeng; Guo, Konghui

2014-12-01

In this paper, a reduced-order sliding mode observer (RO-SMO) is developed for vehicle state estimation. Several improvements are achieved in this paper. First, the reference model accuracy is improved by considering vehicle load transfers and using a precise nonlinear tyre model 'UniTire'. Second, without the reference model accuracy degraded, the computing burden of the state observer is decreased by a reduced-order approach. Third, nonlinear system damping is integrated into the SMO to speed convergence and reduce chattering. The proposed RO-SMO is evaluated through simulation and experiments based on an in-wheel motor electric vehicle. The results show that the proposed observer accurately predicts the vehicle states.

Rao-Blackwellization for Adaptive Gaussian Sum Nonlinear Model Propagation

NASA Technical Reports Server (NTRS)

Semper, Sean R.; Crassidis, John L.; George, Jemin; Mukherjee, Siddharth; Singla, Puneet

2015-01-01

When dealing with imperfect data and general models of dynamic systems, the best estimate is always sought in the presence of uncertainty or unknown parameters. In many cases, as the first attempt, the Extended Kalman filter (EKF) provides sufficient solutions to handling issues arising from nonlinear and non-Gaussian estimation problems. But these issues may lead unacceptable performance and even divergence. In order to accurately capture the nonlinearities of most real-world dynamic systems, advanced filtering methods have been created to reduce filter divergence while enhancing performance. Approaches, such as Gaussian sum filtering, grid based Bayesian methods and particle filters are well-known examples of advanced methods used to represent and recursively reproduce an approximation to the state probability density function (pdf). Some of these filtering methods were conceptually developed years before their widespread uses were realized. Advanced nonlinear filtering methods currently benefit from the computing advancements in computational speeds, memory, and parallel processing. Grid based methods, multiple-model approaches and Gaussian sum filtering are numerical solutions that take advantage of different state coordinates or multiple-model methods that reduced the amount of approximations used. Choosing an efficient grid is very difficult for multi-dimensional state spaces, and oftentimes expensive computations must be done at each point. For the original Gaussian sum filter, a weighted sum of Gaussian density functions approximates the pdf but suffers at the update step for the individual component weight selections. In order to improve upon the original Gaussian sum filter, Ref. [2] introduces a weight update approach at the filter propagation stage instead of the measurement update stage. This weight update is performed by minimizing the integral square difference between the true forecast pdf and its Gaussian sum approximation. By adaptively updating each component weight during the nonlinear propagation stage an approximation of the true pdf can be successfully reconstructed. Particle filtering (PF) methods have gained popularity recently for solving nonlinear estimation problems due to their straightforward approach and the processing capabilities mentioned above. The basic concept behind PF is to represent any pdf as a set of random samples. As the number of samples increases, they will theoretically converge to the exact, equivalent representation of the desired pdf. When the estimated qth moment is needed, the samples are used for its construction allowing further analysis of the pdf characteristics. However, filter performance deteriorates as the dimension of the state vector increases. To overcome this problem Ref. [5] applies a marginalization technique for PF methods, decreasing complexity of the system to one linear and another nonlinear state estimation problem. The marginalization theory was originally developed by Rao and Blackwell independently. According to Ref. [6] it improves any given estimator under every convex loss function. The improvement comes from calculating a conditional expected value, often involving integrating out a supportive statistic. In other words, Rao-Blackwellization allows for smaller but separate computations to be carried out while reaching the main objective of the estimator. In the case of improving an estimator's variance, any supporting statistic can be removed and its variance determined. Next, any other information that dependents on the supporting statistic is found along with its respective variance. A new approach is developed here by utilizing the strengths of the adaptive Gaussian sum propagation in Ref. [2] and a marginalization approach used for PF methods found in Ref. [7]. In the following sections a modified filtering approach is presented based on a special state-space model within nonlinear systems to reduce the dimensionality of the optimization problem in Ref. [2]. First, the adaptive Gaussian sum propagation is explained and then the new marginalized adaptive Gaussian sum propagation is derived. Finally, an example simulation is presented.

Single neuron modeling and data assimilation in BNST neurons

NASA Astrophysics Data System (ADS)

Farsian, Reza

Neurons, although tiny in size, are vastly complicated systems, which are responsible for the most basic yet essential functions of any nervous system. Even the most simple models of single neurons are usually high dimensional, nonlinear, and contain many parameters and states which are unobservable in a typical neurophysiological experiment. One of the most fundamental problems in experimental neurophysiology is the estimation of these parameters and states, since knowing their values is essential in identification, model construction, and forward prediction of biological neurons. Common methods of parameter and state estimation do not perform well for neural models due to their high dimensionality and nonlinearity. In this dissertation, two alternative approaches for parameters and state estimation of biological neurons have been demonstrated: dynamical parameter estimation (DPE) and a Markov Chain Monte Carlo (MCMC) method. The first method uses elements of chaos control and synchronization theory for parameter and state estimation. MCMC is a statistical approach which uses a path integral formulation to evaluate a mean and an error bound for these unobserved parameters and states. These methods have been applied to biological system of neurons in Bed Nucleus of Stria Termialis neurons (BNST) of rats. State and parameters of neurons in both systems were estimated, and their value were used for recreating a realistic model and predicting the behavior of the neurons successfully. The knowledge of biological parameters can ultimately provide a better understanding of the internal dynamics of a neuron in order to build robust models of neuron networks.

Modeling a multivariable reactor and on-line model predictive control.

PubMed

Yu, D W; Yu, D L

2005-10-01

A nonlinear first principle model is developed for a laboratory-scaled multivariable chemical reactor rig in this paper and the on-line model predictive control (MPC) is implemented to the rig. The reactor has three variables-temperature, pH, and dissolved oxygen with nonlinear dynamics-and is therefore used as a pilot system for the biochemical industry. A nonlinear discrete-time model is derived for each of the three output variables and their model parameters are estimated from the real data using an adaptive optimization method. The developed model is used in a nonlinear MPC scheme. An accurate multistep-ahead prediction is obtained for MPC, where the extended Kalman filter is used to estimate system unknown states. The on-line control is implemented and a satisfactory tracking performance is achieved. The MPC is compared with three decentralized PID controllers and the advantage of the nonlinear MPC over the PID is clearly shown.

Alternating steady state free precession for estimation of current-induced magnetic flux density: A feasibility study.

PubMed

Lee, Hyunyeol; Jeong, Woo Chul; Kim, Hyung Joong; Woo, Eung Je; Park, Jaeseok

2016-05-01

To develop a novel, current-controlled alternating steady-state free precession (SSFP)-based conductivity imaging method and corresponding MR signal models to estimate current-induced magnetic flux density (Bz ) and conductivity distribution. In the proposed method, an SSFP pulse sequence, which is in sync with alternating current pulses, produces dual oscillating steady states while yielding nonlinear relation between signal phase and Bz . A ratiometric signal model between the states was analytically derived using the Bloch equation, wherein Bz was estimated by solving a nonlinear inverse problem for conductivity estimation. A theoretical analysis on the signal-to-noise ratio of Bz was given. Numerical and experimental studies were performed using SSFP-FID and SSFP-ECHO with current pulses positioned either before or after signal encoding to investigate the feasibility of the proposed method in conductivity estimation. Given all SSFP variants herein, SSFP-FID with alternating current pulses applied before signal encoding exhibits the highest Bz signal-to-noise ratio and conductivity contrast. Additionally, compared with conventional conductivity imaging, the proposed method benefits from rapid SSFP acquisition without apparent loss of conductivity contrast. We successfully demonstrated the feasibility of the proposed method in estimating current-induced Bz and conductivity distribution. It can be a promising, rapid imaging strategy for quantitative conductivity imaging. © 2015 Wiley Periodicals, Inc.

Non-linear effects of soda taxes on consumption and weight outcomes.

PubMed

Fletcher, Jason M; Frisvold, David E; Tefft, Nathan

2015-05-01

The potential health impacts of imposing large taxes on soda to improve population health have been of interest for over a decade. As estimates of the effects of existing soda taxes with low rates suggest little health improvements, recent proposals suggest that large taxes may be effective in reducing weight because of non-linear consumption responses or threshold effects. This paper tests this hypothesis in two ways. First, we estimate non-linear effects of taxes using the range of current rates. Second, we leverage the sudden, relatively large soda tax increase in two states during the early 1990s combined with new synthetic control methods useful for comparative case studies. Our findings suggest virtually no evidence of non-linear or threshold effects. Copyright © 2014 John Wiley & Sons, Ltd.

Data driven discrete-time parsimonious identification of a nonlinear state-space model for a weakly nonlinear system with short data record

NASA Astrophysics Data System (ADS)

Relan, Rishi; Tiels, Koen; Marconato, Anna; Dreesen, Philippe; Schoukens, Johan

2018-05-01

Many real world systems exhibit a quasi linear or weakly nonlinear behavior during normal operation, and a hard saturation effect for high peaks of the input signal. In this paper, a methodology to identify a parsimonious discrete-time nonlinear state space model (NLSS) for the nonlinear dynamical system with relatively short data record is proposed. The capability of the NLSS model structure is demonstrated by introducing two different initialisation schemes, one of them using multivariate polynomials. In addition, a method using first-order information of the multivariate polynomials and tensor decomposition is employed to obtain the parsimonious decoupled representation of the set of multivariate real polynomials estimated during the identification of NLSS model. Finally, the experimental verification of the model structure is done on the cascaded water-benchmark identification problem.

Smoothing-based compressed state Kalman filter for joint state-parameter estimation: Applications in reservoir characterization and CO2 storage monitoring

NASA Astrophysics Data System (ADS)

Li, Y. J.; Kokkinaki, Amalia; Darve, Eric F.; Kitanidis, Peter K.

2017-08-01

The operation of most engineered hydrogeological systems relies on simulating physical processes using numerical models with uncertain parameters and initial conditions. Predictions by such uncertain models can be greatly improved by Kalman-filter techniques that sequentially assimilate monitoring data. Each assimilation constitutes a nonlinear optimization, which is solved by linearizing an objective function about the model prediction and applying a linear correction to this prediction. However, if model parameters and initial conditions are uncertain, the optimization problem becomes strongly nonlinear and a linear correction may yield unphysical results. In this paper, we investigate the utility of one-step ahead smoothing, a variant of the traditional filtering process, to eliminate nonphysical results and reduce estimation artifacts caused by nonlinearities. We present the smoothing-based compressed state Kalman filter (sCSKF), an algorithm that combines one step ahead smoothing, in which current observations are used to correct the state and parameters one step back in time, with a nonensemble covariance compression scheme, that reduces the computational cost by efficiently exploring the high-dimensional state and parameter space. Numerical experiments show that when model parameters are uncertain and the states exhibit hyperbolic behavior with sharp fronts, as in CO2 storage applications, one-step ahead smoothing reduces overshooting errors and, by design, gives physically consistent state and parameter estimates. We compared sCSKF with commonly used data assimilation methods and showed that for the same computational cost, combining one step ahead smoothing and nonensemble compression is advantageous for real-time characterization and monitoring of large-scale hydrogeological systems with sharp moving fronts.

Regional robust stabilisation and domain-of-attraction estimation for MIMO uncertain nonlinear systems with input saturation

NASA Astrophysics Data System (ADS)

Azizi, S.; Torres, L. A. B.; Palhares, R. M.

2018-01-01

The regional robust stabilisation by means of linear time-invariant state feedback control for a class of uncertain MIMO nonlinear systems with parametric uncertainties and control input saturation is investigated. The nonlinear systems are described in a differential algebraic representation and the regional stability is handled considering the largest ellipsoidal domain-of-attraction (DOA) inside a given polytopic region in the state space. A novel set of sufficient Linear Matrix Inequality (LMI) conditions with new auxiliary decision variables are developed aiming to design less conservative linear state feedback controllers with corresponding larger DOAs, by considering the polytopic description of the saturated inputs. A few examples are presented showing favourable comparisons with recently published similar control design methodologies.

An online outlier identification and removal scheme for improving fault detection performance.

PubMed

Ferdowsi, Hasan; Jagannathan, Sarangapani; Zawodniok, Maciej

2014-05-01

Measured data or states for a nonlinear dynamic system is usually contaminated by outliers. Identifying and removing outliers will make the data (or system states) more trustworthy and reliable since outliers in the measured data (or states) can cause missed or false alarms during fault diagnosis. In addition, faults can make the system states nonstationary needing a novel analytical model-based fault detection (FD) framework. In this paper, an online outlier identification and removal (OIR) scheme is proposed for a nonlinear dynamic system. Since the dynamics of the system can experience unknown changes due to faults, traditional observer-based techniques cannot be used to remove the outliers. The OIR scheme uses a neural network (NN) to estimate the actual system states from measured system states involving outliers. With this method, the outlier detection is performed online at each time instant by finding the difference between the estimated and the measured states and comparing its median with its standard deviation over a moving time window. The NN weight update law in OIR is designed such that the detected outliers will have no effect on the state estimation, which is subsequently used for model-based fault diagnosis. In addition, since the OIR estimator cannot distinguish between the faulty or healthy operating conditions, a separate model-based observer is designed for fault diagnosis, which uses the OIR scheme as a preprocessing unit to improve the FD performance. The stability analysis of both OIR and fault diagnosis schemes are introduced. Finally, a three-tank benchmarking system and a simple linear system are used to verify the proposed scheme in simulations, and then the scheme is applied on an axial piston pump testbed. The scheme can be applied to nonlinear systems whose dynamics and underlying distribution of states are subjected to change due to both unknown faults and operating conditions.

Estimation and identification study for flexible vehicles

NASA Technical Reports Server (NTRS)

Jazwinski, A. H.; Englar, T. S., Jr.

1973-01-01

Techniques are studied for the estimation of rigid body and bending states and the identification of model parameters associated with the single-axis attitude dynamics of a flexible vehicle. This problem is highly nonlinear but completely observable provided sufficient attitude and attitude rate data is available and provided all system bending modes are excited in the observation interval. A sequential estimator tracks the system states in the presence of model parameter errors. A batch estimator identifies all model parameters with high accuracy.

Nonlinear predictive control of a boiler-turbine unit: A state-space approach with successive on-line model linearisation and quadratic optimisation.

PubMed

Ławryńczuk, Maciej

2017-03-01

This paper details development of a Model Predictive Control (MPC) algorithm for a boiler-turbine unit, which is a nonlinear multiple-input multiple-output process. The control objective is to follow set-point changes imposed on two state (output) variables and to satisfy constraints imposed on three inputs and one output. In order to obtain a computationally efficient control scheme, the state-space model is successively linearised on-line for the current operating point and used for prediction. In consequence, the future control policy is easily calculated from a quadratic optimisation problem. For state estimation the extended Kalman filter is used. It is demonstrated that the MPC strategy based on constant linear models does not work satisfactorily for the boiler-turbine unit whereas the discussed algorithm with on-line successive model linearisation gives practically the same trajectories as the truly nonlinear MPC controller with nonlinear optimisation repeated at each sampling instant. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Optimal estimation of parameters and states in stochastic time-varying systems with time delay

NASA Astrophysics Data System (ADS)

Torkamani, Shahab; Butcher, Eric A.

2013-08-01

In this study estimation of parameters and states in stochastic linear and nonlinear delay differential systems with time-varying coefficients and constant delay is explored. The approach consists of first employing a continuous time approximation to approximate the stochastic delay differential equation with a set of stochastic ordinary differential equations. Then the problem of parameter estimation in the resulting stochastic differential system is represented as an optimal filtering problem using a state augmentation technique. By adapting the extended Kalman-Bucy filter to the resulting system, the unknown parameters of the time-delayed system are estimated from noise-corrupted, possibly incomplete measurements of the states.

Power capability evaluation for lithium iron phosphate batteries based on multi-parameter constraints estimation

NASA Astrophysics Data System (ADS)

Wang, Yujie; Pan, Rui; Liu, Chang; Chen, Zonghai; Ling, Qiang

2018-01-01

The battery power capability is intimately correlated with the climbing, braking and accelerating performance of the electric vehicles. Accurate power capability prediction can not only guarantee the safety but also regulate driving behavior and optimize battery energy usage. However, the nonlinearity of the battery model is very complex especially for the lithium iron phosphate batteries. Besides, the hysteresis loop in the open-circuit voltage curve is easy to cause large error in model prediction. In this work, a multi-parameter constraints dynamic estimation method is proposed to predict the battery continuous period power capability. A high-fidelity battery model which considers the battery polarization and hysteresis phenomenon is presented to approximate the high nonlinearity of the lithium iron phosphate battery. Explicit analyses of power capability with multiple constraints are elaborated, specifically the state-of-energy is considered in power capability assessment. Furthermore, to solve the problem of nonlinear system state estimation, and suppress noise interference, the UKF based state observer is employed for power capability prediction. The performance of the proposed methodology is demonstrated by experiments under different dynamic characterization schedules. The charge and discharge power capabilities of the lithium iron phosphate batteries are quantitatively assessed under different time scales and temperatures.

Analysis of Instantaneous Linear, Nonlinear and Complex Cardiovascular Dynamics from Videophotoplethysmography.

PubMed

Valenza, Gaetano; Iozzia, Luca; Cerina, Luca; Mainardi, Luca; Barbieri, Riccardo

2018-05-01

There is a fast growing interest in the use of non-contact devices for health and performance assessment in humans. In particular, the use of non-contact videophotoplethysmography (vPPG) has been recently demonstrated as a feasible way to extract cardiovascular information. Nevertheless, proper validation of vPPG-derived heartbeat dynamics is still missing. We aim to an in-depth validation of time-varying, linear and nonlinear/complex dynamics of the pulse rate variability extracted from vPPG. We apply inhomogeneous pointprocess nonlinear models to assess instantaneous measures defined in the time, frequency, and bispectral domains as estimated through vPPG and standard ECG. Instantaneous complexity measures, such as the instantaneous Lyapunov exponents and the recently defined inhomogeneous point-process approximate and sample entropy, were estimated as well. Video recordings were processed using our recently proposed method based on zerophase principal component analysis. Experimental data were gathered from 60 young healthy subjects (age: 24±3 years) undergoing postural changes (rest-to-stand maneuver). Group averaged results show that there is an overall agreement between linear and nonlinear/complexity indices computed from ECG and vPPG during resting state conditions. However, important differences are found, particularly in the bispectral and complexity domains, in recordings where the subjects has been instructed to stand up. Although significant differences exist between cardiovascular estimates from vPPG and ECG, it is very promising that instantaneous sympathovagal changes, as well as time-varying complex dynamics, were correctly identified, especially during resting state. In addition to a further improvement of the video signal quality, more research is advocated towards a more precise estimation of cardiovascular dynamics by a comprehensive nonlinear/complex paradigm specifically tailored to the non-contact quantification. Schattauer GmbH.

Centralized Multi-Sensor Square Root Cubature Joint Probabilistic Data Association

PubMed Central

Liu, Jun; Li, Gang; Qi, Lin; Li, Yaowen; He, You

2017-01-01

This paper focuses on the tracking problem of multiple targets with multiple sensors in a nonlinear cluttered environment. To avoid Jacobian matrix computation and scaling parameter adjustment, improve numerical stability, and acquire more accurate estimated results for centralized nonlinear tracking, a novel centralized multi-sensor square root cubature joint probabilistic data association algorithm (CMSCJPDA) is proposed. Firstly, the multi-sensor tracking problem is decomposed into several single-sensor multi-target tracking problems, which are sequentially processed during the estimation. Then, in each sensor, the assignment of its measurements to target tracks is accomplished on the basis of joint probabilistic data association (JPDA), and a weighted probability fusion method with square root version of a cubature Kalman filter (SRCKF) is utilized to estimate the targets’ state. With the measurements in all sensors processed CMSCJPDA is derived and the global estimated state is achieved. Experimental results show that CMSCJPDA is superior to the state-of-the-art algorithms in the aspects of tracking accuracy, numerical stability, and computational cost, which provides a new idea to solve multi-sensor tracking problems. PMID:29113085

Centralized Multi-Sensor Square Root Cubature Joint Probabilistic Data Association.

PubMed

Liu, Yu; Liu, Jun; Li, Gang; Qi, Lin; Li, Yaowen; He, You

2017-11-05

This paper focuses on the tracking problem of multiple targets with multiple sensors in a nonlinear cluttered environment. To avoid Jacobian matrix computation and scaling parameter adjustment, improve numerical stability, and acquire more accurate estimated results for centralized nonlinear tracking, a novel centralized multi-sensor square root cubature joint probabilistic data association algorithm (CMSCJPDA) is proposed. Firstly, the multi-sensor tracking problem is decomposed into several single-sensor multi-target tracking problems, which are sequentially processed during the estimation. Then, in each sensor, the assignment of its measurements to target tracks is accomplished on the basis of joint probabilistic data association (JPDA), and a weighted probability fusion method with square root version of a cubature Kalman filter (SRCKF) is utilized to estimate the targets' state. With the measurements in all sensors processed CMSCJPDA is derived and the global estimated state is achieved. Experimental results show that CMSCJPDA is superior to the state-of-the-art algorithms in the aspects of tracking accuracy, numerical stability, and computational cost, which provides a new idea to solve multi-sensor tracking problems.

Nonlinear estimation theory applied to orbit determination

NASA Technical Reports Server (NTRS)

Choe, C. Y.

1972-01-01

The development of an approximate nonlinear filter using the Martingale theory and appropriate smoothing properties is considered. Both the first order and the second order moments were estimated. The filter developed can be classified as a modified Gaussian second order filter. Its performance was evaluated in a simulated study of the problem of estimating the state of an interplanetary space vehicle during both a simulated Jupiter flyby and a simulated Jupiter orbiter mission. In addition to the modified Gaussian second order filter, the modified truncated second order filter was also evaluated in the simulated study. Results obtained with each of these filters were compared with numerical results obtained with the extended Kalman filter and the performance of each filter is determined by comparison with the actual estimation errors. The simulations were designed to determine the effects of the second order terms in the dynamic state relations, the observation state relations, and the Kalman gain compensation term. It is shown that the Kalman gain-compensated filter which includes only the Kalman gain compensation term is superior to all of the other filters.

Event-Based Sensing and Control for Remote Robot Guidance: An Experimental Case

PubMed Central

Santos, Carlos; Martínez-Rey, Miguel; Santiso, Enrique

2017-01-01

This paper describes the theoretical and practical foundations for remote control of a mobile robot for nonlinear trajectory tracking using an external localisation sensor. It constitutes a classical networked control system, whereby event-based techniques for both control and state estimation contribute to efficient use of communications and reduce sensor activity. Measurement requests are dictated by an event-based state estimator by setting an upper bound to the estimation error covariance matrix. The rest of the time, state prediction is carried out with the Unscented transformation. This prediction method makes it possible to select the appropriate instants at which to perform actuations on the robot so that guidance performance does not degrade below a certain threshold. Ultimately, we obtained a combined event-based control and estimation solution that drastically reduces communication accesses. The magnitude of this reduction is set according to the tracking error margin of a P3-DX robot following a nonlinear trajectory, remotely controlled with a mini PC and whose pose is detected by a camera sensor. PMID:28878144

Least-squares sequential parameter and state estimation for large space structures

NASA Technical Reports Server (NTRS)

Thau, F. E.; Eliazov, T.; Montgomery, R. C.

1982-01-01

This paper presents the formulation of simultaneous state and parameter estimation problems for flexible structures in terms of least-squares minimization problems. The approach combines an on-line order determination algorithm, with least-squares algorithms for finding estimates of modal approximation functions, modal amplitudes, and modal parameters. The approach combines previous results on separable nonlinear least squares estimation with a regression analysis formulation of the state estimation problem. The technique makes use of sequential Householder transformations. This allows for sequential accumulation of matrices required during the identification process. The technique is used to identify the modal prameters of a flexible beam.

Nonlinear calibration for petroleum water content measurement using PSO

NASA Astrophysics Data System (ADS)

Li, Mingbao; Zhang, Jiawei

2008-10-01

A new algorithmic for strapdown inertial navigation system (SINS) state estimation based on neural networks is introduced. In training strategy, the error vector and its delay are introduced. This error vector is made of the position and velocity difference between the estimations of system and the outputs of GPS. After state prediction and state update, the states of the system are estimated. After off-line training, the network can approach the status switching of SINS and after on-line training, the state estimate precision can be improved further by reducing network output errors. Then the network convergence is discussed. In the end, several simulations with different noise are given. The results show that the neural network state estimator has lower noise sensitivity and better noise immunity than Kalman filter.

Design of asymptotic estimators: an approach based on neural networks and nonlinear programming.

PubMed

Alessandri, Angelo; Cervellera, Cristiano; Sanguineti, Marcello

2007-01-01

A methodology to design state estimators for a class of nonlinear continuous-time dynamic systems that is based on neural networks and nonlinear programming is proposed. The estimator has the structure of a Luenberger observer with a linear gain and a parameterized (in general, nonlinear) function, whose argument is an innovation term representing the difference between the current measurement and its prediction. The problem of the estimator design consists in finding the values of the gain and of the parameters that guarantee the asymptotic stability of the estimation error. Toward this end, if a neural network is used to take on this function, the parameters (i.e., the neural weights) are chosen, together with the gain, by constraining the derivative of a quadratic Lyapunov function for the estimation error to be negative definite on a given compact set. It is proved that it is sufficient to impose the negative definiteness of such a derivative only on a suitably dense grid of sampling points. The gain is determined by solving a Lyapunov equation. The neural weights are searched for via nonlinear programming by minimizing a cost penalizing grid-point constraints that are not satisfied. Techniques based on low-discrepancy sequences are applied to deal with a small number of sampling points, and, hence, to reduce the computational burden required to optimize the parameters. Numerical results are reported and comparisons with those obtained by the extended Kalman filter are made.

A unifying view of synchronization for data assimilation in complex nonlinear networks

NASA Astrophysics Data System (ADS)

Abarbanel, Henry D. I.; Shirman, Sasha; Breen, Daniel; Kadakia, Nirag; Rey, Daniel; Armstrong, Eve; Margoliash, Daniel

2017-12-01

Networks of nonlinear systems contain unknown parameters and dynamical degrees of freedom that may not be observable with existing instruments. From observable state variables, we want to estimate the connectivity of a model of such a network and determine the full state of the model at the termination of a temporal observation window during which measurements transfer information to a model of the network. The model state at the termination of a measurement window acts as an initial condition for predicting the future behavior of the network. This allows the validation (or invalidation) of the model as a representation of the dynamical processes producing the observations. Once the model has been tested against new data, it may be utilized as a predictor of responses to innovative stimuli or forcing. We describe a general framework for the tasks involved in the "inverse" problem of determining properties of a model built to represent measured output from physical, biological, or other processes when the measurements are noisy, the model has errors, and the state of the model is unknown when measurements begin. This framework is called statistical data assimilation and is the best one can do in estimating model properties through the use of the conditional probability distributions of the model state variables, conditioned on observations. There is a very broad arena of applications of the methods described. These include numerical weather prediction, properties of nonlinear electrical circuitry, and determining the biophysical properties of functional networks of neurons. Illustrative examples will be given of (1) estimating the connectivity among neurons with known dynamics in a network of unknown connectivity, and (2) estimating the biophysical properties of individual neurons in vitro taken from a functional network underlying vocalization in songbirds.

Towards Real-Time Maneuver Detection: Automatic State and Dynamics Estimation with the Adaptive Optimal Control Based Estimator

NASA Astrophysics Data System (ADS)

Lubey, D.; Scheeres, D.

Tracking objects in Earth orbit is fraught with complications. This is due to the large population of orbiting spacecraft and debris that continues to grow, passive (i.e. no direct communication) and data-sparse observations, and the presence of maneuvers and dynamics mismodeling. Accurate orbit determination in this environment requires an algorithm to capture both a system's state and its state dynamics in order to account for mismodelings. Previous studies by the authors yielded an algorithm called the Optimal Control Based Estimator (OCBE) - an algorithm that simultaneously estimates a system's state and optimal control policies that represent dynamic mismodeling in the system for an arbitrary orbit-observer setup. The stochastic properties of these estimated controls are then used to determine the presence of mismodelings (maneuver detection), as well as characterize and reconstruct the mismodelings. The purpose of this paper is to develop the OCBE into an accurate real-time orbit tracking and maneuver detection algorithm by automating the algorithm and removing its linear assumptions. This results in a nonlinear adaptive estimator. In its original form the OCBE had a parameter called the assumed dynamic uncertainty, which is selected by the user with each new measurement to reflect the level of dynamic mismodeling in the system. This human-in-the-loop approach precludes real-time application to orbit tracking problems due to their complexity. This paper focuses on the Adaptive OCBE, a version of the estimator where the assumed dynamic uncertainty is chosen automatically with each new measurement using maneuver detection results to ensure that state uncertainties are properly adjusted to account for all dynamic mismodelings. The paper also focuses on a nonlinear implementation of the estimator. Originally, the OCBE was derived from a nonlinear cost function then linearized about a nominal trajectory, which is assumed to be ballistic (i.e. the nominal optimal control policy is zero for all times). In this paper, we relax this assumption on the nominal trajectory in order to allow for controlled nominal trajectories. This allows the estimator to be iterated to obtain a more accurate nonlinear solution for both the state and control estimates. Beyond these developments to the estimator, this paper also introduces a modified distance metric for maneuver detection. The original metric used in the OCBE only accounted for the estimated control and its uncertainty. This new metric accounts for measurement deviation and a priori state deviations, such that it accounts for all three major forms of uncertainty in orbit determination. This allows the user to understand the contributions of each source of uncertainty toward the total system mismodeling so that the user can properly account for them. Together these developments create an accurate orbit determination algorithm that is automated, robust to mismodeling, and capable of detecting and reconstructing the presence of mismodeling. These qualities make this algorithm a good foundation from which to approach the problem of real-time maneuver detection and reconstruction for Space Situational Awareness applications. This is further strengthened by the algorithm's general formulation that allows it to be applied to problems with an arbitrary target and observer.

A Comparison of Nonlinear Filters for Orbit Determination and Estimation

DTIC Science & Technology

1986-06-01

Com- mand uses a nonlinear least squares filter for element set maintenance for all objects orbiting the Earth (3). These objects, including active...initial state vector is the singularly averaged classical orbital element set provided by SPACECOM/DOA. The state vector in this research consists of...GSF (G) - - 26.0 36.7 GSF(A) 32.1 77.4 38.8 59.6 The Air Force Space Command is responsible for main- taining current orbital element sets for about

Adaptive Neural Networks Prescribed Performance Control Design for Switched Interconnected Uncertain Nonlinear Systems.

PubMed

Li, Yongming; Tong, Shaocheng

2017-06-28

In this paper, an adaptive neural networks (NNs)-based decentralized control scheme with the prescribed performance is proposed for uncertain switched nonstrict-feedback interconnected nonlinear systems. It is assumed that nonlinear interconnected terms and nonlinear functions of the concerned systems are unknown, and also the switching signals are unknown and arbitrary. A linear state estimator is constructed to solve the problem of unmeasured states. The NNs are employed to approximate unknown interconnected terms and nonlinear functions. A new output feedback decentralized control scheme is developed by using the adaptive backstepping design technique. The control design problem of nonlinear interconnected switched systems with unknown switching signals can be solved by the proposed scheme, and only a tuning parameter is needed for each subsystem. The proposed scheme can ensure that all variables of the control systems are semi-globally uniformly ultimately bounded and the tracking errors converge to a small residual set with the prescribed performance bound. The effectiveness of the proposed control approach is verified by some simulation results.

Customized Steady-State Constraints for Parameter Estimation in Non-Linear Ordinary Differential Equation Models

PubMed Central

Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel

2016-01-01

Ordinary differential equation models have become a wide-spread approach to analyze dynamical systems and understand underlying mechanisms. Model parameters are often unknown and have to be estimated from experimental data, e.g., by maximum-likelihood estimation. In particular, models of biological systems contain a large number of parameters. To reduce the dimensionality of the parameter space, steady-state information is incorporated in the parameter estimation process. For non-linear models, analytical steady-state calculation typically leads to higher-order polynomial equations for which no closed-form solutions can be obtained. This can be circumvented by solving the steady-state equations for kinetic parameters, which results in a linear equation system with comparatively simple solutions. At the same time multiplicity of steady-state solutions is avoided, which otherwise is problematic for optimization. When solved for kinetic parameters, however, steady-state constraints tend to become negative for particular model specifications, thus, generating new types of optimization problems. Here, we present an algorithm based on graph theory that derives non-negative, analytical steady-state expressions by stepwise removal of cyclic dependencies between dynamical variables. The algorithm avoids multiple steady-state solutions by construction. We show that our method is applicable to most common classes of biochemical reaction networks containing inhibition terms, mass-action and Hill-type kinetic equations. Comparing the performance of parameter estimation for different analytical and numerical methods of incorporating steady-state information, we show that our approach is especially well-tailored to guarantee a high success rate of optimization. PMID:27243005

Customized Steady-State Constraints for Parameter Estimation in Non-Linear Ordinary Differential Equation Models.

PubMed

Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel

2016-01-01

Ordinary differential equation models have become a wide-spread approach to analyze dynamical systems and understand underlying mechanisms. Model parameters are often unknown and have to be estimated from experimental data, e.g., by maximum-likelihood estimation. In particular, models of biological systems contain a large number of parameters. To reduce the dimensionality of the parameter space, steady-state information is incorporated in the parameter estimation process. For non-linear models, analytical steady-state calculation typically leads to higher-order polynomial equations for which no closed-form solutions can be obtained. This can be circumvented by solving the steady-state equations for kinetic parameters, which results in a linear equation system with comparatively simple solutions. At the same time multiplicity of steady-state solutions is avoided, which otherwise is problematic for optimization. When solved for kinetic parameters, however, steady-state constraints tend to become negative for particular model specifications, thus, generating new types of optimization problems. Here, we present an algorithm based on graph theory that derives non-negative, analytical steady-state expressions by stepwise removal of cyclic dependencies between dynamical variables. The algorithm avoids multiple steady-state solutions by construction. We show that our method is applicable to most common classes of biochemical reaction networks containing inhibition terms, mass-action and Hill-type kinetic equations. Comparing the performance of parameter estimation for different analytical and numerical methods of incorporating steady-state information, we show that our approach is especially well-tailored to guarantee a high success rate of optimization.

Change detection in the dynamics of an intracellular protein synthesis model using nonlinear Kalman filtering.

PubMed

Rigatos, Gerasimos G; Rigatou, Efthymia G; Djida, Jean Daniel

2015-10-01

A method for early diagnosis of parametric changes in intracellular protein synthesis models (e.g. the p53 protein - mdm2 inhibitor model) is developed with the use of a nonlinear Kalman Filtering approach (Derivative-free nonlinear Kalman Filter) and of statistical change detection methods. The intracellular protein synthesis dynamic model is described by a set of coupled nonlinear differential equations. It is shown that such a dynamical system satisfies differential flatness properties and this allows to transform it, through a change of variables (diffeomorphism), to the so-called linear canonical form. For the linearized equivalent of the dynamical system, state estimation can be performed using the Kalman Filter recursion. Moreover, by applying an inverse transformation based on the previous diffeomorphism it becomes also possible to obtain estimates of the state variables of the initial nonlinear model. By comparing the output of the Kalman Filter (which is assumed to correspond to the undistorted dynamical model) with measurements obtained from the monitored protein synthesis system, a sequence of differences (residuals) is obtained. The statistical processing of the residuals with the use of x2 change detection tests, can provide indication within specific confidence intervals about parametric changes in the considered biological system and consequently indications about the appearance of specific diseases (e.g. malignancies).

An ensemble Kalman filter for statistical estimation of physics constrained nonlinear regression models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Harlim, John, E-mail: jharlim@psu.edu; Mahdi, Adam, E-mail: amahdi@ncsu.edu; Majda, Andrew J., E-mail: jonjon@cims.nyu.edu

2014-01-15

A central issue in contemporary science is the development of nonlinear data driven statistical–dynamical models for time series of noisy partial observations from nature or a complex model. It has been established recently that ad-hoc quadratic multi-level regression models can have finite-time blow-up of statistical solutions and/or pathological behavior of their invariant measure. Recently, a new class of physics constrained nonlinear regression models were developed to ameliorate this pathological behavior. Here a new finite ensemble Kalman filtering algorithm is developed for estimating the state, the linear and nonlinear model coefficients, the model and the observation noise covariances from available partialmore » noisy observations of the state. Several stringent tests and applications of the method are developed here. In the most complex application, the perfect model has 57 degrees of freedom involving a zonal (east–west) jet, two topographic Rossby waves, and 54 nonlinearly interacting Rossby waves; the perfect model has significant non-Gaussian statistics in the zonal jet with blocked and unblocked regimes and a non-Gaussian skewed distribution due to interaction with the other 56 modes. We only observe the zonal jet contaminated by noise and apply the ensemble filter algorithm for estimation. Numerically, we find that a three dimensional nonlinear stochastic model with one level of memory mimics the statistical effect of the other 56 modes on the zonal jet in an accurate fashion, including the skew non-Gaussian distribution and autocorrelation decay. On the other hand, a similar stochastic model with zero memory levels fails to capture the crucial non-Gaussian behavior of the zonal jet from the perfect 57-mode model.« less

Estimation of nonlinear pilot model parameters including time delay.

NASA Technical Reports Server (NTRS)

Schiess, J. R.; Roland, V. R.; Wells, W. R.

1972-01-01

Investigation of the feasibility of using a Kalman filter estimator for the identification of unknown parameters in nonlinear dynamic systems with a time delay. The problem considered is the application of estimation theory to determine the parameters of a family of pilot models containing delayed states. In particular, the pilot-plant dynamics are described by differential-difference equations of the retarded type. The pilot delay, included as one of the unknown parameters to be determined, is kept in pure form as opposed to the Pade approximations generally used for these systems. Problem areas associated with processing real pilot response data are included in the discussion.

Bayesian inference of nonlinear unsteady aerodynamics from aeroelastic limit cycle oscillations

NASA Astrophysics Data System (ADS)

Sandhu, Rimple; Poirel, Dominique; Pettit, Chris; Khalil, Mohammad; Sarkar, Abhijit

2016-07-01

A Bayesian model selection and parameter estimation algorithm is applied to investigate the influence of nonlinear and unsteady aerodynamic loads on the limit cycle oscillation (LCO) of a pitching airfoil in the transitional Reynolds number regime. At small angles of attack, laminar boundary layer trailing edge separation causes negative aerodynamic damping leading to the LCO. The fluid-structure interaction of the rigid, but elastically mounted, airfoil and nonlinear unsteady aerodynamics is represented by two coupled nonlinear stochastic ordinary differential equations containing uncertain parameters and model approximation errors. Several plausible aerodynamic models with increasing complexity are proposed to describe the aeroelastic system leading to LCO. The likelihood in the posterior parameter probability density function (pdf) is available semi-analytically using the extended Kalman filter for the state estimation of the coupled nonlinear structural and unsteady aerodynamic model. The posterior parameter pdf is sampled using a parallel and adaptive Markov Chain Monte Carlo (MCMC) algorithm. The posterior probability of each model is estimated using the Chib-Jeliazkov method that directly uses the posterior MCMC samples for evidence (marginal likelihood) computation. The Bayesian algorithm is validated through a numerical study and then applied to model the nonlinear unsteady aerodynamic loads using wind-tunnel test data at various Reynolds numbers.

Bayesian inference of nonlinear unsteady aerodynamics from aeroelastic limit cycle oscillations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sandhu, Rimple; Poirel, Dominique; Pettit, Chris

2016-07-01

A Bayesian model selection and parameter estimation algorithm is applied to investigate the influence of nonlinear and unsteady aerodynamic loads on the limit cycle oscillation (LCO) of a pitching airfoil in the transitional Reynolds number regime. At small angles of attack, laminar boundary layer trailing edge separation causes negative aerodynamic damping leading to the LCO. The fluid–structure interaction of the rigid, but elastically mounted, airfoil and nonlinear unsteady aerodynamics is represented by two coupled nonlinear stochastic ordinary differential equations containing uncertain parameters and model approximation errors. Several plausible aerodynamic models with increasing complexity are proposed to describe the aeroelastic systemmore » leading to LCO. The likelihood in the posterior parameter probability density function (pdf) is available semi-analytically using the extended Kalman filter for the state estimation of the coupled nonlinear structural and unsteady aerodynamic model. The posterior parameter pdf is sampled using a parallel and adaptive Markov Chain Monte Carlo (MCMC) algorithm. The posterior probability of each model is estimated using the Chib–Jeliazkov method that directly uses the posterior MCMC samples for evidence (marginal likelihood) computation. The Bayesian algorithm is validated through a numerical study and then applied to model the nonlinear unsteady aerodynamic loads using wind-tunnel test data at various Reynolds numbers.« less

Sequential reconstruction of driving-forces from nonlinear nonstationary dynamics

NASA Astrophysics Data System (ADS)

Güntürkün, Ulaş

2010-07-01

This paper describes a functional analysis-based method for the estimation of driving-forces from nonlinear dynamic systems. The driving-forces account for the perturbation inputs induced by the external environment or the secular variations in the internal variables of the system. The proposed algorithm is applicable to the problems for which there is too little or no prior knowledge to build a rigorous mathematical model of the unknown dynamics. We derive the estimator conditioned on the differentiability of the unknown system’s mapping, and smoothness of the driving-force. The proposed algorithm is an adaptive sequential realization of the blind prediction error method, where the basic idea is to predict the observables, and retrieve the driving-force from the prediction error. Our realization of this idea is embodied by predicting the observables one-step into the future using a bank of echo state networks (ESN) in an online fashion, and then extracting the raw estimates from the prediction error and smoothing these estimates in two adaptive filtering stages. The adaptive nature of the algorithm enables to retrieve both slowly and rapidly varying driving-forces accurately, which are illustrated by simulations. Logistic and Moran-Ricker maps are studied in controlled experiments, exemplifying chaotic state and stochastic measurement models. The algorithm is also applied to the estimation of a driving-force from another nonlinear dynamic system that is stochastic in both state and measurement equations. The results are judged by the posterior Cramer-Rao lower bounds. The method is finally put into test on a real-world application; extracting sun’s magnetic flux from the sunspot time series.

Adaptive Filtering Using Recurrent Neural Networks

NASA Technical Reports Server (NTRS)

Parlos, Alexander G.; Menon, Sunil K.; Atiya, Amir F.

2005-01-01

A method for adaptive (or, optionally, nonadaptive) filtering has been developed for estimating the states of complex process systems (e.g., chemical plants, factories, or manufacturing processes at some level of abstraction) from time series of measurements of system inputs and outputs. The method is based partly on the fundamental principles of the Kalman filter and partly on the use of recurrent neural networks. The standard Kalman filter involves an assumption of linearity of the mathematical model used to describe a process system. The extended Kalman filter accommodates a nonlinear process model but still requires linearization about the state estimate. Both the standard and extended Kalman filters involve the often unrealistic assumption that process and measurement noise are zero-mean, Gaussian, and white. In contrast, the present method does not involve any assumptions of linearity of process models or of the nature of process noise; on the contrary, few (if any) assumptions are made about process models, noise models, or the parameters of such models. In this regard, the method can be characterized as one of nonlinear, nonparametric filtering. The method exploits the unique ability of neural networks to approximate nonlinear functions. In a given case, the process model is limited mainly by limitations of the approximation ability of the neural networks chosen for that case. Moreover, despite the lack of assumptions regarding process noise, the method yields minimum- variance filters. In that they do not require statistical models of noise, the neural- network-based state filters of this method are comparable to conventional nonlinear least-squares estimators.

Output feedback control for a class of nonlinear systems with actuator degradation and sensor noise.

PubMed

Ai, Weiqing; Lu, Zhenli; Li, Bin; Fei, Shumin

2016-11-01

This paper investigates the output feedback control problem of a class of nonlinear systems with sensor noise and actuator degradation. Firstly, by using the descriptor observer approach, the origin system is transformed into a descriptor system. On the basis of the descriptor system, a novel Proportional Derivative (PD) observer is developed to asymptotically estimate sensor noise and system state simultaneously. Then, by designing an adaptive law to estimate the effectiveness of actuator, an adaptive observer-based controller is constructed to ensure that system state can be regulated to the origin asymptotically. Finally, the design scheme is applied to address a flexible joint robot link problem. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

Anomaly Detection in Test Equipment via Sliding Mode Observers

NASA Technical Reports Server (NTRS)

Solano, Wanda M.; Drakunov, Sergey V.

2012-01-01

Nonlinear observers were originally developed based on the ideas of variable structure control, and for the purpose of detecting disturbances in complex systems. In this anomaly detection application, these observers were designed for estimating the distributed state of fluid flow in a pipe described by a class of advection equations. The observer algorithm uses collected data in a piping system to estimate the distributed system state (pressure and velocity along a pipe containing liquid gas propellant flow) using only boundary measurements. These estimates are then used to further estimate and localize possible anomalies such as leaks or foreign objects, and instrumentation metering problems such as incorrect flow meter orifice plate size. The observer algorithm has the following parts: a mathematical model of the fluid flow, observer control algorithm, and an anomaly identification algorithm. The main functional operation of the algorithm is in creating the sliding mode in the observer system implemented as software. Once the sliding mode starts in the system, the equivalent value of the discontinuous function in sliding mode can be obtained by filtering out the high-frequency chattering component. In control theory, "observers" are dynamic algorithms for the online estimation of the current state of a dynamic system by measurements of an output of the system. Classical linear observers can provide optimal estimates of a system state in case of uncertainty modeled by white noise. For nonlinear cases, the theory of nonlinear observers has been developed and its success is mainly due to the sliding mode approach. Using the mathematical theory of variable structure systems with sliding modes, the observer algorithm is designed in such a way that it steers the output of the model to the output of the system obtained via a variety of sensors, in spite of possible mismatches between the assumed model and actual system. The unique properties of sliding mode control allow not only control of the model internal states to the states of the real-life system, but also identification of the disturbance or anomaly that may occur.

Discrete-time state estimation for stochastic polynomial systems over polynomial observations

NASA Astrophysics Data System (ADS)

Hernandez-Gonzalez, M.; Basin, M.; Stepanov, O.

2018-07-01

This paper presents a solution to the mean-square state estimation problem for stochastic nonlinear polynomial systems over polynomial observations confused with additive white Gaussian noises. The solution is given in two steps: (a) computing the time-update equations and (b) computing the measurement-update equations for the state estimate and error covariance matrix. A closed form of this filter is obtained by expressing conditional expectations of polynomial terms as functions of the state estimate and error covariance. As a particular case, the mean-square filtering equations are derived for a third-degree polynomial system with second-degree polynomial measurements. Numerical simulations show effectiveness of the proposed filter compared to the extended Kalman filter.

Nonlinear unbiased minimum-variance filter for Mars entry autonomous navigation under large uncertainties and unknown measurement bias.

PubMed

Xiao, Mengli; Zhang, Yongbo; Fu, Huimin; Wang, Zhihua

2018-05-01

High-precision navigation algorithm is essential for the future Mars pinpoint landing mission. The unknown inputs caused by large uncertainties of atmospheric density and aerodynamic coefficients as well as unknown measurement biases may cause large estimation errors of conventional Kalman filters. This paper proposes a derivative-free version of nonlinear unbiased minimum variance filter for Mars entry navigation. This filter has been designed to solve this problem by estimating the state and unknown measurement biases simultaneously with derivative-free character, leading to a high-precision algorithm for the Mars entry navigation. IMU/radio beacons integrated navigation is introduced in the simulation, and the result shows that with or without radio blackout, our proposed filter could achieve an accurate state estimation, much better than the conventional unscented Kalman filter, showing the ability of high-precision Mars entry navigation algorithm. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

A Robust Nonlinear Observer for Real-Time Attitude Estimation Using Low-Cost MEMS Inertial Sensors

PubMed Central

Guerrero-Castellanos, José Fermi; Madrigal-Sastre, Heberto; Durand, Sylvain; Torres, Lizeth; Muñoz-Hernández, German Ardul

2013-01-01

This paper deals with the attitude estimation of a rigid body equipped with angular velocity sensors and reference vector sensors. A quaternion-based nonlinear observer is proposed in order to fuse all information sources and to obtain an accurate estimation of the attitude. It is shown that the observer error dynamics can be separated into two passive subsystems connected in “feedback”. Then, this property is used to show that the error dynamics is input-to-state stable when the measurement disturbance is seen as an input and the error as the state. These results allow one to affirm that the observer is “robustly stable”. The proposed observer is evaluated in real-time with the design and implementation of an Attitude and Heading Reference System (AHRS) based on low-cost MEMS (Micro-Electro-Mechanical Systems) Inertial Measure Unit (IMU) and magnetic sensors and a 16-bit microcontroller. The resulting estimates are compared with a high precision motion system to demonstrate its performance. PMID:24201316

New methods of testing nonlinear hypothesis using iterative NLLS estimator

NASA Astrophysics Data System (ADS)

Mahaboob, B.; Venkateswarlu, B.; Mokeshrayalu, G.; Balasiddamuni, P.

2017-11-01

This research paper discusses the method of testing nonlinear hypothesis using iterative Nonlinear Least Squares (NLLS) estimator. Takeshi Amemiya [1] explained this method. However in the present research paper, a modified Wald test statistic due to Engle, Robert [6] is proposed to test the nonlinear hypothesis using iterative NLLS estimator. An alternative method for testing nonlinear hypothesis using iterative NLLS estimator based on nonlinear hypothesis using iterative NLLS estimator based on nonlinear studentized residuals has been proposed. In this research article an innovative method of testing nonlinear hypothesis using iterative restricted NLLS estimator is derived. Pesaran and Deaton [10] explained the methods of testing nonlinear hypothesis. This paper uses asymptotic properties of nonlinear least squares estimator proposed by Jenrich [8]. The main purpose of this paper is to provide very innovative methods of testing nonlinear hypothesis using iterative NLLS estimator, iterative NLLS estimator based on nonlinear studentized residuals and iterative restricted NLLS estimator. Eakambaram et al. [12] discussed least absolute deviation estimations versus nonlinear regression model with heteroscedastic errors and also they studied the problem of heteroscedasticity with reference to nonlinear regression models with suitable illustration. William Grene [13] examined the interaction effect in nonlinear models disused by Ai and Norton [14] and suggested ways to examine the effects that do not involve statistical testing. Peter [15] provided guidelines for identifying composite hypothesis and addressing the probability of false rejection for multiple hypotheses.

Optimizing Synchronization Stability of the Kuramoto Model in Complex Networks and Power Grids

NASA Astrophysics Data System (ADS)

Li, Bo; Wong, K. Y. Michael

Maintaining the stability of synchronization state is crucial for the functioning of many natural and artificial systems. For the Kuramoto model on general weighted networks, the synchronization stability, measured by the dominant Lyapunov exponent at the steady state, is shown to have intricate and nonlinear dependence on the network topology and the dynamical parameters. Specifically, the dominant Lyapunov exponent corresponds to the algebraic connectivity of a meta-graph whose edge weight depends nonlinearly on the steady states. In this study, we utilize the cut-set space (DC) approximation to estimate the nonlinear steady state and simplify the calculation of the stability measure, based on which we further derive efficient algorithms to optimize the synchronization stability. The properties of the optimized networks and application in power grid stability are also discussed. This work is supported by a Grant from the Research Grant Council of Hong Kong (Grant Numbers 605813 and 16322616).

Nonlinear optical investigation of the Tris(2‧,2-bipyridyl)iron(II) tetrafluoroborate using z-scan technique

NASA Astrophysics Data System (ADS)

Zidan, M. D.; Al-Ktaifani, M. M.; Allahham, A.

2017-05-01

Z-scan measurements were performed with a CW diode laser at 635 nm to investigate the nonlinear optical properties of Tris(2‧,2-bipyridyl)iron(II) tetrafluoroborate in ethanol at two concentrations. Theoretical fit was carried out to evaluate the nonlinear absorption coefficient (β) and the negative nonlinear refractive index (n2) for the studied complex. Furthermore, the ground-state absorption cross sections (σg), the excited-state absorption cross sections (σex) and thermo-optic coefficient were also estimated. The investigations show large NLO response, which is predominantly associated with substantial conjugation between the aromatic ring π-electron system and d-electron set metal center. The obtained results give a strong indication that Tris(2‧,2-bipyridyl)iron(II) tetrafluoroborate have a potential application in optical domain.

Adaptive neural network output feedback control for stochastic nonlinear systems with unknown dead-zone and unmodeled dynamics.

PubMed

Tong, Shaocheng; Wang, Tong; Li, Yongming; Zhang, Huaguang

2014-06-01

This paper discusses the problem of adaptive neural network output feedback control for a class of stochastic nonlinear strict-feedback systems. The concerned systems have certain characteristics, such as unknown nonlinear uncertainties, unknown dead-zones, unmodeled dynamics and without the direct measurements of state variables. In this paper, the neural networks (NNs) are employed to approximate the unknown nonlinear uncertainties, and then by representing the dead-zone as a time-varying system with a bounded disturbance. An NN state observer is designed to estimate the unmeasured states. Based on both backstepping design technique and a stochastic small-gain theorem, a robust adaptive NN output feedback control scheme is developed. It is proved that all the variables involved in the closed-loop system are input-state-practically stable in probability, and also have robustness to the unmodeled dynamics. Meanwhile, the observer errors and the output of the system can be regulated to a small neighborhood of the origin by selecting appropriate design parameters. Simulation examples are also provided to illustrate the effectiveness of the proposed approach.

Model-based estimation and control for off-axis parabolic mirror alignment

NASA Astrophysics Data System (ADS)

Fang, Joyce; Savransky, Dmitry

2018-02-01

This paper propose an model-based estimation and control method for an off-axis parabolic mirror (OAP) alignment. Current studies in automated optical alignment systems typically require additional wavefront sensors. We propose a self-aligning method using only focal plane images captured by the existing camera. Image processing methods and Karhunen-Loève (K-L) decomposition are used to extract measurements for the observer in closed-loop control system. Our system has linear dynamic in state transition, and a nonlinear mapping from the state to the measurement. An iterative extended Kalman filter (IEKF) is shown to accurately predict the unknown states, and nonlinear observability is discussed. Linear-quadratic regulator (LQR) is applied to correct the misalignments. The method is validated experimentally on the optical bench with a commercial OAP. We conduct 100 tests in the experiment to demonstrate the consistency in between runs.

Data-based fault-tolerant control for affine nonlinear systems with actuator faults.

PubMed

Xie, Chun-Hua; Yang, Guang-Hong

2016-09-01

This paper investigates the fault-tolerant control (FTC) problem for unknown nonlinear systems with actuator faults including stuck, outage, bias and loss of effectiveness. The upper bounds of stuck faults, bias faults and loss of effectiveness faults are unknown. A new data-based FTC scheme is proposed. It consists of the online estimations of the bounds and a state-dependent function. The estimations are adjusted online to compensate automatically the actuator faults. The state-dependent function solved by using real system data helps to stabilize the system. Furthermore, all signals in the resulting closed-loop system are uniformly bounded and the states converge asymptotically to zero. Compared with the existing results, the proposed approach is data-based. Finally, two simulation examples are provided to show the effectiveness of the proposed approach. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

The Buoyancy Budget With a Nonlinear Equation of State

NASA Astrophysics Data System (ADS)

Hieronymus, M. H.; Nycander, J.

2012-12-01

There has been a number of studies focusing on different aspects of having a nonlinear equation of state for seawater. Amongst other things it has been shown that the nonlinear equation of state has implications for the oceanic energy budget and that nonlinear processes can be a significant source of dense water production. This presentation will focus on the oceanic buoyancy budget. The nonlinear equation of state of seawater can introduce a sink or source of buoyancy when water parcels of unequal salinities and temperatures are mixed. A common example is the process known as cabbeling, which is responsible for forming a water mass that is denser than the original constituents in a mixture of two water masses with equal densities but different salinities and temperatures. This presentation will contain quantitative estimates of these nonlinear effects on the buoyancy budget of the global ocean. Because of these nonlinear effects there is a net sink of buoyancy in the oceans interior and the size of this sink can be determined from the buoyancy fluxes at the ocean boundaries. These boundary buoyancy fluxes are calculated using two surface heat flux climatologies one based on in situ measurements, the other on a reanalysis and in both cases using a nonlinear equation of state. The presentation also treats the buoyancy budget in the State of the art ocean model Nucleus for European Modelling of the Ocean (NEMO) and the results from NEMO are seen to be in good agreement with the buoyancy budgets based on the heat flux climatologies. Using the ocean model is a good complement to the surface flux climatologies, because in NEMO the buoyancy fluxes can be evaluated at all vertical model levels. This means that the vertical distribution of the buoyancy sink can be looked into. The results from NEMO shows that in large parts of the ocean the nonlinear buoyancy sink is the largest contribution to the buoyancy budget.

A Method for Determining Pseudo-measurement State Values for Topology Observability of State Estimation in Power Systems

NASA Astrophysics Data System (ADS)

Urano, Shoichi; Mori, Hiroyuki

This paper proposes a new technique for determining of state values in power systems. Recently, it is useful for carrying out state estimation with data of PMU (Phasor Measurement Unit). The authors have developed a method for determining state values with artificial neural network (ANN) considering topology observability in power systems. ANN has advantage to approximate nonlinear functions with high precision. The method evaluates pseudo-measurement state values of the data which are lost in power systems. The method is successfully applied to the IEEE 14-bus system.

NLSCIDNT user's guide maximum likehood parameter identification computer program with nonlinear rotorcraft model

NASA Technical Reports Server (NTRS)

1979-01-01

A nonlinear, maximum likelihood, parameter identification computer program (NLSCIDNT) is described which evaluates rotorcraft stability and control coefficients from flight test data. The optimal estimates of the parameters (stability and control coefficients) are determined (identified) by minimizing the negative log likelihood cost function. The minimization technique is the Levenberg-Marquardt method, which behaves like the steepest descent method when it is far from the minimum and behaves like the modified Newton-Raphson method when it is nearer the minimum. Twenty-one states and 40 measurement variables are modeled, and any subset may be selected. States which are not integrated may be fixed at an input value, or time history data may be substituted for the state in the equations of motion. Any aerodynamic coefficient may be expressed as a nonlinear polynomial function of selected 'expansion variables'.

State Estimation for Landing Maneuver on High Performance Aircraft

NASA Astrophysics Data System (ADS)

Suresh, P. S.; Sura, Niranjan K.; Shankar, K.

2018-01-01

State estimation methods are popular means for validating aerodynamic database on aircraft flight maneuver performance characteristics. In this work, the state estimation method during landing maneuver is explored for the first of its kind, using upper diagonal adaptive extended Kalman filter (UD-AEKF) with fuzzy based adaptive tunning of process noise matrix. The mathematical model for symmetrical landing maneuver consists of non-linear flight mechanics equation representing Aircraft longitudinal dynamics. The UD-AEKF algorithm is implemented in MATLAB environment and the states with bias is considered to be the initial conditions just prior to the flare. The measurement data is obtained from a non-linear 6 DOF pilot in loop simulation using FORTRAN. These simulated measurement data is additively mixed with process and measurement noises, which are used as an input for UD-AEKF. Then, the governing states that dictate the landing loads at the instant of touch down are compared. The method is verified using flight data wherein, the vertical acceleration at the aircraft center of gravity (CG) is compared. Two possible outcome of purely relying on the aircraft measured data is highlighted. It is observed that, with the implementation of adaptive fuzzy logic based extended Kalman filter tuned to adapt for aircraft landing dynamics, the methodology improves the data quality of the states that are sourced from noisy measurements.

Fast noise level estimation algorithm based on principal component analysis transform and nonlinear rectification

NASA Astrophysics Data System (ADS)

Xu, Shaoping; Zeng, Xiaoxia; Jiang, Yinnan; Tang, Yiling

2018-01-01

We proposed a noniterative principal component analysis (PCA)-based noise level estimation (NLE) algorithm that addresses the problem of estimating the noise level with a two-step scheme. First, we randomly extracted a number of raw patches from a given noisy image and took the smallest eigenvalue of the covariance matrix of the raw patches as the preliminary estimation of the noise level. Next, the final estimation was directly obtained with a nonlinear mapping (rectification) function that was trained on some representative noisy images corrupted with different known noise levels. Compared with the state-of-art NLE algorithms, the experiment results show that the proposed NLE algorithm can reliably infer the noise level and has robust performance over a wide range of image contents and noise levels, showing a good compromise between speed and accuracy in general.

Optimal clinical trial design based on a dichotomous Markov-chain mixed-effect sleep model.

PubMed

Steven Ernest, C; Nyberg, Joakim; Karlsson, Mats O; Hooker, Andrew C

2014-12-01

D-optimal designs for discrete-type responses have been derived using generalized linear mixed models, simulation based methods and analytical approximations for computing the fisher information matrix (FIM) of non-linear mixed effect models with homogeneous probabilities over time. In this work, D-optimal designs using an analytical approximation of the FIM for a dichotomous, non-homogeneous, Markov-chain phase advanced sleep non-linear mixed effect model was investigated. The non-linear mixed effect model consisted of transition probabilities of dichotomous sleep data estimated as logistic functions using piecewise linear functions. Theoretical linear and nonlinear dose effects were added to the transition probabilities to modify the probability of being in either sleep stage. D-optimal designs were computed by determining an analytical approximation the FIM for each Markov component (one where the previous state was awake and another where the previous state was asleep). Each Markov component FIM was weighted either equally or by the average probability of response being awake or asleep over the night and summed to derive the total FIM (FIM(total)). The reference designs were placebo, 0.1, 1-, 6-, 10- and 20-mg dosing for a 2- to 6-way crossover study in six dosing groups. Optimized design variables were dose and number of subjects in each dose group. The designs were validated using stochastic simulation/re-estimation (SSE). Contrary to expectations, the predicted parameter uncertainty obtained via FIM(total) was larger than the uncertainty in parameter estimates computed by SSE. Nevertheless, the D-optimal designs decreased the uncertainty of parameter estimates relative to the reference designs. Additionally, the improvement for the D-optimal designs were more pronounced using SSE than predicted via FIM(total). Through the use of an approximate analytic solution and weighting schemes, the FIM(total) for a non-homogeneous, dichotomous Markov-chain phase advanced sleep model was computed and provided more efficient trial designs and increased nonlinear mixed-effects modeling parameter precision.

Multi-objective optimization in quantum parameter estimation

NASA Astrophysics Data System (ADS)

Gong, BeiLi; Cui, Wei

2018-04-01

We investigate quantum parameter estimation based on linear and Kerr-type nonlinear controls in an open quantum system, and consider the dissipation rate as an unknown parameter. We show that while the precision of parameter estimation is improved, it usually introduces a significant deformation to the system state. Moreover, we propose a multi-objective model to optimize the two conflicting objectives: (1) maximizing the Fisher information, improving the parameter estimation precision, and (2) minimizing the deformation of the system state, which maintains its fidelity. Finally, simulations of a simplified ɛ-constrained model demonstrate the feasibility of the Hamiltonian control in improving the precision of the quantum parameter estimation.

Reinforcement learning neural-network-based controller for nonlinear discrete-time systems with input constraints.

PubMed

He, Pingan; Jagannathan, S

2007-04-01

A novel adaptive-critic-based neural network (NN) controller in discrete time is designed to deliver a desired tracking performance for a class of nonlinear systems in the presence of actuator constraints. The constraints of the actuator are treated in the controller design as the saturation nonlinearity. The adaptive critic NN controller architecture based on state feedback includes two NNs: the critic NN is used to approximate the "strategic" utility function, whereas the action NN is employed to minimize both the strategic utility function and the unknown nonlinear dynamic estimation errors. The critic and action NN weight updates are derived by minimizing certain quadratic performance indexes. Using the Lyapunov approach and with novel weight updates, the uniformly ultimate boundedness of the closed-loop tracking error and weight estimates is shown in the presence of NN approximation errors and bounded unknown disturbances. The proposed NN controller works in the presence of multiple nonlinearities, unlike other schemes that normally approximate one nonlinearity. Moreover, the adaptive critic NN controller does not require an explicit offline training phase, and the NN weights can be initialized at zero or random. Simulation results justify the theoretical analysis.

Nonlinear Directed Interactions Between HRV and EEG Activity in Children With TLE.

PubMed

Schiecke, Karin; Pester, Britta; Piper, Diana; Benninger, Franz; Feucht, Martha; Leistritz, Lutz; Witte, Herbert

2016-12-01

Epileptic seizure activity influences the autonomic nervous system (ANS) in different ways. Heart rate variability (HRV) is used as indicator for alterations of the ANS. It was shown that linear, nondirected interactions between HRV and EEG activity before, during, and after epileptic seizure occur. Accordingly, investigations of directed nonlinear interactions are logical steps to provide, e.g., deeper insight into the development of seizure onsets. Convergent cross mapping (CCM) investigates nonlinear, directed interactions between time series by using nonlinear state space reconstruction. CCM is applied to simulated and clinically relevant data, i.e., interactions between HRV and specific EEG components of children with temporal lobe epilepsy (TLE). In addition, time-variant multivariate Autoregressive model (AR)-based estimation of partial directed coherence (PDC) was performed for the same data. Influence of estimation parameters and time-varying behavior of CCM estimation could be demonstrated by means of simulated data. AR-based estimation of PDC failed for the investigation of our clinical data. Time-varying interval-based application of CCM on these data revealed directed interactions between HRV and delta-related EEG activity. Interactions between HRV and alpha-related EEG activity were visible but less pronounced. EEG components mainly drive HRV. The interaction pattern and directionality clearly changed with onset of seizure. Statistical relevant interactions were quantified by bootstrapping and surrogate data approach. In contrast to AR-based estimation of PDC CCM was able to reveal time-courses and frequency-selective views of nonlinear interactions for the further understanding of complex interactions between the epileptic network and the ANS in children with TLE.

Amplitude-dependent topological edge states in nonlinear phononic lattices

NASA Astrophysics Data System (ADS)

Pal, Raj Kumar; Vila, Javier; Leamy, Michael; Ruzzene, Massimo

2018-03-01

This work investigates the effect of nonlinearities on topologically protected edge states in one- and two-dimensional phononic lattices. We first show that localized modes arise at the interface between two spring-mass chains that are inverted copies of each other. Explicit expressions derived for the frequencies of the localized modes guide the study of the effect of cubic nonlinearities on the resonant characteristics of the interface, which are shown to be described by a Duffing-like equation. Nonlinearities produce amplitude-dependent frequency shifts, which in the case of a softening nonlinearity cause the localized mode to migrate to the bulk spectrum. The case of a hexagonal lattice implementing a phononic analog of a crystal exhibiting the quantum spin Hall effect is also investigated in the presence of weakly nonlinear cubic springs. An asymptotic analysis provides estimates of the amplitude dependence of the localized modes, while numerical simulations illustrate how the lattice response transitions from bulk-to-edge mode-dominated by varying the excitation amplitude. In contrast with the interface mode of the first example studies, this occurs both for hardening and softening springs. The results of this study provide a theoretical framework for the investigation of nonlinear effects that induce and control topologically protected wave modes through nonlinear interactions and amplitude tuning.

Identifiability of large-scale non-linear dynamic network models applied to the ADM1-case study.

PubMed

Nimmegeers, Philippe; Lauwers, Joost; Telen, Dries; Logist, Filip; Impe, Jan Van

2017-06-01

In this work, both the structural and practical identifiability of the Anaerobic Digestion Model no. 1 (ADM1) is investigated, which serves as a relevant case study of large non-linear dynamic network models. The structural identifiability is investigated using the probabilistic algorithm, adapted to deal with the specifics of the case study (i.e., a large-scale non-linear dynamic system of differential and algebraic equations). The practical identifiability is analyzed using a Monte Carlo parameter estimation procedure for a 'non-informative' and 'informative' experiment, which are heuristically designed. The model structure of ADM1 has been modified by replacing parameters by parameter combinations, to provide a generally locally structurally identifiable version of ADM1. This means that in an idealized theoretical situation, the parameters can be estimated accurately. Furthermore, the generally positive structural identifiability results can be explained from the large number of interconnections between the states in the network structure. This interconnectivity, however, is also observed in the parameter estimates, making uncorrelated parameter estimations in practice difficult. Copyright © 2017. Published by Elsevier Inc.

Online Estimation of Model Parameters of Lithium-Ion Battery Using the Cubature Kalman Filter

NASA Astrophysics Data System (ADS)

Tian, Yong; Yan, Rusheng; Tian, Jindong; Zhou, Shijie; Hu, Chao

2017-11-01

Online estimation of state variables, including state-of-charge (SOC), state-of-energy (SOE) and state-of-health (SOH) is greatly crucial for the operation safety of lithium-ion battery. In order to improve estimation accuracy of these state variables, a precise battery model needs to be established. As the lithium-ion battery is a nonlinear time-varying system, the model parameters significantly vary with many factors, such as ambient temperature, discharge rate and depth of discharge, etc. This paper presents an online estimation method of model parameters for lithium-ion battery based on the cubature Kalman filter. The commonly used first-order resistor-capacitor equivalent circuit model is selected as the battery model, based on which the model parameters are estimated online. Experimental results show that the presented method can accurately track the parameters variation at different scenarios.

An Ensemble-Based Smoother with Retrospectively Updated Weights for Highly Nonlinear Systems

NASA Technical Reports Server (NTRS)

Chin, T. M.; Turmon, M. J.; Jewell, J. B.; Ghil, M.

2006-01-01

Monte Carlo computational methods have been introduced into data assimilation for nonlinear systems in order to alleviate the computational burden of updating and propagating the full probability distribution. By propagating an ensemble of representative states, algorithms like the ensemble Kalman filter (EnKF) and the resampled particle filter (RPF) rely on the existing modeling infrastructure to approximate the distribution based on the evolution of this ensemble. This work presents an ensemble-based smoother that is applicable to the Monte Carlo filtering schemes like EnKF and RPF. At the minor cost of retrospectively updating a set of weights for ensemble members, this smoother has demonstrated superior capabilities in state tracking for two highly nonlinear problems: the double-well potential and trivariate Lorenz systems. The algorithm does not require retrospective adaptation of the ensemble members themselves, and it is thus suited to a streaming operational mode. The accuracy of the proposed backward-update scheme in estimating non-Gaussian distributions is evaluated by comparison to the more accurate estimates provided by a Markov chain Monte Carlo algorithm.

Q-Method Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Zanetti, Renato; Ainscough, Thomas; Christian, John; Spanos, Pol D.

2012-01-01

A new algorithm is proposed that smoothly integrates non-linear estimation of the attitude quaternion using Davenport s q-method and estimation of non-attitude states through an extended Kalman filter. The new method is compared to a similar existing algorithm showing its similarities and differences. The validity of the proposed approach is confirmed through numerical simulations.

Fast state estimation subject to random data loss in discrete-time nonlinear stochastic systems

NASA Astrophysics Data System (ADS)

Mahdi Alavi, S. M.; Saif, Mehrdad

2013-12-01

This paper focuses on the design of the standard observer in discrete-time nonlinear stochastic systems subject to random data loss. By the assumption that the system response is incrementally bounded, two sufficient conditions are subsequently derived that guarantee exponential mean-square stability and fast convergence of the estimation error for the problem at hand. An efficient algorithm is also presented to obtain the observer gain. Finally, the proposed methodology is employed for monitoring the Continuous Stirred Tank Reactor (CSTR) via a wireless communication network. The effectiveness of the designed observer is extensively assessed by using an experimental tested-bed that has been fabricated for performance evaluation of the over wireless-network estimation techniques under realistic radio channel conditions.

Sliding mode control based on Kalman filter dynamic estimation of battery SOC

NASA Astrophysics Data System (ADS)

He, Dongmeia; Hou, Enguang; Qiao, Xin; Liu, Guangmin

2018-06-01

Lithium-ion battery charge state of the accurate and rapid estimation of battery management system is the key technology. In this paper, an exponentially reaching law sliding-mode variable structure control algorithm based on Kalman filter is proposed to estimate the state of charge of Li-ion battery for the dynamic nonlinear system. The RC equivalent circuit model is established, and the model equation with specific structure is given. The proposed Kalman filter sliding mode structure is used to estimate the state of charge of the battery in the battery model, and the jitter effect can be avoided and the estimation performance can be improved. The simulation results show that the proposed Kalman filter sliding mode control has good accuracy in estimating the state of charge of the battery compared with the ordinary Kalman filter, and the error range is within 3%.

Clutch pressure estimation for a power-split hybrid transmission using nonlinear robust observer

NASA Astrophysics Data System (ADS)

Zhou, Bin; Zhang, Jianwu; Gao, Ji; Yu, Haisheng; Liu, Dong

2018-06-01

For a power-split hybrid transmission, using the brake clutch to realize the transition from electric drive mode to hybrid drive mode is an available strategy. Since the pressure information of the brake clutch is essential for the mode transition control, this research designs a nonlinear robust reduced-order observer to estimate the brake clutch pressure. Model uncertainties or disturbances are considered as additional inputs, thus the observer is designed in order that the error dynamics is input-to-state stable. The nonlinear characteristics of the system are expressed as the lookup tables in the observer. Moreover, the gain matrix of the observer is solved by two optimization procedures under the constraints of the linear matrix inequalities. The proposed observer is validated by offline simulation and online test, the results have shown that the observer achieves significant performance during the mode transition, as the estimation error is within a reasonable range, more importantly, it is asymptotically stable.

Adaptive Neural Output-Feedback Control for a Class of Nonlower Triangular Nonlinear Systems With Unmodeled Dynamics.

PubMed

Wang, Huanqing; Liu, Peter Xiaoping; Li, Shuai; Wang, Ding

2017-08-29

This paper presents the development of an adaptive neural controller for a class of nonlinear systems with unmodeled dynamics and immeasurable states. An observer is designed to estimate system states. The structure consistency of virtual control signals and the variable partition technique are combined to overcome the difficulties appearing in a nonlower triangular form. An adaptive neural output-feedback controller is developed based on the backstepping technique and the universal approximation property of the radial basis function (RBF) neural networks. By using the Lyapunov stability analysis, the semiglobally and uniformly ultimate boundedness of all signals within the closed-loop system is guaranteed. The simulation results show that the controlled system converges quickly, and all the signals are bounded. This paper is novel at least in the two aspects: 1) an output-feedback control strategy is developed for a class of nonlower triangular nonlinear systems with unmodeled dynamics and 2) the nonlinear disturbances and their bounds are the functions of all states, which is in a more general form than existing results.

On three dimensional object recognition and pose-determination: An abstraction based approach. Ph.D. Thesis - Michigan Univ. Final Report

NASA Technical Reports Server (NTRS)

Quek, Kok How Francis

1990-01-01

A method of computing reliable Gaussian and mean curvature sign-map descriptors from the polynomial approximation of surfaces was demonstrated. Such descriptors which are invariant under perspective variation are suitable for hypothesis generation. A means for determining the pose of constructed geometric forms whose algebraic surface descriptors are nonlinear in terms of their orienting parameters was developed. This was done by means of linear functions which are capable of approximating nonlinear forms and determining their parameters. It was shown that biquadratic surfaces are suitable companion linear forms for cylindrical approximation and parameter estimation. The estimates provided the initial parametric approximations necessary for a nonlinear regression stage to fine tune the estimates by fitting the actual nonlinear form to the data. A hypothesis-based split-merge algorithm for extraction and pose determination of cylinders and planes which merge smoothly into other surfaces was developed. It was shown that all split-merge algorithms are hypothesis-based. A finite-state algorithm for the extraction of the boundaries of run-length regions was developed. The computation takes advantage of the run list topology and boundary direction constraints implicit in the run-length encoding.

Space Shuttle propulsion parameter estimation using optimal estimation techniques, volume 1

NASA Technical Reports Server (NTRS)

1983-01-01

The mathematical developments and their computer program implementation for the Space Shuttle propulsion parameter estimation project are summarized. The estimation approach chosen is the extended Kalman filtering with a modified Bryson-Frazier smoother. Its use here is motivated by the objective of obtaining better estimates than those available from filtering and to eliminate the lag associated with filtering. The estimation technique uses as the dynamical process the six degree equations-of-motion resulting in twelve state vector elements. In addition to these are mass and solid propellant burn depth as the ""system'' state elements. The ""parameter'' state elements can include aerodynamic coefficient, inertia, center-of-gravity, atmospheric wind, etc. deviations from referenced values. Propulsion parameter state elements have been included not as options just discussed but as the main parameter states to be estimated. The mathematical developments were completed for all these parameters. Since the systems dynamics and measurement processes are non-linear functions of the states, the mathematical developments are taken up almost entirely by the linearization of these equations as required by the estimation algorithms.

Parameter estimation in nonlinear distributed systems - Approximation theory and convergence results

NASA Technical Reports Server (NTRS)

Banks, H. T.; Reich, Simeon; Rosen, I. G.

1988-01-01

An abstract approximation framework and convergence theory is described for Galerkin approximations applied to inverse problems involving nonlinear distributed parameter systems. Parameter estimation problems are considered and formulated as the minimization of a least-squares-like performance index over a compact admissible parameter set subject to state constraints given by an inhomogeneous nonlinear distributed system. The theory applies to systems whose dynamics can be described by either time-independent or nonstationary strongly maximal monotonic operators defined on a reflexive Banach space which is densely and continuously embedded in a Hilbert space. It is demonstrated that if readily verifiable conditions on the system's dependence on the unknown parameters are satisfied, and the usual Galerkin approximation assumption holds, then solutions to the approximating problems exist and approximate a solution to the original infinite-dimensional identification problem.

Nonlinear analysis and performance evaluation of the Annular Suspension and Pointing System (ASPS)

NASA Technical Reports Server (NTRS)

Joshi, S. M.

1978-01-01

The Annular Suspension and Pointing System (ASPS) can provide high accurate fine pointing for a variety of solar-, stellar-, and Earth-viewing scientific instruments during space shuttle orbital missions. In this report, a detailed nonlinear mathematical model is developed for the ASPS/Space Shuttle system. The equations are augmented with nonlinear models of components such as magnetic actuators and gimbal torquers. Control systems and payload attitude state estimators are designed in order to obtain satisfactory pointing performance, and statistical pointing performance is predicted in the presence of measurement noise and disturbances.

A nonlinear Kalman filtering approach to embedded control of turbocharged diesel engines

NASA Astrophysics Data System (ADS)

Rigatos, Gerasimos; Siano, Pierluigi; Arsie, Ivan

2014-10-01

The development of efficient embedded control for turbocharged Diesel engines, requires the programming of elaborated nonlinear control and filtering methods. To this end, in this paper nonlinear control for turbocharged Diesel engines is developed with the use of Differential flatness theory and the Derivative-free nonlinear Kalman Filter. It is shown that the dynamic model of the turbocharged Diesel engine is differentially flat and admits dynamic feedback linearization. It is also shown that the dynamic model can be written in the linear Brunovsky canonical form for which a state feedback controller can be easily designed. To compensate for modeling errors and external disturbances the Derivative-free nonlinear Kalman Filter is used and redesigned as a disturbance observer. The filter consists of the Kalman Filter recursion on the linearized equivalent of the Diesel engine model and of an inverse transformation based on differential flatness theory which enables to obtain estimates for the state variables of the initial nonlinear model. Once the disturbances variables are identified it is possible to compensate them by including an additional control term in the feedback loop. The efficiency of the proposed control method is tested through simulation experiments.

Finite time state and disturbance estimation for robust performance of motion control systems using sliding modes

NASA Astrophysics Data System (ADS)

Tamhane, Bhagyashri; Kurode, Shailaja

2018-05-01

In this paper, simultaneous state and disturbance estimation of a drive system composed of motor connected to a load is proposed. Such a system is represented by a two mass model realising in a fourth-order plant. Backlash is introduced as the nonlinear disturbance in gears which is proposed to be estimated and in turn compensated. For this motion control system, a two-stage higher order sliding-mode observer is proposed for state and backlash estimation. The novelty lies in the fact that for this fourth-order system, output is considered from the motor end only, i.e. its angular displacement. The unmeasured states consisting of output derivative, load-side angular displacement and its derivative along with backlash are estimated in finite time. This disturbance due to backlash is unmatched in nature. The estimated states and disturbance are used to devise a robust sliding-mode control. This proposed scheme is validated in simulation and experimentation.

A survey of the state of the art and focused research in range systems, task 2

NASA Technical Reports Server (NTRS)

Yao, K.

1986-01-01

Contract generated publications are compiled which describe the research activities for the reporting period. Study topics include: equivalent configurations of systolic arrays; least squares estimation algorithms with systolic array architectures; modeling and equilization of nonlinear bandlimited satellite channels; and least squares estimation and Kalman filtering by systolic arrays.

Investigation on the effect of nonlinear processes on similarity law in high-pressure argon discharges

NASA Astrophysics Data System (ADS)

Fu, Yangyang; Parsey, Guy M.; Verboncoeur, John P.; Christlieb, Andrew J.

2017-11-01

In this paper, the effect of nonlinear processes (such as three-body collisions and stepwise ionizations) on the similarity law in high-pressure argon discharges has been studied by the use of the Kinetic Global Model framework. In the discharge model, the ground state argon atoms (Ar), electrons (e), atom ions (Ar+), molecular ions (Ar2+), and fourteen argon excited levels Ar*(4s and 4p) are considered. The steady-state electron and ion densities are obtained with nonlinear processes included and excluded in the designed models, respectively. It is found that in similar gas gaps, keeping the product of gas pressure and linear dimension unchanged, with the nonlinear processes included, the normalized density relations deviate from the similarity relations gradually as the scale-up factor decreases. Without the nonlinear processes, the parameter relations are in good agreement with the similarity law predictions. Furthermore, the pressure and the dimension effects are also investigated separately with and without the nonlinear processes. It is shown that the gas pressure effect on the results is less obvious than the dimension effect. Without the nonlinear processes, the pressure and the dimension effects could be estimated from one to the other based on the similarity relations.

An approximate Kalman filter for ocean data assimilation: An example with an idealized Gulf Stream model

NASA Technical Reports Server (NTRS)

Fukumori, Ichiro; Malanotte-Rizzoli, Paola

1995-01-01

A practical method of data assimilation for use with large, nonlinear, ocean general circulation models is explored. A Kalman filter based on approximation of the state error covariance matrix is presented, employing a reduction of the effective model dimension, the error's asymptotic steady state limit, and a time-invariant linearization of the dynamic model for the error integration. The approximations lead to dramatic computational savings in applying estimation theory to large complex systems. We examine the utility of the approximate filter in assimilating different measurement types using a twin experiment of an idealized Gulf Stream. A nonlinear primitive equation model of an unstable east-west jet is studied with a state dimension exceeding 170,000 elements. Assimilation of various pseudomeasurements are examined, including velocity, density, and volume transport at localized arrays and realistic distributions of satellite altimetry and acoustic tomography observations. Results are compared in terms of their effects on the accuracies of the estimation. The approximate filter is shown to outperform an empirical nudging scheme used in a previous study. The examples demonstrate that useful approximate estimation errors can be computed in a practical manner for general circulation models.

An approximate Kalman filter for ocean data assimilation: An example with an idealized Gulf Stream model

NASA Astrophysics Data System (ADS)

Fukumori, Ichiro; Malanotte-Rizzoli, Paola

1995-04-01

A practical method of data assimilation for use with large, nonlinear, ocean general circulation models is explored. A Kaiman filter based on approximations of the state error covariance matrix is presented, employing a reduction of the effective model dimension, the error's asymptotic steady state limit, and a time-invariant linearization of the dynamic model for the error integration. The approximations lead to dramatic computational savings in applying estimation theory to large complex systems. We examine the utility of the approximate filter in assimilating different measurement types using a twin experiment of an idealized Gulf Stream. A nonlinear primitive equation model of an unstable east-west jet is studied with a state dimension exceeding 170,000 elements. Assimilation of various pseudomeasurements are examined, including velocity, density, and volume transport at localized arrays and realistic distributions of satellite altimetry and acoustic tomography observations. Results are compared in terms of their effects on the accuracies of the estimation. The approximate filter is shown to outperform an empirical nudging scheme used in a previous study. The examples demonstrate that useful approximate estimation errors can be computed in a practical manner for general circulation models.

A new adaptive estimation method of spacecraft thermal mathematical model with an ensemble Kalman filter

NASA Astrophysics Data System (ADS)

Akita, T.; Takaki, R.; Shima, E.

2012-04-01

An adaptive estimation method of spacecraft thermal mathematical model is presented. The method is based on the ensemble Kalman filter, which can effectively handle the nonlinearities contained in the thermal model. The state space equations of the thermal mathematical model is derived, where both temperature and uncertain thermal characteristic parameters are considered as the state variables. In the method, the thermal characteristic parameters are automatically estimated as the outputs of the filtered state variables, whereas, in the usual thermal model correlation, they are manually identified by experienced engineers using trial-and-error approach. A numerical experiment of a simple small satellite is provided to verify the effectiveness of the presented method.

Adaptive control of Parkinson's state based on a nonlinear computational model with unknown parameters.

PubMed

Su, Fei; Wang, Jiang; Deng, Bin; Wei, Xi-Le; Chen, Ying-Yuan; Liu, Chen; Li, Hui-Yan

2015-02-01

The objective here is to explore the use of adaptive input-output feedback linearization method to achieve an improved deep brain stimulation (DBS) algorithm for closed-loop control of Parkinson's state. The control law is based on a highly nonlinear computational model of Parkinson's disease (PD) with unknown parameters. The restoration of thalamic relay reliability is formulated as the desired outcome of the adaptive control methodology, and the DBS waveform is the control input. The control input is adjusted in real time according to estimates of unknown parameters as well as the feedback signal. Simulation results show that the proposed adaptive control algorithm succeeds in restoring the relay reliability of the thalamus, and at the same time achieves accurate estimation of unknown parameters. Our findings point to the potential value of adaptive control approach that could be used to regulate DBS waveform in more effective treatment of PD.

Nonlinear model predictive control for chemical looping process

DOE Office of Scientific and Technical Information (OSTI.GOV)

Joshi, Abhinaya; Lei, Hao; Lou, Xinsheng

A control system for optimizing a chemical looping ("CL") plant includes a reduced order mathematical model ("ROM") that is designed by eliminating mathematical terms that have minimal effect on the outcome. A non-linear optimizer provides various inputs to the ROM and monitors the outputs to determine the optimum inputs that are then provided to the CL plant. An estimator estimates the values of various internal state variables of the CL plant. The system has one structure adapted to control a CL plant that only provides pressure measurements in the CL loops A and B, a second structure adapted to amore » CL plant that provides pressure measurements and solid levels in both loops A, and B, and a third structure adapted to control a CL plant that provides full information on internal state variables. A final structure provides a neural network NMPC controller to control operation of loops A and B.« less

MTPA control of mechanical sensorless IPMSM based on adaptive nonlinear control.

PubMed

Najjar-Khodabakhsh, Abbas; Soltani, Jafar

2016-03-01

In this paper, an adaptive nonlinear control scheme has been proposed for implementing maximum torque per ampere (MTPA) control strategy corresponding to interior permanent magnet synchronous motor (IPMSM) drive. This control scheme is developed in the rotor d-q axis reference frame using adaptive input-output state feedback linearization (AIOFL) method. The drive system control stability is supported by Lyapunov theory. The motor inductances are online estimated by an estimation law obtained by AIOFL. The estimation errors of these parameters are proved to be asymptotically converged to zero. Based on minimizing the motor current amplitude, the MTPA control strategy is performed by using the nonlinear optimization technique while considering the online reference torque. The motor reference torque is generated by a conventional rotor speed PI controller. By performing MTPA control strategy, the generated online motor d-q reference currents were used in AIOFL controller to obtain the SV-PWM reference voltages and the online estimation of the motor d-q inductances. In addition, the stator resistance is online estimated using a conventional PI controller. Moreover, the rotor position is detected using the online estimation of the stator flux and online estimation of the motor q-axis inductance. Simulation and experimental results obtained prove the effectiveness and the capability of the proposed control method. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

Adaptive fuzzy predictive sliding control of uncertain nonlinear systems with bound-known input delay.

PubMed

Khazaee, Mostafa; Markazi, Amir H D; Omidi, Ehsan

2015-11-01

In this paper, a new Adaptive Fuzzy Predictive Sliding Mode Control (AFP-SMC) is presented for nonlinear systems with uncertain dynamics and unknown input delay. The control unit consists of a fuzzy inference system to approximate the ideal linearization control, together with a switching strategy to compensate for the estimation errors. Also, an adaptive fuzzy predictor is used to estimate the future values of the system states to compensate for the time delay. The adaptation laws are used to tune the controller and predictor parameters, which guarantee the stability based on a Lyapunov-Krasovskii functional. To evaluate the method effectiveness, the simulation and experiment on an overhead crane system are presented. According to the obtained results, AFP-SMC can effectively control the uncertain nonlinear systems, subject to input delays of known bound. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

Observer-Based Adaptive Neural Network Control for Nonlinear Systems in Nonstrict-Feedback Form.

PubMed

Chen, Bing; Zhang, Huaguang; Lin, Chong

2016-01-01

This paper focuses on the problem of adaptive neural network (NN) control for a class of nonlinear nonstrict-feedback systems via output feedback. A novel adaptive NN backstepping output-feedback control approach is first proposed for nonlinear nonstrict-feedback systems. The monotonicity of system bounding functions and the structure character of radial basis function (RBF) NNs are used to overcome the difficulties that arise from nonstrict-feedback structure. A state observer is constructed to estimate the immeasurable state variables. By combining adaptive backstepping technique with approximation capability of radial basis function NNs, an output-feedback adaptive NN controller is designed through backstepping approach. It is shown that the proposed controller guarantees semiglobal boundedness of all the signals in the closed-loop systems. Two examples are used to illustrate the effectiveness of the proposed approach.

An Adaptive Nonlinear Basal-Bolus Calculator for Patients With Type 1 Diabetes

PubMed Central

Boiroux, Dimitri; Aradóttir, Tinna Björk; Nørgaard, Kirsten; Poulsen, Niels Kjølstad; Madsen, Henrik; Jørgensen, John Bagterp

2016-01-01

Background: Bolus calculators help patients with type 1 diabetes to mitigate the effect of meals on their blood glucose by administering a large amount of insulin at mealtime. Intraindividual changes in patients physiology and nonlinearity in insulin-glucose dynamics pose a challenge to the accuracy of such calculators. Method: We propose a method based on a continuous-discrete unscented Kalman filter to continuously track the postprandial glucose dynamics and the insulin sensitivity. We augment the Medtronic Virtual Patient (MVP) model to simulate noise-corrupted data from a continuous glucose monitor (CGM). The basal rate is determined by calculating the steady state of the model and is adjusted once a day before breakfast. The bolus size is determined by optimizing the postprandial glucose values based on an estimate of the insulin sensitivity and states, as well as the announced meal size. Following meal announcements, the meal compartment and the meal time constant are estimated, otherwise insulin sensitivity is estimated. Results: We compare the performance of a conventional linear bolus calculator with the proposed bolus calculator. The proposed basal-bolus calculator significantly improves the time spent in glucose target (P < .01) compared to the conventional bolus calculator. Conclusion: An adaptive nonlinear basal-bolus calculator can efficiently compensate for physiological changes. Further clinical studies will be needed to validate the results. PMID:27613658

Nonlinear Symplectic Attitude Estimation for Small Satellites

DTIC Science & Technology

2006-08-01

Vol. 45, No. 3, 2000, pp. 477-482. 7 Gelb, A., editor, Applied Optimal Estimation, The M.I.T. Press, Cambridge, MA, 1974. ’ Brown , R. G. and Hwang , P. Y...demonstrate orders of magnitude improvement in state and constants of motion estimation when compared to extended and iterative Kalman methods...satellites have fallen into the former category, including the ubiquitous Extended Kalman Filter (EKF).2 𔄁- 9 While this approach has been used

Convergent Cross Mapping: Basic concept, influence of estimation parameters and practical application.

PubMed

Schiecke, Karin; Pester, Britta; Feucht, Martha; Leistritz, Lutz; Witte, Herbert

2015-01-01

In neuroscience, data are typically generated from neural network activity. Complex interactions between measured time series are involved, and nothing or only little is known about the underlying dynamic system. Convergent Cross Mapping (CCM) provides the possibility to investigate nonlinear causal interactions between time series by using nonlinear state space reconstruction. Aim of this study is to investigate the general applicability, and to show potentials and limitation of CCM. Influence of estimation parameters could be demonstrated by means of simulated data, whereas interval-based application of CCM on real data could be adapted for the investigation of interactions between heart rate and specific EEG components of children with temporal lobe epilepsy.

A framework with nonlinear system model and nonparametric noise for gas turbine degradation state estimation

NASA Astrophysics Data System (ADS)

Hanachi, Houman; Liu, Jie; Banerjee, Avisekh; Chen, Ying

2015-06-01

Modern health management approaches for gas turbine engines (GTEs) aim to precisely estimate the health state of the GTE components to optimize maintenance decisions with respect to both economy and safety. In this research, we propose an advanced framework to identify the most likely degradation state of the turbine section in a GTE for prognostics and health management (PHM) applications. A novel nonlinear thermodynamic model is used to predict the performance parameters of the GTE given the measurements. The ratio between real efficiency of the GTE and simulated efficiency in the newly installed condition is defined as the health indicator and provided at each sequence. The symptom of nonrecoverable degradations in the turbine section, i.e. loss of turbine efficiency, is assumed to be the internal degradation state. A regularized auxiliary particle filter (RAPF) is developed to sequentially estimate the internal degradation state in nonuniform time sequences upon receiving sets of new measurements. The effectiveness of the technique is examined using the operating data over an entire time-between-overhaul cycle of a simple-cycle industrial GTE. The results clearly show the trend of degradation in the turbine section and the occasional fluctuations, which are well supported by the service history of the GTE. The research also suggests the efficacy of the proposed technique to monitor the health state of the turbine section of a GTE by implementing model-based PHM without the need for additional instrumentation.

Adaptive control of nonlinear uncertain active suspension systems with prescribed performance.

PubMed

Huang, Yingbo; Na, Jing; Wu, Xing; Liu, Xiaoqin; Guo, Yu

2015-01-01

This paper proposes adaptive control designs for vehicle active suspension systems with unknown nonlinear dynamics (e.g., nonlinear spring and piece-wise linear damper dynamics). An adaptive control is first proposed to stabilize the vertical vehicle displacement and thus to improve the ride comfort and to guarantee other suspension requirements (e.g., road holding and suspension space limitation) concerning the vehicle safety and mechanical constraints. An augmented neural network is developed to online compensate for the unknown nonlinearities, and a novel adaptive law is developed to estimate both NN weights and uncertain model parameters (e.g., sprung mass), where the parameter estimation error is used as a leakage term superimposed on the classical adaptations. To further improve the control performance and simplify the parameter tuning, a prescribed performance function (PPF) characterizing the error convergence rate, maximum overshoot and steady-state error is used to propose another adaptive control. The stability for the closed-loop system is proved and particular performance requirements are analyzed. Simulations are included to illustrate the effectiveness of the proposed control schemes. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.

Multi-Sensor Optimal Data Fusion Based on the Adaptive Fading Unscented Kalman Filter

PubMed Central

Gao, Bingbing; Hu, Gaoge; Gao, Shesheng; Gu, Chengfan

2018-01-01

This paper presents a new optimal data fusion methodology based on the adaptive fading unscented Kalman filter for multi-sensor nonlinear stochastic systems. This methodology has a two-level fusion structure: at the bottom level, an adaptive fading unscented Kalman filter based on the Mahalanobis distance is developed and serves as local filters to improve the adaptability and robustness of local state estimations against process-modeling error; at the top level, an unscented transformation-based multi-sensor optimal data fusion for the case of N local filters is established according to the principle of linear minimum variance to calculate globally optimal state estimation by fusion of local estimations. The proposed methodology effectively refrains from the influence of process-modeling error on the fusion solution, leading to improved adaptability and robustness of data fusion for multi-sensor nonlinear stochastic systems. It also achieves globally optimal fusion results based on the principle of linear minimum variance. Simulation and experimental results demonstrate the efficacy of the proposed methodology for INS/GNSS/CNS (inertial navigation system/global navigation satellite system/celestial navigation system) integrated navigation. PMID:29415509

Multi-Sensor Optimal Data Fusion Based on the Adaptive Fading Unscented Kalman Filter.

PubMed

Gao, Bingbing; Hu, Gaoge; Gao, Shesheng; Zhong, Yongmin; Gu, Chengfan

2018-02-06

This paper presents a new optimal data fusion methodology based on the adaptive fading unscented Kalman filter for multi-sensor nonlinear stochastic systems. This methodology has a two-level fusion structure: at the bottom level, an adaptive fading unscented Kalman filter based on the Mahalanobis distance is developed and serves as local filters to improve the adaptability and robustness of local state estimations against process-modeling error; at the top level, an unscented transformation-based multi-sensor optimal data fusion for the case of N local filters is established according to the principle of linear minimum variance to calculate globally optimal state estimation by fusion of local estimations. The proposed methodology effectively refrains from the influence of process-modeling error on the fusion solution, leading to improved adaptability and robustness of data fusion for multi-sensor nonlinear stochastic systems. It also achieves globally optimal fusion results based on the principle of linear minimum variance. Simulation and experimental results demonstrate the efficacy of the proposed methodology for INS/GNSS/CNS (inertial navigation system/global navigation satellite system/celestial navigation system) integrated navigation.

Theoretical Advances in Sequential Data Assimilation for the Atmosphere and Oceans

NASA Astrophysics Data System (ADS)

Ghil, M.

2007-05-01

We concentrate here on two aspects of advanced Kalman--filter-related methods: (i) the stability of the forecast- assimilation cycle, and (ii) parameter estimation for the coupled ocean-atmosphere system. The nonlinear stability of a prediction-assimilation system guarantees the uniqueness of the sequentially estimated solutions in the presence of partial and inaccurate observations, distributed in space and time; this stability is shown to be a necessary condition for the convergence of the state estimates to the true evolution of the turbulent flow. The stability properties of the governing nonlinear equations and of several data assimilation systems are studied by computing the spectrum of the associated Lyapunov exponents. These ideas are applied to a simple and an intermediate model of atmospheric variability and we show that the degree of stabilization depends on the type and distribution of the observations, as well as on the data assimilation method. These results represent joint work with A. Carrassi, A. Trevisan and F. Uboldi. Much is known by now about the main physical mechanisms that give rise to and modulate the El-Nino/Southern- Oscillation (ENSO), but the values of several parameters that enter these mechanisms are an important unknown. We apply Extended Kalman Filtering (EKF) for both model state and parameter estimation in an intermediate, nonlinear, coupled ocean-atmosphere model of ENSO. Model behavior is very sensitive to two key parameters: (a) "mu", the ocean-atmosphere coupling coefficient between the sea-surface temperature (SST) and wind stress anomalies; and (b) "delta-s", the surface-layer coefficient. Previous work has shown that "delta- s" determines the period of the model's self-sustained oscillation, while "mu' measures the degree of nonlinearity. Depending on the values of these parameters, the spatio-temporal pattern of model solutions is either that of a delayed oscillator or of a westward propagating mode. Assimilation of SST data from the NCEP- NCAR Reanalysis-2 shows that the parameters can vary on fairly short time scales and switch between values that approximate the two distinct modes of ENSO behavior. Rapid adjustments of these parameters occur, in particular, during strong ENSO events. Ways to apply EKF parameter estimation efficiently to state-of-the-art coupled ocean-atmosphere GCMs will be discussed. These results arise from joint work with D. Kondrashov and C.-j. Sun.

Optimal estimator model for human spatial orientation

NASA Technical Reports Server (NTRS)

Borah, J.; Young, L. R.; Curry, R. E.

1979-01-01

A model is being developed to predict pilot dynamic spatial orientation in response to multisensory stimuli. Motion stimuli are first processed by dynamic models of the visual, vestibular, tactile, and proprioceptive sensors. Central nervous system function is then modeled as a steady-state Kalman filter which blends information from the various sensors to form an estimate of spatial orientation. Where necessary, this linear central estimator has been augmented with nonlinear elements to reflect more accurately some highly nonlinear human response characteristics. Computer implementation of the model has shown agreement with several important qualitative characteristics of human spatial orientation, and it is felt that with further modification and additional experimental data the model can be improved and extended. Possible means are described for extending the model to better represent the active pilot with varying skill and work load levels.

Graph theoretic framework based cooperative control and estimation of multiple UAVs for target tracking

NASA Astrophysics Data System (ADS)

Ahmed, Mousumi

Designing the control technique for nonlinear dynamic systems is a significant challenge. Approaches to designing a nonlinear controller are studied and an extensive study on backstepping based technique is performed in this research with the purpose of tracking a moving target autonomously. Our main motivation is to explore the controller for cooperative and coordinating unmanned vehicles in a target tracking application. To start with, a general theoretical framework for target tracking is studied and a controller in three dimensional environment for a single UAV is designed. This research is primarily focused on finding a generalized method which can be applied to track almost any reference trajectory. The backstepping technique is employed to derive the controller for a simplified UAV kinematic model. This controller can compute three autopilot modes i.e. velocity, ground heading (or course angle), and flight path angle for tracking the unmanned vehicle. Numerical implementation is performed in MATLAB with the assumption of having perfect and full state information of the target to investigate the accuracy of the proposed controller. This controller is then frozen for the multi-vehicle problem. Distributed or decentralized cooperative control is discussed in the context of multi-agent systems. A consensus based cooperative control is studied; such consensus based control problem can be viewed from the algebraic graph theory concepts. The communication structure between the UAVs is represented by the dynamic graph where UAVs are represented by the nodes and the communication links are represented by the edges. The previously designed controller is augmented to account for the group to obtain consensus based on their communication. A theoretical development of the controller for the cooperative group of UAVs is presented and the simulation results for different communication topologies are shown. This research also investigates the cases where the communication topology switches to a different topology over particular time instants. Lyapunov analysis is performed to show stability in all cases. Another important aspect of this dissertation research is to implement the controller for the case, where perfect or full state information is not available. This necessitates the design of an estimator to estimate the system state. A nonlinear estimator, Extended Kalman Filter (EKF) is first developed for target tracking with a single UAV. The uncertainties involved with the measurement model and dynamics model are considered as zero mean Gaussian noises with some known covariances. The measurements of the full state of the target are not available and only the range, elevation, and azimuth angle are available from an onboard seeker sensor. A separate EKF is designed to estimate the UAV's own state where the state measurement is available through on-board sensors. The controller computes the three control commands based on the estimated states of target and its own states. Estimation based control laws is also implemented for colored noise measurement uncertainties, and the controller performance is shown with the simulation results. The estimation based control approach is then extended for the cooperative target tracking case. The target information is available to the network and a separate estimator is used to estimate target states. All of the UAVs in the network apply the same control law and the only difference is that each UAV updates the commands according to their connection. The simulation is performed for both cases of fixed and time varying communication topology. Monte Carlo simulation is also performed with different sample noises to investigate the performance of the estimator. The proposed technique is shown to be simple and robust to noisy environments.

Neural-network-observer-based optimal control for unknown nonlinear systems using adaptive dynamic programming

NASA Astrophysics Data System (ADS)

Liu, Derong; Huang, Yuzhu; Wang, Ding; Wei, Qinglai

2013-09-01

In this paper, an observer-based optimal control scheme is developed for unknown nonlinear systems using adaptive dynamic programming (ADP) algorithm. First, a neural-network (NN) observer is designed to estimate system states. Then, based on the observed states, a neuro-controller is constructed via ADP method to obtain the optimal control. In this design, two NN structures are used: a three-layer NN is used to construct the observer which can be applied to systems with higher degrees of nonlinearity and without a priori knowledge of system dynamics, and a critic NN is employed to approximate the value function. The optimal control law is computed using the critic NN and the observer NN. Uniform ultimate boundedness of the closed-loop system is guaranteed. The actor, critic, and observer structures are all implemented in real-time, continuously and simultaneously. Finally, simulation results are presented to demonstrate the effectiveness of the proposed control scheme.

Generalised observer design for dissipative Lipschitz nonlinear systems in the presence of measurement noise

NASA Astrophysics Data System (ADS)

Vijayaraghavan, Krishna

2014-11-01

This paper presents two novel observer concepts. First, it develops a globally exponentially stable nonlinear observer for noise-free dissipative nonlinear systems. Second, for a dissipative nonlinear system with measurement noise, the paper develops an observer to guarantee a desired performance, namely an upper limit on the ratio of the square of the weighted L2 norm of the error to the square of the weighted L2 norm of the measurement noise. The necessary and sufficient conditions for both observers are reformulated as algebraic Riccati equations (AREs) so that standard solvers can be utilised. In addition, the paper presents necessary and sufficient conditions to be satisfied by the nonlinear system in order to ensure that the ARE (and hence the observer design problem) has a solution. The use of the methodology developed in this paper is demonstrated through illustrative examples. In literature, there is no previous observer for dissipative system that provides both necessary and sufficient conditions. Results for noisy system either rely on linearising the system about state trajectory (requiring initial estimates to be close to the actual states) or are for specialised systems that cannot be extended to dissipative systems.

Dynamic electrical impedance imaging with the interacting multiple model scheme.

PubMed

Kim, Kyung Youn; Kim, Bong Seok; Kim, Min Chan; Kim, Sin; Isaacson, David; Newell, Jonathan C

2005-04-01

In this paper, an effective dynamical EIT imaging scheme is presented for on-line monitoring of the abruptly changing resistivity distribution inside the object, based on the interacting multiple model (IMM) algorithm. The inverse problem is treated as a stochastic nonlinear state estimation problem with the time-varying resistivity (state) being estimated on-line with the aid of the IMM algorithm. In the design of the IMM algorithm multiple models with different process noise covariance are incorporated to reduce the modeling uncertainty. Simulations and phantom experiments are provided to illustrate the proposed algorithm.

Bayesian framework for modeling diffusion processes with nonlinear drift based on nonlinear and incomplete observations.

PubMed

Wu, Hao; Noé, Frank

2011-03-01

Diffusion processes are relevant for a variety of phenomena in the natural sciences, including diffusion of cells or biomolecules within cells, diffusion of molecules on a membrane or surface, and diffusion of a molecular conformation within a complex energy landscape. Many experimental tools exist now to track such diffusive motions in single cells or molecules, including high-resolution light microscopy, optical tweezers, fluorescence quenching, and Förster resonance energy transfer (FRET). Experimental observations are most often indirect and incomplete: (1) They do not directly reveal the potential or diffusion constants that govern the diffusion process, (2) they have limited time and space resolution, and (3) the highest-resolution experiments do not track the motion directly but rather probe it stochastically by recording single events, such as photons, whose properties depend on the state of the system under investigation. Here, we propose a general Bayesian framework to model diffusion processes with nonlinear drift based on incomplete observations as generated by various types of experiments. A maximum penalized likelihood estimator is given as well as a Gibbs sampling method that allows to estimate the trajectories that have caused the measurement, the nonlinear drift or potential function and the noise or diffusion matrices, as well as uncertainty estimates of these properties. The approach is illustrated on numerical simulations of FRET experiments where it is shown that trajectories, potentials, and diffusion constants can be efficiently and reliably estimated even in cases with little statistics or nonequilibrium measurement conditions.

Enhancing Data Assimilation by Evolutionary Particle Filter and Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Moradkhani, H.; Abbaszadeh, P.; Yan, H.

2016-12-01

Particle Filters (PFs) have received increasing attention by the researchers from different disciplines in hydro-geosciences as an effective method to improve model predictions in nonlinear and non-Gaussian dynamical systems. The implication of dual state and parameter estimation by means of data assimilation in hydrology and geoscience has evolved since 2005 from SIR-PF to PF-MCMC and now to the most effective and robust framework through evolutionary PF approach based on Genetic Algorithm (GA) and Markov Chain Monte Carlo (MCMC), the so-called EPF-MCMC. In this framework, the posterior distribution undergoes an evolutionary process to update an ensemble of prior states that more closely resemble realistic posterior probability distribution. The premise of this approach is that the particles move to optimal position using the GA optimization coupled with MCMC increasing the number of effective particles, hence the particle degeneracy is avoided while the particle diversity is improved. The proposed algorithm is applied on a conceptual and highly nonlinear hydrologic model and the effectiveness, robustness and reliability of the method in jointly estimating the states and parameters and also reducing the uncertainty is demonstrated for few river basins across the United States.

Adaptive Importance Sampling for Control and Inference

NASA Astrophysics Data System (ADS)

Kappen, H. J.; Ruiz, H. C.

2016-03-01

Path integral (PI) control problems are a restricted class of non-linear control problems that can be solved formally as a Feynman-Kac PI and can be estimated using Monte Carlo sampling. In this contribution we review PI control theory in the finite horizon case. We subsequently focus on the problem how to compute and represent control solutions. We review the most commonly used methods in robotics and control. Within the PI theory, the question of how to compute becomes the question of importance sampling. Efficient importance samplers are state feedback controllers and the use of these requires an efficient representation. Learning and representing effective state-feedback controllers for non-linear stochastic control problems is a very challenging, and largely unsolved, problem. We show how to learn and represent such controllers using ideas from the cross entropy method. We derive a gradient descent method that allows to learn feed-back controllers using an arbitrary parametrisation. We refer to this method as the path integral cross entropy method or PICE. We illustrate this method for some simple examples. The PI control methods can be used to estimate the posterior distribution in latent state models. In neuroscience these problems arise when estimating connectivity from neural recording data using EM. We demonstrate the PI control method as an accurate alternative to particle filtering.

Adaptive Neural Network-Based Event-Triggered Control of Single-Input Single-Output Nonlinear Discrete-Time Systems.

PubMed

Sahoo, Avimanyu; Xu, Hao; Jagannathan, Sarangapani

2016-01-01

This paper presents a novel adaptive neural network (NN) control of single-input and single-output uncertain nonlinear discrete-time systems under event sampled NN inputs. In this control scheme, the feedback signals are transmitted, and the NN weights are tuned in an aperiodic manner at the event sampled instants. After reviewing the NN approximation property with event sampled inputs, an adaptive state estimator (SE), consisting of linearly parameterized NNs, is utilized to approximate the unknown system dynamics in an event sampled context. The SE is viewed as a model and its approximated dynamics and the state vector, during any two events, are utilized for the event-triggered controller design. An adaptive event-trigger condition is derived by using both the estimated NN weights and a dead-zone operator to determine the event sampling instants. This condition both facilitates the NN approximation and reduces the transmission of feedback signals. The ultimate boundedness of both the NN weight estimation error and the system state vector is demonstrated through the Lyapunov approach. As expected, during an initial online learning phase, events are observed more frequently. Over time with the convergence of the NN weights, the inter-event times increase, thereby lowering the number of triggered events. These claims are illustrated through the simulation results.

Estimation of suspended-sediment rating curves and mean suspended-sediment loads

USGS Publications Warehouse

Crawford, Charles G.

1991-01-01

A simulation study was done to evaluate: (1) the accuracy and precision of parameter estimates for the bias-corrected, transformed-linear and non-linear models obtained by the method of least squares; (2) the accuracy of mean suspended-sediment loads calculated by the flow-duration, rating-curve method using model parameters obtained by the alternative methods. Parameter estimates obtained by least squares for the bias-corrected, transformed-linear model were considerably more precise than those obtained for the non-linear or weighted non-linear model. The accuracy of parameter estimates obtained for the biascorrected, transformed-linear and weighted non-linear model was similar and was much greater than the accuracy obtained by non-linear least squares. The improved parameter estimates obtained by the biascorrected, transformed-linear or weighted non-linear model yield estimates of mean suspended-sediment load calculated by the flow-duration, rating-curve method that are more accurate and precise than those obtained for the non-linear model.

EKF-Based Enhanced Performance Controller Design for Nonlinear Stochastic Systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhou, Yuyang; Zhang, Qichun; Wang, Hong

In this paper, a novel control algorithm is presented to enhance the performance of tracking property for a class of non-linear dynamic stochastic systems with unmeasurable variables. To minimize the entropy of tracking errors without changing the existing closed loop with PI controller, the enhanced performance loop is constructed based on the state estimation by extended Kalman Filter and the new controller is designed by full state feedback following this presented control algorithm. Besides, the conditions are obtained for the stability analysis in the mean square sense. In the end, the comparative simulation results are given to illustrate the effectivenessmore » of proposed control algorithm.« less

Optimal nonlinear filtering using the finite-volume method

NASA Astrophysics Data System (ADS)

Fox, Colin; Morrison, Malcolm E. K.; Norton, Richard A.; Molteno, Timothy C. A.

2018-01-01

Optimal sequential inference, or filtering, for the state of a deterministic dynamical system requires simulation of the Frobenius-Perron operator, that can be formulated as the solution of a continuity equation. For low-dimensional, smooth systems, the finite-volume numerical method provides a solution that conserves probability and gives estimates that converge to the optimal continuous-time values, while a Courant-Friedrichs-Lewy-type condition assures that intermediate discretized solutions remain positive density functions. This method is demonstrated in an example of nonlinear filtering for the state of a simple pendulum, with comparison to results using the unscented Kalman filter, and for a case where rank-deficient observations lead to multimodal probability distributions.

Using fuzzy models in machining control system and assessment of sustainability

NASA Astrophysics Data System (ADS)

Grinek, A. V.; Boychuk, I. P.; Dantsevich, I. M.

2018-03-01

Description of the complex relationship of the optimum velocity with the temperature-strength state in the cutting zone for machining a fuzzy model is proposed. The fuzzy-logical conclusion allows determining the processing speed, which ensures effective, from the point of view of ensuring the quality of the surface layer, the temperature in the cutting zone and the maximum allowable cutting force. A scheme for stabilizing the temperature-strength state in the cutting zone using a nonlinear fuzzy PD–controller is proposed. The stability of the nonlinear system is estimated with the help of grapho–analytical realization of the method of harmonic balance and by modeling in MatLab.

Detection the nonlinear ultrasonic signals based on modified Duffing equations

NASA Astrophysics Data System (ADS)

Zhang, Yuhua; Mao, Hanling; Mao, Hanying; Huang, Zhenfeng

The nonlinear ultrasonic signals, like second harmonic generation (SHG) signals, could reflect the nonlinearity of material induced by fatigue damage in nonlinear ultrasonic technique which are weak nonlinear signals and usually submerged by strong background noise. In this paper the modified Duffing equations are applied to detect the SHG signals relating to the fatigue damage of material. Due to the Duffing equation could only detect the signal with specific frequency and initial phase, firstly the frequency transformation is carried on the Duffing equation which could detect the signal with any frequency. Then the influence of initial phases of to-be-detected signal and reference signal on the detection result is studied in detail, four modified Duffing equations are proposed to detect actual engineering signals with any initial phase. The relationship between the response amplitude and the total driving force is applied to estimate the amplitude of weak periodic signal. The detection results show the modified Duffing equations could effectively detect the second harmonic in SHG signals. When the SHG signals include strong background noise, the noise doesn't change the motion state of Duffing equation and the second harmonic signal could be detected until the SNR of noisy SHG signals are -26.3, yet the frequency spectrum method could only identify when the SNR is greater than 0.5. When estimation the amplitude of second harmonic signal, the estimation error of Duffing equation is obviously less than the frequency spectrum analysis method under the same noise level, which illustrates the Duffing equation has the noise immune capacity. The presence of the second harmonic signal in nonlinear ultrasonic experiments could provide an insight about the early fatigue damage of engineering components.

Projection-based circular constrained state estimation and fusion over long-haul links

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liu, Qiang; Rao, Nageswara S.

In this paper, we consider a scenario where sensors are deployed over a large geographical area for tracking a target with circular nonlinear constraints on its motion dynamics. The sensor state estimates are sent over long-haul networks to a remote fusion center for fusion. We are interested in different ways to incorporate the constraints into the estimation and fusion process in the presence of communication loss. In particular, we consider closed-form projection-based solutions, including rules for fusing the estimates and for incorporating the constraints, which jointly can guarantee timely fusion often required in realtime systems. We test the performance ofmore » these methods in the long-haul tracking environment using a simple example.« less

Online Sensor Fault Detection Based on an Improved Strong Tracking Filter

PubMed Central

Wang, Lijuan; Wu, Lifeng; Guan, Yong; Wang, Guohui

2015-01-01

We propose a method for online sensor fault detection that is based on the evolving Strong Tracking Filter (STCKF). The cubature rule is used to estimate states to improve the accuracy of making estimates in a nonlinear case. A residual is the difference in value between an estimated value and the true value. A residual will be regarded as a signal that includes fault information. The threshold is set at a reasonable level, and will be compared with residuals to determine whether or not the sensor is faulty. The proposed method requires only a nominal plant model and uses STCKF to estimate the original state vector. The effectiveness of the algorithm is verified by simulation on a drum-boiler model. PMID:25690553

Flatness-based control and Kalman filtering for a continuous-time macroeconomic model

NASA Astrophysics Data System (ADS)

Rigatos, G.; Siano, P.; Ghosh, T.; Busawon, K.; Binns, R.

2017-11-01

The article proposes flatness-based control for a nonlinear macro-economic model of the UK economy. The differential flatness properties of the model are proven. This enables to introduce a transformation (diffeomorphism) of the system's state variables and to express the state-space description of the model in the linear canonical (Brunowsky) form in which both the feedback control and the state estimation problem can be solved. For the linearized equivalent model of the macroeconomic system, stabilizing feedback control can be achieved using pole placement methods. Moreover, to implement stabilizing feedback control of the system by measuring only a subset of its state vector elements the Derivative-free nonlinear Kalman Filter is used. This consists of the Kalman Filter recursion applied on the linearized equivalent model of the financial system and of an inverse transformation that is based again on differential flatness theory. The asymptotic stability properties of the control scheme are confirmed.

On the estimation of the domain of attraction for discrete-time switched and hybrid nonlinear systems

NASA Astrophysics Data System (ADS)

Kit Luk, Chuen; Chesi, Graziano

2015-11-01

This paper addresses the estimation of the domain of attraction for discrete-time nonlinear systems where the vector field is subject to changes. First, the paper considers the case of switched systems, where the vector field is allowed to arbitrarily switch among the elements of a finite family. Second, the paper considers the case of hybrid systems, where the state space is partitioned into several regions described by polynomial inequalities, and the vector field is defined on each region independently from the other ones. In both cases, the problem consists of computing the largest sublevel set of a Lyapunov function included in the domain of attraction. An approach is proposed for solving this problem based on convex programming, which provides a guaranteed inner estimate of the sought sublevel set. The conservatism of the provided estimate can be decreased by increasing the size of the optimisation problem. Some numerical examples illustrate the proposed approach.

Nonlinear Attitude Filtering Methods

NASA Technical Reports Server (NTRS)

Markley, F. Landis; Crassidis, John L.; Cheng, Yang

2005-01-01

This paper provides a survey of modern nonlinear filtering methods for attitude estimation. Early applications relied mostly on the extended Kalman filter for attitude estimation. Since these applications, several new approaches have been developed that have proven to be superior to the extended Kalman filter. Several of these approaches maintain the basic structure of the extended Kalman filter, but employ various modifications in order to provide better convergence or improve other performance characteristics. Examples of such approaches include: filter QUEST, extended QUEST, the super-iterated extended Kalman filter, the interlaced extended Kalman filter, and the second-order Kalman filter. Filters that propagate and update a discrete set of sigma points rather than using linearized equations for the mean and covariance are also reviewed. A two-step approach is discussed with a first-step state that linearizes the measurement model and an iterative second step to recover the desired attitude states. These approaches are all based on the Gaussian assumption that the probability density function is adequately specified by its mean and covariance. Other approaches that do not require this assumption are reviewed, including particle filters and a Bayesian filter based on a non-Gaussian, finite-parameter probability density function on SO(3). Finally, the predictive filter, nonlinear observers and adaptive approaches are shown. The strengths and weaknesses of the various approaches are discussed.

Vehicle States Observer Using Adaptive Tire-Road Friction Estimator

NASA Astrophysics Data System (ADS)

Kwak, Byunghak; Park, Youngjin

Vehicle stability control system is a new idea which can enhance the vehicle stability and handling in the emergency situation. This system requires the information of the yaw rate, sideslip angle and road friction in order to control the traction and braking forces at the individual wheels. This paper proposes an observer for the vehicle stability control system. This observer consisted of the state observer for vehicle motion estimation and the road condition estimator for the identification of the coefficient of the road friction. The state observer uses 2 degrees-of-freedom bicycle model and estimates the system variables based on the Kalman filter. The road condition estimator uses the same vehicle model and identifies the coefficient of the tire-road friction based on the recursive least square method. Both estimators make use of each other information. We show the effectiveness and feasibility of the proposed scheme under various road conditions through computer simulations of a fifteen degree-of-freedom non-linear vehicle model.

A Nonlinear Least Squares Approach to Time of Death Estimation Via Body Cooling.

PubMed

Rodrigo, Marianito R

2016-01-01

The problem of time of death (TOD) estimation by body cooling is revisited by proposing a nonlinear least squares approach that takes as input a series of temperature readings only. Using a reformulation of the Marshall-Hoare double exponential formula and a technique for reducing the dimension of the state space, an error function that depends on the two cooling rates is constructed, with the aim of minimizing this function. Standard nonlinear optimization methods that are used to minimize the bivariate error function require an initial guess for these unknown rates. Hence, a systematic procedure based on the given temperature data is also proposed to determine an initial estimate for the rates. Then, an explicit formula for the TOD is given. Results of numerical simulations using both theoretical and experimental data are presented, both yielding reasonable estimates. The proposed procedure does not require knowledge of the temperature at death nor the body mass. In fact, the method allows the estimation of the temperature at death once the cooling rates and the TOD have been calculated. The procedure requires at least three temperature readings, although more measured readings could improve the estimates. With the aid of computerized recording and thermocouple detectors, temperature readings spaced 10-15 min apart, for example, can be taken. The formulas can be straightforwardly programmed and installed on a hand-held device for field use. © 2015 American Academy of Forensic Sciences.

Sequential Monte Carlo filter for state estimation of LiFePO4 batteries based on an online updated model

NASA Astrophysics Data System (ADS)

Li, Jiahao; Klee Barillas, Joaquin; Guenther, Clemens; Danzer, Michael A.

2014-02-01

Battery state monitoring is one of the key techniques in battery management systems e.g. in electric vehicles. An accurate estimation can help to improve the system performance and to prolong the battery remaining useful life. Main challenges for the state estimation for LiFePO4 batteries are the flat characteristic of open-circuit-voltage over battery state of charge (SOC) and the existence of hysteresis phenomena. Classical estimation approaches like Kalman filtering show limitations to handle nonlinear and non-Gaussian error distribution problems. In addition, uncertainties in the battery model parameters must be taken into account to describe the battery degradation. In this paper, a novel model-based method combining a Sequential Monte Carlo filter with adaptive control to determine the cell SOC and its electric impedance is presented. The applicability of this dual estimator is verified using measurement data acquired from a commercial LiFePO4 cell. Due to a better handling of the hysteresis problem, results show the benefits of the proposed method against the estimation with an Extended Kalman filter.

Adaptive neural network decentralized backstepping output-feedback control for nonlinear large-scale systems with time delays.

PubMed

Tong, Shao Cheng; Li, Yong Ming; Zhang, Hua-Guang

2011-07-01

In this paper, two adaptive neural network (NN) decentralized output feedback control approaches are proposed for a class of uncertain nonlinear large-scale systems with immeasurable states and unknown time delays. Using NNs to approximate the unknown nonlinear functions, an NN state observer is designed to estimate the immeasurable states. By combining the adaptive backstepping technique with decentralized control design principle, an adaptive NN decentralized output feedback control approach is developed. In order to overcome the problem of "explosion of complexity" inherent in the proposed control approach, the dynamic surface control (DSC) technique is introduced into the first adaptive NN decentralized control scheme, and a simplified adaptive NN decentralized output feedback DSC approach is developed. It is proved that the two proposed control approaches can guarantee that all the signals of the closed-loop system are semi-globally uniformly ultimately bounded, and the observer errors and the tracking errors converge to a small neighborhood of the origin. Simulation results are provided to show the effectiveness of the proposed approaches.

Treatment Effect Estimation Using Nonlinear Two-Stage Instrumental Variable Estimators: Another Cautionary Note.

PubMed

Chapman, Cole G; Brooks, John M

2016-12-01

To examine the settings of simulation evidence supporting use of nonlinear two-stage residual inclusion (2SRI) instrumental variable (IV) methods for estimating average treatment effects (ATE) using observational data and investigate potential bias of 2SRI across alternative scenarios of essential heterogeneity and uniqueness of marginal patients. Potential bias of linear and nonlinear IV methods for ATE and local average treatment effects (LATE) is assessed using simulation models with a binary outcome and binary endogenous treatment across settings varying by the relationship between treatment effectiveness and treatment choice. Results show that nonlinear 2SRI models produce estimates of ATE and LATE that are substantially biased when the relationships between treatment and outcome for marginal patients are unique from relationships for the full population. Bias of linear IV estimates for LATE was low across all scenarios. Researchers are increasingly opting for nonlinear 2SRI to estimate treatment effects in models with binary and otherwise inherently nonlinear dependent variables, believing that it produces generally unbiased and consistent estimates. This research shows that positive properties of nonlinear 2SRI rely on assumptions about the relationships between treatment effect heterogeneity and choice. © Health Research and Educational Trust.

Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models.

PubMed

Daunizeau, J; Friston, K J; Kiebel, S J

2009-11-01

In this paper, we describe a general variational Bayesian approach for approximate inference on nonlinear stochastic dynamic models. This scheme extends established approximate inference on hidden-states to cover: (i) nonlinear evolution and observation functions, (ii) unknown parameters and (precision) hyperparameters and (iii) model comparison and prediction under uncertainty. Model identification or inversion entails the estimation of the marginal likelihood or evidence of a model. This difficult integration problem can be finessed by optimising a free-energy bound on the evidence using results from variational calculus. This yields a deterministic update scheme that optimises an approximation to the posterior density on the unknown model variables. We derive such a variational Bayesian scheme in the context of nonlinear stochastic dynamic hierarchical models, for both model identification and time-series prediction. The computational complexity of the scheme is comparable to that of an extended Kalman filter, which is critical when inverting high dimensional models or long time-series. Using Monte-Carlo simulations, we assess the estimation efficiency of this variational Bayesian approach using three stochastic variants of chaotic dynamic systems. We also demonstrate the model comparison capabilities of the method, its self-consistency and its predictive power.

Identification of an internal combustion engine model by nonlinear multi-input multi-output system identification. Ph.D. Thesis

DOE Office of Scientific and Technical Information (OSTI.GOV)

Luh, G.C.

1994-01-01

This thesis presents the application of advanced modeling techniques to construct nonlinear forward and inverse models of internal combustion engines for the detection and isolation of incipient faults. The NARMAX (Nonlinear Auto-Regressive Moving Average modeling with eXogenous inputs) technique of system identification proposed by Leontaritis and Billings was used to derive the nonlinear model of a internal combustion engine, over operating conditions corresponding to the I/M240 cycle. The I/M240 cycle is a standard proposed by the United States Environmental Protection Agency to measure tailpipe emissions in inspection and maintenance programs and consists of a driving schedule developed for the purposemore » of testing compliance with federal vehicle emission standards for carbon monoxide, unburned hydrocarbons, and nitrogen oxides. The experimental work for model identification and validation was performed on a 3.0 liter V6 engine installed in an engine test cell at the Center for Automotive Research at The Ohio State University. In this thesis, different types of model structures were proposed to obtain multi-input multi-output (MIMO) nonlinear NARX models. A modification of the algorithm proposed by He and Asada was used to estimate the robust orders of the derived MIMO nonlinear models. A methodology for the analysis of inverse NARX model was developed. Two methods were proposed to derive the inverse NARX model: (1) inversion from the forward NARX model; and (2) direct identification of inverse model from the output-input data set. In this thesis, invertibility, minimum-phase characteristic of zero dynamics, and stability analysis of NARX forward model are also discussed. Stability in the sense of Lyapunov is also investigated to check the stability of the identified forward and inverse models. This application of inverse problem leads to the estimation of unknown inputs and to actuator fault diagnosis.« less

DAMAGE ASSESSMENT OF RC BEAMS BY NONLINEAR FINITE ELEMENT ANALYSES

NASA Astrophysics Data System (ADS)

Saito, Shigehiko; Maki, Takeshi; Tsuchiya, Satoshi; Watanabe, Tadatomo

This paper presents damage assessment schemes by using 2-dimensional nonlinear finite element analyses. The second strain invariant of deviatoric strain tensor and consumed strain energy are calculated by local strain at each integration po int of finite elements. Those scalar values are averaged over certain region. The produced nonlocal values are used for indices to verify structural safety by confirming which the ultimate limit state for failure is reached or not. Flexural and shear failure of reinforced concrete beams are estimated by us ing the proposed indices.

Determination of power system component parameters using nonlinear dead beat estimation method

NASA Astrophysics Data System (ADS)

Kolluru, Lakshmi

Power systems are considered the most complex man-made wonders in existence today. In order to effectively supply the ever increasing demands of the consumers, power systems are required to remain stable at all times. Stability and monitoring of these complex systems are achieved by strategically placed computerized control centers. State and parameter estimation is an integral part of these facilities, as they deal with identifying the unknown states and/or parameters of the systems. Advancements in measurement technologies and the introduction of phasor measurement units (PMU) provide detailed and dynamic information of all measurements. Accurate availability of dynamic measurements provides engineers the opportunity to expand and explore various possibilities in power system dynamic analysis/control. This thesis discusses the development of a parameter determination algorithm for nonlinear power systems, using dynamic data obtained from local measurements. The proposed algorithm was developed by observing the dead beat estimator used in state space estimation of linear systems. The dead beat estimator is considered to be very effective as it is capable of obtaining the required results in a fixed number of steps. The number of steps required is related to the order of the system and the number of parameters to be estimated. The proposed algorithm uses the idea of dead beat estimator and nonlinear finite difference methods to create an algorithm which is user friendly and can determine the parameters fairly accurately and effectively. The proposed algorithm is based on a deterministic approach, which uses dynamic data and mathematical models of power system components to determine the unknown parameters. The effectiveness of the algorithm is tested by implementing it to identify the unknown parameters of a synchronous machine. MATLAB environment is used to create three test cases for dynamic analysis of the system with assumed known parameters. Faults are introduced in the virtual test systems and the dynamic data obtained in each case is analyzed and recorded. Ideally, actual measurements are to be provided to the algorithm. As the measurements are not readily available the data obtained from simulations is fed into the determination algorithm as inputs. The obtained results are then compared to the original (or assumed) values of the parameters. The results obtained suggest that the algorithm is able to determine the parameters of a synchronous machine when crisp data is available.

Factors influencing ground-water recharge in the eastern United States

USGS Publications Warehouse

Nolan, B.T.; Healy, R.W.; Taber, P.E.; Perkins, K.; Hitt, K.J.; Wolock, D.M.

2007-01-01

Ground-water recharge estimates for selected locations in the eastern half of the United States were obtained by Darcian and chloride-tracer methods and compared using statistical analyses. Recharge estimates derived from unsaturated-zone (RUZC) and saturated-zone (RSZC) chloride mass balance methods are less variable (interquartile ranges or IQRs are 9.5 and 16.1 cm/yr, respectively) and more strongly correlated with climatic, hydrologic, land use, and sediment variables than Darcian estimates (IQR = 22.8 cm/yr). The unit-gradient Darcian estimates are a nonlinear function of moisture content and also reflect the uncertainty of pedotransfer functions used to estimate hydraulic parameters. Significance level is 0.3. Estimates of RSZC were evaluated using analysis of variance, multiple comparison tests, and an exploratory nonlinear regression (NLR) model. Recharge generally is greater in coastal plain surficial aquifers, fractured crystalline rocks, and carbonate rocks, or in areas with high sand content. Westernmost portions of the study area have low recharge, receive somewhat less precipitation, and contain fine-grained sediment. The NLR model simulates water input to the land surface followed by transport to ground water, depending on factors that either promote or inhibit water infiltration. The model explains a moderate amount of variation in the data set (coefficient of determination = 0.61). Model sensitivity analysis indicates that mean annual runoff, air temperature, and precipitation, and an index of ground-water exfiltration potential most influence estimates of recharge at sampled sites in the region. Soil characteristics and land use have less influence on the recharge estimates, but nonetheless are significant in the NLR model. ?? 2006 Elsevier B.V. All rights reserved.

Accurate State Estimation and Tracking of a Non-Cooperative Target Vehicle

NASA Technical Reports Server (NTRS)

Thienel, Julie K.; Sanner, Robert M.

2006-01-01

Autonomous space rendezvous scenarios require knowledge of the target vehicle state in order to safely dock with the chaser vehicle. Ideally, the target vehicle state information is derived from telemetered data, or with the use of known tracking points on the target vehicle. However, if the target vehicle is non-cooperative and does not have the ability to maintain attitude control, or transmit attitude knowledge, the docking becomes more challenging. This work presents a nonlinear approach for estimating the body rates of a non-cooperative target vehicle, and coupling this estimation to a tracking control scheme. The approach is tested with the robotic servicing mission concept for the Hubble Space Telescope (HST). Such a mission would not only require estimates of the HST attitude and rates, but also precision control to achieve the desired rate and maintain the orientation to successfully dock with HST.

Estimation of time- and state-dependent delays and other parameters in functional differential equations

NASA Technical Reports Server (NTRS)

Murphy, K. A.

1988-01-01

A parameter estimation algorithm is developed which can be used to estimate unknown time- or state-dependent delays and other parameters (e.g., initial condition) appearing within a nonlinear nonautonomous functional differential equation. The original infinite dimensional differential equation is approximated using linear splines, which are allowed to move with the variable delay. The variable delays are approximated using linear splines as well. The approximation scheme produces a system of ordinary differential equations with nice computational properties. The unknown parameters are estimated within the approximating systems by minimizing a least-squares fit-to-data criterion. Convergence theorems are proved for time-dependent delays and state-dependent delays within two classes, which say essentially that fitting the data by using approximations will, in the limit, provide a fit to the data using the original system. Numerical test examples are presented which illustrate the method for all types of delay.

A General Simulator Using State Estimation for a Space Tug Navigation System. [computerized simulation, orbital position estimation and flight mechanics

NASA Technical Reports Server (NTRS)

Boland, J. S., III

1975-01-01

A general simulation program is presented (GSP) involving nonlinear state estimation for space vehicle flight navigation systems. A complete explanation of the iterative guidance mode guidance law, derivation of the dynamics, coordinate frames, and state estimation routines are given so as to fully clarify the assumptions and approximations involved so that simulation results can be placed in their proper perspective. A complete set of computer acronyms and their definitions as well as explanations of the subroutines used in the GSP simulator are included. To facilitate input/output, a complete set of compatable numbers, with units, are included to aid in data development. Format specifications, output data phrase meanings and purposes, and computer card data input are clearly spelled out. A large number of simulation and analytical studies were used to determine the validity of the simulator itself as well as various data runs.

Estimation of time- and state-dependent delays and other parameters in functional differential equations

NASA Technical Reports Server (NTRS)

Murphy, K. A.

1990-01-01

A parameter estimation algorithm is developed which can be used to estimate unknown time- or state-dependent delays and other parameters (e.g., initial condition) appearing within a nonlinear nonautonomous functional differential equation. The original infinite dimensional differential equation is approximated using linear splines, which are allowed to move with the variable delay. The variable delays are approximated using linear splines as well. The approximation scheme produces a system of ordinary differential equations with nice computational properties. The unknown parameters are estimated within the approximating systems by minimizing a least-squares fit-to-data criterion. Convergence theorems are proved for time-dependent delays and state-dependent delays within two classes, which say essentially that fitting the data by using approximations will, in the limit, provide a fit to the data using the original system. Numerical test examples are presented which illustrate the method for all types of delay.

Deriving dynamical models from paleoclimatic records: application to glacial millennial-scale climate variability.

PubMed

Kwasniok, Frank; Lohmann, Gerrit

2009-12-01

A method for systematically deriving simple nonlinear dynamical models from ice-core data is proposed. It offers a tool to integrate models and theories with paleoclimatic data. The method is based on the unscented Kalman filter, a nonlinear extension of the conventional Kalman filter. Here, we adopt the abstract conceptual model of stochastically driven motion in a potential that allows for two distinctly different states. The parameters of the model-the shape of the potential and the noise level-are estimated from a North Greenland ice-core record. For the glacial period from 70 to 20 ky before present, a potential is derived that is asymmetric and almost degenerate. There is a deep well corresponding to a cold stadial state and a very shallow well corresponding to a warm interstadial state.

Observer-Based Adaptive NN Control for a Class of Uncertain Nonlinear Systems With Nonsymmetric Input Saturation.

PubMed

Yong-Feng Gao; Xi-Ming Sun; Changyun Wen; Wei Wang

2017-07-01

This paper is concerned with the problem of adaptive tracking control for a class of uncertain nonlinear systems with nonsymmetric input saturation and immeasurable states. The radial basis function of neural network (NN) is employed to approximate unknown functions, and an NN state observer is designed to estimate the immeasurable states. To analyze the effect of input saturation, an auxiliary system is employed. By the aid of adaptive backstepping technique, an adaptive tracking control approach is developed. Under the proposed adaptive tracking controller, the boundedness of all the signals in the closed-loop system is achieved. Moreover, distinct from most of the existing references, the tracking error can be bounded by an explicit function of design parameters and saturation input error. Finally, an example is given to show the effectiveness of the proposed method.

Procedure for estimating stability and control parameters from flight test data by using maximum likelihood methods employing a real-time digital system

NASA Technical Reports Server (NTRS)

Grove, R. D.; Bowles, R. L.; Mayhew, S. C.

1972-01-01

A maximum likelihood parameter estimation procedure and program were developed for the extraction of the stability and control derivatives of aircraft from flight test data. Nonlinear six-degree-of-freedom equations describing aircraft dynamics were used to derive sensitivity equations for quasilinearization. The maximum likelihood function with quasilinearization was used to derive the parameter change equations, the covariance matrices for the parameters and measurement noise, and the performance index function. The maximum likelihood estimator was mechanized into an iterative estimation procedure utilizing a real time digital computer and graphic display system. This program was developed for 8 measured state variables and 40 parameters. Test cases were conducted with simulated data for validation of the estimation procedure and program. The program was applied to a V/STOL tilt wing aircraft, a military fighter airplane, and a light single engine airplane. The particular nonlinear equations of motion, derivation of the sensitivity equations, addition of accelerations into the algorithm, operational features of the real time digital system, and test cases are described.

Predicting Mood Changes in Bipolar Disorder through Heartbeat Nonlinear Dynamics.

PubMed

Valenza, Gaetano; Nardelli, Mimma; Lanata', Antonio; Gentili, Claudio; Bertschy, Gilles; Kosel, Markus; Scilingo, Enzo Pasquale

2016-04-20

Bipolar Disorder (BD) is characterized by an alternation of mood states from depression to (hypo)mania. Mixed states, i.e., a combination of depression and mania symptoms at the same time, can also be present. The diagnosis of this disorder in the current clinical practice is based only on subjective interviews and questionnaires, while no reliable objective psychophysiological markers are available. Furthermore, there are no biological markers predicting BD outcomes, or providing information about the future clinical course of the phenomenon. To overcome this limitation, here we propose a methodology predicting mood changes in BD using heartbeat nonlinear dynamics exclusively, derived from the ECG. Mood changes are here intended as transitioning between two mental states: euthymic state (EUT), i.e., the good affective balance, and non-euthymic (non-EUT) states. Heart Rate Variability (HRV) series from 14 bipolar spectrum patients (age: 33.439.76, age range: 23-54; 6 females) involved in the European project PSYCHE, undergoing whole night ECG monitoring were analyzed. Data were gathered from a wearable system comprised of a comfortable t-shirt with integrated fabric electrodes and sensors able to acquire ECGs. Each patient was monitored twice a week, for 14 weeks, being able to perform normal (unstructured) activities. From each acquisition, the longest artifact-free segment of heartbeat dynamics was selected for further analyses. Sub-segments of 5 minutes of this segment were used to estimate trends of HRV linear and nonlinear dynamics. Considering data from a current observation at day t0, and past observations at days (t1, t2,...,), personalized prediction accuracies in forecasting a mood state (EUT/non-EUT) at day t+1 were 69% on average, reaching values as high as 83.3%. This approach opens to the possibility of predicting mood states in bipolar patients through heartbeat nonlinear dynamics exclusively.

Dominant root locus in state estimator design for material flow processes: A case study of hot strip rolling.

PubMed

Fišer, Jaromír; Zítek, Pavel; Skopec, Pavel; Knobloch, Jan; Vyhlídal, Tomáš

2017-05-01

The purpose of the paper is to achieve a constrained estimation of process state variables using the anisochronic state observer tuned by the dominant root locus technique. The anisochronic state observer is based on the state-space time delay model of the process. Moreover the process model is identified not only as delayed but also as non-linear. This model is developed to describe a material flow process. The root locus technique combined with the magnitude optimum method is utilized to investigate the estimation process. Resulting dominant roots location serves as a measure of estimation process performance. The higher the dominant (natural) frequency in the leftmost position of the complex plane the more enhanced performance with good robustness is achieved. Also the model based observer control methodology for material flow processes is provided by means of the separation principle. For demonstration purposes, the computer-based anisochronic state observer is applied to the strip temperatures estimation in the hot strip finishing mill composed of seven stands. This application was the original motivation to the presented research. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Adaptive particle filter for robust visual tracking

NASA Astrophysics Data System (ADS)

Dai, Jianghua; Yu, Shengsheng; Sun, Weiping; Chen, Xiaoping; Xiang, Jinhai

2009-10-01

Object tracking plays a key role in the field of computer vision. Particle filter has been widely used for visual tracking under nonlinear and/or non-Gaussian circumstances. In particle filter, the state transition model for predicting the next location of tracked object assumes the object motion is invariable, which cannot well approximate the varying dynamics of the motion changes. In addition, the state estimate calculated by the mean of all the weighted particles is coarse or inaccurate due to various noise disturbances. Both these two factors may degrade tracking performance greatly. In this work, an adaptive particle filter (APF) with a velocity-updating based transition model (VTM) and an adaptive state estimate approach (ASEA) is proposed to improve object tracking. In APF, the motion velocity embedded into the state transition model is updated continuously by a recursive equation, and the state estimate is obtained adaptively according to the state posterior distribution. The experiment results show that the APF can increase the tracking accuracy and efficiency in complex environments.

Brownian motion with adaptive drift for remaining useful life prediction: Revisited

NASA Astrophysics Data System (ADS)

Wang, Dong; Tsui, Kwok-Leung

2018-01-01

Linear Brownian motion with constant drift is widely used in remaining useful life predictions because its first hitting time follows the inverse Gaussian distribution. State space modelling of linear Brownian motion was proposed to make the drift coefficient adaptive and incorporate on-line measurements into the first hitting time distribution. Here, the drift coefficient followed the Gaussian distribution, and it was iteratively estimated by using Kalman filtering once a new measurement was available. Then, to model nonlinear degradation, linear Brownian motion with adaptive drift was extended to nonlinear Brownian motion with adaptive drift. However, in previous studies, an underlying assumption used in the state space modelling was that in the update phase of Kalman filtering, the predicted drift coefficient at the current time exactly equalled the posterior drift coefficient estimated at the previous time, which caused a contradiction with the predicted drift coefficient evolution driven by an additive Gaussian process noise. In this paper, to alleviate such an underlying assumption, a new state space model is constructed. As a result, in the update phase of Kalman filtering, the predicted drift coefficient at the current time evolves from the posterior drift coefficient at the previous time. Moreover, the optimal Kalman filtering gain for iteratively estimating the posterior drift coefficient at any time is mathematically derived. A discussion that theoretically explains the main reasons why the constructed state space model can result in high remaining useful life prediction accuracies is provided. Finally, the proposed state space model and its associated Kalman filtering gain are applied to battery prognostics.

Current Pressure Transducer Application of Model-based Prognostics Using Steady State Conditions

NASA Technical Reports Server (NTRS)

Teubert, Christopher; Daigle, Matthew J.

2014-01-01

Prognostics is the process of predicting a system's future states, health degradation/wear, and remaining useful life (RUL). This information plays an important role in preventing failure, reducing downtime, scheduling maintenance, and improving system utility. Prognostics relies heavily on wear estimation. In some components, the sensors used to estimate wear may not be fast enough to capture brief transient states that are indicative of wear. For this reason it is beneficial to be capable of detecting and estimating the extent of component wear using steady-state measurements. This paper details a method for estimating component wear using steady-state measurements, describes how this is used to predict future states, and presents a case study of a current/pressure (I/P) Transducer. I/P Transducer nominal and off-nominal behaviors are characterized using a physics-based model, and validated against expected and observed component behavior. This model is used to map observed steady-state responses to corresponding fault parameter values in the form of a lookup table. This method was chosen because of its fast, efficient nature, and its ability to be applied to both linear and non-linear systems. Using measurements of the steady state output, and the lookup table, wear is estimated. A regression is used to estimate the wear propagation parameter and characterize the damage progression function, which are used to predict future states and the remaining useful life of the system.

Finite dimensional approximation of a class of constrained nonlinear optimal control problems

NASA Technical Reports Server (NTRS)

Gunzburger, Max D.; Hou, L. S.

1994-01-01

An abstract framework for the analysis and approximation of a class of nonlinear optimal control and optimization problems is constructed. Nonlinearities occur in both the objective functional and in the constraints. The framework includes an abstract nonlinear optimization problem posed on infinite dimensional spaces, and approximate problem posed on finite dimensional spaces, together with a number of hypotheses concerning the two problems. The framework is used to show that optimal solutions exist, to show that Lagrange multipliers may be used to enforce the constraints, to derive an optimality system from which optimal states and controls may be deduced, and to derive existence results and error estimates for solutions of the approximate problem. The abstract framework and the results derived from that framework are then applied to three concrete control or optimization problems and their approximation by finite element methods. The first involves the von Karman plate equations of nonlinear elasticity, the second, the Ginzburg-Landau equations of superconductivity, and the third, the Navier-Stokes equations for incompressible, viscous flows.

Baldcypress Height-Diamter Equations and Their Prediction Confindence Intervals

Treesearch

Bernard R. Parresol

1992-01-01

Height-diameter relationships are an important component in yield estimation, stand description, and damage appraisals. A nonlinear exponential function used extensively in the northwest United States was chosen for bald cypress (Taxodium distichum (L.) Rich.). Homogeneity and normality of residuals were examined, and the function as well as the...

A simplified method for power-law modelling of metabolic pathways from time-course data and steady-state flux profiles.

PubMed

Kitayama, Tomoya; Kinoshita, Ayako; Sugimoto, Masahiro; Nakayama, Yoichi; Tomita, Masaru

2006-07-17

In order to improve understanding of metabolic systems there have been attempts to construct S-system models from time courses. Conventionally, non-linear curve-fitting algorithms have been used for modelling, because of the non-linear properties of parameter estimation from time series. However, the huge iterative calculations required have hindered the development of large-scale metabolic pathway models. To solve this problem we propose a novel method involving power-law modelling of metabolic pathways from the Jacobian of the targeted system and the steady-state flux profiles by linearization of S-systems. The results of two case studies modelling a straight and a branched pathway, respectively, showed that our method reduced the number of unknown parameters needing to be estimated. The time-courses simulated by conventional kinetic models and those described by our method behaved similarly under a wide range of perturbations of metabolite concentrations. The proposed method reduces calculation complexity and facilitates the construction of large-scale S-system models of metabolic pathways, realizing a practical application of reverse engineering of dynamic simulation models from the Jacobian of the targeted system and steady-state flux profiles.

On sequential data assimilation for scalar macroscopic traffic flow models

NASA Astrophysics Data System (ADS)

Blandin, Sébastien; Couque, Adrien; Bayen, Alexandre; Work, Daniel

2012-09-01

We consider the problem of sequential data assimilation for transportation networks using optimal filtering with a scalar macroscopic traffic flow model. Properties of the distribution of the uncertainty on the true state related to the specific nonlinearity and non-differentiability inherent to macroscopic traffic flow models are investigated, derived analytically and analyzed. We show that nonlinear dynamics, by creating discontinuities in the traffic state, affect the performances of classical filters and in particular that the distribution of the uncertainty on the traffic state at shock waves is a mixture distribution. The non-differentiability of traffic dynamics around stationary shock waves is also proved and the resulting optimality loss of the estimates is quantified numerically. The properties of the estimates are explicitly studied for the Godunov scheme (and thus the Cell-Transmission Model), leading to specific conclusions about their use in the context of filtering, which is a significant contribution of this article. Analytical proofs and numerical tests are introduced to support the results presented. A Java implementation of the classical filters used in this work is available on-line at http://traffic.berkeley.edu for facilitating further efforts on this topic and fostering reproducible research.

PARTICLE FILTERING WITH SEQUENTIAL PARAMETER LEARNING FOR NONLINEAR BOLD fMRI SIGNALS.

PubMed

Xia, Jing; Wang, Michelle Yongmei

Analyzing the blood oxygenation level dependent (BOLD) effect in the functional magnetic resonance imaging (fMRI) is typically based on recent ground-breaking time series analysis techniques. This work represents a significant improvement over existing approaches to system identification using nonlinear hemodynamic models. It is important for three reasons. First, instead of using linearized approximations of the dynamics, we present a nonlinear filtering based on the sequential Monte Carlo method to capture the inherent nonlinearities in the physiological system. Second, we simultaneously estimate the hidden physiological states and the system parameters through particle filtering with sequential parameter learning to fully take advantage of the dynamic information of the BOLD signals. Third, during the unknown static parameter learning, we employ the low-dimensional sufficient statistics for efficiency and avoiding potential degeneration of the parameters. The performance of the proposed method is validated using both the simulated data and real BOLD fMRI data.

Nonlinear stability of traffic models and the use of Lyapunov vectors for estimating the traffic state

NASA Astrophysics Data System (ADS)

Palatella, Luigi; Trevisan, Anna; Rambaldi, Sandro

2013-08-01

Valuable information for estimating the traffic flow is obtained with current GPS technology by monitoring position and velocity of vehicles. In this paper, we present a proof of concept study that shows how the traffic state can be estimated using only partial and noisy data by assimilating them in a dynamical model. Our approach is based on a data assimilation algorithm, developed by the authors for chaotic geophysical models, designed to be equivalent but computationally much less demanding than the traditional extended Kalman filter. Here we show that the algorithm is even more efficient if the system is not chaotic and demonstrate by numerical experiments that an accurate reconstruction of the complete traffic state can be obtained at a very low computational cost by monitoring only a small percentage of vehicles.

Extracting third order optical nonlinearities of Mn(III)-Phthalocyanine chloride using high repetition rate femtosecond pulses

NASA Astrophysics Data System (ADS)

Makhal, Krishnandu; Mathur, Paresh; Maurya, Sidharth; Goswami, Debabrata

2017-02-01

Third order nonlinearities of Mn(III)-Phthalocyanine chloride in dimethyl-sulphoxide under 50 fs pulses, operating at 94 MHz, by eliminating cumulative thermal effects have been investigated and reported by us. Modifications were done in data acquisition during Z-scan experiment, which included recording of time evolution waveform traces in an oscilloscope and not collection of Z versus transmission and utilization of a chopper of a suitable duty cycle. Time evolution traces were further processed analytically through MatLab® programming, which yielded Z-scan traces similar to what was obtained with single shot 50 fs pulse. We observed reverse saturable absorption at 800 nm owing to excited state absorption. We show that the nonlinear refractive index (γ) and nonlinear absorption coefficient (β) are over estimated almost 100 times, when MHz pulses are used compared to a situation, where thermo-optical nonlinearities are accounted. Illumination and dark periods are carefully set in a way, so that the sample is able to completely recover its initial temperature before arrival of the next pulse. Magnitudes of γ and β were found to be -(6.5-4.9) × 10-16 m2/W and (5.4-6.2) × 10-10 m/W under the MHz condition, whereas they were -(0.18-2.2) × 10-18 m2/W and (9.5-15) × 10-12 m/W under the thermally managed condition, respectively. To reveal the associated fast nonlinearity, femtosecond transient absorption experiment was performed, which inferred excited state absorption and ground state bleaching across the 450-780 nm region. Dynamics associated with these processes are reported along with fluorescence lifetime obtained through the TCSPC technique. Structure optimization using TDDFT calculations and HOMO-LUMO gaps with orbital pictures are also shown.

State and Parameter Estimation for a Coupled Ocean--Atmosphere Model

NASA Astrophysics Data System (ADS)

Ghil, M.; Kondrashov, D.; Sun, C.

2006-12-01

The El-Nino/Southern-Oscillation (ENSO) dominates interannual climate variability and plays, therefore, a key role in seasonal-to-interannual prediction. Much is known by now about the main physical mechanisms that give rise to and modulate ENSO, but the values of several parameters that enter these mechanisms are an important unknown. We apply Extended Kalman Filtering (EKF) for both model state and parameter estimation in an intermediate, nonlinear, coupled ocean--atmosphere model of ENSO. The coupled model consists of an upper-ocean, reduced-gravity model of the Tropical Pacific and a steady-state atmospheric response to the sea surface temperature (SST). The model errors are assumed to be mainly in the atmospheric wind stress, and assimilated data are equatorial Pacific SSTs. Model behavior is very sensitive to two key parameters: (i) μ, the ocean-atmosphere coupling coefficient between SST and wind stress anomalies; and (ii) δs, the surface-layer coefficient. Previous work has shown that δs determines the period of the model's self-sustained oscillation, while μ measures the degree of nonlinearity. Depending on the values of these parameters, the spatio-temporal pattern of model solutions is either that of a delayed oscillator or of a westward propagating mode. Estimation of these parameters is tested first on synthetic data and allows us to recover the delayed-oscillator mode starting from model parameter values that correspond to the westward-propagating case. Assimilation of SST data from the NCEP-NCAR Reanalysis-2 shows that the parameters can vary on fairly short time scales and switch between values that approximate the two distinct modes of ENSO behavior. Rapid adjustments of these parameters occur, in particular, during strong ENSO events. Ways to apply EKF parameter estimation efficiently to state-of-the-art coupled ocean--atmosphere GCMs will be discussed.

Estimation of delays and other parameters in nonlinear functional differential equations

NASA Technical Reports Server (NTRS)

Banks, H. T.; Lamm, P. K. D.

1983-01-01

A spline-based approximation scheme for nonlinear nonautonomous delay differential equations is discussed. Convergence results (using dissipative type estimates on the underlying nonlinear operators) are given in the context of parameter estimation problems which include estimation of multiple delays and initial data as well as the usual coefficient-type parameters. A brief summary of some of the related numerical findings is also given.

Localization of Non-Linearly Modeled Autonomous Mobile Robots Using Out-of-Sequence Measurements

PubMed Central

Besada-Portas, Eva; Lopez-Orozco, Jose A.; Lanillos, Pablo; de la Cruz, Jesus M.

2012-01-01

This paper presents a state of the art of the estimation algorithms dealing with Out-of-Sequence (OOS) measurements for non-linearly modeled systems. The state of the art includes a critical analysis of the algorithm properties that takes into account the applicability of these techniques to autonomous mobile robot navigation based on the fusion of the measurements provided, delayed and OOS, by multiple sensors. Besides, it shows a representative example of the use of one of the most computationally efficient approaches in the localization module of the control software of a real robot (which has non-linear dynamics, and linear and non-linear sensors) and compares its performance against other approaches. The simulated results obtained with the selected OOS algorithm shows the computational requirements that each sensor of the robot imposes to it. The real experiments show how the inclusion of the selected OOS algorithm in the control software lets the robot successfully navigate in spite of receiving many OOS measurements. Finally, the comparison highlights that not only is the selected OOS algorithm among the best performing ones of the comparison, but it also has the lowest computational and memory cost. PMID:22736962

Localization of non-linearly modeled autonomous mobile robots using out-of-sequence measurements.

PubMed

Besada-Portas, Eva; Lopez-Orozco, Jose A; Lanillos, Pablo; de la Cruz, Jesus M

2012-01-01

This paper presents a state of the art of the estimation algorithms dealing with Out-of-Sequence (OOS) measurements for non-linearly modeled systems. The state of the art includes a critical analysis of the algorithm properties that takes into account the applicability of these techniques to autonomous mobile robot navigation based on the fusion of the measurements provided, delayed and OOS, by multiple sensors. Besides, it shows a representative example of the use of one of the most computationally efficient approaches in the localization module of the control software of a real robot (which has non-linear dynamics, and linear and non-linear sensors) and compares its performance against other approaches. The simulated results obtained with the selected OOS algorithm shows the computational requirements that each sensor of the robot imposes to it. The real experiments show how the inclusion of the selected OOS algorithm in the control software lets the robot successfully navigate in spite of receiving many OOS measurements. Finally, the comparison highlights that not only is the selected OOS algorithm among the best performing ones of the comparison, but it also has the lowest computational and memory cost.

A gap-filling model for eddy covariance latent heat flux: Estimating evapotranspiration of a subtropical seasonal evergreen broad-leaved forest as an example

NASA Astrophysics Data System (ADS)

Chen, Yi-Ying; Chu, Chia-Ren; Li, Ming-Hsu

2012-10-01

SummaryIn this paper we present a semi-parametric multivariate gap-filling model for tower-based measurement of latent heat flux (LE). Two statistical techniques, the principal component analysis (PCA) and a nonlinear interpolation approach were integrated into this LE gap-filling model. The PCA was first used to resolve the multicollinearity relationships among various environmental variables, including radiation, soil moisture deficit, leaf area index, wind speed, etc. Two nonlinear interpolation methods, multiple regressions (MRS) and the K-nearest neighbors (KNNs) were examined with random selected flux gaps for both clear sky and nighttime/cloudy data to incorporate into this LE gap-filling model. Experimental results indicated that the KNN interpolation approach is able to provide consistent LE estimations while MRS presents over estimations during nighttime/cloudy. Rather than using empirical regression parameters, the KNN approach resolves the nonlinear relationship between the gap-filled LE flux and principal components with adaptive K values under different atmospheric states. The developed LE gap-filling model (PCA with KNN) works with a RMSE of 2.4 W m-2 (˜0.09 mm day-1) at a weekly time scale by adding 40% artificial flux gaps into original dataset. Annual evapotranspiration at this study site were estimated at 736 mm (1803 MJ) and 728 mm (1785 MJ) for year 2008 and 2009, respectively.

On Least Squares Fitting Nonlinear Submodels.

ERIC Educational Resources Information Center

Bechtel, Gordon G.

Three simplifying conditions are given for obtaining least squares (LS) estimates for a nonlinear submodel of a linear model. If these are satisfied, and if the subset of nonlinear parameters may be LS fit to the corresponding LS estimates of the linear model, then one attains the desired LS estimates for the entire submodel. Two illustrative…

Computation of nonlinear least squares estimator and maximum likelihood using principles in matrix calculus

NASA Astrophysics Data System (ADS)

Mahaboob, B.; Venkateswarlu, B.; Sankar, J. Ravi; Balasiddamuni, P.

2017-11-01

This paper uses matrix calculus techniques to obtain Nonlinear Least Squares Estimator (NLSE), Maximum Likelihood Estimator (MLE) and Linear Pseudo model for nonlinear regression model. David Pollard and Peter Radchenko [1] explained analytic techniques to compute the NLSE. However the present research paper introduces an innovative method to compute the NLSE using principles in multivariate calculus. This study is concerned with very new optimization techniques used to compute MLE and NLSE. Anh [2] derived NLSE and MLE of a heteroscedatistic regression model. Lemcoff [3] discussed a procedure to get linear pseudo model for nonlinear regression model. In this research article a new technique is developed to get the linear pseudo model for nonlinear regression model using multivariate calculus. The linear pseudo model of Edmond Malinvaud [4] has been explained in a very different way in this paper. David Pollard et.al used empirical process techniques to study the asymptotic of the LSE (Least-squares estimation) for the fitting of nonlinear regression function in 2006. In Jae Myung [13] provided a go conceptual for Maximum likelihood estimation in his work “Tutorial on maximum likelihood estimation

Nonlinear features for classification and pose estimation of machined parts from single views

NASA Astrophysics Data System (ADS)

Talukder, Ashit; Casasent, David P.

1998-10-01

A new nonlinear feature extraction method is presented for classification and pose estimation of objects from single views. The feature extraction method is called the maximum representation and discrimination feature (MRDF) method. The nonlinear MRDF transformations to use are obtained in closed form, and offer significant advantages compared to nonlinear neural network implementations. The features extracted are useful for both object discrimination (classification) and object representation (pose estimation). We consider MRDFs on image data, provide a new 2-stage nonlinear MRDF solution, and show it specializes to well-known linear and nonlinear image processing transforms under certain conditions. We show the use of MRDF in estimating the class and pose of images of rendered solid CAD models of machine parts from single views using a feature-space trajectory neural network classifier. We show new results with better classification and pose estimation accuracy than are achieved by standard principal component analysis and Fukunaga-Koontz feature extraction methods.

State and parameter estimation of spatiotemporally chaotic systems illustrated by an application to Rayleigh-Bénard convection.

PubMed

Cornick, Matthew; Hunt, Brian; Ott, Edward; Kurtuldu, Huseyin; Schatz, Michael F

2009-03-01

Data assimilation refers to the process of estimating a system's state from a time series of measurements (which may be noisy or incomplete) in conjunction with a model for the system's time evolution. Here we demonstrate the applicability of a recently developed data assimilation method, the local ensemble transform Kalman filter, to nonlinear, high-dimensional, spatiotemporally chaotic flows in Rayleigh-Bénard convection experiments. Using this technique we are able to extract the full temperature and velocity fields from a time series of shadowgraph measurements. In addition, we describe extensions of the algorithm for estimating model parameters. Our results suggest the potential usefulness of our data assimilation technique to a broad class of experimental situations exhibiting spatiotemporal chaos.

Coupled Inertial Navigation and Flush Air Data Sensing Algorithm for Atmosphere Estimation

NASA Technical Reports Server (NTRS)

Karlgaard, Christopher D.; Kutty, Prasad; Schoenenberger, Mark

2016-01-01

This paper describes an algorithm for atmospheric state estimation based on a coupling between inertial navigation and flush air data-sensing pressure measurements. The navigation state is used in the atmospheric estimation algorithm along with the pressure measurements and a model of the surface pressure distribution to estimate the atmosphere using a nonlinear weighted least-squares algorithm. The approach uses a high-fidelity model of atmosphere stored in table-lookup form, along with simplified models propagated along the trajectory within the algorithm to aid the solution. Thus, the method is a reduced-order Kalman filter in which the inertial states are taken from the navigation solution and atmospheric states are estimated in the filter. The algorithm is applied to data from the Mars Science Laboratory entry, descent, and landing from August 2012. Reasonable estimates of the atmosphere are produced by the algorithm. The observability of winds along the trajectory are examined using an index based on the observability Gramian and the pressure measurement sensitivity matrix. The results indicate that bank reversals are responsible for adding information content. The algorithm is applied to the design of the pressure measurement system for the Mars 2020 mission. A linear covariance analysis is performed to assess estimator performance. The results indicate that the new estimator produces more precise estimates of atmospheric states than existing algorithms.

Neuro-adaptive backstepping control of SISO non-affine systems with unknown gain sign.

PubMed

Ramezani, Zahra; Arefi, Mohammad Mehdi; Zargarzadeh, Hassan; Jahed-Motlagh, Mohammad Reza

2016-11-01

This paper presents two neuro-adaptive controllers for a class of uncertain single-input, single-output (SISO) nonlinear non-affine systems with unknown gain sign. The first approach is state feedback controller, so that a neuro-adaptive state-feedback controller is constructed based on the backstepping technique. The second approach is an observer-based controller and K-filters are designed to estimate the system states. The proposed method relaxes a priori knowledge of control gain sign and therefore by utilizing the Nussbaum-type functions this problem is addressed. In these methods, neural networks are employed to approximate the unknown nonlinear functions. The proposed adaptive control schemes guarantee that all the closed-loop signals are semi-globally uniformly ultimately bounded (SGUUB). Finally, the theoretical results are numerically verified through simulation examples. Simulation results show the effectiveness of the proposed methods. Copyright © 2016 ISA. All rights reserved.

Fuzzy Adaptive Output Feedback Control of Uncertain Nonlinear Systems With Prescribed Performance.

PubMed

Zhang, Jin-Xi; Yang, Guang-Hong

2018-05-01

This paper investigates the tracking control problem for a family of strict-feedback systems in the presence of unknown nonlinearities and immeasurable system states. A low-complexity adaptive fuzzy output feedback control scheme is proposed, based on a backstepping method. In the control design, a fuzzy adaptive state observer is first employed to estimate the unmeasured states. Then, a novel error transformation approach together with a new modification mechanism is introduced to guarantee the finite-time convergence of the output error to a predefined region and ensure the closed-loop stability. Compared with the existing methods, the main advantages of our approach are that: 1) without using extra command filters or auxiliary dynamic surface control techniques, the problem of explosion of complexity can still be addressed and 2) the design procedures are independent of the initial conditions. Finally, two practical examples are performed to further illustrate the above theoretic findings.

Motion Tracking of the Carotid Artery Wall From Ultrasound Image Sequences: a Nonlinear State-Space Approach.

PubMed

Gao, Zhifan; Li, Yanjie; Sun, Yuanyuan; Yang, Jiayuan; Xiong, Huahua; Zhang, Heye; Liu, Xin; Wu, Wanqing; Liang, Dong; Li, Shuo

2018-01-01

The motion of the common carotid artery (CCA) wall has been established to be useful in early diagnosis of atherosclerotic disease. However, tracking the CCA wall motion from ultrasound images remains a challenging task. In this paper, a nonlinear state-space approach has been developed to track CCA wall motion from ultrasound sequences. In this approach, a nonlinear state-space equation with a time-variant control signal was constructed from a mathematical model of the dynamics of the CCA wall. Then, the unscented Kalman filter (UKF) was adopted to solve the nonlinear state transfer function in order to evolve the state of the target tissue, which involves estimation of the motion trajectory of the CCA wall from noisy ultrasound images. The performance of this approach has been validated on 30 simulated ultrasound sequences and a real ultrasound dataset of 103 subjects by comparing the motion tracking results obtained in this study to those of three state-of-the-art methods and of the manual tracing method performed by two experienced ultrasound physicians. The experimental results demonstrated that the proposed approach is highly correlated with (intra-class correlation coefficient ≥ 0.9948 for the longitudinal motion and ≥ 0.9966 for the radial motion) and well agrees (the 95% confidence interval width is 0.8871 mm for the longitudinal motion and 0.4159 mm for the radial motion) with the manual tracing method on real data and also exhibits high accuracy on simulated data (0.1161 ~ 0.1260 mm). These results appear to demonstrate the effectiveness of the proposed approach for motion tracking of the CCA wall.

A Genetic Algorithm Approach to Nonlinear Least Squares Estimation

ERIC Educational Resources Information Center

Olinsky, Alan D.; Quinn, John T.; Mangiameli, Paul M.; Chen, Shaw K.

2004-01-01

A common type of problem encountered in mathematics is optimizing nonlinear functions. Many popular algorithms that are currently available for finding nonlinear least squares estimators, a special class of nonlinear problems, are sometimes inadequate. They might not converge to an optimal value, or if they do, it could be to a local rather than…

Exact and Approximate Statistical Inference for Nonlinear Regression and the Estimating Equation Approach.

PubMed

Demidenko, Eugene

2017-09-01

The exact density distribution of the nonlinear least squares estimator in the one-parameter regression model is derived in closed form and expressed through the cumulative distribution function of the standard normal variable. Several proposals to generalize this result are discussed. The exact density is extended to the estimating equation (EE) approach and the nonlinear regression with an arbitrary number of linear parameters and one intrinsically nonlinear parameter. For a very special nonlinear regression model, the derived density coincides with the distribution of the ratio of two normally distributed random variables previously obtained by Fieller (1932), unlike other approximations previously suggested by other authors. Approximations to the density of the EE estimators are discussed in the multivariate case. Numerical complications associated with the nonlinear least squares are illustrated, such as nonexistence and/or multiple solutions, as major factors contributing to poor density approximation. The nonlinear Markov-Gauss theorem is formulated based on the near exact EE density approximation.

DUAL STATE-PARAMETER UPDATING SCHEME ON A CONCEPTUAL HYDROLOGIC MODEL USING SEQUENTIAL MONTE CARLO FILTERS

NASA Astrophysics Data System (ADS)

Noh, Seong Jin; Tachikawa, Yasuto; Shiiba, Michiharu; Kim, Sunmin

Applications of data assimilation techniques have been widely used to improve upon the predictability of hydrologic modeling. Among various data assimilation techniques, sequential Monte Carlo (SMC) filters, known as "particle filters" provide the capability to handle non-linear and non-Gaussian state-space models. This paper proposes a dual state-parameter updating scheme (DUS) based on SMC methods to estimate both state and parameter variables of a hydrologic model. We introduce a kernel smoothing method for the robust estimation of uncertain model parameters in the DUS. The applicability of the dual updating scheme is illustrated using the implementation of the storage function model on a middle-sized Japanese catchment. We also compare performance results of DUS combined with various SMC methods, such as SIR, ASIR and RPF.

Validation of the alternating conditional estimation algorithm for estimation of flexible extensions of Cox's proportional hazards model with nonlinear constraints on the parameters.

PubMed

Wynant, Willy; Abrahamowicz, Michal

2016-11-01

Standard optimization algorithms for maximizing likelihood may not be applicable to the estimation of those flexible multivariable models that are nonlinear in their parameters. For applications where the model's structure permits separating estimation of mutually exclusive subsets of parameters into distinct steps, we propose the alternating conditional estimation (ACE) algorithm. We validate the algorithm, in simulations, for estimation of two flexible extensions of Cox's proportional hazards model where the standard maximum partial likelihood estimation does not apply, with simultaneous modeling of (1) nonlinear and time-dependent effects of continuous covariates on the hazard, and (2) nonlinear interaction and main effects of the same variable. We also apply the algorithm in real-life analyses to estimate nonlinear and time-dependent effects of prognostic factors for mortality in colon cancer. Analyses of both simulated and real-life data illustrate good statistical properties of the ACE algorithm and its ability to yield new potentially useful insights about the data structure. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Hybrid Cubature Kalman filtering for identifying nonlinear models from sampled recording: Estimation of neuronal dynamics.

PubMed

Madi, Mahmoud K; Karameh, Fadi N

2017-01-01

Kalman filtering methods have long been regarded as efficient adaptive Bayesian techniques for estimating hidden states in models of linear dynamical systems under Gaussian uncertainty. Recent advents of the Cubature Kalman filter (CKF) have extended this efficient estimation property to nonlinear systems, and also to hybrid nonlinear problems where by the processes are continuous and the observations are discrete (continuous-discrete CD-CKF). Employing CKF techniques, therefore, carries high promise for modeling many biological phenomena where the underlying processes exhibit inherently nonlinear, continuous, and noisy dynamics and the associated measurements are uncertain and time-sampled. This paper investigates the performance of cubature filtering (CKF and CD-CKF) in two flagship problems arising in the field of neuroscience upon relating brain functionality to aggregate neurophysiological recordings: (i) estimation of the firing dynamics and the neural circuit model parameters from electric potentials (EP) observations, and (ii) estimation of the hemodynamic model parameters and the underlying neural drive from BOLD (fMRI) signals. First, in simulated neural circuit models, estimation accuracy was investigated under varying levels of observation noise (SNR), process noise structures, and observation sampling intervals (dt). When compared to the CKF, the CD-CKF consistently exhibited better accuracy for a given SNR, sharp accuracy increase with higher SNR, and persistent error reduction with smaller dt. Remarkably, CD-CKF accuracy shows only a mild deterioration for non-Gaussian process noise, specifically with Poisson noise, a commonly assumed form of background fluctuations in neuronal systems. Second, in simulated hemodynamic models, parametric estimates were consistently improved under CD-CKF. Critically, time-localization of the underlying neural drive, a determinant factor in fMRI-based functional connectivity studies, was significantly more accurate under CD-CKF. In conclusion, and with the CKF recently benchmarked against other advanced Bayesian techniques, the CD-CKF framework could provide significant gains in robustness and accuracy when estimating a variety of biological phenomena models where the underlying process dynamics unfold at time scales faster than those seen in collected measurements.

Hybrid Cubature Kalman filtering for identifying nonlinear models from sampled recording: Estimation of neuronal dynamics

PubMed Central

2017-01-01

Kalman filtering methods have long been regarded as efficient adaptive Bayesian techniques for estimating hidden states in models of linear dynamical systems under Gaussian uncertainty. Recent advents of the Cubature Kalman filter (CKF) have extended this efficient estimation property to nonlinear systems, and also to hybrid nonlinear problems where by the processes are continuous and the observations are discrete (continuous-discrete CD-CKF). Employing CKF techniques, therefore, carries high promise for modeling many biological phenomena where the underlying processes exhibit inherently nonlinear, continuous, and noisy dynamics and the associated measurements are uncertain and time-sampled. This paper investigates the performance of cubature filtering (CKF and CD-CKF) in two flagship problems arising in the field of neuroscience upon relating brain functionality to aggregate neurophysiological recordings: (i) estimation of the firing dynamics and the neural circuit model parameters from electric potentials (EP) observations, and (ii) estimation of the hemodynamic model parameters and the underlying neural drive from BOLD (fMRI) signals. First, in simulated neural circuit models, estimation accuracy was investigated under varying levels of observation noise (SNR), process noise structures, and observation sampling intervals (dt). When compared to the CKF, the CD-CKF consistently exhibited better accuracy for a given SNR, sharp accuracy increase with higher SNR, and persistent error reduction with smaller dt. Remarkably, CD-CKF accuracy shows only a mild deterioration for non-Gaussian process noise, specifically with Poisson noise, a commonly assumed form of background fluctuations in neuronal systems. Second, in simulated hemodynamic models, parametric estimates were consistently improved under CD-CKF. Critically, time-localization of the underlying neural drive, a determinant factor in fMRI-based functional connectivity studies, was significantly more accurate under CD-CKF. In conclusion, and with the CKF recently benchmarked against other advanced Bayesian techniques, the CD-CKF framework could provide significant gains in robustness and accuracy when estimating a variety of biological phenomena models where the underlying process dynamics unfold at time scales faster than those seen in collected measurements. PMID:28727850

A Modified Rodrigues Parameter-based Nonlinear Observer Design for Spacecraft Gyroscope Parameters Estimation

NASA Astrophysics Data System (ADS)

Yong, Kilyuk; Jo, Sujang; Bang, Hyochoong

This paper presents a modified Rodrigues parameter (MRP)-based nonlinear observer design to estimate bias, scale factor and misalignment of gyroscope measurements. A Lyapunov stability analysis is carried out for the nonlinear observer. Simulation is performed and results are presented illustrating the performance of the proposed nonlinear observer under the condition of persistent excitation maneuver. In addition, a comparison between the nonlinear observer and alignment Kalman filter (AKF) is made to highlight favorable features of the nonlinear observer.

A non-linear regression method for CT brain perfusion analysis

NASA Astrophysics Data System (ADS)

Bennink, E.; Oosterbroek, J.; Viergever, M. A.; Velthuis, B. K.; de Jong, H. W. A. M.

2015-03-01

CT perfusion (CTP) imaging allows for rapid diagnosis of ischemic stroke. Generation of perfusion maps from CTP data usually involves deconvolution algorithms providing estimates for the impulse response function in the tissue. We propose the use of a fast non-linear regression (NLR) method that we postulate has similar performance to the current academic state-of-art method (bSVD), but that has some important advantages, including the estimation of vascular permeability, improved robustness to tracer-delay, and very few tuning parameters, that are all important in stroke assessment. The aim of this study is to evaluate the fast NLR method against bSVD and a commercial clinical state-of-art method. The three methods were tested against a published digital perfusion phantom earlier used to illustrate the superiority of bSVD. In addition, the NLR and clinical methods were also tested against bSVD on 20 clinical scans. Pearson correlation coefficients were calculated for each of the tested methods. All three methods showed high correlation coefficients (>0.9) with the ground truth in the phantom. With respect to the clinical scans, the NLR perfusion maps showed higher correlation with bSVD than the perfusion maps from the clinical method. Furthermore, the perfusion maps showed that the fast NLR estimates are robust to tracer-delay. In conclusion, the proposed fast NLR method provides a simple and flexible way of estimating perfusion parameters from CT perfusion scans, with high correlation coefficients. This suggests that it could be a better alternative to the current clinical and academic state-of-art methods.

The role of flow field structure in determining the aerodynamic response of a delta wing

NASA Astrophysics Data System (ADS)

Addington, Gregory Alan

Delta wings have long been known to exhibit nonlinear aerodynamic responses as a result of the presence of helical leading-edge vortices. This nonlinearity, found under both steady-state and unsteady conditions, is particularly profound in the presence of vortex burst. Modeling such aerodynamic responses with the Nonlinear Indicial Response (NIR) methodology provides a means of simulating these nonlinearities through its inclusion of motion history in addition to superposition. The NIR model also includes provisions for a finite number of discrete locations where the aerodynamic response is discontinuous with response to a state variable. These critical states also separate regions of states where the unsteady aerodynamic responses are potentially of highly-disparate characters. Although these critical states have been found in the past, their relationship with flow field bifurcation is uncertain. The purpose of this dissertation is to explore the relationship between nonlinear aerodynamic responses, critical states and flow field bifurcations from an experimental approach. This task has been accomplished by comparing a comprehensive database of skin-friction line topologies with static and unsteady aerodynamic responses. These data were collected using a 65sp° delta wing which rolled about an inclined longitudinal body axis. In this study, compelling, but not conclusive, evidence was found to suggest that a bifurcation in the skin-friction line topology was a necessary condition for the presence of a critical state. Although the presence of critical states was well predicted through careful observation and analysis of highly-resolved static loading data alone, their precise placement as a function of the independent variable was aided through the consideration of the locations of skin-friction line bifurcations. Furthermore, these static data were found to contain indications of the basic lagged or unlagged behavior of the unsteady aerodynamic response. This indication was found by comparing the relative rate of change seen in the estimated vortical- and potential-rolling-moment components. Through the review of these data in light of current theories on the mechanisms of leading-edge vortex breakdown, the formulation of a hypothesis regarding the relationship between both the static and unsteady aerodynamic response and vorticity dynamics was possible.

Cooperative learning neural network output feedback control of uncertain nonlinear multi-agent systems under directed topologies

NASA Astrophysics Data System (ADS)

Wang, W.; Wang, D.; Peng, Z. H.

2017-09-01

Without assuming that the communication topologies among the neural network (NN) weights are to be undirected and the states of each agent are measurable, the cooperative learning NN output feedback control is addressed for uncertain nonlinear multi-agent systems with identical structures in strict-feedback form. By establishing directed communication topologies among NN weights to share their learned knowledge, NNs with cooperative learning laws are employed to identify the uncertainties. By designing NN-based κ-filter observers to estimate the unmeasurable states, a new cooperative learning output feedback control scheme is proposed to guarantee that the system outputs can track nonidentical reference signals with bounded tracking errors. A simulation example is given to demonstrate the effectiveness of the theoretical results.

A Nonlinear Programming Perspective on Sensitivity Calculations for Systems Governed by State Equations

NASA Technical Reports Server (NTRS)

Lewis, Robert Michael

1997-01-01

This paper discusses the calculation of sensitivities. or derivatives, for optimization problems involving systems governed by differential equations and other state relations. The subject is examined from the point of view of nonlinear programming, beginning with the analytical structure of the first and second derivatives associated with such problems and the relation of these derivatives to implicit differentiation and equality constrained optimization. We also outline an error analysis of the analytical formulae and compare the results with similar results for finite-difference estimates of derivatives. We then attend to an investigation of the nature of the adjoint method and the adjoint equations and their relation to directions of steepest descent. We illustrate the points discussed with an optimization problem in which the variables are the coefficients in a differential operator.

Development of a multi-body nonlinear model for a seat-occupant system

NASA Astrophysics Data System (ADS)

Azizi, Yousof

A car seat is an important component of today's cars, which directly affects ride comfort experienced by occupants. Currently, the process of ride comfort evaluation is subjective. Alternatively, the ride comfort can be evaluated by a series of objective metrics in the dynamic response of the occupant. From previous studies it is well known that the dynamic behavior of a seat-occupant system is greatly affected by soft nonlinear viscoelastic materials used in the seat cushion. Therefore, in this research, especial attention was given to efficiently modeling the behavior of seat cushion. In the first part of this research, a phenomenological nonlinear viscoelastic foam model was proposed and its ability to capture uniaxial behavior of foam was investigated. The model is based on the assumption that the total stress can be decomposed into the sum of a nonlinear elastic component, modeled by a higher order polynomial of strain, and a nonlinear hereditary type viscoelastic component. System identification procedures were developed to estimate the model parameters using uniaxial cyclic compression data from experiments conducted at different rates on two types of low density polyurethane foams and three types of high density CONFOR foams. The performance of the proposed model was compared to that of other traditional continuum models. For each foam type, it was observed that lower order models are sufficient to describe the uniaxial behavior of the foam compressed at different rates. Although, the estimated model parameters were functions of the input strain rate. Alternatively, higher order comprehensive models, with strain independent parameters, were estimated as well. The estimated comprehensive model predicts foam responses under different compression rates. Also, a methodology was proposed to predict the stress-response of a layered foam system using the estimated models of each foam in the layers. Next, the estimated foam model was incorporated into a single-degree of freedom foam-mass model which is also the simplest model of seat-occupant systems. The steady-state response of the system when it is subjected to harmonic base excitation was studied using the incremental harmonic balance method. The incremental harmonic balance method was used to reduce the time required to generate the steady-state response of the system. The incremental harmonic balance method was used to reduce the time required to generate the steady-state response of the system. Experiments are conducted on a single-degree of freedom foam-mass system subjected to harmonic base excitation. Initially, the simulated response predictions were found to deviate from the experimental results. The foam-mass model was then modified to incorporate rate dependency of foam parameters resulting in response predictions that were in good agreement with experimental results. In the second part of this research, the dynamic response of a seat-occupant system was examined through a more realistic planar multi-body seat-occupant model. A constraint Lagrangian formulation was used to derive the governing equations for the seat-occupant model. First, the governing equations were solved numerically to obtain the occupant transient response, the occupant's H-Point location and the interfacial pressure distribution. Variations in the H-Point location and the seat-occupant pressure distribution with changes in the seat-occupant parameters, including the seat geometry and the occupant's characteristics, were studied. The estimated pressure was also investigated experimentally and was found to match with the results obtained using the seat-occupant model. Next, the incremental harmonic balance method was modified and used to obtain the occupant's steady-state response when the seat-occupant system was subjected to harmonic base excitation at different frequencies. The system frequency response and mode shapes at different frequencies were also obtained and compared to the previously measured experimental frequency responses. Finally, variations in the estimated frequency response with changes in the seat-occupant parameters, including the seat geometry and the occupant characteristics, were studied.

An Unscented Kalman Filter Approach to the Estimation of Nonlinear Dynamical Systems Models

ERIC Educational Resources Information Center

Chow, Sy-Miin; Ferrer, Emilio; Nesselroade, John R.

2007-01-01

In the past several decades, methodologies used to estimate nonlinear relationships among latent variables have been developed almost exclusively to fit cross-sectional models. We present a relatively new estimation approach, the unscented Kalman filter (UKF), and illustrate its potential as a tool for fitting nonlinear dynamic models in two ways:…

Derivative-Free Estimation of the Score Vector and Observed Information Matrix with Application to State-Space Models

DTIC Science & Technology

2015-07-14

2008). Sequential Monte Carlo smoothing with applica- tion to parameter estimation in non-linear state space models. Bernoulli , 14, 155-179. [22] Parikh...1BcΣ(θ?,δ)(Θ) ] = o ( τk ) for all k ∈ N. (45) The other integral is over the ball BΣ(θ?, δ), i.e. close to θ?; hence we perform a Taylor expansion of...1] R3 (θ, θ?) = ∑ |α|=4 ∂αϕ (θ? + cθ (θ − θ?)) (θ − θ?)α α! . 26 We now use the symmetry of the normal distribution N ( θ?, τ2Σ ) on the ball BΣ(θ

New styryl phenanthroline derivatives as model D-π-A-π-D materials for non-linear optics.

PubMed

Bonaccorso, Carmela; Cesaretti, Alessio; Elisei, Fausto; Mencaroni, Letizia; Spalletti, Anna; Fortuna, Cosimo Gianluca

2018-04-27

Four novel push-pull systems combining a central phenanthroline acceptor moiety and two substituted benzene rings, as a part of the conjugated π-system between the donor and the acceptor moieties, have been synthetized through a straightforward and efficient one-step synthetic procedure. The chromophores display high fluorescence and a peculiar fluorosolvatochromic behavior. Ultrafast investigation by means of state-of-the-art femtosecond-resolved transient absorption and fluorescence up-conversion spectroscopies allowed the role of intramolecular charge transfer (ICT) states to be evidenced, also revealing the crucial role played by both the polarity and proticity of the medium on the excited state dynamics of the chromophores. The ICT processes, responsible for the solvatochromism, also lead to interesting non-linear optical (NLO) properties: namely great two photon absorption cross-sections (hundreds of GM), investigated by the Two Photon Excited Fluorescence (TPEF) technique, and large second order hyperpolarizability coefficients, estimated through a convenient solvatochromic method. These features thus make the investigated styryl phenanthroline molecules model D-π-A-π-D compounds for non-linear optical applications. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

A quantum extended Kalman filter

NASA Astrophysics Data System (ADS)

Emzir, Muhammad F.; Woolley, Matthew J.; Petersen, Ian R.

2017-06-01

In quantum physics, a stochastic master equation (SME) estimates the state (density operator) of a quantum system in the Schrödinger picture based on a record of measurements made on the system. In the Heisenberg picture, the SME is a quantum filter. For a linear quantum system subject to linear measurements and Gaussian noise, the dynamics may be described by quantum stochastic differential equations (QSDEs), also known as quantum Langevin equations, and the quantum filter reduces to a so-called quantum Kalman filter. In this article, we introduce a quantum extended Kalman filter (quantum EKF), which applies a commutative approximation and a time-varying linearization to systems of nonlinear QSDEs. We will show that there are conditions under which a filter similar to a classical EKF can be implemented for quantum systems. The boundedness of estimation errors and the filtering problem with ‘state-dependent’ covariances for process and measurement noises are also discussed. We demonstrate the effectiveness of the quantum EKF by applying it to systems that involve multiple modes, nonlinear Hamiltonians, and simultaneous jump-diffusive measurements.

Nonlinear finite element model updating for damage identification of civil structures using batch Bayesian estimation

NASA Astrophysics Data System (ADS)

Ebrahimian, Hamed; Astroza, Rodrigo; Conte, Joel P.; de Callafon, Raymond A.

2017-02-01

This paper presents a framework for structural health monitoring (SHM) and damage identification of civil structures. This framework integrates advanced mechanics-based nonlinear finite element (FE) modeling and analysis techniques with a batch Bayesian estimation approach to estimate time-invariant model parameters used in the FE model of the structure of interest. The framework uses input excitation and dynamic response of the structure and updates a nonlinear FE model of the structure to minimize the discrepancies between predicted and measured response time histories. The updated FE model can then be interrogated to detect, localize, classify, and quantify the state of damage and predict the remaining useful life of the structure. As opposed to recursive estimation methods, in the batch Bayesian estimation approach, the entire time history of the input excitation and output response of the structure are used as a batch of data to estimate the FE model parameters through a number of iterations. In the case of non-informative prior, the batch Bayesian method leads to an extended maximum likelihood (ML) estimation method to estimate jointly time-invariant model parameters and the measurement noise amplitude. The extended ML estimation problem is solved efficiently using a gradient-based interior-point optimization algorithm. Gradient-based optimization algorithms require the FE response sensitivities with respect to the model parameters to be identified. The FE response sensitivities are computed accurately and efficiently using the direct differentiation method (DDM). The estimation uncertainties are evaluated based on the Cramer-Rao lower bound (CRLB) theorem by computing the exact Fisher Information matrix using the FE response sensitivities with respect to the model parameters. The accuracy of the proposed uncertainty quantification approach is verified using a sampling approach based on the unscented transformation. Two validation studies, based on realistic structural FE models of a bridge pier and a moment resisting steel frame, are performed to validate the performance and accuracy of the presented nonlinear FE model updating approach and demonstrate its application to SHM. These validation studies show the excellent performance of the proposed framework for SHM and damage identification even in the presence of high measurement noise and/or way-out initial estimates of the model parameters. Furthermore, the detrimental effects of the input measurement noise on the performance of the proposed framework are illustrated and quantified through one of the validation studies.

A Steady-State Kalman Predictor-Based Filtering Strategy for Non-Overlapping Sub-Band Spectral Estimation

PubMed Central

Li, Zenghui; Xu, Bin; Yang, Jian; Song, Jianshe

2015-01-01

This paper focuses on suppressing spectral overlap for sub-band spectral estimation, with which we can greatly decrease the computational complexity of existing spectral estimation algorithms, such as nonlinear least squares spectral analysis and non-quadratic regularized sparse representation. Firstly, our study shows that the nominal ability of the high-order analysis filter to suppress spectral overlap is greatly weakened when filtering a finite-length sequence, because many meaningless zeros are used as samples in convolution operations. Next, an extrapolation-based filtering strategy is proposed to produce a series of estimates as the substitutions of the zeros and to recover the suppression ability. Meanwhile, a steady-state Kalman predictor is applied to perform a linearly-optimal extrapolation. Finally, several typical methods for spectral analysis are applied to demonstrate the effectiveness of the proposed strategy. PMID:25609038

A unified perspective on robot control - The energy Lyapunov function approach

NASA Technical Reports Server (NTRS)

Wen, John T.

1990-01-01

A unified framework for the stability analysis of robot tracking control is presented. By using an energy-motivated Lyapunov function candidate, the closed-loop stability is shown for a large family of control laws sharing a common structure of proportional and derivative feedback and a model-based feedforward. The feedforward can be zero, partial or complete linearized dynamics, partial or complete nonlinear dynamics, or linearized or nonlinear dynamics with parameter adaptation. As result, the dichotomous approaches to the robot control problem based on the open-loop linearization and nonlinear Lyapunov analysis are both included in this treatment. Furthermore, quantitative estimates of the trade-offs between different schemes in terms of the tracking performance, steady state error, domain of convergence, realtime computation load and required a prior model information are derived.

Transfer Alignment Error Compensator Design Based on Robust State Estimation

NASA Astrophysics Data System (ADS)

Lyou, Joon; Lim, You-Chol

This paper examines the transfer alignment problem of the StrapDown Inertial Navigation System (SDINS), which is subject to the ship’s roll and pitch. Major error sources for velocity and attitude matching are lever arm effect, measurement time delay and ship-body flexure. To reduce these alignment errors, an error compensation method based on state augmentation and robust state estimation is devised. A linearized error model for the velocity and attitude matching transfer alignment system is derived first by linearizing the nonlinear measurement equation with respect to its time delay and dominant Y-axis flexure, and by augmenting the delay state and flexure state into conventional linear state equations. Then an H∞ filter is introduced to account for modeling uncertainties of time delay and the ship-body flexure. The simulation results show that this method considerably decreases azimuth alignment errors considerably.

Economic policy optimization based on both one stochastic model and the parametric control theory

NASA Astrophysics Data System (ADS)

Ashimov, Abdykappar; Borovskiy, Yuriy; Onalbekov, Mukhit

2016-06-01

A nonlinear dynamic stochastic general equilibrium model with financial frictions is developed to describe two interacting national economies in the environment of the rest of the world. Parameters of nonlinear model are estimated based on its log-linearization by the Bayesian approach. The nonlinear model is verified by retroprognosis, estimation of stability indicators of mappings specified by the model, and estimation the degree of coincidence for results of internal and external shocks' effects on macroeconomic indicators on the basis of the estimated nonlinear model and its log-linearization. On the base of the nonlinear model, the parametric control problems of economic growth and volatility of macroeconomic indicators of Kazakhstan are formulated and solved for two exchange rate regimes (free floating and managed floating exchange rates)

The Principle of Energetic Consistency

NASA Technical Reports Server (NTRS)

Cohn, Stephen E.

2009-01-01

A basic result in estimation theory is that the minimum variance estimate of the dynamical state, given the observations, is the conditional mean estimate. This result holds independently of the specifics of any dynamical or observation nonlinearity or stochasticity, requiring only that the probability density function of the state, conditioned on the observations, has two moments. For nonlinear dynamics that conserve a total energy, this general result implies the principle of energetic consistency: if the dynamical variables are taken to be the natural energy variables, then the sum of the total energy of the conditional mean and the trace of the conditional covariance matrix (the total variance) is constant between observations. Ensemble Kalman filtering methods are designed to approximate the evolution of the conditional mean and covariance matrix. For them the principle of energetic consistency holds independently of ensemble size, even with covariance localization. However, full Kalman filter experiments with advection dynamics have shown that a small amount of numerical dissipation can cause a large, state-dependent loss of total variance, to the detriment of filter performance. The principle of energetic consistency offers a simple way to test whether this spurious loss of variance limits ensemble filter performance in full-blown applications. The classical second-moment closure (third-moment discard) equations also satisfy the principle of energetic consistency, independently of the rank of the conditional covariance matrix. Low-rank approximation of these equations offers an energetically consistent, computationally viable alternative to ensemble filtering. Current formulations of long-window, weak-constraint, four-dimensional variational methods are designed to approximate the conditional mode rather than the conditional mean. Thus they neglect the nonlinear bias term in the second-moment closure equation for the conditional mean. The principle of energetic consistency implies that, to precisely the extent that growing modes are important in data assimilation, this term is also important.

Linear and Nonlinear Time-Frequency Analysis for Parameter Estimation of Resident Space Objects

DTIC Science & Technology

2017-02-22

AFRL-AFOSR-UK-TR-2017-0023 Linear and Nonlinear Time -Frequency Analysis for Parameter Estimation of Resident Space Objects Marco Martorella...estimated to average 1 hour per response, including the time for reviewing instructions, searching existing   data sources, gathering and maintaining the...Nonlinear Time -Frequency Analysis for Parameter Estimation of Resident Space Objects 5a.  CONTRACT NUMBER 5b.  GRANT NUMBER FA9550-14-1-0183 5c.  PROGRAM

Nonlinear Blind Compensation for Array Signal Processing Application

PubMed Central

Ma, Hong; Jin, Jiang; Zhang, Hua

2018-01-01

Recently, nonlinear blind compensation technique has attracted growing attention in array signal processing application. However, due to the nonlinear distortion stemming from array receiver which consists of multi-channel radio frequency (RF) front-ends, it is too difficult to estimate the parameters of array signal accurately. A novel nonlinear blind compensation algorithm aims at the nonlinearity mitigation of array receiver and its spurious-free dynamic range (SFDR) improvement, which will be more precise to estimate the parameters of target signals such as their two-dimensional directions of arrival (2-D DOAs). Herein, the suggested method is designed as follows: the nonlinear model parameters of any channel of RF front-end are extracted to synchronously compensate the nonlinear distortion of the entire receiver. Furthermore, a verification experiment on the array signal from a uniform circular array (UCA) is adopted to testify the validity of our approach. The real-world experimental results show that the SFDR of the receiver is enhanced, leading to a significant improvement of the 2-D DOAs estimation performance for weak target signals. And these results demonstrate that our nonlinear blind compensation algorithm is effective to estimate the parameters of weak array signal in concomitance with strong jammers. PMID:29690571

An Application of the H-Function to Curve-Fitting and Density Estimation.

DTIC Science & Technology

1983-12-01

equations into a model that is linear in its coefficients. Nonlinear least squares estimation is a relatively new area developed to accomodate models which...to converge on a solution (10:9-10). For the simple linear model and when general assump- tions are made, the Gauss-Markov theorem states that the...distribution. For example, if the analyst wants to model the time between arrivals to a queue for a computer simulation, he infers the true probability

Kalman filter for onboard state of charge estimation and peak power capability analysis of lithium-ion batteries

NASA Astrophysics Data System (ADS)

Dong, Guangzhong; Wei, Jingwen; Chen, Zonghai

2016-10-01

To evaluate the continuous and instantaneous load capability of a battery, this paper describes a joint estimator for state-of-charge (SOC) and state-of-function (SOF) of lithium-ion batteries (LIB) based on Kalman filter (KF). The SOC is a widely used index for remain useful capacity left in a battery. The SOF represents the peak power capability of the battery. It can be determined by real-time SOC estimation and terminal voltage prediction, which can be derived from impedance parameters. However, the open-circuit-voltage (OCV) of LiFePO4 is highly nonlinear with SOC, which leads to the difficulties in SOC estimation. To solve these problems, this paper proposed an onboard SOC estimation method. Firstly, a simplified linearized equivalent-circuit-model is developed to simulate the dynamic characteristics of a battery, where the OCV is regarded as a linearized function of SOC. Then, the system states are estimated based on the KF. Besides, the factors that influence peak power capability are analyzed according to statistical data. Finally, the performance of the proposed methodology is demonstrated by experiments conducted on a LiFePO4 LIBs under different operating currents and temperatures. Experimental results indicate that the proposed approach is suitable for battery onboard SOC and SOF estimation.

Bilinear modeling and nonlinear estimation

NASA Technical Reports Server (NTRS)

Dwyer, Thomas A. W., III; Karray, Fakhreddine; Bennett, William H.

1989-01-01

New methods are illustrated for online nonlinear estimation applied to the lateral deflection of an elastic beam on board measurements of angular rates and angular accelerations. The development of the filter equations, together with practical issues of their numerical solution as developed from global linearization by nonlinear output injection are contrasted with the usual method of the extended Kalman filter (EKF). It is shown how nonlinear estimation due to gyroscopic coupling can be implemented as an adaptive covariance filter using off-the-shelf Kalman filter algorithms. The effect of the global linearization by nonlinear output injection is to introduce a change of coordinates in which only the process noise covariance is to be updated in online implementation. This is in contrast to the computational approach which arises in EKF methods arising by local linearization with respect to the current conditional mean. Processing refinements for nonlinear estimation based on optimal, nonlinear interpolation between observations are also highlighted. In these methods the extrapolation of the process dynamics between measurement updates is obtained by replacing a transition matrix with an operator spline that is optimized off-line from responses to selected test inputs.

Statistics based sampling for controller and estimator design

NASA Astrophysics Data System (ADS)

Tenne, Dirk

The purpose of this research is the development of statistical design tools for robust feed-forward/feedback controllers and nonlinear estimators. This dissertation is threefold and addresses the aforementioned topics nonlinear estimation, target tracking and robust control. To develop statistically robust controllers and nonlinear estimation algorithms, research has been performed to extend existing techniques, which propagate the statistics of the state, to achieve higher order accuracy. The so-called unscented transformation has been extended to capture higher order moments. Furthermore, higher order moment update algorithms based on a truncated power series have been developed. The proposed techniques are tested on various benchmark examples. Furthermore, the unscented transformation has been utilized to develop a three dimensional geometrically constrained target tracker. The proposed planar circular prediction algorithm has been developed in a local coordinate framework, which is amenable to extension of the tracking algorithm to three dimensional space. This tracker combines the predictions of a circular prediction algorithm and a constant velocity filter by utilizing the Covariance Intersection. This combined prediction can be updated with the subsequent measurement using a linear estimator. The proposed technique is illustrated on a 3D benchmark trajectory, which includes coordinated turns and straight line maneuvers. The third part of this dissertation addresses the design of controller which include knowledge of parametric uncertainties and their distributions. The parameter distributions are approximated by a finite set of points which are calculated by the unscented transformation. This set of points is used to design robust controllers which minimize a statistical performance of the plant over the domain of uncertainty consisting of a combination of the mean and variance. The proposed technique is illustrated on three benchmark problems. The first relates to the design of prefilters for a linear and nonlinear spring-mass-dashpot system and the second applies a feedback controller to a hovering helicopter. Lastly, the statistical robust controller design is devoted to a concurrent feed-forward/feedback controller structure for a high-speed low tension tape drive.

Nonlinear adaptive control system design with asymptotically stable parameter estimation error

NASA Astrophysics Data System (ADS)

Mishkov, Rumen; Darmonski, Stanislav

2018-01-01

The paper presents a new general method for nonlinear adaptive system design with asymptotic stability of the parameter estimation error. The advantages of the approach include asymptotic unknown parameter estimation without persistent excitation and capability to directly control the estimates transient response time. The method proposed modifies the basic parameter estimation dynamics designed via a known nonlinear adaptive control approach. The modification is based on the generalised prediction error, a priori constraints with a hierarchical parameter projection algorithm, and the stable data accumulation concepts. The data accumulation principle is the main tool for achieving asymptotic unknown parameter estimation. It relies on the parametric identifiability system property introduced. Necessary and sufficient conditions for exponential stability of the data accumulation dynamics are derived. The approach is applied in a nonlinear adaptive speed tracking vector control of a three-phase induction motor.

An introduction of component fusion extend Kalman filtering method

NASA Astrophysics Data System (ADS)

Geng, Yue; Lei, Xusheng

2018-05-01

In this paper, the Component Fusion Extend Kalman Filtering (CFEKF) algorithm is proposed. Assuming each component of error propagation are independent with Gaussian distribution. The CFEKF can be obtained through the maximum likelihood of propagation error, which can adjust the state transition matrix and the measured matrix adaptively. With minimize linearization error, CFEKF can an effectively improve the estimation accuracy of nonlinear system state. The computation of CFEKF is similar to EKF which is easy for application.

Variance-reduced simulation of lattice discrete-time Markov chains with applications in reaction networks

NASA Astrophysics Data System (ADS)

Maginnis, P. A.; West, M.; Dullerud, G. E.

2016-10-01

We propose an algorithm to accelerate Monte Carlo simulation for a broad class of stochastic processes. Specifically, the class of countable-state, discrete-time Markov chains driven by additive Poisson noise, or lattice discrete-time Markov chains. In particular, this class includes simulation of reaction networks via the tau-leaping algorithm. To produce the speedup, we simulate pairs of fair-draw trajectories that are negatively correlated. Thus, when averaged, these paths produce an unbiased Monte Carlo estimator that has reduced variance and, therefore, reduced error. Numerical results for three example systems included in this work demonstrate two to four orders of magnitude reduction of mean-square error. The numerical examples were chosen to illustrate different application areas and levels of system complexity. The areas are: gene expression (affine state-dependent rates), aerosol particle coagulation with emission and human immunodeficiency virus infection (both with nonlinear state-dependent rates). Our algorithm views the system dynamics as a ;black-box;, i.e., we only require control of pseudorandom number generator inputs. As a result, typical codes can be retrofitted with our algorithm using only minor changes. We prove several analytical results. Among these, we characterize the relationship of covariances between paths in the general nonlinear state-dependent intensity rates case, and we prove variance reduction of mean estimators in the special case of affine intensity rates.

Field Validation of the Stability Limit of a Multi MW Turbine

NASA Astrophysics Data System (ADS)

Kallesøe, Bjarne S.; Kragh, Knud A.

2016-09-01

Long slender blades of modern multi-megawatt turbines exhibit a flutter like instability at rotor speeds above a critical rotor speed. Knowing the critical rotor speed is crucial to a safe turbine design. The flutter like instability can only be estimated using geometrically non-linear aeroelastic codes. In this study, the estimated rotor speed stability limit of a 7 MW state of the art wind turbine is validated experimentally. The stability limit is estimated using Siemens Wind Powers in-house aeroelastic code, and the results show that the predicted stability limit is within 5% of the experimentally observed limit.

Power maximization of variable-speed variable-pitch wind turbines using passive adaptive neural fault tolerant control

NASA Astrophysics Data System (ADS)

Habibi, Hamed; Rahimi Nohooji, Hamed; Howard, Ian

2017-09-01

Power maximization has always been a practical consideration in wind turbines. The question of how to address optimal power capture, especially when the system dynamics are nonlinear and the actuators are subject to unknown faults, is significant. This paper studies the control methodology for variable-speed variable-pitch wind turbines including the effects of uncertain nonlinear dynamics, system fault uncertainties, and unknown external disturbances. The nonlinear model of the wind turbine is presented, and the problem of maximizing extracted energy is formulated by designing the optimal desired states. With the known system, a model-based nonlinear controller is designed; then, to handle uncertainties, the unknown nonlinearities of the wind turbine are estimated by utilizing radial basis function neural networks. The adaptive neural fault tolerant control is designed passively to be robust on model uncertainties, disturbances including wind speed and model noises, and completely unknown actuator faults including generator torque and pitch actuator torque. The Lyapunov direct method is employed to prove that the closed-loop system is uniformly bounded. Simulation studies are performed to verify the effectiveness of the proposed method.

The heritability of the functional connectome is robust to common nonlinear registration methods

NASA Astrophysics Data System (ADS)

Hafzalla, George W.; Prasad, Gautam; Baboyan, Vatche G.; Faskowitz, Joshua; Jahanshad, Neda; McMahon, Katie L.; de Zubicaray, Greig I.; Wright, Margaret J.; Braskie, Meredith N.; Thompson, Paul M.

2016-03-01

Nonlinear registration algorithms are routinely used in brain imaging, to align data for inter-subject and group comparisons, and for voxelwise statistical analyses. To understand how the choice of registration method affects maps of functional brain connectivity in a sample of 611 twins, we evaluated three popular nonlinear registration methods: Advanced Normalization Tools (ANTs), Automatic Registration Toolbox (ART), and FMRIB's Nonlinear Image Registration Tool (FNIRT). Using both structural and functional MRI, we used each of the three methods to align the MNI152 brain template, and 80 regions of interest (ROIs), to each subject's T1-weighted (T1w) anatomical image. We then transformed each subject's ROIs onto the associated resting state functional MRI (rs-fMRI) scans and computed a connectivity network or functional connectome for each subject. Given the different degrees of genetic similarity between pairs of monozygotic (MZ) and same-sex dizygotic (DZ) twins, we used structural equation modeling to estimate the additive genetic influences on the elements of the function networks, or their heritability. The functional connectome and derived statistics were relatively robust to nonlinear registration effects.

State-space models’ dirty little secrets: even simple linear Gaussian models can have estimation problems

NASA Astrophysics Data System (ADS)

Auger-Méthé, Marie; Field, Chris; Albertsen, Christoffer M.; Derocher, Andrew E.; Lewis, Mark A.; Jonsen, Ian D.; Mills Flemming, Joanna

2016-05-01

State-space models (SSMs) are increasingly used in ecology to model time-series such as animal movement paths and population dynamics. This type of hierarchical model is often structured to account for two levels of variability: biological stochasticity and measurement error. SSMs are flexible. They can model linear and nonlinear processes using a variety of statistical distributions. Recent ecological SSMs are often complex, with a large number of parameters to estimate. Through a simulation study, we show that even simple linear Gaussian SSMs can suffer from parameter- and state-estimation problems. We demonstrate that these problems occur primarily when measurement error is larger than biological stochasticity, the condition that often drives ecologists to use SSMs. Using an animal movement example, we show how these estimation problems can affect ecological inference. Biased parameter estimates of a SSM describing the movement of polar bears (Ursus maritimus) result in overestimating their energy expenditure. We suggest potential solutions, but show that it often remains difficult to estimate parameters. While SSMs are powerful tools, they can give misleading results and we urge ecologists to assess whether the parameters can be estimated accurately before drawing ecological conclusions from their results.

Enhancing hydrologic data assimilation by evolutionary Particle Filter and Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Abbaszadeh, Peyman; Moradkhani, Hamid; Yan, Hongxiang

2018-01-01

Particle Filters (PFs) have received increasing attention by researchers from different disciplines including the hydro-geosciences, as an effective tool to improve model predictions in nonlinear and non-Gaussian dynamical systems. The implication of dual state and parameter estimation using the PFs in hydrology has evolved since 2005 from the PF-SIR (sampling importance resampling) to PF-MCMC (Markov Chain Monte Carlo), and now to the most effective and robust framework through evolutionary PF approach based on Genetic Algorithm (GA) and MCMC, the so-called EPFM. In this framework, the prior distribution undergoes an evolutionary process based on the designed mutation and crossover operators of GA. The merit of this approach is that the particles move to an appropriate position by using the GA optimization and then the number of effective particles is increased by means of MCMC, whereby the particle degeneracy is avoided and the particle diversity is improved. In this study, the usefulness and effectiveness of the proposed EPFM is investigated by applying the technique on a conceptual and highly nonlinear hydrologic model over four river basins located in different climate and geographical regions of the United States. Both synthetic and real case studies demonstrate that the EPFM improves both the state and parameter estimation more effectively and reliably as compared with the PF-MCMC.

Noise normalization and windowing functions for VALIDAR in wind parameter estimation

NASA Astrophysics Data System (ADS)

Beyon, Jeffrey Y.; Koch, Grady J.; Li, Zhiwen

2006-05-01

The wind parameter estimates from a state-of-the-art 2-μm coherent lidar system located at NASA Langley, Virginia, named VALIDAR (validation lidar), were compared after normalizing the noise by its estimated power spectra via the periodogram and the linear predictive coding (LPC) scheme. The power spectra and the Doppler shift estimates were the main parameter estimates for comparison. Different types of windowing functions were implemented in VALIDAR data processing algorithm and their impact on the wind parameter estimates was observed. Time and frequency independent windowing functions such as Rectangular, Hanning, and Kaiser-Bessel and time and frequency dependent apodized windowing function were compared. The briefing of current nonlinear algorithm development for Doppler shift correction subsequently follows.

Real-Time Parameter Estimation in the Frequency Domain

NASA Technical Reports Server (NTRS)

Morelli, Eugene A.

2000-01-01

A method for real-time estimation of parameters in a linear dynamic state-space model was developed and studied. The application is aircraft dynamic model parameter estimation from measured data in flight. Equation error in the frequency domain was used with a recursive Fourier transform for the real-time data analysis. Linear and nonlinear simulation examples and flight test data from the F-18 High Alpha Research Vehicle were used to demonstrate that the technique produces accurate model parameter estimates with appropriate error bounds. Parameter estimates converged in less than one cycle of the dominant dynamic mode, using no a priori information, with control surface inputs measured in flight during ordinary piloted maneuvers. The real-time parameter estimation method has low computational requirements and could be implemented

Root dynamics in bottomland hardwood forests of the Southeastern United States Coastal Plain

Treesearch

Jim L. Chambers

2003-01-01

Effects of flooding on root dynamics appear nonlinear and therefore difficult to predict, leading to disparate and often contradictory reports of flooding impacts on production in bottomland hardwood forests. We explored root dynamics in two adjacent wetland habitats by comparing results obtained from several methods of estimating root processes. Also, we tested the...

A Generic Nonlinear Aerodynamic Model for Aircraft

NASA Technical Reports Server (NTRS)

Grauer, Jared A.; Morelli, Eugene A.

2014-01-01

A generic model of the aerodynamic coefficients was developed using wind tunnel databases for eight different aircraft and multivariate orthogonal functions. For each database and each coefficient, models were determined using polynomials expanded about the state and control variables, and an othgonalization procedure. A predicted squared-error criterion was used to automatically select the model terms. Modeling terms picked in at least half of the analyses, which totalled 45 terms, were retained to form the generic nonlinear aerodynamic (GNA) model. Least squares was then used to estimate the model parameters and associated uncertainty that best fit the GNA model to each database. Nonlinear flight simulations were used to demonstrate that the GNA model produces accurate trim solutions, local behavior (modal frequencies and damping ratios), and global dynamic behavior (91% accurate state histories and 80% accurate aerodynamic coefficient histories) under large-amplitude excitation. This compact aerodynamics model can be used to decrease on-board memory storage requirements, quickly change conceptual aircraft models, provide smooth analytical functions for control and optimization applications, and facilitate real-time parametric system identification.

An adaptive three-stage extended Kalman filter for nonlinear discrete-time system in presence of unknown inputs.

PubMed

Xiao, Mengli; Zhang, Yongbo; Wang, Zhihua; Fu, Huimin

2018-04-01

Considering the performances of conventional Kalman filter may seriously degrade when it suffers stochastic faults and unknown input, which is very common in engineering problems, a new type of adaptive three-stage extended Kalman filter (AThSEKF) is proposed to solve state and fault estimation in nonlinear discrete-time system under these conditions. The three-stage UV transformation and adaptive forgetting factor are introduced for derivation, and by comparing with the adaptive augmented state extended Kalman filter, it is proven to be uniformly asymptotically stable. Furthermore, the adaptive three-stage extended Kalman filter is applied to a two-dimensional radar tracking scenario to illustrate the effect, and the performance is compared with that of conventional three stage extended Kalman filter (ThSEKF) and the adaptive two-stage extended Kalman filter (ATEKF). The results show that the adaptive three-stage extended Kalman filter is more effective than these two filters when facing the nonlinear discrete-time systems with information of unknown inputs not perfectly known. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Characterization of depressive States in bipolar patients using wearable textile technology and instantaneous heart rate variability assessment.

PubMed

Valenza, Gaetano; Citi, Luca; Gentili, Claudio; Lanata, Antonio; Scilingo, Enzo Pasquale; Barbieri, Riccardo

2015-01-01

The analysis of cognitive and autonomic responses to emotionally relevant stimuli could provide a viable solution for the automatic recognition of different mood states, both in normal and pathological conditions. In this study, we present a methodological application describing a novel system based on wearable textile technology and instantaneous nonlinear heart rate variability assessment, able to characterize the autonomic status of bipolar patients by considering only electrocardiogram recordings. As a proof of this concept, our study presents results obtained from eight bipolar patients during their normal daily activities and being elicited according to a specific emotional protocol through the presentation of emotionally relevant pictures. Linear and nonlinear features were computed using a novel point-process-based nonlinear autoregressive integrative model and compared with traditional algorithmic methods. The estimated indices were used as the input of a multilayer perceptron to discriminate the depressive from the euthymic status. Results show that our system achieves much higher accuracy than the traditional techniques. Moreover, the inclusion of instantaneous higher order spectra features significantly improves the accuracy in successfully recognizing depression from euthymia.

Coupled Inertial Navigation and Flush Air Data Sensing Algorithm for Atmosphere Estimation

NASA Technical Reports Server (NTRS)

Karlgaard, Christopher D.; Kutty, Prasad; Schoenenberger, Mark

2015-01-01

This paper describes an algorithm for atmospheric state estimation that is based on a coupling between inertial navigation and flush air data sensing pressure measurements. In this approach, the full navigation state is used in the atmospheric estimation algorithm along with the pressure measurements and a model of the surface pressure distribution to directly estimate atmospheric winds and density using a nonlinear weighted least-squares algorithm. The approach uses a high fidelity model of atmosphere stored in table-look-up form, along with simplified models of that are propagated along the trajectory within the algorithm to provide prior estimates and covariances to aid the air data state solution. Thus, the method is essentially a reduced-order Kalman filter in which the inertial states are taken from the navigation solution and atmospheric states are estimated in the filter. The algorithm is applied to data from the Mars Science Laboratory entry, descent, and landing from August 2012. Reasonable estimates of the atmosphere and winds are produced by the algorithm. The observability of winds along the trajectory are examined using an index based on the discrete-time observability Gramian and the pressure measurement sensitivity matrix. The results indicate that bank reversals are responsible for adding information content to the system. The algorithm is then applied to the design of the pressure measurement system for the Mars 2020 mission. The pressure port layout is optimized to maximize the observability of atmospheric states along the trajectory. Linear covariance analysis is performed to assess estimator performance for a given pressure measurement uncertainty. The results indicate that the new tightly-coupled estimator can produce enhanced estimates of atmospheric states when compared with existing algorithms.

Composite Robust $$H_\\infty$$ Control for Uncertain Stochastic Nonlinear Systems with State Delay via Disturbance Observer

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liu, Yunlong; Wang, Hong; Guo, Lei

Here in this note, the robust stochastic stabilization and robust H_infinity control problems are investigated for uncertain stochastic time-delay systems with nonlinearity and multiple disturbances. By estimating the disturbance, which can be described by an exogenous model, a composite hierarchical control scheme is proposed that integrates the output of the disturbance observer with state feedback control law. Sufficient conditions for the existence of the disturbance observer and composite hierarchical controller are established in terms of linear matrix inequalities, which ensure the mean-square asymptotic stability of the resulting closed-loop system and the disturbance attenuation. It has been shown that the disturbancemore » rejection performance can also be achieved. A numerical example is provided to show the potential of the proposed techniques and encouraging results have been obtained.« less

Composite Robust $$H_\\infty$$ Control for Uncertain Stochastic Nonlinear Systems with State Delay via Disturbance Observer

DOE PAGES

Liu, Yunlong; Wang, Hong; Guo, Lei

2018-03-26

Here in this note, the robust stochastic stabilization and robust H_infinity control problems are investigated for uncertain stochastic time-delay systems with nonlinearity and multiple disturbances. By estimating the disturbance, which can be described by an exogenous model, a composite hierarchical control scheme is proposed that integrates the output of the disturbance observer with state feedback control law. Sufficient conditions for the existence of the disturbance observer and composite hierarchical controller are established in terms of linear matrix inequalities, which ensure the mean-square asymptotic stability of the resulting closed-loop system and the disturbance attenuation. It has been shown that the disturbancemore » rejection performance can also be achieved. A numerical example is provided to show the potential of the proposed techniques and encouraging results have been obtained.« less

Nuclear counting filter based on a centered Skellam test and a double exponential smoothing

DOE Office of Scientific and Technical Information (OSTI.GOV)

Coulon, Romain; Kondrasovs, Vladimir; Dumazert, Jonathan

2015-07-01

Online nuclear counting represents a challenge due to the stochastic nature of radioactivity. The count data have to be filtered in order to provide a precise and accurate estimation of the count rate, this with a response time compatible with the application in view. An innovative filter is presented in this paper addressing this issue. It is a nonlinear filter based on a Centered Skellam Test (CST) giving a local maximum likelihood estimation of the signal based on a Poisson distribution assumption. This nonlinear approach allows to smooth the counting signal while maintaining a fast response when brutal change activitymore » occur. The filter has been improved by the implementation of a Brown's double Exponential Smoothing (BES). The filter has been validated and compared to other state of the art smoothing filters. The CST-BES filter shows a significant improvement compared to all tested smoothing filters. (authors)« less

Koopman operator theory: Past, present, and future

NASA Astrophysics Data System (ADS)

Brunton, Steven; Kaiser, Eurika; Kutz, Nathan

2017-11-01

Koopman operator theory has emerged as a dominant method to represent nonlinear dynamics in terms of an infinite-dimensional linear operator. The Koopman operator acts on the space of all possible measurement functions of the system state, advancing these measurements with the flow of the dynamics. A linear representation of nonlinear dynamics has tremendous potential to enable the prediction, estimation, and control of nonlinear systems with standard textbook methods developed for linear systems. Dynamic mode decomposition has become the leading data-driven method to approximate the Koopman operator, although there are still open questions and challenges around how to obtain accurate approximations for strongly nonlinear systems. This talk will provide an introductory overview of modern Koopman operator theory, reviewing the basics and describing recent theoretical and algorithmic developments. Particular emphasis will be placed on the use of data-driven Koopman theory to characterize and control high-dimensional fluid dynamic systems. This talk will also address key advances in the rapidly growing fields of machine learning and data science that are likely to drive future developments.

SPHERES tethered formation flight testbed: application to NASA's SPECS mission

NASA Astrophysics Data System (ADS)

Chung, Soon-Jo; Kong, Edmund M.; Miller, David W.

2005-08-01

This paper elaborates on theory and experiment of the formation flight control for the future space-borne tethered interferometers. The nonlinear equations of multi-vehicle tethered spacecraft system are derived by Lagrange equations and decoupling method. The preliminary analysis predicts unstable dynamics depending on the direction of the tether motor. The controllability analysis indicates that both array resizing and spin-up are fully controllable only by the reaction wheels and the tether motor, thereby eliminating the need for thrusters. Linear and nonlinear decentralized control techniques have been implemented into the tethered SPHERES testbed, and tested at the NASA MSFC's flat floor facility using two and three SPHERES configurations. The nonlinear control using feedback linearization technique performed successfully in both two SPHERES in-line configuration and three triangular configuration while varying the tether length. The relative metrology system, using the ultra sound metrology system and the inertial sensors as well as the decentralized nonlinear estimator, is developed to provide necessary state information.

How Artificial Should the Treatment of a Plasma's Viscosity Be?

NASA Astrophysics Data System (ADS)

Whitney, K. G.; Velikovich, A. L.; Thornhill, J. W.; Davis, J.

1999-11-01

Electron viscosity dominates over ion viscosity and is important in describing the generation of shock fronts in highly ionizable plasmas. The sizes of shock front jumps in electron and ion temperature are determined from the magnitudes of the heat flow vector and pressure tensor, which, in turn, acquire non-negligible nonlinear contributions from the temperature and density gradients when these gradients are large. Thus, a consistent treatment of steep gradient formation in plasmas must come from investigations that include the effects of these nonlinear contributions to heat and momentum transport. Coefficients for each of five nonlinear contributions to the pressure tensor for an (r,z) Z-pinch geometry are presented and discussed in this talk. Hydrodynamic code calculations generally are not designed to provide a testbed for directly evaluating the kinetic energy dissipation that occurs at shock fronts; therefore, the strength of these nonlinear pressure tensor terms will be estimated by post-processing a Z-pinch hydrodynamics calculation and a steady-state planar shock wave calculation.

A new reduced-order observer for the synchronization of nonlinear chaotic systems: An application to secure communications

DOE Office of Scientific and Technical Information (OSTI.GOV)

Castro-Ramírez, Joel, E-mail: ingcastro.7@gmail.com; Martínez-Guerra, Rafael, E-mail: rguerra@ctrl.cinvestav.mx; Cruz-Victoria, Juan Crescenciano, E-mail: juancrescenciano.cruz@uptlax.edu.mx

2015-10-15

This paper deals with the master-slave synchronization scheme for partially known nonlinear chaotic systems, where the unknown dynamics is considered as the master system and we propose the slave system structure which estimates the unknown states. It introduced a new reduced order observer, using the concept of Algebraic Observability; we applied the results to a Sundarapandian chaotic system, and by means of some numerical simulations we show the effectiveness of the suggested approach. Finally, the proposed observer is utilized for encryption, where encryption key is the master system and decryption key is the slave system.

The research of radar target tracking observed information linear filter method

NASA Astrophysics Data System (ADS)

Chen, Zheng; Zhao, Xuanzhi; Zhang, Wen

2018-05-01

Aiming at the problems of low precision or even precision divergent is caused by nonlinear observation equation in radar target tracking, a new filtering algorithm is proposed in this paper. In this algorithm, local linearization is carried out on the observed data of the distance and angle respectively. Then the kalman filter is performed on the linearized data. After getting filtered data, a mapping operation will provide the posteriori estimation of target state. A large number of simulation results show that this algorithm can solve above problems effectively, and performance is better than the traditional filtering algorithm for nonlinear dynamic systems.

Singular perturbation, state aggregation and nonlinear filtering

NASA Technical Reports Server (NTRS)

Hijab, O.; Sastry, S.

1981-01-01

Consideration is given to a state process evolving in R(n), whose motion is that of a pure jump process in R(n) in the 0(1) time scale, upon which is superimposed a continuous motion along the orbits of a gradient-like vector field g in R(n) in the 0(1/epsilon) time scale. The infinitesimal generator of the state process is, in other words, of the form L + (1/epsilon)g. It follows from the main results presented that the projected filters converge to the finite state Wonham filter corresponding to the problem of estimating the finite state process in the presence of additive white noise.

Tracking the coupling of two electroencephalogram series in the isoflurane and remifentanil anesthesia.

PubMed

Liang, Zhenhu; Liang, Shujuan; Wang, Yinghua; Ouyang, Gaoxiang; Li, Xiaoli

2015-02-01

Coupling in multiple electroencephalogram (EEG) signals provides a perspective tool to understand the mechanism of brain communication. In this study, we propose a method based on permutation cross-mutual information (PCMI) to investigate whether or not the coupling between EEG series can be used to quantify the effect of specific anesthetic drugs (isoflurane and remifentanil) on brain activities. A Rössler-Lorenz system and surrogate analysis was first employed to compare histogram-based mutual information (HMI) and PCMI for estimating the coupling of two nonlinear systems. Then, the HMI and the PCMI indices of EEG recordings from two sides of the forehead of 12 patients undergoing combined remifentanil and isoflurane anesthesia were demonstrated for tracking the effect of drug on the coupling of brain activities. Performance of all indices was assessed by the correlation coefficients (Rij) and relative coefficient of variation (CV). The PCMI can track the coupling strength of two nonlinear systems, and it is sensitive to the phase change of the coupling systems. Compared to the HMI, the PCMI has a better correlation with the coupling strength in nonlinear systems. The PCMI could track the effect of anesthesia and distinguish the consciousness state from the unconsciousness state. Moreover, at the embedding dimension m=4 and lag τ=1, the PCMI had a better performance than HMI in tracking the effect of anesthesia drugs on brain activities. As a measure of coupling, the PCMI was able to reflect the state of consciousness from two EEG recordings. The PCMI is a promising new coupling measure for estimating the effect of isoflurane and remifentanil anesthetic drugs on the brain activity. Copyright © 2014 International Federation of Clinical Neurophysiology. All rights reserved.

Online technique for detecting state of onboard fiber optic gyroscope

DOE Office of Scientific and Technical Information (OSTI.GOV)

Miao, Zhiyong; He, Kunpeng, E-mail: pengkhe@126.com; Pang, Shuwan

2015-02-15

Although angle random walk (ARW) of fiber optic gyroscope (FOG) has been well modeled and identified before being integrated into the high-accuracy attitude control system of satellite, aging and unexpected failures can affect the performance of FOG after launch, resulting in the variation of ARW coefficient. Therefore, the ARW coefficient can be regarded as an indicator of “state of health” for FOG diagnosis in some sense. The Allan variance method can be used to estimate ARW coefficient of FOG, however, it requires a large amount of data to be stored. Moreover, the procedure of drawing slope lines for estimation ismore » painful. To overcome the barriers, a weighted state-space model that directly models the ARW to obtain a nonlinear state-space model was established for FOG. Then, a neural extended-Kalman filter algorithm was implemented to estimate and track the variation of ARW in real time. The results of experiment show that the proposed approach is valid to detect the state of FOG. Moreover, the proposed technique effectively avoids the storage of data.« less

Dynamic response signatures of a scaled model platform for floating wind turbines in an ocean wave basin

PubMed Central

Jaksic, V.; O'Shea, R.; Cahill, P.; Murphy, J.; Mandic, D. P.; Pakrashi, V.

2015-01-01

Understanding of dynamic behaviour of offshore wind floating substructures is extremely important in relation to design, operation, maintenance and management of floating wind farms. This paper presents assessment of nonlinear signatures of dynamic responses of a scaled tension-leg platform (TLP) in a wave tank exposed to different regular wave conditions and sea states characterized by the Bretschneider, the Pierson–Moskowitz and the JONSWAP spectra. Dynamic responses of the TLP were monitored at different locations using load cells, a camera-based motion recognition system and a laser Doppler vibrometer. The analysis of variability of the TLP responses and statistical quantification of their linearity or nonlinearity, as non-destructive means of structural monitoring from the output-only condition, remains a challenging problem. In this study, the delay vector variance (DVV) method is used to statistically study the degree of nonlinearity of measured response signals from a TLP. DVV is observed to create a marker estimating the degree to which a change in signal nonlinearity reflects real-time behaviour of the structure and also to establish the sensitivity of the instruments employed to these changes. The findings can be helpful in establishing monitoring strategies and control strategies for undesirable levels or types of dynamic response and can help to better estimate changes in system characteristics over the life cycle of the structure. PMID:25583866

Estimation of wing nonlinear aerodynamic characteristics at supersonic speeds

NASA Technical Reports Server (NTRS)

Carlson, H. W.; Mack, R. J.

1980-01-01

A computational system for estimation of nonlinear aerodynamic characteristics of wings at supersonic speeds was developed and was incorporated in a computer program. This corrected linearized theory method accounts for nonlinearities in the variation of basic pressure loadings with local surface slopes, predicts the degree of attainment of theoretical leading edge thrust, and provides an estimate of detached leading edge vortex loadings that result when the theoretical thrust forces are not fully realized.

Efficient, nonlinear phase estimation with the nonmodulated pyramid wavefront sensor

NASA Astrophysics Data System (ADS)

Frazin, Richard A.

2018-04-01

The sensitivity of the the pyramid wavefront sensor (PyWFS) has made it a popular choice for astronomical adaptive optics (AAO) systems, and it is at its most sensitive when it is used without modulation of the input beam. In non-modulated mode, the device is highly nonlinear. Hence, all PyWFS implementations on current AAO systems employ modulation to make the device more linear. The upcoming era of 30-m class telescopes and the demand for ultra-precise wavefront control stemming from science objectives that include direct imaging of exoplanets make using the PyWFS without modulation desirable. This article argues that nonlinear estimation based on Newton's method for nonlinear optimization can be useful for mitigating the effects of nonlinearity in the non-modulated PyWFS. The proposed approach requires all optical modeling to be pre-computed, which has the advantage of avoiding real-time simulations of beam propagation. Further, the required real-time calculations are amenable to massively parallel computation. Numerical experiments simulate a currently operational PyWFS. A singular value analysis shows that the common practice of calculating two "slope" images from the four PyWFS pupil images discards critical information and is unsuitable for the non-modulated PyWFS simulated here. Instead, this article advocates estimators that use the raw pixel values not only from the four geometrical images of the pupil, but from surrounding pixels as well. The simulations indicate that nonlinear estimation can be effective when the Strehl ratio of the input beam is greater than 0.3, and the improvement relative to linear estimation tends to increase at larger Strehl ratios. At Strehl ratios less than about 0.5, the performances of both the nonlinear and linear estimators are relatively insensitive to noise, since they are dominated by nonlinearity error.

Differential flatness properties and multivariable adaptive control of ovarian system dynamics

NASA Astrophysics Data System (ADS)

Rigatos, Gerasimos

2016-12-01

The ovarian system exhibits nonlinear dynamics which is modeled by a set of coupled nonlinear differential equations. The paper proposes adaptive fuzzy control based on differential flatness theory for the complex dynamics of the ovarian system. It is proven that the dynamic model of the ovarian system, having as state variables the LH and the FSH hormones and their derivatives, is a differentially flat one. This means that all its state variables and its control inputs can be described as differential functions of the flat output. By exploiting differential flatness properties the system's dynamic model is written in the multivariable linear canonical (Brunovsky) form, for which the design of a state feedback controller becomes possible. After this transformation, the new control inputs of the system contain unknown nonlinear parts, which are identified with the use of neurofuzzy approximators. The learning procedure for these estimators is determined by the requirement the first derivative of the closed-loop's Lyapunov function to be a negative one. Moreover, Lyapunov stability analysis shows that H-infinity tracking performance is succeeded for the feedback control loop and this assures improved robustness to the aforementioned model uncertainty as well as to external perturbations. The efficiency of the proposed adaptive fuzzy control scheme is confirmed through simulation experiments.

Compounding nonlinearities in the climate and wildfire system contribute to high uncertainty in estimates of future burned area in the western United State

NASA Astrophysics Data System (ADS)

Williams, P.

2015-12-01

Ecological studies are increasingly recognizing the importance of atmospheric vapor-pressure deficit (VPD) as a driver of forest drought stress and disturbance processes such as wildfire. Because of the nonlinear Clausius-Clapeyron relationship between temperature and saturation vapor pressure, small variations in temperature can have large impacts on VPD, and therefore drought, particularly in warm, dry areas and particularly during the warm season. It is also clear that VPD and drought affect forest fire nonlinearly, as incremental drying leads to increasingly large burned areas. Forest fire is also affected by fuel amount and connectivity, which are promoted by vegetation growth in previous years, which is in turn promoted by lack of drought, highlighting the importance of nuances in the sequencing of natural interannual climate variations in modulating the impacts of drought on wildfire. The many factors affecting forest fire, and the nonlinearities embedded within the climate and wildfire systems, cause interannual variability in forest-fire area and frequency to be wildly variable and strongly affected by internal climate variability. In addition, warming over the past century has produced a background increase in forest fire frequency and area in many regions. In this talk I focus on the western United States and will explore whether the relationships between internal climate variability on forest fire area have been amplified by the effects of warming as a result of the compounding nonlinearities described above. I will then explore what this means for future burned area in the western United States and make the case that uncertainties in the future global greenhouse gas emissions trajectory, model projections of mean temperatures, model projections of precipitation, and model projections of natural climate variability translate to very large uncertainties in the effects of future climate variability on forest fire area in the United States and globally.

NSLS-II: Nonlinear Model Calibration for Synchrotrons

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bengtsson, J.

This tech note is essentially a summary of a lecture we delivered to the Acc. Phys. Journal Club Apr, 2010. However, since the estimated accuracy of these methods has been naive and misleading in the field of particle accelerators, i.e., ignores the impact of noise, we will elaborate on this in some detail. A prerequisite for a calibration of the nonlinear Hamiltonian is that the quadratic part has been understood, i.e., that the linear optics for the real accelerator has been calibrated. For synchrotron light source operations, this problem has been solved by the interactive LOCO technique/tool (Linear Optics frommore » Closed Orbits). Before that, in the context of hadron accelerators, it has been done by signal processing of turn-by-turn BPM data. We have outlined how to make a basic calibration of the nonlinear model for synchrotrons. In particular, we have shown how this was done for LEAR, CERN (antiprotons) in the mid-80s. Specifically, our accuracy for frequency estimation was {approx} 1 x 10{sup -5} for 1024 turns (to calibrate the linear optics) and {approx} 1 x 10{sup -4} for 256 turns for tune footprint and betatron spectrum. For a comparison, the estimated tune footprint for stable beam for NSLS-II is {approx}0.1. Since the transverse damping time is {approx}20 msec, i.e., {approx}4,000 turns. There is no fundamental difference for: antiprotons, protons, and electrons in this case. Because the estimated accuracy for these methods in the field of particle accelerators has been naive, i.e., ignoring the impact of noise, we have also derived explicit formula, from first principles, for a quantitative statement. For e.g. N = 256 and 5% noise we obtain {delta}{nu} {approx} 1 x 10{sup -5}. A comparison with the state-of-the-arts in e.g. telecomm and electrical engineering since the 60s is quite revealing. For example, Kalman filter (1960), crucial for the: Ranger, Mariner, and Apollo (including the Lunar Module) missions during the 60s. Or Claude Shannon et al since the 40s for that matter. Conclusion: what's elementary in the latter is considered 'advanced', if at all, in the former. It is little surprise then that published measurements typically contains neither error bars (for the random errors) nor estimates for the systematic in the former discipline. We have also showed how to estimate the state space by turn-by-turn data from two adjacent BPMs. And how to improve the resolution of the nonlinear resonance spectrum by Fourier analyzing the linear action variables instead of the betatron motion. In fact, the state estimator could be further improved by adding a Kalman filter. For transparency, we have also summarized on how these techniques provide a framework- and method for a TQM (Total Quality Management) approach for the main ring. Of course, to make the ($2.5M) turn-by-turn data acquisition system that is being implemented (for all the BPMs) useful, a means ({approx}10% contingency for the BPM system) to drive the beam is obviously required.« less

Saturation amplitude of the f-mode instability

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kastaun, Wolfgang; Willburger, Beatrix; Kokkotas, Kostas D.

2010-11-15

We investigate strong nonlinear damping effects which occur during high amplitude oscillations of neutron stars, and the gravitational waves they produce. For this, we use a general relativistic nonlinear hydrodynamics code in conjunction with a fixed spacetime (Cowling approximation) and a polytropic equation of state (EOS). Gravitational waves are estimated using the quadrupole formula. Our main interest are l=m=2 f modes subject to the CFS (Chandrasekhar, Friedman, Schutz) instability, but we also investigate axisymmetric and quasiradial modes. We study various models to determine the influence of rotation rate and EOS. We find that axisymmetric oscillations at high amplitudes are predominantlymore » damped by shock formation, while the nonaxisymmetric f modes are mainly damped by wave breaking and, for rapidly rotating models, coupling to nonaxisymmetric inertial modes. From the observed nonlinear damping, we derive upper limits for the saturation amplitude of CFS-unstable f modes. Finally, we estimate that the corresponding gravitational waves for an oscillation amplitude at the upper limit should be detectable with the advanced LIGO (Laser Interferometer Gravitational Wave Observatory) and VIRGO interferometers at distances above 10 Mpc. This strongly depends on the stellar model, in particular, on the mode frequency.« less

Blind identification of nonlinear models with non-Gaussian inputs

NASA Astrophysics Data System (ADS)

Prakriya, Shankar; Pasupathy, Subbarayan; Hatzinakos, Dimitrios

1995-12-01

Some methods are proposed for the blind identification of finite-order discrete-time nonlinear models with non-Gaussian circular inputs. The nonlinear models consist of two finite memory linear time invariant (LTI) filters separated by a zero-memory nonlinearity (ZMNL) of the polynomial type (the LTI-ZMNL-LTI models). The linear subsystems are allowed to be of non-minimum phase (NMP). The methods base their estimates of the impulse responses on slices of the N plus 1th order polyspectra of the output sequence. It is shown that the identification of LTI-ZMNL systems requires only a 1-D moment or polyspectral slice. The coefficients of the ZMNL are not estimated, and need not be known. The order of the nonlinearity can, in theory, be estimated from the received signal. These methods possess several noise and interference suppression characteristics, and have applications in modeling nonlinearly amplified QAM/QPSK signals in digital satellite and microwave communications.

Linear functional minimization for inverse modeling

DOE PAGES

Barajas-Solano, David A.; Wohlberg, Brendt Egon; Vesselinov, Velimir Valentinov; ...

2015-06-01

In this paper, we present a novel inverse modeling strategy to estimate spatially distributed parameters of nonlinear models. The maximum a posteriori (MAP) estimators of these parameters are based on a likelihood functional, which contains spatially discrete measurements of the system parameters and spatiotemporally discrete measurements of the transient system states. The piecewise continuity prior for the parameters is expressed via Total Variation (TV) regularization. The MAP estimator is computed by minimizing a nonquadratic objective equipped with the TV operator. We apply this inversion algorithm to estimate hydraulic conductivity of a synthetic confined aquifer from measurements of conductivity and hydraulicmore » head. The synthetic conductivity field is composed of a low-conductivity heterogeneous intrusion into a high-conductivity heterogeneous medium. Our algorithm accurately reconstructs the location, orientation, and extent of the intrusion from the steady-state data only. Finally, addition of transient measurements of hydraulic head improves the parameter estimation, accurately reconstructing the conductivity field in the vicinity of observation locations.« less

Estimation of the Nonlinear Random Coefficient Model when Some Random Effects Are Separable

ERIC Educational Resources Information Center

du Toit, Stephen H. C.; Cudeck, Robert

2009-01-01

A method is presented for marginal maximum likelihood estimation of the nonlinear random coefficient model when the response function has some linear parameters. This is done by writing the marginal distribution of the repeated measures as a conditional distribution of the response given the nonlinear random effects. The resulting distribution…

Bayesian Inference of High-Dimensional Dynamical Ocean Models

NASA Astrophysics Data System (ADS)

Lin, J.; Lermusiaux, P. F. J.; Lolla, S. V. T.; Gupta, A.; Haley, P. J., Jr.

2015-12-01

This presentation addresses a holistic set of challenges in high-dimension ocean Bayesian nonlinear estimation: i) predict the probability distribution functions (pdfs) of large nonlinear dynamical systems using stochastic partial differential equations (PDEs); ii) assimilate data using Bayes' law with these pdfs; iii) predict the future data that optimally reduce uncertainties; and (iv) rank the known and learn the new model formulations themselves. Overall, we allow the joint inference of the state, equations, geometry, boundary conditions and initial conditions of dynamical models. Examples are provided for time-dependent fluid and ocean flows, including cavity, double-gyre and Strait flows with jets and eddies. The Bayesian model inference, based on limited observations, is illustrated first by the estimation of obstacle shapes and positions in fluid flows. Next, the Bayesian inference of biogeochemical reaction equations and of their states and parameters is presented, illustrating how PDE-based machine learning can rigorously guide the selection and discovery of complex ecosystem models. Finally, the inference of multiscale bottom gravity current dynamics is illustrated, motivated in part by classic overflows and dense water formation sites and their relevance to climate monitoring and dynamics. This is joint work with our MSEAS group at MIT.

Reinforcement learning controller design for affine nonlinear discrete-time systems using online approximators.

PubMed

Yang, Qinmin; Jagannathan, Sarangapani

2012-04-01

In this paper, reinforcement learning state- and output-feedback-based adaptive critic controller designs are proposed by using the online approximators (OLAs) for a general multi-input and multioutput affine unknown nonlinear discretetime systems in the presence of bounded disturbances. The proposed controller design has two entities, an action network that is designed to produce optimal signal and a critic network that evaluates the performance of the action network. The critic estimates the cost-to-go function which is tuned online using recursive equations derived from heuristic dynamic programming. Here, neural networks (NNs) are used both for the action and critic whereas any OLAs, such as radial basis functions, splines, fuzzy logic, etc., can be utilized. For the output-feedback counterpart, an additional NN is designated as the observer to estimate the unavailable system states, and thus, separation principle is not required. The NN weight tuning laws for the controller schemes are also derived while ensuring uniform ultimate boundedness of the closed-loop system using Lyapunov theory. Finally, the effectiveness of the two controllers is tested in simulation on a pendulum balancing system and a two-link robotic arm system.

Multiparameter Estimation in Networked Quantum Sensors

NASA Astrophysics Data System (ADS)

Proctor, Timothy J.; Knott, Paul A.; Dunningham, Jacob A.

2018-02-01

We introduce a general model for a network of quantum sensors, and we use this model to consider the following question: When can entanglement between the sensors, and/or global measurements, enhance the precision with which the network can measure a set of unknown parameters? We rigorously answer this question by presenting precise theorems proving that for a broad class of problems there is, at most, a very limited intrinsic advantage to using entangled states or global measurements. Moreover, for many estimation problems separable states and local measurements are optimal, and can achieve the ultimate quantum limit on the estimation uncertainty. This immediately implies that there are broad conditions under which simultaneous estimation of multiple parameters cannot outperform individual, independent estimations. Our results apply to any situation in which spatially localized sensors are unitarily encoded with independent parameters, such as when estimating multiple linear or nonlinear optical phase shifts in quantum imaging, or when mapping out the spatial profile of an unknown magnetic field. We conclude by showing that entangling the sensors can enhance the estimation precision when the parameters of interest are global properties of the entire network.

Angular-Rate Estimation Using Delayed Quaternion Measurements

NASA Technical Reports Server (NTRS)

Azor, R.; Bar-Itzhack, I. Y.; Harman, R. R.

1999-01-01

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.

Structure of multiphoton quantum optics. II. Bipartite systems, physical processes, and heterodyne squeezed states

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dell'Anno, Fabio; De Siena, Silvio; Illuminati, Fabrizio

2004-03-01

Extending the scheme developed for a single mode of the electromagnetic field in the preceding paper [F. Dell'Anno, S. De Siena, and F. Illuminati, Phys. Rev. A 69, 033812 (2004)], we introduce two-mode nonlinear canonical transformations depending on two heterodyne mixing angles. They are defined in terms of Hermitian nonlinear functions that realize heterodyne superpositions of conjugate quadratures of bipartite systems. The canonical transformations diagonalize a class of Hamiltonians describing nondegenerate and degenerate multiphoton processes. We determine the coherent states associated with the canonical transformations, which generalize the nondegenerate two-photon squeezed states. Such heterodyne multiphoton squeezed states are defined asmore » the simultaneous eigenstates of the transformed, coupled annihilation operators. They are generated by nonlinear unitary evolutions acting on two-mode squeezed states. They are non-Gaussian, highly nonclassical, entangled states. For a quadratic nonlinearity the heterodyne multiphoton squeezed states define two-mode cubic phase states. The statistical properties of these states can be widely adjusted by tuning the heterodyne mixing angles, the phases of the nonlinear couplings, as well as the strength of the nonlinearity. For quadratic nonlinearity, we study the higher-order contributions to the susceptibility in nonlinear media and we suggest possible experimental realizations of multiphoton conversion processes generating the cubic-phase heterodyne squeezed states.« less

Structure of multiphoton quantum optics. II. Bipartite systems, physical processes, and heterodyne squeezed states

NASA Astrophysics Data System (ADS)

dell'Anno, Fabio; de Siena, Silvio; Illuminati, Fabrizio

2004-03-01

Extending the scheme developed for a single mode of the electromagnetic field in the preceding paper [

DOE Office of Scientific and Technical Information (OSTI.GOV)

Rao, Nageswara S.; Liu, Qiang

We consider tracking of a target with elliptical nonlinear constraints on its motion dynamics. The state estimates are generated by sensors and sent over long-haul links to a remote fusion center for fusion. We show that the constraints can be projected onto the known ellipse and hence incorporated into the estimation and fusion process. In particular, two methods based on (i) direct connection to the center, and (ii) shortest distance to the ellipse are discussed. A tracking example is used to illustrate the tracking performance using projection-based methods with various fusers in the lossy long-haul tracking environment.

An Algorithm for Efficient Maximum Likelihood Estimation and Confidence Interval Determination in Nonlinear Estimation Problems

NASA Technical Reports Server (NTRS)

Murphy, Patrick Charles

1985-01-01

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.

Composite Intelligent Learning Control of Strict-Feedback Systems With Disturbance.

PubMed

Xu, Bin; Sun, Fuchun

2018-02-01

This paper addresses the dynamic surface control of uncertain nonlinear systems on the basis of composite intelligent learning and disturbance observer in presence of unknown system nonlinearity and time-varying disturbance. The serial-parallel estimation model with intelligent approximation and disturbance estimation is built to obtain the prediction error and in this way the composite law for weights updating is constructed. The nonlinear disturbance observer is developed using intelligent approximation information while the disturbance estimation is guaranteed to converge to a bounded compact set. The highlight is that different from previous work directly toward asymptotic stability, the transparency of the intelligent approximation and disturbance estimation is included in the control scheme. The uniformly ultimate boundedness stability is analyzed via Lyapunov method. Through simulation verification, the composite intelligent learning with disturbance observer can efficiently estimate the effect caused by system nonlinearity and disturbance while the proposed approach obtains better performance with higher accuracy.

Applications of Nonlinear Control Using the State-Dependent Riccati Equation.

DTIC Science & Technology

1995-12-01

method, and do not address noise rejection or robustness issues. xi Applications of Nonlinear Control Using the State-Dependent Riccati Equation I...construct a stabilizing nonlinear feedback controller. This method will be referred to as nonlinear quadratic regulation (NQR). The original intention...involves nding a state-dependent coe- cient (SDC) linear structure for which a stabilizing nonlinear feedback controller can be constructed. The

Climate variability, rice production and groundwater depletion in India

NASA Astrophysics Data System (ADS)

Bhargava, Alok

2018-03-01

This paper modeled the proximate determinants of rice outputs and groundwater depths in 27 Indian states during 1980-2010. Dynamic random effects models were estimated by maximum likelihood at state and well levels. The main findings from models for rice outputs were that temperatures and rainfall levels were significant predictors, and the relationships were quadratic with respect to rainfall. Moreover, nonlinearities with respect to population changes indicated greater rice production with population increases. Second, groundwater depths were positively associated with temperatures and negatively with rainfall levels and there were nonlinear effects of population changes. Third, dynamic models for in situ groundwater depths in 11 795 wells in mainly unconfined aquifers, accounting for latitudes, longitudes and altitudes, showed steady depletion. Overall, the results indicated that population pressures on food production and environment need to be tackled via long-term healthcare, agricultural, and groundwater recharge policies in India.

Controller design for a class of nonlinear MIMO coupled system using multiple models and second level adaptation.

PubMed

Pandey, Vinay Kumar; Kar, Indrani; Mahanta, Chitralekha

2017-07-01

In this paper, an adaptive control method using multiple models with second level adaptation is proposed for a class of nonlinear multi-input multi-output (MIMO) coupled systems. Multiple estimation models are used to tune the unknown parameters at the first level. The second level adaptation provides a single parameter vector for the controller. A feedback linearization technique is used to design a state feedback control. The efficacy of the designed controller is validated by conducting real time experiment on a laboratory setup of twin rotor MIMO system (TRMS). The TRMS setup is discussed in detail and the experiments were performed for regulation and tracking problem for pitch and yaw control using different reference signals. An Extended Kalman Filter (EKF) has been used to observe the unavailable states of the TRMS. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

A data-driven approach for modeling post-fire debris-flow volumes and their uncertainty

USGS Publications Warehouse

Friedel, Michael J.

2011-01-01

This study demonstrates the novel application of genetic programming to evolve nonlinear post-fire debris-flow volume equations from variables associated with a data-driven conceptual model of the western United States. The search space is constrained using a multi-component objective function that simultaneously minimizes root-mean squared and unit errors for the evolution of fittest equations. An optimization technique is then used to estimate the limits of nonlinear prediction uncertainty associated with the debris-flow equations. In contrast to a published multiple linear regression three-variable equation, linking basin area with slopes greater or equal to 30 percent, burn severity characterized as area burned moderate plus high, and total storm rainfall, the data-driven approach discovers many nonlinear and several dimensionally consistent equations that are unbiased and have less prediction uncertainty. Of the nonlinear equations, the best performance (lowest prediction uncertainty) is achieved when using three variables: average basin slope, total burned area, and total storm rainfall. Further reduction in uncertainty is possible for the nonlinear equations when dimensional consistency is not a priority and by subsequently applying a gradient solver to the fittest solutions. The data-driven modeling approach can be applied to nonlinear multivariate problems in all fields of study.

Continuous uniformly finite time exact disturbance observer based control for fixed-time stabilization of nonlinear systems with mismatched disturbances

PubMed Central

Liu, Chongxin; Liu, Hang

2017-01-01

This paper presents a continuous composite control scheme to achieve fixed-time stabilization for nonlinear systems with mismatched disturbances. The composite controller is constructed in two steps: First, uniformly finite time exact disturbance observers are proposed to estimate and compensate the disturbances. Then, based on adding a power integrator technique and fixed-time stability theory, continuous fixed-time stable state feedback controller and Lyapunov functions are constructed to achieve global fixed-time system stabilization. The proposed control method extends the existing fixed-time stable control results to high order nonlinear systems with mismatched disturbances and achieves global fixed-time system stabilization. Besides, the proposed control scheme improves the disturbance rejection performance and achieves performance recovery of nominal system. Simulation results are provided to show the effectiveness, the superiority and the applicability of the proposed control scheme. PMID:28406966

Polynomial elimination theory and non-linear stability analysis for the Euler equations

NASA Technical Reports Server (NTRS)

Kennon, S. R.; Dulikravich, G. S.; Jespersen, D. C.

1986-01-01

Numerical methods are presented that exploit the polynomial properties of discretizations of the Euler equations. It is noted that most finite difference or finite volume discretizations of the steady-state Euler equations produce a polynomial system of equations to be solved. These equations are solved using classical polynomial elimination theory, with some innovative modifications. This paper also presents some preliminary results of a new non-linear stability analysis technique. This technique is applicable to determining the stability of polynomial iterative schemes. Results are presented for applying the elimination technique to a one-dimensional test case. For this test case, the exact solution is computed in three iterations. The non-linear stability analysis is applied to determine the optimal time step for solving Burgers' equation using the MacCormack scheme. The estimated optimal time step is very close to the time step that arises from a linear stability analysis.

On the nature of kinetic electrostatic electron nonlinear (KEEN) waves

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dodin, I. Y.; Fisch, N. J.

2014-03-15

An analytical theory is proposed for the kinetic electrostatic electron nonlinear (KEEN) waves originally found in simulations by Afeyan et al. [arXiv:1210.8105]. We suggest that KEEN waves represent saturated states of the negative mass instability (NMI) reported recently by Dodin et al. [Phys. Rev. Lett. 110, 215006 (2013)]. Due to the NMI, trapped electrons form macroparticles that produce field oscillations at harmonics of the bounce frequency. At large enough amplitudes, these harmonics can phase-lock to the main wave and form stable nonlinear dissipationless structures that are nonstationary but otherwise similar to Bernstein-Greene-Kruskal modes. The theory explains why the formation ofmore » KEEN modes is sensitive to the excitation scenario and yields estimates that agree with the numerical results of Afeyan et al. A new type of KEEN wave may be possible at even larger amplitudes of the driving field than those used in simulations so far.« less

Variable input observer for state estimation of high-rate dynamics

NASA Astrophysics Data System (ADS)

Hong, Jonathan; Cao, Liang; Laflamme, Simon; Dodson, Jacob

2017-04-01

High-rate systems operating in the 10 μs to 10 ms timescale are likely to experience damaging effects due to rapid environmental changes (e.g., turbulence, ballistic impact). Some of these systems could benefit from real-time state estimation to enable their full potential. Examples of such systems include blast mitigation strategies, automotive airbag technologies, and hypersonic vehicles. Particular challenges in high-rate state estimation include: 1) complex time varying nonlinearities of system (e.g. noise, uncertainty, and disturbance); 2) rapid environmental changes; 3) requirement of high convergence rate. Here, we propose using a Variable Input Observer (VIO) concept to vary the input space as the event unfolds. When systems experience high-rate dynamics, rapid changes in the system occur. To investigate the VIO's potential, a VIO-based neuro-observer is constructed and studied using experimental data collected from a laboratory impact test. Results demonstrate that the input space is unique to different impact conditions, and that adjusting the input space throughout the dynamic event produces better estimations than using a traditional fixed input space strategy.

Precomputing Process Noise Covariance for Onboard Sequential Filters

NASA Technical Reports Server (NTRS)

Olson, Corwin G.; Russell, Ryan P.; Carpenter, J. Russell

2017-01-01

Process noise is often used in estimation filters to account for unmodeled and mismodeled accelerations in the dynamics. The process noise covariance acts to inflate the state covariance over propagation intervals, increasing the uncertainty in the state. In scenarios where the acceleration errors change significantly over time, the standard process noise covariance approach can fail to provide effective representation of the state and its uncertainty. Consider covariance analysis techniques provide a method to precompute a process noise covariance profile along a reference trajectory using known model parameter uncertainties. The process noise covariance profile allows significantly improved state estimation and uncertainty representation over the traditional formulation. As a result, estimation performance on par with the consider filter is achieved for trajectories near the reference trajectory without the additional computational cost of the consider filter. The new formulation also has the potential to significantly reduce the trial-and-error tuning currently required of navigation analysts. A linear estimation problem as described in several previous consider covariance analysis studies is used to demonstrate the effectiveness of the precomputed process noise covariance, as well as a nonlinear descent scenario at the asteroid Bennu with optical navigation.

Precomputing Process Noise Covariance for Onboard Sequential Filters

NASA Technical Reports Server (NTRS)

Olson, Corwin G.; Russell, Ryan P.; Carpenter, J. Russell

2017-01-01

Process noise is often used in estimation filters to account for unmodeled and mismodeled accelerations in the dynamics. The process noise covariance acts to inflate the state covariance over propagation intervals, increasing the uncertainty in the state. In scenarios where the acceleration errors change significantly over time, the standard process noise covariance approach can fail to provide effective representation of the state and its uncertainty. Consider covariance analysis techniques provide a method to precompute a process noise covariance profile along a reference trajectory, using known model parameter uncertainties. The process noise covariance profile allows significantly improved state estimation and uncertainty representation over the traditional formulation. As a result, estimation performance on par with the consider filter is achieved for trajectories near the reference trajectory without the additional computational cost of the consider filter. The new formulation also has the potential to significantly reduce the trial-and-error tuning currently required of navigation analysts. A linear estimation problem as described in several previous consider covariance analysis publications is used to demonstrate the effectiveness of the precomputed process noise covariance, as well as a nonlinear descent scenario at the asteroid Bennu with optical navigation.

Sampling-based real-time motion planning under state uncertainty for autonomous micro-aerial vehicles in GPS-denied environments.

PubMed

Li, Dachuan; Li, Qing; Cheng, Nong; Song, Jingyan

2014-11-18

This paper presents a real-time motion planning approach for autonomous vehicles with complex dynamics and state uncertainty. The approach is motivated by the motion planning problem for autonomous vehicles navigating in GPS-denied dynamic environments, which involves non-linear and/or non-holonomic vehicle dynamics, incomplete state estimates, and constraints imposed by uncertain and cluttered environments. To address the above motion planning problem, we propose an extension of the closed-loop rapid belief trees, the closed-loop random belief trees (CL-RBT), which incorporates predictions of the position estimation uncertainty, using a factored form of the covariance provided by the Kalman filter-based estimator. The proposed motion planner operates by incrementally constructing a tree of dynamically feasible trajectories using the closed-loop prediction, while selecting candidate paths with low uncertainty using efficient covariance update and propagation. The algorithm can operate in real-time, continuously providing the controller with feasible paths for execution, enabling the vehicle to account for dynamic and uncertain environments. Simulation results demonstrate that the proposed approach can generate feasible trajectories that reduce the state estimation uncertainty, while handling complex vehicle dynamics and environment constraints.

An adaptive observer for on-line tool wear estimation in turning, Part I: Theory

NASA Astrophysics Data System (ADS)

Danai, Kourosh; Ulsoy, A. Galip

1987-04-01

On-line sensing of tool wear has been a long-standing goal of the manufacturing engineering community. In the absence of any reliable on-line tool wear sensors, a new model-based approach for tool wear estimation has been proposed. This approach is an adaptive observer, based on force measurement, which uses both parameter and state estimation techniques. The design of the adaptive observer is based upon a dynamic state model of tool wear in turning. This paper (Part I) presents the model, and explains its use as the basis for the adaptive observer design. This model uses flank wear and crater wear as state variables, feed as the input, and the cutting force as the output. The suitability of the model as the basis for adaptive observation is also verified. The implementation of the adaptive observer requires the design of a state observer and a parameter estimator. To obtain the model parameters for tuning the adaptive observer procedures for linearisation of the non-linear model are specified. The implementation of the adaptive observer in turning and experimental results are presented in a companion paper (Part II).

Sampling-Based Real-Time Motion Planning under State Uncertainty for Autonomous Micro-Aerial Vehicles in GPS-Denied Environments

PubMed Central

Li, Dachuan; Li, Qing; Cheng, Nong; Song, Jingyan

2014-01-01

This paper presents a real-time motion planning approach for autonomous vehicles with complex dynamics and state uncertainty. The approach is motivated by the motion planning problem for autonomous vehicles navigating in GPS-denied dynamic environments, which involves non-linear and/or non-holonomic vehicle dynamics, incomplete state estimates, and constraints imposed by uncertain and cluttered environments. To address the above motion planning problem, we propose an extension of the closed-loop rapid belief trees, the closed-loop random belief trees (CL-RBT), which incorporates predictions of the position estimation uncertainty, using a factored form of the covariance provided by the Kalman filter-based estimator. The proposed motion planner operates by incrementally constructing a tree of dynamically feasible trajectories using the closed-loop prediction, while selecting candidate paths with low uncertainty using efficient covariance update and propagation. The algorithm can operate in real-time, continuously providing the controller with feasible paths for execution, enabling the vehicle to account for dynamic and uncertain environments. Simulation results demonstrate that the proposed approach can generate feasible trajectories that reduce the state estimation uncertainty, while handling complex vehicle dynamics and environment constraints. PMID:25412217

Experimental Design for Stochastic Models of Nonlinear Signaling Pathways Using an Interval-Wise Linear Noise Approximation and State Estimation.

PubMed

Zimmer, Christoph

2016-01-01

Computational modeling is a key technique for analyzing models in systems biology. There are well established methods for the estimation of the kinetic parameters in models of ordinary differential equations (ODE). Experimental design techniques aim at devising experiments that maximize the information encoded in the data. For ODE models there are well established approaches for experimental design and even software tools. However, data from single cell experiments on signaling pathways in systems biology often shows intrinsic stochastic effects prompting the development of specialized methods. While simulation methods have been developed for decades and parameter estimation has been targeted for the last years, only very few articles focus on experimental design for stochastic models. The Fisher information matrix is the central measure for experimental design as it evaluates the information an experiment provides for parameter estimation. This article suggest an approach to calculate a Fisher information matrix for models containing intrinsic stochasticity and high nonlinearity. The approach makes use of a recently suggested multiple shooting for stochastic systems (MSS) objective function. The Fisher information matrix is calculated by evaluating pseudo data with the MSS technique. The performance of the approach is evaluated with simulation studies on an Immigration-Death, a Lotka-Volterra, and a Calcium oscillation model. The Calcium oscillation model is a particularly appropriate case study as it contains the challenges inherent to signaling pathways: high nonlinearity, intrinsic stochasticity, a qualitatively different behavior from an ODE solution, and partial observability. The computational speed of the MSS approach for the Fisher information matrix allows for an application in realistic size models.

Nonlinear Model Predictive Control for Cooperative Control and Estimation

NASA Astrophysics Data System (ADS)

Ru, Pengkai

Recent advances in computational power have made it possible to do expensive online computations for control systems. It is becoming more realistic to perform computationally intensive optimization schemes online on systems that are not intrinsically stable and/or have very small time constants. Being one of the most important optimization based control approaches, model predictive control (MPC) has attracted a lot of interest from the research community due to its natural ability to incorporate constraints into its control formulation. Linear MPC has been well researched and its stability can be guaranteed in the majority of its application scenarios. However, one issue that still remains with linear MPC is that it completely ignores the system's inherent nonlinearities thus giving a sub-optimal solution. On the other hand, if achievable, nonlinear MPC, would naturally yield a globally optimal solution and take into account all the innate nonlinear characteristics. While an exact solution to a nonlinear MPC problem remains extremely computationally intensive, if not impossible, one might wonder if there is a middle ground between the two. We tried to strike a balance in this dissertation by employing a state representation technique, namely, the state dependent coefficient (SDC) representation. This new technique would render an improved performance in terms of optimality compared to linear MPC while still keeping the problem tractable. In fact, the computational power required is bounded only by a constant factor of the completely linearized MPC. The purpose of this research is to provide a theoretical framework for the design of a specific kind of nonlinear MPC controller and its extension into a general cooperative scheme. The controller is designed and implemented on quadcopter systems.

State estimation for autonomous flight in cluttered environments

NASA Astrophysics Data System (ADS)

Langelaan, Jacob Willem

Safe, autonomous operation in complex, cluttered environments is a critical challenge facing autonomous mobile systems. The research described in this dissertation was motivated by a particularly difficult example of autonomous mobility: flight of a small Unmanned Aerial Vehicle (UAV) through a forest. In cluttered environments (such as forests or natural and urban canyons) signals from navigation beacons such as GPS may frequently be occluded. Direct measurements of vehicle position are therefore unavailable, and information required for flight control, obstacle avoidance, and navigation must be obtained using only on-board sensors. However, payload limitations of small UAVs restrict both the mass and physical dimensions of sensors that can be carried. This dissertation describes the development and proof-of-concept demonstration of a navigation system that uses only a low-cost inertial measurement unit and a monocular camera. Micro electromechanical inertial measurements units are well suited to small UAV applications and provide measurements of acceleration and angular rate. However, they do not provide information about nearby obstacles (needed for collision avoidance) and their noise and bias characteristics lead to unbounded growth in computed position. A monocular camera can provide bearings to nearby obstacles and landmarks. These bearings can be used both to enable obstacle avoidance and to aid navigation. Presented here is a solution to the problem of estimating vehicle state (position, orientation and velocity) as well as positions of obstacles in the environment using only inertial measurements and bearings to obstacles. This is a highly nonlinear estimation problem, and standard estimation techniques such as the Extended Kalman Filter are prone to divergence in this application. In this dissertation a Sigma Point Kalman Filter is implemented, resulting in an estimator which is able to cope with the significant nonlinearities in the system equations and uncertainty in state estimates while remaining tractable for real-time operation. In addition, the issues of data association and landmark initialization are addressed. Estimator performance is examined through Monte Carlo simulations in both two and three dimensions for scenarios involving UAV flight in cluttered environments. Hardware tests and simulations demonstrate navigation through an obstacle-strewn environment by a small Unmanned Ground Vehicle.

Regional evaporation estimates in the eastern monsoon region of China: Assessment of a nonlinear formulation of the complementary principle

NASA Astrophysics Data System (ADS)

Liu, Xiaomang; Liu, Changming; Brutsaert, Wilfried

2016-12-01

The performance of a nonlinear formulation of the complementary principle for evaporation estimation was investigated in 241 catchments with different climate conditions in the eastern monsoon region of China. Evaporation (Ea) calculated by the water balance equation was used as the reference. Ea estimated by the calibrated nonlinear formulation was generally in good agreement with the water balance results, especially in relatively dry catchments. The single parameter in the nonlinear formulation, namely αe as a weak analog of the alpha parameter of Priestley and Taylor (), tended to exhibit larger values in warmer and humid near-coastal areas, but smaller values in colder, drier environments inland, with a significant dependency on the aridity index (AI). The nonlinear formulation combined with the equation relating the one parameter and AI provides a promising method to estimate regional Ea with standard and routinely measured meteorological data.

Deterministic quantum nonlinear optics with single atoms and virtual photons

NASA Astrophysics Data System (ADS)

Kockum, Anton Frisk; Miranowicz, Adam; Macrı, Vincenzo; Savasta, Salvatore; Nori, Franco

2017-06-01

We show how analogs of a large number of well-known nonlinear-optics phenomena can be realized with one or more two-level atoms coupled to one or more resonator modes. Through higher-order processes, where virtual photons are created and annihilated, an effective deterministic coupling between two states of such a system can be created. In this way, analogs of three-wave mixing, four-wave mixing, higher-harmonic and -subharmonic generation (i.e., up- and down-conversion), multiphoton absorption, parametric amplification, Raman and hyper-Raman scattering, the Kerr effect, and other nonlinear processes can be realized. In contrast to most conventional implementations of nonlinear optics, these analogs can reach unit efficiency, only use a minimal number of photons (they do not require any strong external drive), and do not require more than two atomic levels. The strength of the effective coupling in our proposed setups becomes weaker the more intermediate transition steps are needed. However, given the recent experimental progress in ultrastrong light-matter coupling and improvement of coherence times for engineered quantum systems, especially in the field of circuit quantum electrodynamics, we estimate that many of these nonlinear-optics analogs can be realized with currently available technology.

A regularized auxiliary particle filtering approach for system state estimation and battery life prediction

NASA Astrophysics Data System (ADS)

Liu, Jie; Wang, Wilson; Ma, Fai

2011-07-01

System current state estimation (or condition monitoring) and future state prediction (or failure prognostics) constitute the core elements of condition-based maintenance programs. For complex systems whose internal state variables are either inaccessible to sensors or hard to measure under normal operational conditions, inference has to be made from indirect measurements using approaches such as Bayesian learning. In recent years, the auxiliary particle filter (APF) has gained popularity in Bayesian state estimation; the APF technique, however, has some potential limitations in real-world applications. For example, the diversity of the particles may deteriorate when the process noise is small, and the variance of the importance weights could become extremely large when the likelihood varies dramatically over the prior. To tackle these problems, a regularized auxiliary particle filter (RAPF) is developed in this paper for system state estimation and forecasting. This RAPF aims to improve the performance of the APF through two innovative steps: (1) regularize the approximating empirical density and redraw samples from a continuous distribution so as to diversify the particles; and (2) smooth out the rather diffused proposals by a rejection/resampling approach so as to improve the robustness of particle filtering. The effectiveness of the proposed RAPF technique is evaluated through simulations of a nonlinear/non-Gaussian benchmark model for state estimation. It is also implemented for a real application in the remaining useful life (RUL) prediction of lithium-ion batteries.

Estimating the State of Aerodynamic Flows in the Presence of Modeling Errors

NASA Astrophysics Data System (ADS)

da Silva, Andre F. C.; Colonius, Tim

2017-11-01

The ensemble Kalman filter (EnKF) has been proven to be successful in fields such as meteorology, in which high-dimensional nonlinear systems render classical estimation techniques impractical. When the model used to forecast state evolution misrepresents important aspects of the true dynamics, estimator performance may degrade. In this work, parametrization and state augmentation are used to track misspecified boundary conditions (e.g., free stream perturbations). The resolution error is modeled as a Gaussian-distributed random variable with the mean (bias) and variance to be determined. The dynamics of the flow past a NACA 0009 airfoil at high angles of attack and moderate Reynolds number is represented by a Navier-Stokes equations solver with immersed boundaries capabilities. The pressure distribution on the airfoil or the velocity field in the wake, both randomized by synthetic noise, are sampled as measurement data and incorporated into the estimated state and bias following Kalman's analysis scheme. Insights about how to specify the modeling error covariance matrix and its impact on the estimator performance are conveyed. This work has been supported in part by a Grant from AFOSR (FA9550-14-1-0328) with Dr. Douglas Smith as program manager, and by a Science without Borders scholarship from the Ministry of Education of Brazil (Capes Foundation - BEX 12966/13-4).

Model Based Optimal Control, Estimation, and Validation of Lithium-Ion Batteries

NASA Astrophysics Data System (ADS)

Perez, Hector Eduardo

This dissertation focuses on developing and experimentally validating model based control techniques to enhance the operation of lithium ion batteries, safely. An overview of the contributions to address the challenges that arise are provided below. Chapter 1: This chapter provides an introduction to battery fundamentals, models, and control and estimation techniques. Additionally, it provides motivation for the contributions of this dissertation. Chapter 2: This chapter examines reference governor (RG) methods for satisfying state constraints in Li-ion batteries. Mathematically, these constraints are formulated from a first principles electrochemical model. Consequently, the constraints explicitly model specific degradation mechanisms, such as lithium plating, lithium depletion, and overheating. This contrasts with the present paradigm of limiting measured voltage, current, and/or temperature. The critical challenges, however, are that (i) the electrochemical states evolve according to a system of nonlinear partial differential equations, and (ii) the states are not physically measurable. Assuming available state and parameter estimates, this chapter develops RGs for electrochemical battery models. The results demonstrate how electrochemical model state information can be utilized to ensure safe operation, while simultaneously enhancing energy capacity, power, and charge speeds in Li-ion batteries. Chapter 3: Complex multi-partial differential equation (PDE) electrochemical battery models are characterized by parameters that are often difficult to measure or identify. This parametric uncertainty influences the state estimates of electrochemical model-based observers for applications such as state-of-charge (SOC) estimation. This chapter develops two sensitivity-based interval observers that map bounded parameter uncertainty to state estimation intervals, within the context of electrochemical PDE models and SOC estimation. Theoretically, this chapter extends the notion of interval observers to PDE models using a sensitivity-based approach. Practically, this chapter quantifies the sensitivity of battery state estimates to parameter variations, enabling robust battery management schemes. The effectiveness of the proposed sensitivity-based interval observers is verified via a numerical study for the range of uncertain parameters. Chapter 4: This chapter seeks to derive insight on battery charging control using electrochemistry models. Directly using full order complex multi-partial differential equation (PDE) electrochemical battery models is difficult and sometimes impossible to implement. This chapter develops an approach for obtaining optimal charge control schemes, while ensuring safety through constraint satisfaction. An optimal charge control problem is mathematically formulated via a coupled reduced order electrochemical-thermal model which conserves key electrochemical and thermal state information. The Legendre-Gauss-Radau (LGR) pseudo-spectral method with adaptive multi-mesh-interval collocation is employed to solve the resulting nonlinear multi-state optimal control problem. Minimum time charge protocols are analyzed in detail subject to solid and electrolyte phase concentration constraints, as well as temperature constraints. The optimization scheme is examined using different input current bounds, and an insight on battery design for fast charging is provided. Experimental results are provided to compare the tradeoffs between an electrochemical-thermal model based optimal charge protocol and a traditional charge protocol. Chapter 5: Fast and safe charging protocols are crucial for enhancing the practicality of batteries, especially for mobile applications such as smartphones and electric vehicles. This chapter proposes an innovative approach to devising optimally health-conscious fast-safe charge protocols. A multi-objective optimal control problem is mathematically formulated via a coupled electro-thermal-aging battery model, where electrical and aging sub-models depend upon the core temperature captured by a two-state thermal sub-model. The Legendre-Gauss-Radau (LGR) pseudo-spectral method with adaptive multi-mesh-interval collocation is employed to solve the resulting highly nonlinear six-state optimal control problem. Charge time and health degradation are therefore optimally traded off, subject to both electrical and thermal constraints. Minimum-time, minimum-aging, and balanced charge scenarios are examined in detail. Sensitivities to the upper voltage bound, ambient temperature, and cooling convection resistance are investigated as well. Experimental results are provided to compare the tradeoffs between a balanced and traditional charge protocol. Chapter 6: This chapter provides concluding remarks on the findings of this dissertation and a discussion of future work.

FINDS: A fault inferring nonlinear detection system programmers manual, version 3.0

NASA Technical Reports Server (NTRS)

Lancraft, R. E.

1985-01-01

Detailed software documentation of the digital computer program FINDS (Fault Inferring Nonlinear Detection System) Version 3.0 is provided. FINDS is a highly modular and extensible computer program designed to monitor and detect sensor failures, while at the same time providing reliable state estimates. In this version of the program the FINDS methodology is used to detect, isolate, and compensate for failures in simulated avionics sensors used by the Advanced Transport Operating Systems (ATOPS) Transport System Research Vehicle (TSRV) in a Microwave Landing System (MLS) environment. It is intended that this report serve as a programmers guide to aid in the maintenance, modification, and revision of the FINDS software.

The Effect of Minimum Wages on Adolescent Fertility: A Nationwide Analysis.

PubMed

Bullinger, Lindsey Rose

2017-03-01

To investigate the effect of minimum wage laws on adolescent birth rates in the United States. I used a difference-in-differences approach and vital statistics data measured quarterly at the state level from 2003 to 2014. All models included state covariates, state and quarter-year fixed effects, and state-specific quarter-year nonlinear time trends, which provided plausibly causal estimates of the effect of minimum wage on adolescent birth rates. A $1 increase in minimum wage reduces adolescent birth rates by about 2%. The effects are driven by non-Hispanic White and Hispanic adolescents. Nationwide, increasing minimum wages by $1 would likely result in roughly 5000 fewer adolescent births annually.

Stochastic estimation of human arm impedance under nonlinear friction in robot joints: a model study.

PubMed

Chang, Pyung Hun; Kang, Sang Hoon

2010-05-30

The basic assumption of stochastic human arm impedance estimation methods is that the human arm and robot behave linearly for small perturbations. In the present work, we have identified the degree of influence of nonlinear friction in robot joints to the stochastic human arm impedance estimation. Internal model based impedance control (IMBIC) is then proposed as a means to make the estimation accurate by compensating for the nonlinear friction. From simulations with a nonlinear Lugre friction model, it is observed that the reliability and accuracy of the estimation are severely degraded with nonlinear friction: below 2 Hz, multiple and partial coherence functions are far less than unity; estimated magnitudes and phases are severely deviated from that of a real human arm throughout the frequency range of interest; and the accuracy is not enhanced with an increase of magnitude of the force perturbations. In contrast, the combined use of stochastic estimation and IMBIC provides with accurate estimation results even with large friction: the multiple coherence functions are larger than 0.9 throughout the frequency range of interest and the estimated magnitudes and phases are well matched with that of a real human arm. Furthermore, the performance of suggested method is independent of human arm and robot posture, and human arm impedance. Therefore, the IMBIC will be useful in measuring human arm impedance with conventional robot, as well as in designing a spatial impedance measuring robot, which requires gearing. (c) 2010 Elsevier B.V. All rights reserved.

Quasi-minimal active disturbance rejection control of MIMO perturbed linear systems based on differential neural networks and the attractive ellipsoid method.

PubMed

Salgado, Iván; Mera-Hernández, Manuel; Chairez, Isaac

2017-11-01

This study addresses the problem of designing an output-based controller to stabilize multi-input multi-output (MIMO) systems in the presence of parametric disturbances as well as uncertainties in the state model and output noise measurements. The controller design includes a linear state transformation which separates uncertainties matched to the control input and the unmatched ones. A differential neural network (DNN) observer produces a nonlinear approximation of the matched perturbation and the unknown states simultaneously in the transformed coordinates. This study proposes the use of the Attractive Ellipsoid Method (AEM) to optimize the gains of the controller and the gain observer in the DNN structure. As a consequence, the obtained control input minimizes the convergence zone for the estimation error. Moreover, the control design uses the estimated disturbance provided by the DNN to obtain a better performance in the stabilization task in comparison with a quasi-minimal output feedback controller based on a Luenberger observer and a sliding mode controller. Numerical results pointed out the advantages obtained by the nonlinear control based on the DNN observer. The first example deals with the stabilization of an academic linear MIMO perturbed system and the second example stabilizes the trajectories of a DC-motor into a predefined operation point. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Nonlinear Electromagnetic Stabilization of Plasma Microturbulence

NASA Astrophysics Data System (ADS)

Whelan, G. G.; Pueschel, M. J.; Terry, P. W.

2018-04-01

The physical causes for the strong stabilizing effect of finite plasma β on ion-temperature-gradient-driven turbulence, which far exceeds quasilinear estimates, are identified from nonlinear gyrokinetic simulations. The primary contribution stems from a resonance of frequencies in the dominant nonlinear interaction between the unstable mode, the stable mode, and zonal flows, which maximizes the triplet correlation time and therefore the energy transfer efficiency. A modification to mixing-length transport estimates is constructed, which reproduces nonlinear heat fluxes throughout the examined β range.

Principal dynamic mode analysis of neural mass model for the identification of epileptic states

NASA Astrophysics Data System (ADS)

Cao, Yuzhen; Jin, Liu; Su, Fei; Wang, Jiang; Deng, Bin

2016-11-01

The detection of epileptic seizures in Electroencephalography (EEG) signals is significant for the diagnosis and treatment of epilepsy. In this paper, in order to obtain characteristics of various epileptiform EEGs that may differentiate different states of epilepsy, the concept of Principal Dynamic Modes (PDMs) was incorporated to an autoregressive model framework. First, the neural mass model was used to simulate the required intracerebral EEG signals of various epileptiform activities. Then, the PDMs estimated from the nonlinear autoregressive Volterra models, as well as the corresponding Associated Nonlinear Functions (ANFs), were used for the modeling of epileptic EEGs. The efficient PDM modeling approach provided physiological interpretation of the system. Results revealed that the ANFs of the 1st and 2nd PDMs for the auto-regressive input exhibited evident differences among different states of epilepsy, where the ANFs of the sustained spikes' activity encountered at seizure onset or during a seizure were the most differentiable from that of the normal state. Therefore, the ANFs may be characteristics for the classification of normal and seizure states in the clinical detection of seizures and thus provide assistance for the diagnosis of epilepsy.

Sparsity enabled cluster reduced-order models for control

NASA Astrophysics Data System (ADS)

Kaiser, Eurika; Morzyński, Marek; Daviller, Guillaume; Kutz, J. Nathan; Brunton, Bingni W.; Brunton, Steven L.

2018-01-01

Characterizing and controlling nonlinear, multi-scale phenomena are central goals in science and engineering. Cluster-based reduced-order modeling (CROM) was introduced to exploit the underlying low-dimensional dynamics of complex systems. CROM builds a data-driven discretization of the Perron-Frobenius operator, resulting in a probabilistic model for ensembles of trajectories. A key advantage of CROM is that it embeds nonlinear dynamics in a linear framework, which enables the application of standard linear techniques to the nonlinear system. CROM is typically computed on high-dimensional data; however, access to and computations on this full-state data limit the online implementation of CROM for prediction and control. Here, we address this key challenge by identifying a small subset of critical measurements to learn an efficient CROM, referred to as sparsity-enabled CROM. In particular, we leverage compressive measurements to faithfully embed the cluster geometry and preserve the probabilistic dynamics. Further, we show how to identify fewer optimized sensor locations tailored to a specific problem that outperform random measurements. Both of these sparsity-enabled sensing strategies significantly reduce the burden of data acquisition and processing for low-latency in-time estimation and control. We illustrate this unsupervised learning approach on three different high-dimensional nonlinear dynamical systems from fluids with increasing complexity, with one application in flow control. Sparsity-enabled CROM is a critical facilitator for real-time implementation on high-dimensional systems where full-state information may be inaccessible.

Aeroservoelastic Model Validation and Test Data Analysis of the F/A-18 Active Aeroelastic Wing

NASA Technical Reports Server (NTRS)

Brenner, Martin J.; Prazenica, Richard J.

2003-01-01

Model validation and flight test data analysis require careful consideration of the effects of uncertainty, noise, and nonlinearity. Uncertainty prevails in the data analysis techniques and results in a composite model uncertainty from unmodeled dynamics, assumptions and mechanics of the estimation procedures, noise, and nonlinearity. A fundamental requirement for reliable and robust model development is an attempt to account for each of these sources of error, in particular, for model validation, robust stability prediction, and flight control system development. This paper is concerned with data processing procedures for uncertainty reduction in model validation for stability estimation and nonlinear identification. F/A-18 Active Aeroelastic Wing (AAW) aircraft data is used to demonstrate signal representation effects on uncertain model development, stability estimation, and nonlinear identification. Data is decomposed using adaptive orthonormal best-basis and wavelet-basis signal decompositions for signal denoising into linear and nonlinear identification algorithms. Nonlinear identification from a wavelet-based Volterra kernel procedure is used to extract nonlinear dynamics from aeroelastic responses, and to assist model development and uncertainty reduction for model validation and stability prediction by removing a class of nonlinearity from the uncertainty.

Subduction in an Eddy-Resolving State Estimate of the Northeast Atlantic Ocean

NASA Technical Reports Server (NTRS)

Gebbie, Geoffrey

2004-01-01

Are eddies an important contributor to subduction in the eastern subtropical gyre? Here, an adjoint model is used to combine a regional, eddy-resolving numerical model with observations to produce a state estimate of the ocean circulation. The estimate is a synthesis of a variety of in- situ observations from the Subduction Experiment, TOPEX/POSEIDON altimetry, and the MTI General Circulation Model. The adjoint method is successful because the Northeast Atlantic Ocean is only weakly nonlinear. The state estimate provides a physically-interpretable, eddy-resolving information source to diagnose subduction. Estimates of eddy subduction for the eastern subtropical gyre of the North Atlantic are larger than previously calculated from parameterizations in coarse-resolution models. Furthermore, eddy subduction rates have typical magnitudes of 15% of the total subduction rate. Eddies contribute as much as 1 Sverdrup to water-mass transformation, and hence subduction, in the North Equatorial Current and the Azores Current. The findings of this thesis imply that the inability to resolve or accurately parameterize eddy subduction in climate models would lead to an accumulation of error in the structure of the main thermocline, even in the relatively-quiescent eastern subtropical gyre.

Revised estimates of the ocean energy cycle and the key role of the western boundary in the APE to KE conversion due to high latitude cooling

NASA Astrophysics Data System (ADS)

Tailleux, Remi

2014-05-01

The ocean energy cycle is a key aspect of the ocean circulation, and has been traditionally framed in terms of Lorenz (1955) theory of available potential energy. However, the latest available observational estimate of the ocean energy cycle is due to Oort and Peixoto (1994) and is now very dated. Moreover, the latter estimate relies on the so-called Lorenz quasi-geostrophic approximation, which is known to be very inaccurate. Oort and Peixoto also neglected the internal energy contribution to the total available potential energy, which is now understood to be far from negligible, and to account for up to 40 percent of the total APE. The purpose of this work is to revisit observational estimates of the ocean energy cycle by taking advantage of a newly developed APE framework, as well as of the many new available observational products for temperature, salinity and surface buoyancy fluxes. In contrast to previous frameworks, our APE framework (Tailleux, 2013) relies on a physically well defined local APE definition, which is valid for a binary Boussinesq or fully compressible fluid with an arbitrary nonlinear equation of state. As part of our approach, we also developed a new fast and accurate way to construct Lorenz reference state of minimum potential energy, based on using the joint probability distribution function for temperature and salinity. Results will be presented for a variety of observational products, as well as for the ECCO2 ocean state estimate. The role of the deep western boundary as the place where the APE created by high latitude is converted into kinetic energy (KE) as part of driving the Atlantic meridional overturning circulation will be emphasized. References: Tailleux, R., 2013: Available potential energy density for a multicomponent Boussinesq fluid with arbitrary nonlinear equation of state.J. Fluid Mech., 735,499-518. Sijp, W., J.M.Gregory, R. Tailleux, P. Spence, 2012: The key role of the western boundary in linking the AMOC strength to the North South pressure gradient. J. Phys. Oceanogr., 42, 628-643.

Nonlinear instability of half-solitons on star graphs

NASA Astrophysics Data System (ADS)

Kairzhan, Adilbek; Pelinovsky, Dmitry E.

2018-06-01

We consider a half-soliton stationary state of the nonlinear Schrödinger equation with the power nonlinearity on a star graph consisting of N edges and a single vertex. For the subcritical power nonlinearity, the half-soliton state is a degenerate critical point of the action functional under the mass constraint such that the second variation is nonnegative. By using normal forms, we prove that the degenerate critical point is a saddle point, for which the small perturbations to the half-soliton state grow slowly in time resulting in the nonlinear instability of the half-soliton state. The result holds for any N ≥ 3 and arbitrary subcritical power nonlinearity. It gives a precise dynamical characterization of the previous result of Adami et al. (2012) [2], where the half-soliton state was shown to be a saddle point of the action functional under the mass constraint for N = 3 and for cubic nonlinearity.

Fuzzy neural network technique for system state forecasting.

PubMed

Li, Dezhi; Wang, Wilson; Ismail, Fathy

2013-10-01

In many system state forecasting applications, the prediction is performed based on multiple datasets, each corresponding to a distinct system condition. The traditional methods dealing with multiple datasets (e.g., vector autoregressive moving average models and neural networks) have some shortcomings, such as limited modeling capability and opaque reasoning operations. To tackle these problems, a novel fuzzy neural network (FNN) is proposed in this paper to effectively extract information from multiple datasets, so as to improve forecasting accuracy. The proposed predictor consists of both autoregressive (AR) nodes modeling and nonlinear nodes modeling; AR models/nodes are used to capture the linear correlation of the datasets, and the nonlinear correlation of the datasets are modeled with nonlinear neuron nodes. A novel particle swarm technique [i.e., Laplace particle swarm (LPS) method] is proposed to facilitate parameters estimation of the predictor and improve modeling accuracy. The effectiveness of the developed FNN predictor and the associated LPS method is verified by a series of tests related to Mackey-Glass data forecast, exchange rate data prediction, and gear system prognosis. Test results show that the developed FNN predictor and the LPS method can capture the dynamics of multiple datasets effectively and track system characteristics accurately.

Ultrasound coefficient of nonlinearity imaging.

PubMed

van Sloun, Ruud; Demi, Libertario; Shan, Caifeng; Mischi, Massimo

2015-07-01

Imaging the acoustical coefficient of nonlinearity, β, is of interest in several healthcare interventional applications. It is an important feature that can be used for discriminating tissues. In this paper, we propose a nonlinearity characterization method with the goal of locally estimating the coefficient of nonlinearity. The proposed method is based on a 1-D solution of the nonlinear lossy Westerfelt equation, thereby deriving a local relation between β and the pressure wave field. Based on several assumptions, a β imaging method is then presented that is based on the ratio between the harmonic and fundamental fields, thereby reducing the effect of spatial amplitude variations of the speckle pattern. By testing the method on simulated ultrasound pressure fields and an in vitro B-mode ultrasound acquisition, we show that the designed algorithm is able to estimate the coefficient of nonlinearity, and that the tissue types of interest are well discriminable. The proposed imaging method provides a new approach to β estimation, not requiring a special measurement setup or transducer, that seems particularly promising for in vivo imaging.

HRV analysis and blood pressure monitoring on weighing scale using BCG.

PubMed

Shin, Jae Hyuk; Park, Kwang Suk

2012-01-01

Using the Ballistocardiogram(BCG) measured on weighing scale, heart rate variability(HRV) and blood pressure were estimated. BCG was measured while subjects were on weighing scale in resting state and under the Valsalva maneuver and static exercise condition to induce the change in cardiac autonomic rhythm. Time domain, frequency domain and nonlinear HRV parameters were estimated from the measured BCG and compared with the ones calculated from ECG measured simultaneously. For blood pressure(BP) estimation, ECG was measured additionally on the feet using dry electrodes simultaneously installed on weighing scale and R-J intervals were extracted as a BP correlated parameter at every beat cycle. HRV estimation results shows the correlation higher than 0.97, and the estimated BP was similar to the measured BP with a reliable correlations.

Vibration Control Using a State Observer that Considers Disturbances of a Golf Swing Robot

NASA Astrophysics Data System (ADS)

Hoshino, Yohei; Kobayashi, Yukinori; Yamada, Gen

In this paper, optimal control of a golf swing robot that is used to evaluate the performance of golf clubs is described. The robot has two joints, a rigid link and a flexible link that is a golf club. A mathematical model of the golf club is derived by Hamilton’s principle in consideration of bending and torsional stiffness and in consideration of eccentricity of the center of gravity of the club head on the shaft axis. A linear quadratic regulator (LQR) that considers the vibration of the club shaft is used to stop the robot during the follow-through. Since the robot moves fast and has strong non-linearity, an ordinary state observer for a linear system cannot accurately estimate the states of the system. A state observer that considers disturbances accurately estimates the state variables that cannot be measured. The results of numerical simulation are compared with experimental results obtained by using a swing robot.

Adaptive Resampling Particle Filters for GPS Carrier-Phase Navigation and Collision Avoidance System

NASA Astrophysics Data System (ADS)

Hwang, Soon Sik

This dissertation addresses three problems: 1) adaptive resampling technique (ART) for Particle Filters, 2) precise relative positioning using Global Positioning System (GPS) Carrier-Phase (CP) measurements applied to nonlinear integer resolution problem for GPS CP navigation using Particle Filters, and 3) collision detection system based on GPS CP broadcasts. First, Monte Carlo filters, called Particle Filters (PF), are widely used where the system is non-linear and non-Gaussian. In real-time applications, their estimation accuracies and efficiencies are significantly affected by the number of particles and the scheduling of relocating weights and samples, the so-called resampling step. In this dissertation, the appropriate number of particles is estimated adaptively such that the error of the sample mean and variance stay in bounds. These bounds are given by the confidence interval of a normal probability distribution for a multi-variate state. Two required number of samples maintaining the mean and variance error within the bounds are derived. The time of resampling is determined when the required sample number for the variance error crosses the required sample number for the mean error. Second, the PF using GPS CP measurements with adaptive resampling is applied to precise relative navigation between two GPS antennas. In order to make use of CP measurements for navigation, the unknown number of cycles between GPS antennas, the so called integer ambiguity, should be resolved. The PF is applied to this integer ambiguity resolution problem where the relative navigation states estimation involves nonlinear observations and nonlinear dynamics equation. Using the PF, the probability density function of the states is estimated by sampling from the position and velocity space and the integer ambiguities are resolved without using the usual hypothesis tests to search for the integer ambiguity. The ART manages the number of position samples and the frequency of the resampling step for real-time kinematics GPS navigation. The experimental results demonstrate the performance of the ART and the insensitivity of the proposed approach to GPS CP cycle-slips. Third, the GPS has great potential for the development of new collision avoidance systems and is being considered for the next generation Traffic alert and Collision Avoidance System (TCAS). The current TCAS equipment, is capable of broadcasting GPS code information to nearby airplanes, and also, the collision avoidance system using the navigation information based on GPS code has been studied by researchers. In this dissertation, the aircraft collision detection system using GPS CP information is addressed. The PF with position samples is employed for the CP based relative position estimation problem and the same algorithm can be used to determine the vehicle attitude if multiple GPS antennas are used. For a reliable and enhanced collision avoidance system, three dimensional trajectories are projected using the estimates of the relative position, velocity, and the attitude. It is shown that the performance of GPS CP based collision detecting algorithm meets the accuracy requirements for a precise approach of flight for auto landing with significantly less unnecessary collision false alarms and no miss alarms.

Estimation of Contextual Effects through Nonlinear Multilevel Latent Variable Modeling with a Metropolis-Hastings Robbins-Monro Algorithm

ERIC Educational Resources Information Center

Yang, Ji Seung; Cai, Li

2014-01-01

The main purpose of this study is to improve estimation efficiency in obtaining maximum marginal likelihood estimates of contextual effects in the framework of nonlinear multilevel latent variable model by adopting the Metropolis-Hastings Robbins-Monro algorithm (MH-RM). Results indicate that the MH-RM algorithm can produce estimates and standard…

Efficient, nonlinear phase estimation with the nonmodulated pyramid wavefront sensor.

PubMed

Frazin, Richard A

2018-04-01

The sensitivity of the pyramid wavefront sensor (PyWFS) has made it a popular choice for astronomical adaptive optics (AAO) systems. The PyWFS is at its most sensitive when it is used without modulation of the input beam. In nonmodulated mode, the device is highly nonlinear. Hence, all PyWFS implementations on current AAO systems employ modulation to make the device more linear. The upcoming era of 30-m class telescopes and the demand for ultra-precise wavefront control stemming from science objectives that include direct imaging of exoplanets make using the PyWFS without modulation desirable. This article argues that nonlinear estimation based on Newton's method for nonlinear optimization can be useful for mitigating the effects of nonlinearity in the nonmodulated PyWFS. The proposed approach requires all optical modeling to be pre-computed, which has the advantage of avoiding real-time simulations of beam propagation. Further, the required real-time calculations are amenable to massively parallel computation. Numerical experiments simulate a PyWFS with faces sloped 3.7° to the horizontal, operating at a wavelength of 0.85 μm, and with an index of refraction of 1.45. A singular value analysis shows that the common practice of calculating two "slope" images from the four PyWFS pupil images discards critical information and is unsuitable for the nonmodulated PyWFS simulated here. Instead, this article advocates estimators that use the raw pixel values not only from the four geometrical images of the pupil, but from surrounding pixels as well. The simulations indicate that nonlinear estimation can be effective when the Strehl ratio of the input beam is greater than 0.3, and the improvement relative to linear estimation tends to increase at larger Strehl ratios. At Strehl ratios less than about 0.5, the performances of both the nonlinear and linear estimators are relatively insensitive to noise since they are dominated by nonlinearity error.

Dynamic response signatures of a scaled model platform for floating wind turbines in an ocean wave basin.

PubMed

Jaksic, V; O'Shea, R; Cahill, P; Murphy, J; Mandic, D P; Pakrashi, V

2015-02-28

Understanding of dynamic behaviour of offshore wind floating substructures is extremely important in relation to design, operation, maintenance and management of floating wind farms. This paper presents assessment of nonlinear signatures of dynamic responses of a scaled tension-leg platform (TLP) in a wave tank exposed to different regular wave conditions and sea states characterized by the Bretschneider, the Pierson-Moskowitz and the JONSWAP spectra. Dynamic responses of the TLP were monitored at different locations using load cells, a camera-based motion recognition system and a laser Doppler vibrometer. The analysis of variability of the TLP responses and statistical quantification of their linearity or nonlinearity, as non-destructive means of structural monitoring from the output-only condition, remains a challenging problem. In this study, the delay vector variance (DVV) method is used to statistically study the degree of nonlinearity of measured response signals from a TLP. DVV is observed to create a marker estimating the degree to which a change in signal nonlinearity reflects real-time behaviour of the structure and also to establish the sensitivity of the instruments employed to these changes. The findings can be helpful in establishing monitoring strategies and control strategies for undesirable levels or types of dynamic response and can help to better estimate changes in system characteristics over the life cycle of the structure. © 2015 The Author(s) Published by the Royal Society. All rights reserved.

Volterra series truncation and kernel estimation of nonlinear systems in the frequency domain

NASA Astrophysics Data System (ADS)

Zhang, B.; Billings, S. A.

2017-02-01

The Volterra series model is a direct generalisation of the linear convolution integral and is capable of displaying the intrinsic features of a nonlinear system in a simple and easy to apply way. Nonlinear system analysis using Volterra series is normally based on the analysis of its frequency-domain kernels and a truncated description. But the estimation of Volterra kernels and the truncation of Volterra series are coupled with each other. In this paper, a novel complex-valued orthogonal least squares algorithm is developed. The new algorithm provides a powerful tool to determine which terms should be included in the Volterra series expansion and to estimate the kernels and thus solves the two problems all together. The estimated results are compared with those determined using the analytical expressions of the kernels to validate the method. To further evaluate the effectiveness of the method, the physical parameters of the system are also extracted from the measured kernels. Simulation studies demonstrates that the new approach not only can truncate the Volterra series expansion and estimate the kernels of a weakly nonlinear system, but also can indicate the applicability of the Volterra series analysis in a severely nonlinear system case.

A new gridded on-road CO2 emissions inventory for the United States, 1980-2011

NASA Astrophysics Data System (ADS)

Gately, C.; Hutyra, L.; Sue Wing, I.

2013-12-01

On-road transportation is responsible for 28% of all U.S. fossil fuel CO2 emissions. However, mapping vehicle emissions at regional scales is challenging due to data limitations. Existing emission inventories have used spatial proxies such as population and road density to downscale national or state level data, which may introduce errors where the proxy variables and actual emissions are weakly correlated. We have developed a national on-road emissions inventory product based on roadway-level traffic data obtained from the Highway Performance Monitoring System. We produce annual estimates of on-road CO2 emissions at a 1km spatial resolution for the contiguous United States for the years 1980 through 2011. For the year 2011 we also produce an hourly emissions product at the 1km scale using hourly traffic volumes from hundreds of automated traffic counters across the country. National on-road emissions rose at roughly 2% per year from 1980 to 2006, with emissions peaking at 1.71 Tg CO2 in 2007. However, while national emissions have declined 6% since the peak, we observe considerable regional variation in emissions trends post-2007. While many states show stable or declining on-road emissions, several states and metropolitan areas in the Midwest, mountain west and south had emissions increases of 3-10% from 2008 to 2011. Our emissions estimates are consistent with state-reported totals of gasoline and diesel fuel consumption. This is in contrast to on-road CO2 emissions estimated by the Emissions Database of Global Atmospheric Research (EDGAR), which we show to be inconsistent in matching on-road emissions to published fuel consumption at the scale of U.S. states, due to the non-linear relationships between emissions and EDGAR's chosen spatial proxies at these scales. Since our emissions estimates were generated independent of population density and other demographic data, we were able to conduct a panel regression analysis to estimate the relationship between these variables and on-road CO2 at various spatial scales. In the case of Massachusetts we find a non-linear relationship between emissions and population density indicating that increasing density resulted in increased emissions when density is less than 2000 persons-km-2. These results highlight the value of using an emissions inventory with high spatial and temporal resolution. At coarser spatial scales, much of the variation in population density and on-road emissions between towns is lost due to aggregation. The high spatial resolution and broad temporal scope of our CO2 estimates provides a basis for analyses to support emissions monitoring, verification and mitigation policies at regional, state and local scale.

A family of approximate solutions and explicit error estimates for the nonlinear stationary Navier-Stokes problem

NASA Technical Reports Server (NTRS)

Gabrielsen, R. E.; Karel, S.

1975-01-01

An algorithm for solving the nonlinear stationary Navier-Stokes problem is developed. Explicit error estimates are given. This mathematical technique is potentially adaptable to the separation problem.

An improved method for nonlinear parameter estimation: a case study of the Rössler model

NASA Astrophysics Data System (ADS)

He, Wen-Ping; Wang, Liu; Jiang, Yun-Di; Wan, Shi-Quan

2016-08-01

Parameter estimation is an important research topic in nonlinear dynamics. Based on the evolutionary algorithm (EA), Wang et al. (2014) present a new scheme for nonlinear parameter estimation and numerical tests indicate that the estimation precision is satisfactory. However, the convergence rate of the EA is relatively slow when multiple unknown parameters in a multidimensional dynamical system are estimated simultaneously. To solve this problem, an improved method for parameter estimation of nonlinear dynamical equations is provided in the present paper. The main idea of the improved scheme is to use all of the known time series for all of the components in some dynamical equations to estimate the parameters in single component one by one, instead of estimating all of the parameters in all of the components simultaneously. Thus, we can estimate all of the parameters stage by stage. The performance of the improved method was tested using a classic chaotic system—Rössler model. The numerical tests show that the amended parameter estimation scheme can greatly improve the searching efficiency and that there is a significant increase in the convergence rate of the EA, particularly for multiparameter estimation in multidimensional dynamical equations. Moreover, the results indicate that the accuracy of parameter estimation and the CPU time consumed by the presented method have no obvious dependence on the sample size.

Robust ridge regression estimators for nonlinear models with applications to high throughput screening assay data.

PubMed

Lim, Changwon

2015-03-30

Nonlinear regression is often used to evaluate the toxicity of a chemical or a drug by fitting data from a dose-response study. Toxicologists and pharmacologists may draw a conclusion about whether a chemical is toxic by testing the significance of the estimated parameters. However, sometimes the null hypothesis cannot be rejected even though the fit is quite good. One possible reason for such cases is that the estimated standard errors of the parameter estimates are extremely large. In this paper, we propose robust ridge regression estimation procedures for nonlinear models to solve this problem. The asymptotic properties of the proposed estimators are investigated; in particular, their mean squared errors are derived. The performances of the proposed estimators are compared with several standard estimators using simulation studies. The proposed methodology is also illustrated using high throughput screening assay data obtained from the National Toxicology Program. Copyright © 2014 John Wiley & Sons, Ltd.

Efficient Data Assimilation Algorithms for Bathymetry Applications

NASA Astrophysics Data System (ADS)

Ghorbanidehno, H.; Kokkinaki, A.; Lee, J. H.; Farthing, M.; Hesser, T.; Kitanidis, P. K.; Darve, E. F.

2016-12-01

Information on the evolving state of the nearshore zone bathymetry is crucial to shoreline management, recreational safety, and naval operations. The high cost and complex logistics of using ship-based surveys for bathymetry estimation have encouraged the use of remote sensing monitoring. Data assimilation methods combine monitoring data and models of nearshore dynamics to estimate the unknown bathymetry and the corresponding uncertainties. Existing applications have been limited to the basic Kalman Filter (KF) and the Ensemble Kalman Filter (EnKF). The former can only be applied to low-dimensional problems due to its computational cost; the latter often suffers from ensemble collapse and uncertainty underestimation. This work explores the use of different variants of the Kalman Filter for bathymetry applications. In particular, we compare the performance of the EnKF to the Unscented Kalman Filter and the Hierarchical Kalman Filter, both of which are KF variants for non-linear problems. The objective is to identify which method can better handle the nonlinearities of nearshore physics, while also having a reasonable computational cost. We present two applications; first, the bathymetry of a synthetic one-dimensional cross section normal to the shore is estimated from wave speed measurements. Second, real remote measurements with unknown error statistics are used and compared to in situ bathymetric survey data collected at the USACE Field Research Facility in Duck, NC. We evaluate the information content of different data sets and explore the impact of measurement error and nonlinearities.

Latent degradation indicators estimation and prediction: A Monte Carlo approach

NASA Astrophysics Data System (ADS)

Zhou, Yifan; Sun, Yong; Mathew, Joseph; Wolff, Rodney; Ma, Lin

2011-01-01

Asset health inspections can produce two types of indicators: (1) direct indicators (e.g. the thickness of a brake pad, and the crack depth on a gear) which directly relate to a failure mechanism; and (2) indirect indicators (e.g. the indicators extracted from vibration signals and oil analysis data) which can only partially reveal a failure mechanism. While direct indicators enable more precise references to asset health condition, they are often more difficult to obtain than indirect indicators. The state space model provides an efficient approach to estimating direct indicators by using indirect indicators. However, existing state space models to estimate direct indicators largely depend on assumptions such as, discrete time, discrete state, linearity, and Gaussianity. The discrete time assumption requires fixed inspection intervals. The discrete state assumption entails discretising continuous degradation indicators, which often introduces additional errors. The linear and Gaussian assumptions are not consistent with nonlinear and irreversible degradation processes in most engineering assets. This paper proposes a state space model without these assumptions. Monte Carlo-based algorithms are developed to estimate the model parameters and the remaining useful life. These algorithms are evaluated for performance using numerical simulations through MATLAB. The result shows that both the parameters and the remaining useful life are estimated accurately. Finally, the new state space model is used to process vibration and crack depth data from an accelerated test of a gearbox. During this application, the new state space model shows a better fitness result than the state space model with linear and Gaussian assumption.

The Changing Nonlinear Relationship between Income and Terrorism

PubMed Central

Enders, Walter; Hoover, Gary A.

2014-01-01

This article reinvestigates the relationship between real per capita gross domestic product (GDP) and terrorism. We devise a terrorism Lorenz curve to show that domestic and transnational terrorist attacks are each more concentrated in middle-income countries, thereby suggesting a nonlinear income–terrorism relationship. Moreover, this point of concentration shifted to lower income countries after the rising influence of the religious fundamentalist and nationalist/separatist terrorists in the early 1990s. For transnational terrorist attacks, this shift characterized not only the attack venue but also the perpetrators’ nationality. The article then uses nonlinear smooth transition regressions to establish the relationship between real per capita GDP and terrorism for eight alternative terrorism samples, accounting for venue, perpetrators’ nationality, terrorism type, and the period. Our nonlinear estimates are shown to be favored over estimates using linear or quadratic income determinants of terrorism. These nonlinear estimates are robust to additional controls. PMID:28579636

Failure detection and correction for turbofan engines

NASA Technical Reports Server (NTRS)

Corley, R. C.; Spang, H. A., III

1977-01-01

In this paper, a failure detection and correction strategy for turbofan engines is discussed. This strategy allows continuing control of the engines in the event of a sensor failure. An extended Kalman filter is used to provide the best estimate of the state of the engine based on currently available sensor outputs. Should a sensor failure occur the control is based on the best estimate rather than the sensor output. The extended Kalman filter consists of essentially two parts, a nonlinear model of the engine and up-date logic which causes the model to track the actual engine. Details on the model and up-date logic are presented. To allow implementation, approximations are made to the feedback gain matrix which result in a single feedback matrix which is suitable for use over the entire flight envelope. The effect of these approximations on stability and response is discussed. Results from a detailed nonlinear simulation indicate that good control can be maintained even under multiple failures.

Simultaneous Observation of Hybrid States for Cyber-Physical Systems: A Case Study of Electric Vehicle Powertrain.

PubMed

Lv, Chen; Liu, Yahui; Hu, Xiaosong; Guo, Hongyan; Cao, Dongpu; Wang, Fei-Yue

2017-08-22

As a typical cyber-physical system (CPS), electrified vehicle becomes a hot research topic due to its high efficiency and low emissions. In order to develop advanced electric powertrains, accurate estimations of the unmeasurable hybrid states, including discrete backlash nonlinearity and continuous half-shaft torque, are of great importance. In this paper, a novel estimation algorithm for simultaneously identifying the backlash position and half-shaft torque of an electric powertrain is proposed using a hybrid system approach. System models, including the electric powertrain and vehicle dynamics models, are established considering the drivetrain backlash and flexibility, and also calibrated and validated using vehicle road testing data. Based on the developed system models, the powertrain behavior is represented using hybrid automata according to the piecewise affine property of the backlash dynamics. A hybrid-state observer, which is comprised of a discrete-state observer and a continuous-state observer, is designed for the simultaneous estimation of the backlash position and half-shaft torque. In order to guarantee the stability and reachability, the convergence property of the proposed observer is investigated. The proposed observer are validated under highly dynamical transitions of vehicle states. The validation results demonstrates the feasibility and effectiveness of the proposed hybrid-state observer.

A Bayesian approach for estimating under-reported dengue incidence with a focus on non-linear associations between climate and dengue in Dhaka, Bangladesh.

PubMed

Sharmin, Sifat; Glass, Kathryn; Viennet, Elvina; Harley, David

2018-04-01

Determining the relation between climate and dengue incidence is challenging due to under-reporting of disease and consequent biased incidence estimates. Non-linear associations between climate and incidence compound this. Here, we introduce a modelling framework to estimate dengue incidence from passive surveillance data while incorporating non-linear climate effects. We estimated the true number of cases per month using a Bayesian generalised linear model, developed in stages to adjust for under-reporting. A semi-parametric thin-plate spline approach was used to quantify non-linear climate effects. The approach was applied to data collected from the national dengue surveillance system of Bangladesh. The model estimated that only 2.8% (95% credible interval 2.7-2.8) of all cases in the capital Dhaka were reported through passive case reporting. The optimal mean monthly temperature for dengue transmission is 29℃ and average monthly rainfall above 15 mm decreases transmission. Our approach provides an estimate of true incidence and an understanding of the effects of temperature and rainfall on dengue transmission in Dhaka, Bangladesh.

Prediction of optimum sorption isotherm: comparison of linear and non-linear method.

PubMed

Kumar, K Vasanth; Sivanesan, S

2005-11-11

Equilibrium parameters for Bismarck brown onto rice husk were estimated by linear least square and a trial and error non-linear method using Freundlich, Langmuir and Redlich-Peterson isotherms. A comparison between linear and non-linear method of estimating the isotherm parameters was reported. The best fitting isotherm was Langmuir isotherm and Redlich-Peterson isotherm equation. The results show that non-linear method could be a better way to obtain the parameters. Redlich-Peterson isotherm is a special case of Langmuir isotherm when the Redlich-Peterson isotherm constant g was unity.

Short-Term Distribution System State Forecast Based on Optimal Synchrophasor Sensor Placement and Extreme Learning Machine

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jiang, Huaiguang; Zhang, Yingchen

This paper proposes an approach for distribution system state forecasting, which aims to provide an accurate and high speed state forecasting with an optimal synchrophasor sensor placement (OSSP) based state estimator and an extreme learning machine (ELM) based forecaster. Specifically, considering the sensor installation cost and measurement error, an OSSP algorithm is proposed to reduce the number of synchrophasor sensor and keep the whole distribution system numerically and topologically observable. Then, the weighted least square (WLS) based system state estimator is used to produce the training data for the proposed forecaster. Traditionally, the artificial neural network (ANN) and support vectormore » regression (SVR) are widely used in forecasting due to their nonlinear modeling capabilities. However, the ANN contains heavy computation load and the best parameters for SVR are difficult to obtain. In this paper, the ELM, which overcomes these drawbacks, is used to forecast the future system states with the historical system states. The proposed approach is effective and accurate based on the testing results.« less

When linear stability does not exclude nonlinear instability

DOE PAGES

Kevrekidis, P. G.; Pelinovsky, D. E.; Saxena, A.

2015-05-29

We describe a mechanism that results in the nonlinear instability of stationary states even in the case where the stationary states are linearly stable. In this study, this instability is due to the nonlinearity-induced coupling of the linearization’s internal modes of negative energy with the continuous spectrum. In a broad class of nonlinear Schrödinger equations considered, the presence of such internal modes guarantees the nonlinear instability of the stationary states in the evolution dynamics. To corroborate this idea, we explore three prototypical case examples: (a) an antisymmetric soliton in a double-well potential, (b) a twisted localized mode in a one-dimensionalmore » lattice with cubic nonlinearity, and (c) a discrete vortex in a two-dimensional saturable lattice. In all cases, we observe a weak nonlinear instability, despite the linear stability of the respective states.« less

Parameter estimation of Monod model by the Least-Squares method for microalgae Botryococcus Braunii sp

NASA Astrophysics Data System (ADS)

See, J. J.; Jamaian, S. S.; Salleh, R. M.; Nor, M. E.; Aman, F.

2018-04-01

This research aims to estimate the parameters of Monod model of microalgae Botryococcus Braunii sp growth by the Least-Squares method. Monod equation is a non-linear equation which can be transformed into a linear equation form and it is solved by implementing the Least-Squares linear regression method. Meanwhile, Gauss-Newton method is an alternative method to solve the non-linear Least-Squares problem with the aim to obtain the parameters value of Monod model by minimizing the sum of square error ( SSE). As the result, the parameters of the Monod model for microalgae Botryococcus Braunii sp can be estimated by the Least-Squares method. However, the estimated parameters value obtained by the non-linear Least-Squares method are more accurate compared to the linear Least-Squares method since the SSE of the non-linear Least-Squares method is less than the linear Least-Squares method.

A new linear least squares method for T1 estimation from SPGR signals with multiple TRs

NASA Astrophysics Data System (ADS)

Chang, Lin-Ching; Koay, Cheng Guan; Basser, Peter J.; Pierpaoli, Carlo

2009-02-01

The longitudinal relaxation time, T1, can be estimated from two or more spoiled gradient recalled echo x (SPGR) images with two or more flip angles and one or more repetition times (TRs). The function relating signal intensity and the parameters are nonlinear; T1 maps can be computed from SPGR signals using nonlinear least squares regression. A widely-used linear method transforms the nonlinear model by assuming a fixed TR in SPGR images. This constraint is not desirable since multiple TRs are a clinically practical way to reduce the total acquisition time, to satisfy the required resolution, and/or to combine SPGR data acquired at different times. A new linear least squares method is proposed using the first order Taylor expansion. Monte Carlo simulations of SPGR experiments are used to evaluate the accuracy and precision of the estimated T1 from the proposed linear and the nonlinear methods. We show that the new linear least squares method provides T1 estimates comparable in both precision and accuracy to those from the nonlinear method, allowing multiple TRs and reducing computation time significantly.

One-dimensional Numerical Model of Transient Discharges in Air of a Spatial Plasma Ignition Device

NASA Astrophysics Data System (ADS)

Saceleanu, Florin N.

This thesis examines the modes of discharge of a plasma ignition device. Oscilloscope data of the discharge voltage and current are analyzed for various pressures in air at ambient temperature. It is determined that the discharge operates in 2 modes: a glow discharge and a postulated streamer discharge. Subsequently, a 1-dimensional fluid simulation of plasma using the finite volume method (FVM) is developed to gain insight into the particle kinetics. Transient results of the simulation agree with theories of electric discharges; however, quasi-steady state results were not reached due to high diffusion time of ions in air. Next, an ordinary differential equation (ODE) is derived to understand the discharge transition. Simulated results were used to estimate the voltage waveform, which describes the ODE's forcing function; additional simulated results were used to estimate the discharge current and the ODE's non-linearity. It is found that the ODE's non-linearity increases exponentially for capacitive discharges. It is postulated that the non-linearity defines the mode transition observed experimentally. The research is motivated by Spatial Plasma Discharge Ignition (SPDI), an innovative ignition system postulated to increase combustion efficiency in automobile engines for up to 9%. The research thus far can only hypothesize SPDI's benefits on combustion, based on the literature review and the modes of discharge.

Transition of planar Couette flow at infinite Reynolds numbers.

PubMed

Itano, Tomoaki; Akinaga, Takeshi; Generalis, Sotos C; Sugihara-Seki, Masako

2013-11-01

An outline of the state space of planar Couette flow at high Reynolds numbers (Re<10^{5}) is investigated via a variety of efficient numerical techniques. It is verified from nonlinear analysis that the lower branch of the hairpin vortex state (HVS) asymptotically approaches the primary (laminar) state with increasing Re. It is also predicted that the lower branch of the HVS at high Re belongs to the stability boundary that initiates a transition to turbulence, and that one of the unstable manifolds of the lower branch of HVS lies on the boundary. These facts suggest HVS may provide a criterion to estimate a minimum perturbation arising transition to turbulent states at the infinite Re limit.

Design of polynomial fuzzy observer-controller for nonlinear systems with state delay: sum of squares approach

NASA Astrophysics Data System (ADS)

Gassara, H.; El Hajjaji, A.; Chaabane, M.

2017-07-01

This paper investigates the problem of observer-based control for two classes of polynomial fuzzy systems with time-varying delay. The first class concerns a special case where the polynomial matrices do not depend on the estimated state variables. The second one is the general case where the polynomial matrices could depend on unmeasurable system states that will be estimated. For the last case, two design procedures are proposed. The first one gives the polynomial fuzzy controller and observer gains in two steps. In the second procedure, the designed gains are obtained using a single-step approach to overcome the drawback of a two-step procedure. The obtained conditions are presented in terms of sum of squares (SOS) which can be solved via the SOSTOOLS and a semi-definite program solver. Illustrative examples show the validity and applicability of the proposed results.

Practical estimate of gradient nonlinearity for implementation of apparent diffusion coefficient bias correction.

PubMed

Malkyarenko, Dariya I; Chenevert, Thomas L

2014-12-01

To describe an efficient procedure to empirically characterize gradient nonlinearity and correct for the corresponding apparent diffusion coefficient (ADC) bias on a clinical magnetic resonance imaging (MRI) scanner. Spatial nonlinearity scalars for individual gradient coils along superior and right directions were estimated via diffusion measurements of an isotropicic e-water phantom. Digital nonlinearity model from an independent scanner, described in the literature, was rescaled by system-specific scalars to approximate 3D bias correction maps. Correction efficacy was assessed by comparison to unbiased ADC values measured at isocenter. Empirically estimated nonlinearity scalars were confirmed by geometric distortion measurements of a regular grid phantom. The applied nonlinearity correction for arbitrarily oriented diffusion gradients reduced ADC bias from 20% down to 2% at clinically relevant offsets both for isotropic and anisotropic media. Identical performance was achieved using either corrected diffusion-weighted imaging (DWI) intensities or corrected b-values for each direction in brain and ice-water. Direction-average trace image correction was adequate only for isotropic medium. Empiric scalar adjustment of an independent gradient nonlinearity model adequately described DWI bias for a clinical scanner. Observed efficiency of implemented ADC bias correction quantitatively agreed with previous theoretical predictions and numerical simulations. The described procedure provides an independent benchmark for nonlinearity bias correction of clinical MRI scanners.

STATEQ: a nonlinear least-squares code for obtaining Martin thermodynamic representations of fluids in the gaseous and dense gaseous regions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Milora, S. L.

1976-02-01

The use of the code NLIN (IBM Share Program No. 1428) to obtain empirical thermodynamic pressure-volume-temperature (P-V-T) relationships for substances in the gaseous and dense gaseous states is described. When sufficient experimental data exist, the code STATEQ will provide least-squares estimates for the 21 parameters of the Martin model. Another code, APPROX, is described which also obtains parameter estimates for the model by making use of the approximate generalized behavior of fluids. Use of the codes is illustrated in obtaining thermodynamic representations for isobutane. (auth)

A robust nonlinear position observer for synchronous motors with relaxed excitation conditions

NASA Astrophysics Data System (ADS)

Bobtsov, Alexey; Bazylev, Dmitry; Pyrkin, Anton; Aranovskiy, Stanislav; Ortega, Romeo

2017-04-01

A robust, nonlinear and globally convergent rotor position observer for surface-mounted permanent magnet synchronous motors was recently proposed by the authors. The key feature of this observer is that it requires only the knowledge of the motor's resistance and inductance. Using some particular properties of the mathematical model it is shown that the problem of state observation can be translated into one of estimation of two constant parameters, which is carried out with a standard gradient algorithm. In this work, we propose to replace this estimator with a new one called dynamic regressor extension and mixing, which has the following advantages with respect to gradient estimators: (1) the stringent persistence of excitation (PE) condition of the regressor is not necessary to ensure parameter convergence; (2) the latter is guaranteed requiring instead a non-square-integrability condition that has a clear physical meaning in terms of signal energy; (3) if the regressor is PE, the new observer (like the old one) ensures convergence is exponential, entailing some robustness properties to the observer; (4) the new estimator includes an additional filter that constitutes an additional degree of freedom to satisfy the non-square integrability condition. Realistic simulation results show significant performance improvement of the position observer using the new parameter estimator, with a less oscillatory behaviour and a faster convergence speed.

Angular-Rate Estimation Using Star Tracker Measurements

NASA Technical Reports Server (NTRS)

Azor, R.; Bar-Itzhack, I.; Deutschmann, Julie K.; Harman, Richard R.

1999-01-01

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.

Angular-Rate Estimation using Star Tracker Measurements

NASA Technical Reports Server (NTRS)

Azor, R.; Bar-Itzhack, Itzhack Y.; Deutschmann, Julie K.; Harman, Richard R.

1999-01-01

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.

Multiparameter Estimation in Networked Quantum Sensors

DOE Office of Scientific and Technical Information (OSTI.GOV)

Proctor, Timothy J.; Knott, Paul A.; Dunningham, Jacob A.

We introduce a general model for a network of quantum sensors, and we use this model to consider the question: When can entanglement between the sensors, and/or global measurements, enhance the precision with which the network can measure a set of unknown parameters? We rigorously answer this question by presenting precise theorems proving that for a broad class of problems there is, at most, a very limited intrinsic advantage to using entangled states or global measurements. Moreover, for many estimation problems separable states and local measurements are optimal, and can achieve the ultimate quantum limit on the estimation uncertainty. Thismore » immediately implies that there are broad conditions under which simultaneous estimation of multiple parameters cannot outperform individual, independent estimations. Our results apply to any situation in which spatially localized sensors are unitarily encoded with independent parameters, such as when estimating multiple linear or non-linear optical phase shifts in quantum imaging, or when mapping out the spatial profile of an unknown magnetic field. We conclude by showing that entangling the sensors can enhance the estimation precision when the parameters of interest are global properties of the entire network.« less

Multiparameter Estimation in Networked Quantum Sensors

DOE PAGES

Proctor, Timothy J.; Knott, Paul A.; Dunningham, Jacob A.

2018-02-21

We introduce a general model for a network of quantum sensors, and we use this model to consider the question: When can entanglement between the sensors, and/or global measurements, enhance the precision with which the network can measure a set of unknown parameters? We rigorously answer this question by presenting precise theorems proving that for a broad class of problems there is, at most, a very limited intrinsic advantage to using entangled states or global measurements. Moreover, for many estimation problems separable states and local measurements are optimal, and can achieve the ultimate quantum limit on the estimation uncertainty. Thismore » immediately implies that there are broad conditions under which simultaneous estimation of multiple parameters cannot outperform individual, independent estimations. Our results apply to any situation in which spatially localized sensors are unitarily encoded with independent parameters, such as when estimating multiple linear or non-linear optical phase shifts in quantum imaging, or when mapping out the spatial profile of an unknown magnetic field. We conclude by showing that entangling the sensors can enhance the estimation precision when the parameters of interest are global properties of the entire network.« less

Nonlinear automatic landing control of unmanned aerial vehicles on moving platforms via a 3D laser radar

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hervas, Jaime Rubio; Tang, Hui; Reyhanoglu, Mahmut

2014-12-10

This paper presents a motion tracking and control system for automatically landing Unmanned Aerial Vehicles (UAVs) on an oscillating platform using Laser Radar (LADAR) observations. The system itself is assumed to be mounted on a ship deck. A full nonlinear mathematical model is first introduced for the UAV. The ship motion is characterized by a Fourier transform based method which includes a realistic characterization of the sea waves. LADAR observation models are introduced and an algorithm to process those observations for yielding the relative state between the vessel and the UAV is presented, from which the UAV's state relative tomore » an inertial frame can be obtained and used for feedback purposes. A sliding mode control algorithm is derived for tracking a landing trajectory defined by a set of desired waypoints. An extended Kalman filter (EKF) is proposed to account for process and observation noises in the design of a state estimator. The effectiveness of the control algorithm is illustrated through a simulation example.« less

Online Estimation of Allan Variance Coefficients Based on a Neural-Extended Kalman Filter

PubMed Central

Miao, Zhiyong; Shen, Feng; Xu, Dingjie; He, Kunpeng; Tian, Chunmiao

2015-01-01

As a noise analysis method for inertial sensors, the traditional Allan variance method requires the storage of a large amount of data and manual analysis for an Allan variance graph. Although the existing online estimation methods avoid the storage of data and the painful procedure of drawing slope lines for estimation, they require complex transformations and even cause errors during the modeling of dynamic Allan variance. To solve these problems, first, a new state-space model that directly models the stochastic errors to obtain a nonlinear state-space model was established for inertial sensors. Then, a neural-extended Kalman filter algorithm was used to estimate the Allan variance coefficients. The real noises of an ADIS16405 IMU and fiber optic gyro-sensors were analyzed by the proposed method and traditional methods. The experimental results show that the proposed method is more suitable to estimate the Allan variance coefficients than the traditional methods. Moreover, the proposed method effectively avoids the storage of data and can be easily implemented using an online processor. PMID:25625903

Experimental Design for Stochastic Models of Nonlinear Signaling Pathways Using an Interval-Wise Linear Noise Approximation and State Estimation

PubMed Central

Zimmer, Christoph

2016-01-01

Background Computational modeling is a key technique for analyzing models in systems biology. There are well established methods for the estimation of the kinetic parameters in models of ordinary differential equations (ODE). Experimental design techniques aim at devising experiments that maximize the information encoded in the data. For ODE models there are well established approaches for experimental design and even software tools. However, data from single cell experiments on signaling pathways in systems biology often shows intrinsic stochastic effects prompting the development of specialized methods. While simulation methods have been developed for decades and parameter estimation has been targeted for the last years, only very few articles focus on experimental design for stochastic models. Methods The Fisher information matrix is the central measure for experimental design as it evaluates the information an experiment provides for parameter estimation. This article suggest an approach to calculate a Fisher information matrix for models containing intrinsic stochasticity and high nonlinearity. The approach makes use of a recently suggested multiple shooting for stochastic systems (MSS) objective function. The Fisher information matrix is calculated by evaluating pseudo data with the MSS technique. Results The performance of the approach is evaluated with simulation studies on an Immigration-Death, a Lotka-Volterra, and a Calcium oscillation model. The Calcium oscillation model is a particularly appropriate case study as it contains the challenges inherent to signaling pathways: high nonlinearity, intrinsic stochasticity, a qualitatively different behavior from an ODE solution, and partial observability. The computational speed of the MSS approach for the Fisher information matrix allows for an application in realistic size models. PMID:27583802

Beating Heart Motion Accurate Prediction Method Based on Interactive Multiple Model: An Information Fusion Approach

PubMed Central

Xie, Weihong; Yu, Yang

2017-01-01

Robot-assisted motion compensated beating heart surgery has the advantage over the conventional Coronary Artery Bypass Graft (CABG) in terms of reduced trauma to the surrounding structures that leads to shortened recovery time. The severe nonlinear and diverse nature of irregular heart rhythm causes enormous difficulty for the robot to realize the clinic requirements, especially under arrhythmias. In this paper, we propose a fusion prediction framework based on Interactive Multiple Model (IMM) estimator, allowing each model to cover a distinguishing feature of the heart motion in underlying dynamics. We find that, at normal state, the nonlinearity of the heart motion with slow time-variant changing dominates the beating process. When an arrhythmia occurs, the irregularity mode, the fast uncertainties with random patterns become the leading factor of the heart motion. We deal with prediction problem in the case of arrhythmias by estimating the state with two behavior modes which can adaptively “switch” from one to the other. Also, we employed the signal quality index to adaptively determine the switch transition probability in the framework of IMM. We conduct comparative experiments to evaluate the proposed approach with four distinguished datasets. The test results indicate that the new proposed approach reduces prediction errors significantly. PMID:29124062

Beating Heart Motion Accurate Prediction Method Based on Interactive Multiple Model: An Information Fusion Approach.

PubMed

Liang, Fan; Xie, Weihong; Yu, Yang

2017-01-01

Robot-assisted motion compensated beating heart surgery has the advantage over the conventional Coronary Artery Bypass Graft (CABG) in terms of reduced trauma to the surrounding structures that leads to shortened recovery time. The severe nonlinear and diverse nature of irregular heart rhythm causes enormous difficulty for the robot to realize the clinic requirements, especially under arrhythmias. In this paper, we propose a fusion prediction framework based on Interactive Multiple Model (IMM) estimator, allowing each model to cover a distinguishing feature of the heart motion in underlying dynamics. We find that, at normal state, the nonlinearity of the heart motion with slow time-variant changing dominates the beating process. When an arrhythmia occurs, the irregularity mode, the fast uncertainties with random patterns become the leading factor of the heart motion. We deal with prediction problem in the case of arrhythmias by estimating the state with two behavior modes which can adaptively "switch" from one to the other. Also, we employed the signal quality index to adaptively determine the switch transition probability in the framework of IMM. We conduct comparative experiments to evaluate the proposed approach with four distinguished datasets. The test results indicate that the new proposed approach reduces prediction errors significantly.

Assessment of the transportation route of oversize and excessive loads in relation to the load-bearing capacity of existing bridges

NASA Astrophysics Data System (ADS)

Doležel, Jiří; Novák, Drahomír; Petrů, Jan

2017-09-01

Transportation routes of oversize and excessive loads are currently planned in relation to ensure the transit of a vehicle through critical points on the road. Critical points are level-intersection of roads, bridges etc. This article presents a comprehensive procedure to determine a reliability and a load-bearing capacity level of the existing bridges on highways and roads using the advanced methods of reliability analysis based on simulation techniques of Monte Carlo type in combination with nonlinear finite element method analysis. The safety index is considered as a main criterion of the reliability level of the existing construction structures and the index is described in current structural design standards, e.g. ISO and Eurocode. An example of a single-span slab bridge made of precast prestressed concrete girders of the 60 year current time and its load bearing capacity is set for the ultimate limit state and serviceability limit state. The structure’s design load capacity was estimated by the full probability nonlinear MKP analysis using a simulation technique Latin Hypercube Sampling (LHS). Load-bearing capacity values based on a fully probabilistic analysis are compared with the load-bearing capacity levels which were estimated by deterministic methods of a critical section of the most loaded girders.

Breathers in systems with intrinsic and extrinsic nonlinearities

NASA Astrophysics Data System (ADS)

Cruzeiro-Hansson, L.; Eilbeck, J. C.; Marín, J. L.; Russell, F. M.

2000-08-01

We study the interplay between nonlinearity and localization in a model consisting of a quantum quasiparticle interacting with a nonlinear extended lattice. The isolated lattice can support discrete breathers, and the coupling of the quasiparticle to the lattice leads to localized quasiparticle states. Minimum energy states of the full system can have both a breather and a solitonic character. Excited states lead to interesting new phenomena, such as full breather states, which arise from the combination of intrinsic and extrinsic nonlinearity.

On the pth moment estimates of solutions to stochastic functional differential equations in the G-framework.

PubMed

Faizullah, Faiz

2016-01-01

The aim of the current paper is to present the path-wise and moment estimates for solutions to stochastic functional differential equations with non-linear growth condition in the framework of G-expectation and G-Brownian motion. Under the nonlinear growth condition, the pth moment estimates for solutions to SFDEs driven by G-Brownian motion are proved. The properties of G-expectations, Hölder's inequality, Bihari's inequality, Gronwall's inequality and Burkholder-Davis-Gundy inequalities are used to develop the above mentioned theory. In addition, the path-wise asymptotic estimates and continuity of pth moment for the solutions to SFDEs in the G-framework, with non-linear growth condition are shown.

Real-Time State Estimation and Long-Term Model Adaptation: A Two-Sided Approach toward Personalized Diagnosis of Glucose and Insulin Levels

PubMed Central

Eberle, Claudia; Ament, Christoph

2012-01-01

Background With continuous glucose sensors (CGSs), it is possible to obtain a dynamical signal of the patient’s subcutaneous glucose concentration in real time. How could that information be exploited? We suggest a model-based diagnosis system with a twofold objective: real-time state estimation and long-term model parameter identification. Methods To obtain a dynamical model, Bergman’s nonlinear minimal model (considering plasma glucose G, insulin I, and interstitial insulin X) is extended by two states describing first and second insulin response. Furthermore, compartments for oral glucose and subcutaneous insulin inputs as well as for subcutaneous glucose measurement are added. The observability of states and external inputs as well as the identifiability of model parameters are assessed using the empirical observability Gramian. Signals are estimated for different nondiabetic and diabetic scenarios by unscented Kalman filter. Results (1) Observability of different state subsets is evaluated, e.g., from CGSs, {G, I} or {G, X} can be observed and the set {G, I, X} cannot. (2) Model parameters are included, e.g., it is possible to estimate the second-phase insulin response gain kG2 additionally. This can be used for model adaptation and as a diagnostic parameter that is almost zero for diabetes patients. (3) External inputs are considered, e.g., oral glucose is theoretically observable for nondiabetic patients, but estimation scenarios show that the time delay of 1 h limits application. Conclusions A real-time estimation of states (such as plasma insulin I) and parameters (such as kG2) is possible, which allows an improved real-time state prediction and a personalized model. PMID:23063042

A numerical identifiability test for state-space models--application to optimal experimental design.

PubMed

Hidalgo, M E; Ayesa, E

2001-01-01

This paper describes a mathematical tool for identifiability analysis, easily applicable to high order non-linear systems modelled in state-space and implementable in simulators with a time-discrete approach. This procedure also permits a rigorous analysis of the expected estimation errors (average and maximum) in calibration experiments. The methodology is based on the recursive numerical evaluation of the information matrix during the simulation of a calibration experiment and in the setting-up of a group of information parameters based on geometric interpretations of this matrix. As an example of the utility of the proposed test, the paper presents its application to an optimal experimental design of ASM Model No. 1 calibration, in order to estimate the maximum specific growth rate microH and the concentration of heterotrophic biomass XBH.

Quantum-Enhanced Sensing Based on Time Reversal of Nonlinear Dynamics.

PubMed

Linnemann, D; Strobel, H; Muessel, W; Schulz, J; Lewis-Swan, R J; Kheruntsyan, K V; Oberthaler, M K

2016-07-01

We experimentally demonstrate a nonlinear detection scheme exploiting time-reversal dynamics that disentangles continuous variable entangled states for feasible readout. Spin-exchange dynamics of Bose-Einstein condensates is used as the nonlinear mechanism which not only generates entangled states but can also be time reversed by controlled phase imprinting. For demonstration of a quantum-enhanced measurement we construct an active atom SU(1,1) interferometer, where entangled state preparation and nonlinear readout both consist of parametric amplification. This scheme is capable of exhausting the quantum resource by detecting solely mean atom numbers. Controlled nonlinear transformations widen the spectrum of useful entangled states for applied quantum technologies.

Synthetic Air Data Estimation: A case study of model-aided estimation

NASA Astrophysics Data System (ADS)

Lie, F. Adhika Pradipta

A method for estimating airspeed, angle of attack, and sideslip without using conventional, pitot-static airdata system is presented. The method relies on measurements from GPS, an inertial measurement unit (IMU) and a low-fidelity model of the aircraft's dynamics which are fused using two, cascaded Extended Kalman Filters. In the cascaded architecture, the first filter uses information from the IMU and GPS to estimate the aircraft's absolute velocity and attitude. These estimates are used as the measurement updates for the second filter where they are fused with the aircraft dynamics model to generate estimates of airspeed, angle of attack and sideslip. Methods for dealing with the time and inter-state correlation in the measurements coming from the first filter are discussed. Simulation and flight test results of the method are presented. Simulation results using high fidelity nonlinear model show that airspeed, angle of attack, and sideslip angle estimation errors are less than 0.5 m/s, 0.1 deg, and 0.2 deg RMS, respectively. Factors that affect the accuracy including the implication and impact of using a low fidelity aircraft model are discussed. It is shown using flight tests that a single linearized aircraft model can be used in lieu of a high-fidelity, non-linear model to provide reasonably accurate estimates of airspeed (less than 2 m/s error), angle of attack (less than 3 deg error), and sideslip angle (less than 5 deg error). This performance is shown to be relatively insensitive to off-trim attitudes but very sensitive to off-trim velocity.

A novel technique for optimal integration of active steering and differential braking with estimation to improve vehicle directional stability.

PubMed

Mirzaeinejad, Hossein; Mirzaei, Mehdi; Rafatnia, Sadra

2018-06-11

This study deals with the enhancement of directional stability of vehicle which turns with high speeds on various road conditions using integrated active steering and differential braking systems. In this respect, the minimum usage of intentional asymmetric braking force to compensate the drawbacks of active steering control with small reduction of vehicle longitudinal speed is desired. To this aim, a new optimal multivariable controller is analytically developed for integrated steering and braking systems based on the prediction of vehicle nonlinear responses. A fuzzy programming extracted from the nonlinear phase plane analysis is also used for managing the two control inputs in various driving conditions. With the proposed fuzzy programming, the weight factors of the control inputs are automatically tuned and softly changed. In order to simulate a real-world control system, some required information about the system states and parameters which cannot be directly measured, are estimated using the Unscented Kalman Filter (UKF). Finally, simulations studies are carried out using a validated vehicle model to show the effectiveness of the proposed integrated control system in the presence of model uncertainties and estimation errors. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Application of nonlinear least-squares regression to ground-water flow modeling, west-central Florida

USGS Publications Warehouse

Yobbi, D.K.

2000-01-01

A nonlinear least-squares regression technique for estimation of ground-water flow model parameters was applied to an existing model of the regional aquifer system underlying west-central Florida. The regression technique minimizes the differences between measured and simulated water levels. Regression statistics, including parameter sensitivities and correlations, were calculated for reported parameter values in the existing model. Optimal parameter values for selected hydrologic variables of interest are estimated by nonlinear regression. Optimal estimates of parameter values are about 140 times greater than and about 0.01 times less than reported values. Independently estimating all parameters by nonlinear regression was impossible, given the existing zonation structure and number of observations, because of parameter insensitivity and correlation. Although the model yields parameter values similar to those estimated by other methods and reproduces the measured water levels reasonably accurately, a simpler parameter structure should be considered. Some possible ways of improving model calibration are to: (1) modify the defined parameter-zonation structure by omitting and/or combining parameters to be estimated; (2) carefully eliminate observation data based on evidence that they are likely to be biased; (3) collect additional water-level data; (4) assign values to insensitive parameters, and (5) estimate the most sensitive parameters first, then, using the optimized values for these parameters, estimate the entire data set.

Stationary states of extended nonlinear Schrödinger equation with a source

NASA Astrophysics Data System (ADS)

Borich, M. A.; Smagin, V. V.; Tankeev, A. P.

2007-02-01

Structure of nonlinear stationary states of the extended nonlinear Schrödinger equation (ENSE) with a source has been analyzed with allowance for both third-order and nonlinearity dispersion. A new class of particular solutions (solitary waves) of the ENSe has been obtained. The scenario of the destruction of these states under the effect of an external perturbation has been investigated analytically and numerically. The results obtained can be used to interpret experimental data on the weakly nonlinear dynamics of the magnetostatic envelope in heterophase ferromagnet-insulator-metal, metal-insulator-ferromagnet-insulator-metal, and other similar structures and upon the simulation of nonlinear processes in optical systems.

Nonlinear optical detection of electron transfer adiabaticity in metal polypyridyl complexes.

PubMed

Miller, Stephen A; Moran, Andrew M

2010-02-11

Nonlinear optical signatures of electron transfer (ET) adiabaticity are investigated in a prototypical metal polypyridyl system, Os(II)(bpy)(3), known to possess large interligand couplings. Together with a theoretical model, transient absorption anisotropy (TAA) experiments show that field-matter interactions occur with diabatic basis states despite these large couplings. In addition, activated and activationless interligand ET mechanisms are distinguished with a series of TAA experiments in which the pump pulse frequency is tuned over a wide range. At lower pump frequencies, activated interligand ET, which occurs with a time constant of approximately 600 fs, is the dominant mechanism. However, an activationless mechanism becomes most prominent when the pump pulse is tuned by only 800 cm(-1) to higher frequency. This sensitivity of the ET mechanism to the pump frequency agrees with earlier experimental work that estimated an activation energy barrier of 875 cm(-1). The premise of signal interpretation in this paper is that the basis states appropriate for modeling nonradiative relaxation also govern the optical response. Model calculations suggest that optical nonlinearities corresponding to diabatic and adiabatic bases are readily distinguished with TAA experiments. In the diabatic basis, field-matter interaction sequences are restricted to terms in which the pump and probe pulses interact with the same transition dipoles, whereas the adiabatic basis imposes no such restriction and supports a class of coherent cross terms in the nonlinear response function. It is suggested that TAA should be preferred to alternative methods of studying ET adiabaticity that vary solvents and/or temperature. Altering the solvent, for example, generally also impacts solvent reorganization energies and the free energies of the donor and acceptor states. Parallels are discussed between the present work and research aimed at understanding energy transfer mechanisms in molecular aggregates.

Chaotic itinerancy within the coupled dynamics between a physical body and neural oscillator networks

PubMed Central

Mori, Hiroki; Okuyama, Yuji; Asada, Minoru

2017-01-01

Chaotic itinerancy is a phenomenon in which the state of a nonlinear dynamical system spontaneously explores and attracts certain states in a state space. From this perspective, the diverse behavior of animals and its spontaneous transitions lead to a complex coupled dynamical system, including a physical body and a brain. Herein, a series of simulations using different types of non-linear oscillator networks (i.e., regular, small-world, scale-free, random) with a musculoskeletal model (i.e., a snake-like robot) as a physical body are conducted to understand how the chaotic itinerancy of bodily behavior emerges from the coupled dynamics between the body and the brain. A behavior analysis (behavior clustering) and network analysis for the classified behavior are then applied. The former consists of feature vector extraction from the motions and classification of the movement patterns that emerged from the coupled dynamics. The network structures behind the classified movement patterns are revealed by estimating the “information networks” different from the given non-linear oscillator networks based on the transfer entropy which finds the information flow among neurons. The experimental results show that: (1) the number of movement patterns and their duration depend on the sensor ratio to control the balance of strength between the body and the brain dynamics and on the type of the given non-linear oscillator networks; and (2) two kinds of information networks are found behind two kinds movement patterns with different durations by utilizing the complex network measures, clustering coefficient and the shortest path length with a negative and a positive relationship with the duration periods of movement patterns. The current results seem promising for a future extension of the method to a more complicated body and environment. Several requirements are also discussed. PMID:28796797

Chaotic itinerancy within the coupled dynamics between a physical body and neural oscillator networks.

PubMed

Park, Jihoon; Mori, Hiroki; Okuyama, Yuji; Asada, Minoru

2017-01-01

Chaotic itinerancy is a phenomenon in which the state of a nonlinear dynamical system spontaneously explores and attracts certain states in a state space. From this perspective, the diverse behavior of animals and its spontaneous transitions lead to a complex coupled dynamical system, including a physical body and a brain. Herein, a series of simulations using different types of non-linear oscillator networks (i.e., regular, small-world, scale-free, random) with a musculoskeletal model (i.e., a snake-like robot) as a physical body are conducted to understand how the chaotic itinerancy of bodily behavior emerges from the coupled dynamics between the body and the brain. A behavior analysis (behavior clustering) and network analysis for the classified behavior are then applied. The former consists of feature vector extraction from the motions and classification of the movement patterns that emerged from the coupled dynamics. The network structures behind the classified movement patterns are revealed by estimating the "information networks" different from the given non-linear oscillator networks based on the transfer entropy which finds the information flow among neurons. The experimental results show that: (1) the number of movement patterns and their duration depend on the sensor ratio to control the balance of strength between the body and the brain dynamics and on the type of the given non-linear oscillator networks; and (2) two kinds of information networks are found behind two kinds movement patterns with different durations by utilizing the complex network measures, clustering coefficient and the shortest path length with a negative and a positive relationship with the duration periods of movement patterns. The current results seem promising for a future extension of the method to a more complicated body and environment. Several requirements are also discussed.

Estimating the Tradeoff Between Risk Protection and Moral Hazard with a Nonlinear Budget Set Model of Health Insurance*

PubMed Central

Kowalski, Amanda E.

2015-01-01

Insurance induces a tradeoff between the welfare gains from risk protection and the welfare losses from moral hazard. Empirical work traditionally estimates each side of the tradeoff separately, potentially yielding mutually inconsistent results. I develop a nonlinear budget set model of health insurance that allows for both simultaneously. Nonlinearities in the budget set arise from deductibles, coinsurance rates, and stoplosses that alter moral hazard as well as risk protection. I illustrate the properties of my model by estimating it using data on employer sponsored health insurance from a large firm. PMID:26664035

A novel methodology for non-linear system identification of battery cells used in non-road hybrid electric vehicles

NASA Astrophysics Data System (ADS)

Unger, Johannes; Hametner, Christoph; Jakubek, Stefan; Quasthoff, Marcus

2014-12-01

An accurate state of charge (SoC) estimation of a traction battery in hybrid electric non-road vehicles, which possess higher dynamics and power densities than on-road vehicles, requires a precise battery cell terminal voltage model. This paper presents a novel methodology for non-linear system identification of battery cells to obtain precise battery models. The methodology comprises the architecture of local model networks (LMN) and optimal model based design of experiments (DoE). Three main novelties are proposed: 1) Optimal model based DoE, which aims to high dynamically excite the battery cells at load ranges frequently used in operation. 2) The integration of corresponding inputs in the LMN to regard the non-linearities SoC, relaxation, hysteresis as well as temperature effects. 3) Enhancements to the local linear model tree (LOLIMOT) construction algorithm, to achieve a physical appropriate interpretation of the LMN. The framework is applicable for different battery cell chemistries and different temperatures, and is real time capable, which is shown on an industrial PC. The accuracy of the obtained non-linear battery model is demonstrated on cells with different chemistries and temperatures. The results show significant improvement due to optimal experiment design and integration of the battery non-linearities within the LMN structure.

Influence of electrode width of interdigital transducer on third-order nonlinearity of surface acoustic wave devices on 42°YX-LiTaO3 substrate

NASA Astrophysics Data System (ADS)

Nakagawa, Ryo; Hashimoto, Ken-ya

2018-07-01

In this paper, we discuss the influence of the electrode width of an interdigital transducer on the third-order nonlinearity of surface acoustic wave (SAW) devices. First, an estimation technique of third-order nonlinear signals based on the linear finite element method is proposed, and the variation of nonlinear signal level with electrode width is estimated. Then, several one-port SAW resonators with different electrode widths are fabricated, and measured nonlinear signal levels are compared with simulation. As predicted by the numerical simulation, nonlinear signal levels became large with electrode width. However, harmonics takes a minimum at a certain electrode width. This tendency disagrees with the simulation. The variation of nonlinear coefficients is evaluated by numerical fitting for the measured data using the nonlinear signal simulator proposed by the authors. As the result, it is concluded that the generation mechanism is not limited to the acoustic strain in electrodes.

Current-induced alternating reversed dual-echo-steady-state for joint estimation of tissue relaxation and electrical properties.

PubMed

Lee, Hyunyeol; Sohn, Chul-Ho; Park, Jaeseok

2017-07-01

To develop a current-induced, alternating reversed dual-echo-steady-state-based magnetic resonance electrical impedance tomography for joint estimation of tissue relaxation and electrical properties. The proposed method reverses the readout gradient configuration of conventional, in which steady-state-free-precession (SSFP)-ECHO is produced earlier than SSFP-free-induction-decay (FID) while alternating current pulses are applied in between the two SSFPs to secure high sensitivity of SSFP-FID to injection current. Additionally, alternating reversed dual-echo-steady-state signals are modulated by employing variable flip angles over two orthogonal injections of current pulses. Ratiometric signal models are analytically constructed, from which T 1 , T 2 , and current-induced B z are jointly estimated by solving a nonlinear inverse problem for conductivity reconstruction. Numerical simulations and experimental studies are performed to investigate the feasibility of the proposed method in estimating relaxation parameters and conductivity. The proposed method, if compared with conventional magnetic resonance electrical impedance tomography, enables rapid data acquisition and simultaneous estimation of T 1 , T 2 , and current-induced B z , yielding a comparable level of signal-to-noise ratio in the parameter estimates while retaining a relative conductivity contrast. We successfully demonstrated the feasibility of the proposed method in jointly estimating tissue relaxation parameters as well as conductivity distributions. It can be a promising, rapid imaging strategy for quantitative conductivity estimation. Magn Reson Med 78:107-120, 2017. © 2016 International Society for Magnetic Resonance in Medicine. © 2016 International Society for Magnetic Resonance in Medicine.

Remote analysis of anthropogenic effect on boreal forests using nonlinear multidimensional models

NASA Astrophysics Data System (ADS)

Shchemel, Anton; Ivanova, Yuliya; Larko, Alexander

Nowadays anthropogenic stress of mining and refining oil and gas is becoming significant prob-lem in Eastern Siberia. The task of revealing effect of that industry is not trivial because of complicated access to the sites of mining. Due to that, severe problem of supplying detection of oil and gas complex effect on forest ecosystems arises. That estimation should allow revealing the sites of any negative changes in forest communities in proper time. The intellectual system of analyzing remote sensing data of different resolution and different spectral characteristics with sophisticated nonlinear models is dedicated to solve the problem. The work considers re-mote detection and estimation of forest degradation using analysis of free remote sensing data without total field observations of oil and gas mining territory. To analyze a state of vegetation the following remote sensing data were used as input parameters for our models: albedo, surface temperature and data of about thirty spectral bands in visible and infrared region. The data of MODIS satellite from the year 2000 was used. Chosen data allowed producing complex estima-tion of parameters linked with the quality (set of species, physiological state) and the quantity of vegetation. To verify obtained estimation each index was calculated for a territory in which oil and gas mining is provided along with the same calculations for a sample "clear" territory. Monthly data for vegetation period and annual mean values were analyzed. The work revealed some trends of annual data probably linked with intensification of anthropogenic effect on the ecosystems. The models we managed to build are easy to apply for using by fair personnel of emergency control and oversight institutions. It was found to be helpful to use exactly the full set of values obtained from the satellite for multilateral estimation of anthropogenic effect on forest ecosystems of objects of the oil mining industry for producing generalized estimation indices by the developed models.

Sideslip estimation for articulated heavy vehicles at the limits of adhesion

NASA Astrophysics Data System (ADS)

Morrison, Graeme; Cebon, David

2016-11-01

Various active safety systems proposed for articulated heavy goods vehicles (HGVs) require an accurate estimate of vehicle sideslip angle. However in contrast to passenger cars, there has been minimal published research on sideslip estimation for articulated HGVs. State-of-the-art observers, which rely on linear vehicle models, perform poorly when manoeuvring near the limits of tyre adhesion. This paper investigates three nonlinear Kalman filters (KFs) for estimating the tractor sideslip angle of a tractor-semitrailer. These are compared to the current state-of-the-art, through computer simulations and vehicle test data. An unscented KF using a 5 degrees-of-freedom single-track vehicle model with linear adaptive tyres is found to substantially outperform the state-of-the-art linear KF across a range of test manoeuvres on different surfaces, both at constant speed and during emergency braking. Robustness of the observer to parameter uncertainty is also demonstrated. Data supporting this research can be accessed at http://dx.doi.org/10.17863/CAM.1234

A non-modal analytical method to predict turbulent properties applied to the Hasegawa-Wakatani model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Friedman, B., E-mail: friedman11@llnl.gov; Lawrence Livermore National Laboratory, Livermore, California 94550; Carter, T. A.

2015-01-15

Linear eigenmode analysis often fails to describe turbulence in model systems that have non-normal linear operators and thus nonorthogonal eigenmodes, which can cause fluctuations to transiently grow faster than expected from eigenmode analysis. When combined with energetically conservative nonlinear mode mixing, transient growth can lead to sustained turbulence even in the absence of eigenmode instability. Since linear operators ultimately provide the turbulent fluctuations with energy, it is useful to define a growth rate that takes into account non-modal effects, allowing for prediction of energy injection, transport levels, and possibly even turbulent onset in the subcritical regime. We define such amore » non-modal growth rate using a relatively simple model of the statistical effect that the nonlinearities have on cross-phases and amplitude ratios of the system state variables. In particular, we model the nonlinearities as delta-function-like, periodic forces that randomize the state variables once every eddy turnover time. Furthermore, we estimate the eddy turnover time to be the inverse of the least stable eigenmode frequency or growth rate, which allows for prediction without nonlinear numerical simulation. We test this procedure on the 2D and 3D Hasegawa-Wakatani model [A. Hasegawa and M. Wakatani, Phys. Rev. Lett. 50, 682 (1983)] and find that the non-modal growth rate is a good predictor of energy injection rates, especially in the strongly non-normal, fully developed turbulence regime.« less

A non-modal analytical method to predict turbulent properties applied to the Hasegawa-Wakatani model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Friedman, B.; Carter, T. A.

2015-01-15

Linear eigenmode analysis often fails to describe turbulence in model systems that have non-normal linear operators and thus nonorthogonal eigenmodes, which can cause fluctuations to transiently grow faster than expected from eigenmode analysis. When combined with energetically conservative nonlinear mode mixing, transient growth can lead to sustained turbulence even in the absence of eigenmode instability. Since linear operators ultimately provide the turbulent fluctuations with energy, it is useful to define a growth rate that takes into account non-modal effects, allowing for prediction of energy injection, transport levels, and possibly even turbulent onset in the subcritical regime. Here, we define suchmore » a non-modal growth rate using a relatively simple model of the statistical effect that the nonlinearities have on cross-phases and amplitude ratios of the system state variables. In particular, we model the nonlinearities as delta-function-like, periodic forces that randomize the state variables once every eddy turnover time. Furthermore, we estimate the eddy turnover time to be the inverse of the least stable eigenmode frequency or growth rate, which allows for prediction without nonlinear numerical simulation. Also, we test this procedure on the 2D and 3D Hasegawa-Wakatani model [A. Hasegawa and M. Wakatani, Phys. Rev. Lett. 50, 682 (1983)] and find that the non-modal growth rate is a good predictor of energy injection rates, especially in the strongly non-normal, fully developed turbulence regime.« less

ESTIMATION OF CONSTANT AND TIME-VARYING DYNAMIC PARAMETERS OF HIV INFECTION IN A NONLINEAR DIFFERENTIAL EQUATION MODEL.

PubMed

Liang, Hua; Miao, Hongyu; Wu, Hulin

2010-03-01

Modeling viral dynamics in HIV/AIDS studies has resulted in deep understanding of pathogenesis of HIV infection from which novel antiviral treatment guidance and strategies have been derived. Viral dynamics models based on nonlinear differential equations have been proposed and well developed over the past few decades. However, it is quite challenging to use experimental or clinical data to estimate the unknown parameters (both constant and time-varying parameters) in complex nonlinear differential equation models. Therefore, investigators usually fix some parameter values, from the literature or by experience, to obtain only parameter estimates of interest from clinical or experimental data. However, when such prior information is not available, it is desirable to determine all the parameter estimates from data. In this paper, we intend to combine the newly developed approaches, a multi-stage smoothing-based (MSSB) method and the spline-enhanced nonlinear least squares (SNLS) approach, to estimate all HIV viral dynamic parameters in a nonlinear differential equation model. In particular, to the best of our knowledge, this is the first attempt to propose a comparatively thorough procedure, accounting for both efficiency and accuracy, to rigorously estimate all key kinetic parameters in a nonlinear differential equation model of HIV dynamics from clinical data. These parameters include the proliferation rate and death rate of uninfected HIV-targeted cells, the average number of virions produced by an infected cell, and the infection rate which is related to the antiviral treatment effect and is time-varying. To validate the estimation methods, we verified the identifiability of the HIV viral dynamic model and performed simulation studies. We applied the proposed techniques to estimate the key HIV viral dynamic parameters for two individual AIDS patients treated with antiretroviral therapies. We demonstrate that HIV viral dynamics can be well characterized and quantified for individual patients. As a result, personalized treatment decision based on viral dynamic models is possible.

A proposed Kalman filter algorithm for estimation of unmeasured output variables for an F100 turbofan engine

NASA Technical Reports Server (NTRS)

Alag, Gurbux S.; Gilyard, Glenn B.

1990-01-01

To develop advanced control systems for optimizing aircraft engine performance, unmeasurable output variables must be estimated. The estimation has to be done in an uncertain environment and be adaptable to varying degrees of modeling errors and other variations in engine behavior over its operational life cycle. This paper represented an approach to estimate unmeasured output variables by explicitly modeling the effects of off-nominal engine behavior as biases on the measurable output variables. A state variable model accommodating off-nominal behavior is developed for the engine, and Kalman filter concepts are used to estimate the required variables. Results are presented from nonlinear engine simulation studies as well as the application of the estimation algorithm on actual flight data. The formulation presented has a wide range of application since it is not restricted or tailored to the particular application described.

B-spline goal-oriented error estimators for geometrically nonlinear rods

DTIC Science & Technology

2011-04-01

respectively, for the output functionals q2–q4 (linear and nonlinear with the trigonometric functions sine and cosine) in all the tests considered...of the errors resulting from the linear, quadratic and nonlinear (with trigonometric functions sine and cosine) outputs and for p = 1, 2. If the... Portugal . References [1] A.T. Adams. Sobolev Spaces. Academic Press, Boston, 1975. [2] M. Ainsworth and J.T. Oden. A posteriori error estimation in

Estimating phase synchronization in dynamical systems using cellular nonlinear networks

NASA Astrophysics Data System (ADS)

Sowa, Robert; Chernihovskyi, Anton; Mormann, Florian; Lehnertz, Klaus

2005-06-01

We propose a method for estimating phase synchronization between time series using the parallel computing architecture of cellular nonlinear networks (CNN’s). Applying this method to time series of coupled nonlinear model systems and to electroencephalographic time series from epilepsy patients, we show that an accurate approximation of the mean phase coherence R —a bivariate measure for phase synchronization—can be achieved with CNN’s using polynomial-type templates.

State estimation and prediction using clustered particle filters.

PubMed

Lee, Yoonsang; Majda, Andrew J

2016-12-20

Particle filtering is an essential tool to improve uncertain model predictions by incorporating noisy observational data from complex systems including non-Gaussian features. A class of particle filters, clustered particle filters, is introduced for high-dimensional nonlinear systems, which uses relatively few particles compared with the standard particle filter. The clustered particle filter captures non-Gaussian features of the true signal, which are typical in complex nonlinear dynamical systems such as geophysical systems. The method is also robust in the difficult regime of high-quality sparse and infrequent observations. The key features of the clustered particle filtering are coarse-grained localization through the clustering of the state variables and particle adjustment to stabilize the method; each observation affects only neighbor state variables through clustering and particles are adjusted to prevent particle collapse due to high-quality observations. The clustered particle filter is tested for the 40-dimensional Lorenz 96 model with several dynamical regimes including strongly non-Gaussian statistics. The clustered particle filter shows robust skill in both achieving accurate filter results and capturing non-Gaussian statistics of the true signal. It is further extended to multiscale data assimilation, which provides the large-scale estimation by combining a cheap reduced-order forecast model and mixed observations of the large- and small-scale variables. This approach enables the use of a larger number of particles due to the computational savings in the forecast model. The multiscale clustered particle filter is tested for one-dimensional dispersive wave turbulence using a forecast model with model errors.

State estimation and prediction using clustered particle filters

PubMed Central

Lee, Yoonsang; Majda, Andrew J.

2016-01-01

Particle filtering is an essential tool to improve uncertain model predictions by incorporating noisy observational data from complex systems including non-Gaussian features. A class of particle filters, clustered particle filters, is introduced for high-dimensional nonlinear systems, which uses relatively few particles compared with the standard particle filter. The clustered particle filter captures non-Gaussian features of the true signal, which are typical in complex nonlinear dynamical systems such as geophysical systems. The method is also robust in the difficult regime of high-quality sparse and infrequent observations. The key features of the clustered particle filtering are coarse-grained localization through the clustering of the state variables and particle adjustment to stabilize the method; each observation affects only neighbor state variables through clustering and particles are adjusted to prevent particle collapse due to high-quality observations. The clustered particle filter is tested for the 40-dimensional Lorenz 96 model with several dynamical regimes including strongly non-Gaussian statistics. The clustered particle filter shows robust skill in both achieving accurate filter results and capturing non-Gaussian statistics of the true signal. It is further extended to multiscale data assimilation, which provides the large-scale estimation by combining a cheap reduced-order forecast model and mixed observations of the large- and small-scale variables. This approach enables the use of a larger number of particles due to the computational savings in the forecast model. The multiscale clustered particle filter is tested for one-dimensional dispersive wave turbulence using a forecast model with model errors. PMID:27930332

Solutions to Some Nonlinear Equations from Nonmetric Data.

ERIC Educational Resources Information Center

Rule, Stanley J.

1979-01-01

A method to provide estimates of parameters of specified nonlinear equations from ordinal data generated from a crossed design is presented. The statistical basis for the method, called NOPE (nonmetric parameter estimation), as well as examples using artifical data, are presented. (Author/JKS)

On the real-time estimation of the wheel-rail contact force by means of a new nonlinear estimator design model

NASA Astrophysics Data System (ADS)

Strano, Salvatore; Terzo, Mario

2018-05-01

The dynamics of the railway vehicles is strongly influenced by the interaction between the wheel and the rail. This kind of contact is affected by several conditioning factors such as vehicle speed, wear, adhesion level and, moreover, it is nonlinear. As a consequence, the modelling and the observation of this kind of phenomenon are complex tasks but, at the same time, they constitute a fundamental step for the estimation of the adhesion level or for the vehicle condition monitoring. This paper presents a novel technique for the real time estimation of the wheel-rail contact forces based on an estimator design model that takes into account the nonlinearities of the interaction by means of a fitting model functional to reproduce the contact mechanics in a wide range of slip and to be easily integrated in a complete model based estimator for railway vehicle.

Data Assimilation on a Quantum Annealing Computer: Feasibility and Scalability

NASA Astrophysics Data System (ADS)

Nearing, G. S.; Halem, M.; Chapman, D. R.; Pelissier, C. S.

2014-12-01

Data assimilation is one of the ubiquitous and computationally hard problems in the Earth Sciences. In particular, ensemble-based methods require a large number of model evaluations to estimate the prior probability density over system states, and variational methods require adjoint calculations and iteration to locate the maximum a posteriori solution in the presence of nonlinear models and observation operators. Quantum annealing computers (QAC) like the new D-Wave housed at the NASA Ames Research Center can be used for optimization and sampling, and therefore offers a new possibility for efficiently solving hard data assimilation problems. Coding on the QAC is not straightforward: a problem must be posed as a Quadratic Unconstrained Binary Optimization (QUBO) and mapped to a spherical Chimera graph. We have developed a method for compiling nonlinear 4D-Var problems on the D-Wave that consists of five steps: Emulating the nonlinear model and/or observation function using radial basis functions (RBF) or Chebyshev polynomials. Truncating a Taylor series around each RBF kernel. Reducing the Taylor polynomial to a quadratic using ancilla gadgets. Mapping the real-valued quadratic to a fixed-precision binary quadratic. Mapping the fully coupled binary quadratic to a partially coupled spherical Chimera graph using ancilla gadgets. At present the D-Wave contains 512 qbits (with 1024 and 2048 qbit machines due in the next two years); this machine size allows us to estimate only 3 state variables at each satellite overpass. However, QAC's solve optimization problems using a physical (quantum) system, and therefore do not require iterations or calculation of model adjoints. This has the potential to revolutionize our ability to efficiently perform variational data assimilation, as the size of these computers grows in the coming years.

Observer-Based Adaptive Fault-Tolerant Tracking Control of Nonlinear Nonstrict-Feedback Systems.

PubMed

Wu, Chengwei; Liu, Jianxing; Xiong, Yongyang; Wu, Ligang

2017-06-28

This paper studies an output-based adaptive fault-tolerant control problem for nonlinear systems with nonstrict-feedback form. Neural networks are utilized to identify the unknown nonlinear characteristics in the system. An observer and a general fault model are constructed to estimate the unavailable states and describe the fault, respectively. Adaptive parameters are constructed to overcome the difficulties in the design process for nonstrict-feedback systems. Meanwhile, dynamic surface control technique is introduced to avoid the problem of ''explosion of complexity''. Furthermore, based on adaptive backstepping control method, an output-based adaptive neural tracking control strategy is developed for the considered system against actuator fault, which can ensure that all the signals in the resulting closed-loop system are bounded, and the system output signal can be regulated to follow the response of the given reference signal with a small error. Finally, the simulation results are provided to validate the effectiveness of the control strategy proposed in this paper.

State-Dependent Riccati Equation Regulation of Systems with State and Control Nonlinearities

NASA Technical Reports Server (NTRS)

Beeler, Scott C.; Cox, David E. (Technical Monitor)

2004-01-01

The state-dependent Riccati equations (SDRE) is the basis of a technique for suboptimal feedback control of a nonlinear quadratic regulator (NQR) problem. It is an extension of the Riccati equation used for feedback control of linear problems, with the addition of nonlinearities in the state dynamics of the system resulting in a state-dependent gain matrix as the solution of the equation. In this paper several variations on the SDRE-based method will be considered for the feedback control problem with control nonlinearities. The control nonlinearities may result in complications in the numerical implementation of the control, which the different versions of the SDRE method must try to overcome. The control methods will be applied to three test problems and their resulting performance analyzed.

Bayesian inversion analysis of nonlinear dynamics in surface heterogeneous reactions.

PubMed

Omori, Toshiaki; Kuwatani, Tatsu; Okamoto, Atsushi; Hukushima, Koji

2016-09-01

It is essential to extract nonlinear dynamics from time-series data as an inverse problem in natural sciences. We propose a Bayesian statistical framework for extracting nonlinear dynamics of surface heterogeneous reactions from sparse and noisy observable data. Surface heterogeneous reactions are chemical reactions with conjugation of multiple phases, and they have the intrinsic nonlinearity of their dynamics caused by the effect of surface-area between different phases. We adapt a belief propagation method and an expectation-maximization (EM) algorithm to partial observation problem, in order to simultaneously estimate the time course of hidden variables and the kinetic parameters underlying dynamics. The proposed belief propagation method is performed by using sequential Monte Carlo algorithm in order to estimate nonlinear dynamical system. Using our proposed method, we show that the rate constants of dissolution and precipitation reactions, which are typical examples of surface heterogeneous reactions, as well as the temporal changes of solid reactants and products, were successfully estimated only from the observable temporal changes in the concentration of the dissolved intermediate product.

Turbulent Reconnection Rates from Cluster Observations in the Magnetosheath

NASA Technical Reports Server (NTRS)

Wendel, Deirdre

2011-01-01

The role of turbulence in producing fast reconnection rates is an important unresolved question. Scant in situ analyses exist. We apply multiple spacecraft techniques to a case of nonlinear turbulent reconnection in the magnetosheath to test various theoretical results for turbulent reconnection rates. To date, in situ estimates of the contribution of turbulence to reconnection rates have been calculated from an effective electric field derived through linear wave theory. However, estimates of reconnection rates based on fully nonlinear turbulence theories and simulations exist that are amenable to multiple spacecraft analyses. Here we present the linear and nonlinear theories and apply some of the nonlinear rates to Cluster observations of reconnecting, turbulent current sheets in the magnetosheath. We compare the results to the net reconnection rate found from the inflow speed. Ultimately, we intend to test and compare linear and nonlinear estimates of the turbulent contribution to reconnection rates and to measure the relative contributions of turbulence and the Hall effect.

Turbulent Reconnection Rates from Cluster Observations in the Magneto sheath

NASA Technical Reports Server (NTRS)

Wendel, Deirdre

2011-01-01

The role of turbulence in producing fast reconnection rates is an important unresolved question. Scant in situ analyses exist. We apply multiple spacecraft techniques to a case of nonlinear turbulent reconnection in the magnetosheath to test various theoretical results for turbulent reconnection rates. To date, in situ estimates of the contribution of turbulence to reconnection rates have been calculated from an effective electric field derived through linear wave theory. However, estimates of reconnection rates based on fully nonlinear turbulence theories and simulations exist that are amenable to multiple spacecraft analyses. Here we present the linear and nonlinear theories and apply some of the nonlinear rates to Cluster observations of reconnecting, turbulent current sheets in the magnetos heath. We compare the results to the net reconnection rate found from the inflow speed. Ultimately, we intend to test and compare linear and nonlinear estimates of the turbulent contribution to reconnection rates and to measure the relative contributions of turbulence and the Hall effect.

Nonlinear magnetoelectric effect and magnetostriction in piezoelectric CsCuCl{sub 3} in paramagnetic and antiferromagnetic states

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kharkovskiy, A. I., E-mail: akharkovskiy@inbox.ru; L.F. Vereshchagin Institute for High Pressure Physics RAS, 142190 Troitsk, Moscow; Shaldin, Yu. V.

2016-01-07

The direct nonlinear magnetoelectric (ME) effect and the magnetostriction of piezoelectric CsCuCl{sub 3} single crystals were comprehensively studied over a wide temperature range in stationary magnetic fields of up to 14 T. The direct nonlinear ME effect measurements were also performed in pulsed magnetic fields up to 31 T, at liquid helium temperature in the antiferromagnetic (AF) state for the crystallographic direction in which effect has the maximum value. The nonlinear ME effect was quadratic in the paramagnetic state for the whole range of magnetic fields. In the AF state the phase transition between different configurations of spins manifested itself as plateau-likemore » peculiarity on the nonlinear ME effect. The nonlinear ME effect was saturated by the phase transition to the spin-saturated paramagnetic state. Two contributions to the nonlinear ME effects in CsCuCl{sub 3} were extracted from the experimental data: the intrinsic ME effect originated from the magnetoelectric interactions, and the extrinsic one, which resulted from a magnetostriction-induced piezoelectric effect.« less

An Unscented Kalman-Particle Hybrid Filter for Space Object Tracking

NASA Astrophysics Data System (ADS)

Raihan A. V, Dilshad; Chakravorty, Suman

2018-03-01

Optimal and consistent estimation of the state of space objects is pivotal to surveillance and tracking applications. However, probabilistic estimation of space objects is made difficult by the non-Gaussianity and nonlinearity associated with orbital mechanics. In this paper, we present an unscented Kalman-particle hybrid filtering framework for recursive Bayesian estimation of space objects. The hybrid filtering scheme is designed to provide accurate and consistent estimates when measurements are sparse without incurring a large computational cost. It employs an unscented Kalman filter (UKF) for estimation when measurements are available. When the target is outside the field of view (FOV) of the sensor, it updates the state probability density function (PDF) via a sequential Monte Carlo method. The hybrid filter addresses the problem of particle depletion through a suitably designed filter transition scheme. To assess the performance of the hybrid filtering approach, we consider two test cases of space objects that are assumed to undergo full three dimensional orbital motion under the effects of J 2 and atmospheric drag perturbations. It is demonstrated that the hybrid filters can furnish fast, accurate and consistent estimates outperforming standard UKF and particle filter (PF) implementations.

Superresolution fluorescence imaging by pump-probe setup using repetitive stimulated transition process

NASA Astrophysics Data System (ADS)

Dake, Fumihiro; Fukutake, Naoki; Hayashi, Seri; Taki, Yusuke

2018-02-01

We proposed superresolution nonlinear fluorescence microscopy with pump-probe setup that utilizes repetitive stimulated absorption and stimulated emission caused by two-color laser beams. The resulting nonlinear fluorescence that undergoes such a repetitive stimulated transition is detectable as a signal via the lock-in technique. As the nonlinear fluorescence signal is produced by the multi-ply combination of incident beams, the optical resolution can be improved. A theoretical model of the nonlinear optical process is provided using rate equations, which offers phenomenological interpretation of nonlinear fluorescence and estimation of the signal properties. The proposed method is demonstrated as having the scalability of optical resolution. Theoretical resolution and bead image are also estimated to validate the experimental result.

Nonlinear-drifted Brownian motion with multiple hidden states for remaining useful life prediction of rechargeable batteries

NASA Astrophysics Data System (ADS)

Wang, Dong; Zhao, Yang; Yang, Fangfang; Tsui, Kwok-Leung

2017-09-01

Brownian motion with adaptive drift has attracted much attention in prognostics because its first hitting time is highly relevant to remaining useful life prediction and it follows the inverse Gaussian distribution. Besides linear degradation modeling, nonlinear-drifted Brownian motion has been developed to model nonlinear degradation. Moreover, the first hitting time distribution of the nonlinear-drifted Brownian motion has been approximated by time-space transformation. In the previous studies, the drift coefficient is the only hidden state used in state space modeling of the nonlinear-drifted Brownian motion. Besides the drift coefficient, parameters of a nonlinear function used in the nonlinear-drifted Brownian motion should be treated as additional hidden states of state space modeling to make the nonlinear-drifted Brownian motion more flexible. In this paper, a prognostic method based on nonlinear-drifted Brownian motion with multiple hidden states is proposed and then it is applied to predict remaining useful life of rechargeable batteries. 26 sets of rechargeable battery degradation samples are analyzed to validate the effectiveness of the proposed prognostic method. Moreover, some comparisons with a standard particle filter based prognostic method, a spherical cubature particle filter based prognostic method and two classic Bayesian prognostic methods are conducted to highlight the superiority of the proposed prognostic method. Results show that the proposed prognostic method has lower average prediction errors than the particle filter based prognostic methods and the classic Bayesian prognostic methods for battery remaining useful life prediction.

A study on nonlinear estimation of submaximal effort tolerance based on the generalized MET concept and the 6MWT in pulmonary rehabilitation

PubMed Central

Szczegielniak, Jan; Łuniewski, Jacek; Stanisławski, Rafał; Bogacz, Katarzyna; Krajczy, Marcin; Rydel, Marek

2018-01-01

Background The six-minute walk test (6MWT) is considered to be a simple and inexpensive tool for the assessment of functional tolerance of submaximal effort. The aim of this work was 1) to background the nonlinear nature of the energy expenditure process due to physical activity, 2) to compare the results/scores of the submaximal treadmill exercise test and those of 6MWT in pulmonary patients and 3) to develop nonlinear mathematical models relating the two. Methods The study group included patients with the COPD. All patients were subjected to a submaximal exercise test and a 6MWT. To develop an optimal mathematical solution and compare the results of the exercise test and the 6MWT, the least squares and genetic algorithms were employed to estimate parameters of polynomial expansion and piecewise linear models. Results Mathematical analysis enabled to construct nonlinear models for estimating the MET result of submaximal exercise test based on average walk velocity (or distance) in the 6MWT. Conclusions Submaximal effort tolerance in COPD patients can be effectively estimated from new, rehabilitation-oriented, nonlinear models based on the generalized MET concept and the 6MWT. PMID:29425213

Stationary variational estimates for the effective response and field fluctuations in nonlinear composites

NASA Astrophysics Data System (ADS)

Ponte Castañeda, Pedro

2016-11-01

This paper presents a variational method for estimating the effective constitutive response of composite materials with nonlinear constitutive behavior. The method is based on a stationary variational principle for the macroscopic potential in terms of the corresponding potential of a linear comparison composite (LCC) whose properties are the trial fields in the variational principle. When used in combination with estimates for the LCC that are exact to second order in the heterogeneity contrast, the resulting estimates for the nonlinear composite are also guaranteed to be exact to second-order in the contrast. In addition, the new method allows full optimization with respect to the properties of the LCC, leading to estimates that are fully stationary and exhibit no duality gaps. As a result, the effective response and field statistics of the nonlinear composite can be estimated directly from the appropriately optimized linear comparison composite. By way of illustration, the method is applied to a porous, isotropic, power-law material, and the results are found to compare favorably with earlier bounds and estimates. However, the basic ideas of the method are expected to work for broad classes of composites materials, whose effective response can be given appropriate variational representations, including more general elasto-plastic and soft hyperelastic composites and polycrystals.

Nonparametric model validations for hidden Markov models with applications in financial econometrics.

PubMed

Zhao, Zhibiao

2011-06-01

We address the nonparametric model validation problem for hidden Markov models with partially observable variables and hidden states. We achieve this goal by constructing a nonparametric simultaneous confidence envelope for transition density function of the observable variables and checking whether the parametric density estimate is contained within such an envelope. Our specification test procedure is motivated by a functional connection between the transition density of the observable variables and the Markov transition kernel of the hidden states. Our approach is applicable for continuous time diffusion models, stochastic volatility models, nonlinear time series models, and models with market microstructure noise.

FIBER OPTICS: Schrödinger soliton in a fiber waveguide exhibiting both gain and losses: squeezed states and growth of noise in the linear approximation

NASA Astrophysics Data System (ADS)

Belinskiĭ, A. V.

1992-09-01

An investigation is made of the evolution of quantum fluctuations of a fundamental soliton in the course of its propagation in a nonlinear fiber waveguide characterized by losses and compensated by amplification. Simple relationships are obtained for the amplitude and phase noise, quantum uncertainty of the position and momentum, and also fluctuations of the quadrature components of the radiation field. Numerical estimates are obtained. It is shown that loss-compensating amplification is unnecessary for efficient formation of squeezed states of a soliton.

Crystal growth and DFT insight on sodium para-nitrophenolate para-nitrophenol dihydrate single crystal for NLO applications

NASA Astrophysics Data System (ADS)

Selvakumar, S.; Boobalan, Maria Susai; Anthuvan Babu, S.; Ramalingam, S.; Leo Rajesh, A.

2016-12-01

Single crystals of sodium para-nitrophenolate para-nitrophenol dihydrate (SPPD) were grown by slow evaporation technique and its structure has been studied by FT-IR, FT-Raman and single crystal X-ray diffraction techniques. The optical and electrical properties were characterized by UV-Vis spectrum, and dielectric studies respectively. SPPD was thermally stable up to 128 °C as determined by TG-DTA curves. Using the Kurtz-Perry powder method, the second-harmonic generation efficiency was found to be five times to that of KDP. Third-order nonlinear response was studied using Z-scan technique with a He-Ne laser (632.8 nm) and NLO parameters such as intensity dependent refractive index, nonlinear absorption coefficient and third-order susceptibility were also estimated. The molecular geometry from X-ray experiment in the ground state has been compared using density functional theory (DFT) with appropriate basis set. The first-order hyperpolarizability also calculated using DFT approaches. Stability of the molecule arising from hyperconjugative interactions leading to its nonlinear optical activity and charge delocalization were analyzed using natural bond orbital technique. HOMO-LUMO energy gap value suggests the possibility of charge transfer within the molecule. Based on optimized ground state geometries, Natural bond orbital (NBO) analysis was performed to study donor-acceptor interactions.

A nondestructive method for estimation of the fracture toughness of CrMoV rotor steels based on ultrasonic nonlinearity.

PubMed

Jeong, Hyunjo; Nahm, Seung-Hoon; Jhang, Kyung-Young; Nam, Young-Hyun

2003-09-01

The objective of this paper is to develop a nondestructive method for estimating the fracture toughness (K(IC)) of CrMoV steels used as the rotor material of steam turbines in power plants. To achieve this objective, a number of CrMoV steel samples were heat-treated, and the fracture appearance transition temperature (FATT) was determined as a function of aging time. Nonlinear ultrasonics was employed as the theoretical basis to explain the harmonic generation in a damaged material, and the nonlinearity parameter of the second harmonic wave was the experimental measure used to be correlated to the fracture toughness of the rotor steel. The nondestructive procedure for estimating the K(IC) consists of two steps. First, the correlations between the nonlinearity parameter and the FATT are sought. The FATT values are then used to estimate K(IC) using the K(IC) versus excess temperature (i.e., T-FATT) correlation that is available in the literature for CrMoV rotor steel.

Linear and nonlinear ARMA model parameter estimation using an artificial neural network

NASA Technical Reports Server (NTRS)

Chon, K. H.; Cohen, R. J.

1997-01-01

This paper addresses parametric system identification of linear and nonlinear dynamic systems by analysis of the input and output signals. Specifically, we investigate the relationship between estimation of the system using a feedforward neural network model and estimation of the system by use of linear and nonlinear autoregressive moving-average (ARMA) models. By utilizing a neural network model incorporating a polynomial activation function, we show the equivalence of the artificial neural network to the linear and nonlinear ARMA models. We compare the parameterization of the estimated system using the neural network and ARMA approaches by utilizing data generated by means of computer simulations. Specifically, we show that the parameters of a simulated ARMA system can be obtained from the neural network analysis of the simulated data or by conventional least squares ARMA analysis. The feasibility of applying neural networks with polynomial activation functions to the analysis of experimental data is explored by application to measurements of heart rate (HR) and instantaneous lung volume (ILV) fluctuations.

State-variable analysis of non-linear circuits with a desk computer

NASA Technical Reports Server (NTRS)

Cohen, E.

1981-01-01

State variable analysis was used to analyze the transient performance of non-linear circuits on a desk top computer. The non-linearities considered were not restricted to any circuit element. All that is required for analysis is the relationship defining each non-linearity be known in terms of points on a curve.

Estimating monotonic rates from biological data using local linear regression.

PubMed

Olito, Colin; White, Craig R; Marshall, Dustin J; Barneche, Diego R

2017-03-01

Accessing many fundamental questions in biology begins with empirical estimation of simple monotonic rates of underlying biological processes. Across a variety of disciplines, ranging from physiology to biogeochemistry, these rates are routinely estimated from non-linear and noisy time series data using linear regression and ad hoc manual truncation of non-linearities. Here, we introduce the R package LoLinR, a flexible toolkit to implement local linear regression techniques to objectively and reproducibly estimate monotonic biological rates from non-linear time series data, and demonstrate possible applications using metabolic rate data. LoLinR provides methods to easily and reliably estimate monotonic rates from time series data in a way that is statistically robust, facilitates reproducible research and is applicable to a wide variety of research disciplines in the biological sciences. © 2017. Published by The Company of Biologists Ltd.

NONLINEAR AND FIBER OPTICS: Self-similar solution obtained by self-focusing of annular laser beams

NASA Astrophysics Data System (ADS)

Azimov, B. S.; Platonenko, Viktor T.; Sagatov, M. M.

1991-03-01

A numerical modeling is reported of steady-state self-focusing of an annular beam with thin "walls." An approximate similar solution is found to describe well the relationships observed in the numerical experiment for a special selection of the input parameters of the beam. This solution is used to estimate the focal length. Such self-similar self-focusing is shown to affect the whole power of the beam.

Supercritical Quasi-Conduction States in Stochastic Rayleigh-Benard Convection

DTIC Science & Technology

2011-09-15

is 10 (see table 1). The sensitivity (in the sense of Sobol [39]) of the integrated Nusselt number with respect to the amplitude of the boundary...using a multi-element quadrature formula [32]. Following Sobol [39], we shall define global sensitivity indices as the ratio between the variance of...39] I. M. Sobol , Global sensitivity indices for nonlinear mathematical models and their monte carlo estimates, Math. Comput. Simul. 55 (2001) 271

Optical nonlinearities of excitonic states in atomically thin 2D transition metal dichalcogenides

DOE Office of Scientific and Technical Information (OSTI.GOV)

Soh, Daniel Beom Soo

We calculated the optical nonlinearities of the atomically thin monolayer transition metal dichalcogenide material (particularly MoS 2), particularly for those linear and nonlinear transition processes that utilize the bound exciton states. We adopted the bound and the unbound exciton states as the basis for the Hilbert space, and derived all the dynamical density matrices that provides the induced current density, from which the nonlinear susceptibilities can be drawn order-by-order via perturbative calculations. We provide the nonlinear susceptibilities for the linear, the second-harmonic, the third-harmonic, and the kerr-type two-photon processes.

Simple nonlinear modelling of earthquake response in torsionally coupled R/C structures: A preliminary study

NASA Astrophysics Data System (ADS)

Saiidi, M.

1982-07-01

The equivalent of a single degree of freedom (SDOF) nonlinear model, the Q-model-13, was examined. The study intended to: (1) determine the seismic response of a torsionally coupled building based on the multidegree of freedom (MDOF) and (SDOF) nonlinear models; and (2) develop a simple SDOF nonlinear model to calculate displacement history of structures with eccentric centers of mass and stiffness. It is shown that planar models are able to yield qualitative estimates of the response of the building. The model is used to estimate the response of a hypothetical six-story frame wall reinforced concrete building with torsional coupling, using two different earthquake intensities. It is shown that the Q-Model-13 can lead to a satisfactory estimate of the response of the structure in both cases.

Sparse 4D TomoSAR imaging in the presence of non-linear deformation

NASA Astrophysics Data System (ADS)

Khwaja, Ahmed Shaharyar; ćetin, Müjdat

2018-04-01

In this paper, we present a sparse four-dimensional tomographic synthetic aperture radar (4D TomoSAR) imaging scheme that can estimate elevation and linear as well as non-linear seasonal deformation rates of scatterers using the interferometric phase. Unlike existing sparse processing techniques that use fixed dictionaries based on a linear deformation model, we use a variable dictionary for the non-linear deformation in the form of seasonal sinusoidal deformation, in addition to the fixed dictionary for the linear deformation. We estimate the amplitude of the sinusoidal deformation using an optimization method and create the variable dictionary using the estimated amplitude. We show preliminary results using simulated data that demonstrate the soundness of our proposed technique for sparse 4D TomoSAR imaging in the presence of non-linear deformation.

Joint sparsity based heterogeneous data-level fusion for target detection and estimation

NASA Astrophysics Data System (ADS)

Niu, Ruixin; Zulch, Peter; Distasio, Marcello; Blasch, Erik; Shen, Dan; Chen, Genshe

2017-05-01

Typical surveillance systems employ decision- or feature-level fusion approaches to integrate heterogeneous sensor data, which are sub-optimal and incur information loss. In this paper, we investigate data-level heterogeneous sensor fusion. Since the sensors monitor the common targets of interest, whose states can be determined by only a few parameters, it is reasonable to assume that the measurement domain has a low intrinsic dimensionality. For heterogeneous sensor data, we develop a joint-sparse data-level fusion (JSDLF) approach based on the emerging joint sparse signal recovery techniques by discretizing the target state space. This approach is applied to fuse signals from multiple distributed radio frequency (RF) signal sensors and a video camera for joint target detection and state estimation. The JSDLF approach is data-driven and requires minimum prior information, since there is no need to know the time-varying RF signal amplitudes, or the image intensity of the targets. It can handle non-linearity in the sensor data due to state space discretization and the use of frequency/pixel selection matrices. Furthermore, for a multi-target case with J targets, the JSDLF approach only requires discretization in a single-target state space, instead of discretization in a J-target state space, as in the case of the generalized likelihood ratio test (GLRT) or the maximum likelihood estimator (MLE). Numerical examples are provided to demonstrate that the proposed JSDLF approach achieves excellent performance with near real-time accurate target position and velocity estimates.

A unified model for transfer alignment at random misalignment angles based on second-order EKF

NASA Astrophysics Data System (ADS)

Cui, Xiao; Mei, Chunbo; Qin, Yongyuan; Yan, Gongmin; Liu, Zhenbo

2017-04-01

In the transfer alignment process of inertial navigation systems (INSs), the conventional linear error model based on the small misalignment angle assumption cannot be applied to large misalignment situations. Furthermore, the nonlinear model based on the large misalignment angle suffers from redundant computation with nonlinear filters. This paper presents a unified model for transfer alignment suitable for arbitrary misalignment angles. The alignment problem is transformed into an estimation of the relative attitude between the master INS (MINS) and the slave INS (SINS), by decomposing the attitude matrix of the latter. Based on the Rodriguez parameters, a unified alignment model in the inertial frame with the linear state-space equation and a second order nonlinear measurement equation are established, without making any assumptions about the misalignment angles. Furthermore, we employ the Taylor series expansions on the second-order nonlinear measurement equation to implement the second-order extended Kalman filter (EKF2). Monte-Carlo simulations demonstrate that the initial alignment can be fulfilled within 10 s, with higher accuracy and much smaller computational cost compared with the traditional unscented Kalman filter (UKF) at large misalignment angles.

Nonlinear predictive control for durability enhancement and efficiency improvement in a fuel cell power system

NASA Astrophysics Data System (ADS)

Luna, Julio; Jemei, Samir; Yousfi-Steiner, Nadia; Husar, Attila; Serra, Maria; Hissel, Daniel

2016-10-01

In this work, a nonlinear model predictive control (NMPC) strategy is proposed to improve the efficiency and enhance the durability of a proton exchange membrane fuel cell (PEMFC) power system. The PEMFC controller is based on a distributed parameters model that describes the nonlinear dynamics of the system, considering spatial variations along the gas channels. Parasitic power from different system auxiliaries is considered, including the main parasitic losses which are those of the compressor. A nonlinear observer is implemented, based on the discretised model of the PEMFC, to estimate the internal states. This information is included in the cost function of the controller to enhance the durability of the system by means of avoiding local starvation and inappropriate water vapour concentrations. Simulation results are presented to show the performance of the proposed controller over a given case study in an automotive application (New European Driving Cycle). With the aim of representing the most relevant phenomena that affects the PEMFC voltage, the simulation model includes a two-phase water model and the effects of liquid water on the catalyst active area. The control model is a simplified version that does not consider two-phase water dynamics.

A new polytopic approach for the unknown input functional observer design

NASA Astrophysics Data System (ADS)

Bezzaoucha, Souad; Voos, Holger; Darouach, Mohamed

2018-03-01

In this paper, a constructive procedure to design Functional Unknown Input Observers for nonlinear continuous time systems is proposed under the Polytopic Takagi-Sugeno framework. An equivalent representation for the nonlinear model is achieved using the sector nonlinearity transformation. Applying the Lyapunov theory and the ? attenuation, linear matrix inequalities conditions are deduced which are solved for feasibility to obtain the observer design matrices. To cope with the effect of unknown inputs, classical approach of decoupling the unknown input for the linear case is used. Both algebraic and solver-based solutions are proposed (relaxed conditions). Necessary and sufficient conditions for the existence of the functional polytopic observer are given. For both approaches, the general and particular cases (measurable premise variables, full state estimation with full and reduced order cases) are considered and it is shown that the proposed conditions correspond to the one presented for standard linear case. To illustrate the proposed theoretical results, detailed numerical simulations are presented for a Quadrotor Aerial Robots Landing and a Waste Water Treatment Plant. Both systems are highly nonlinear and represented in a T-S polytopic form with unmeasurable premise variables and unknown inputs.

Radiation damage characterization in reactor pressure vessel steels with nonlinear ultrasound

NASA Astrophysics Data System (ADS)

Matlack, K. H.; Kim, J.-Y.; Wall, J. J.; Qu, J.; Jacobs, L. J.

2014-02-01

Nuclear generation currently accounts for roughly 20% of the US baseload power generation. Yet, many US nuclear plants are entering their first period of life extension and older plants are currently undergoing assessment of technical basis to operate beyond 60 years. This means that critical components, such as the reactor pressure vessel (RPV), will be exposed to higher levels of radiation than they were originally intended to withstand. Radiation damage in reactor pressure vessel steels causes microstructural changes such as vacancy clusters, precipitates, dislocations, and interstitial loops that leave the material in an embrittled state. The development of a nondestructive evaluation technique to characterize the effect of radiation exposure on the properties of the RPV would allow estimation of the remaining integrity of the RPV with time. Recent research has shown that nonlinear ultrasound is sensitive to radiation damage. The physical effect monitored by nonlinear ultrasonic techniques is the generation of higher harmonic frequencies in an initially monochromatic ultrasonic wave, arising from the interaction of the ultrasonic wave with microstructural features such as dislocations, precipitates, and their combinations. Current findings relating the measured acoustic nonlinearity parameter to increasing levels of neutron fluence for different representative RPV materials are presented.

Statistical study of generalized nonlinear phase step estimation methods in phase-shifting interferometry.

PubMed

Langoju, Rajesh; Patil, Abhijit; Rastogi, Pramod

2007-11-20

Signal processing methods based on maximum-likelihood theory, discrete chirp Fourier transform, and spectral estimation methods have enabled accurate measurement of phase in phase-shifting interferometry in the presence of nonlinear response of the piezoelectric transducer to the applied voltage. We present the statistical study of these generalized nonlinear phase step estimation methods to identify the best method by deriving the Cramér-Rao bound. We also address important aspects of these methods for implementation in practical applications and compare the performance of the best-identified method with other bench marking algorithms in the presence of harmonics and noise.

Using Neural Networks for Sensor Validation

NASA Technical Reports Server (NTRS)

Mattern, Duane L.; Jaw, Link C.; Guo, Ten-Huei; Graham, Ronald; McCoy, William

1998-01-01

This paper presents the results of applying two different types of neural networks in two different approaches to the sensor validation problem. The first approach uses a functional approximation neural network as part of a nonlinear observer in a model-based approach to analytical redundancy. The second approach uses an auto-associative neural network to perform nonlinear principal component analysis on a set of redundant sensors to provide an estimate for a single failed sensor. The approaches are demonstrated using a nonlinear simulation of a turbofan engine. The fault detection and sensor estimation results are presented and the training of the auto-associative neural network to provide sensor estimates is discussed.

Nonlinear optical spectra having characteristics of Fano interferences in coherently coupled lowest exciton biexciton states in semiconductor quantum dots

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gotoh, Hideki, E-mail: gotoh.hideki@lab.ntt.co.jp; Sanada, Haruki; Yamaguchi, Hiroshi

2014-10-15

Optical nonlinear effects are examined using a two-color micro-photoluminescence (micro-PL) method in a coherently coupled exciton-biexciton system in a single quantum dot (QD). PL and photoluminescence excitation spectroscopy (PLE) are employed to measure the absorption spectra of the exciton and biexciton states. PLE for Stokes and anti-Stokes PL enables us to clarify the nonlinear optical absorption properties in the lowest exciton and biexciton states. The nonlinear absorption spectra for excitons exhibit asymmetric shapes with peak and dip structures, and provide a distinct contrast to the symmetric dip structures of conventional nonlinear spectra. Theoretical analyses with a density matrix method indicatemore » that the nonlinear spectra are caused not by a simple coherent interaction between the exciton and biexciton states but by coupling effects among exciton, biexciton and continuum states. These results indicate that Fano quantum interference effects appear in exciton-biexciton systems at QDs and offer important insights into their physics.« less

A methodology for airplane parameter estimation and confidence interval determination in nonlinear estimation problems. Ph.D. Thesis - George Washington Univ., Apr. 1985

NASA Technical Reports Server (NTRS)

Murphy, P. C.

1986-01-01

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.

Vortex-soliton complexes in coupled nonlinear Schrödinger equations with unequal dispersion coefficients.

PubMed

Charalampidis, E G; Kevrekidis, P G; Frantzeskakis, D J; Malomed, B A

2016-08-01

We consider a two-component, two-dimensional nonlinear Schrödinger system with unequal dispersion coefficients and self-defocusing nonlinearities, chiefly with equal strengths of the self- and cross-interactions. In this setting, a natural waveform with a nonvanishing background in one component is a vortex, which induces an effective potential well in the second component, via the nonlinear coupling of the two components. We show that the potential well may support not only the fundamental bound state, but also multiring excited radial state complexes for suitable ranges of values of the dispersion coefficient of the second component. We systematically explore the existence, stability, and nonlinear dynamics of these states. The complexes involving the excited radial states are weakly unstable, with a growth rate depending on the dispersion of the second component. Their evolution leads to transformation of the multiring complexes into stable vortex-bright solitons ones with the fundamental state in the second component. The excited states may be stabilized by a harmonic-oscillator trapping potential, as well as by unequal strengths of the self- and cross-repulsive nonlinearities.

Design of nonlinear PID controller and nonlinear model predictive controller for a continuous stirred tank reactor.

PubMed

Prakash, J; Srinivasan, K

2009-07-01

In this paper, the authors have represented the nonlinear system as a family of local linear state space models, local PID controllers have been designed on the basis of linear models, and the weighted sum of the output from the local PID controllers (Nonlinear PID controller) has been used to control the nonlinear process. Further, Nonlinear Model Predictive Controller using the family of local linear state space models (F-NMPC) has been developed. The effectiveness of the proposed control schemes has been demonstrated on a CSTR process, which exhibits dynamic nonlinearity.

On-line adaptive battery impedance parameter and state estimation considering physical principles in reduced order equivalent circuit battery models part 2. Parameter and state estimation

NASA Astrophysics Data System (ADS)

Fleischer, Christian; Waag, Wladislaw; Heyn, Hans-Martin; Sauer, Dirk Uwe

2014-09-01

Lithium-ion battery systems employed in high power demanding systems such as electric vehicles require a sophisticated monitoring system to ensure safe and reliable operation. Three major states of the battery are of special interest and need to be constantly monitored. These include: battery state of charge (SoC), battery state of health (capacity fade determination, SoH), and state of function (power fade determination, SoF). The second paper concludes the series by presenting a multi-stage online parameter identification technique based on a weighted recursive least quadratic squares parameter estimator to determine the parameters of the proposed battery model from the first paper during operation. A novel mutation based algorithm is developed to determine the nonlinear current dependency of the charge-transfer resistance. The influence of diffusion is determined by an on-line identification technique and verified on several batteries at different operation conditions. This method guarantees a short response time and, together with its fully recursive structure, assures a long-term stable monitoring of the battery parameters. The relative dynamic voltage prediction error of the algorithm is reduced to 2%. The changes of parameters are used to determine the states of the battery. The algorithm is real-time capable and can be implemented on embedded systems.

Maximum Likelihood Estimation of Nonlinear Structural Equation Models.

ERIC Educational Resources Information Center

Lee, Sik-Yum; Zhu, Hong-Tu

2002-01-01

Developed an EM type algorithm for maximum likelihood estimation of a general nonlinear structural equation model in which the E-step is completed by a Metropolis-Hastings algorithm. Illustrated the methodology with results from a simulation study and two real examples using data from previous studies. (SLD)

Comparative analysis of linear and non-linear method of estimating the sorption isotherm parameters for malachite green onto activated carbon.

PubMed

Kumar, K Vasanth

2006-08-21

The experimental equilibrium data of malachite green onto activated carbon were fitted to the Freundlich, Langmuir and Redlich-Peterson isotherms by linear and non-linear method. A comparison between linear and non-linear of estimating the isotherm parameters was discussed. The four different linearized form of Langmuir isotherm were also discussed. The results confirmed that the non-linear method as a better way to obtain isotherm parameters. The best fitting isotherm was Langmuir and Redlich-Peterson isotherm. Redlich-Peterson is a special case of Langmuir when the Redlich-Peterson isotherm constant g was unity.

A method searching for optimum fractional order and its application in self-phase modulation induced nonlinear phase noise estimation in coherent optical fiber transmission systems

NASA Astrophysics Data System (ADS)

Huang, Chuan; Guo, Peng; Yang, Aiying; Qiao, Yaojun

2018-07-01

In single channel systems, the nonlinear phase noise only comes from the channel itself through self-phase modulation (SPM). In this paper, a fast-nonlinear effect estimation method is proposed based on fractional Fourier transformation (FrFT). The nonlinear phase noise caused by Self-phase modulation effect is accurately estimated for single model 10Gbaud OOK and RZ-QPSK signals with the fiber length range of 0-200 km and the launch power range of 1-10 mW. The pulse windowing is adopted to search the optimum fractional order for the OOK and RZ-QPSK signals. Since the nonlinear phase shift caused by the SPM effect is very small, the accurate optimum fractional order of the signal cannot be found based on the traditional method. In this paper, a new method magnifying the phase shift is proposed to get the accurate optimum order and thus the nonlinear phase shift is calculated. The simulation results agree with the theoretical analysis and the method is applicable to signals whose pulse type has the similar characteristics with Gaussian pulse.

An iterative kernel based method for fourth order nonlinear equation with nonlinear boundary condition

NASA Astrophysics Data System (ADS)

Azarnavid, Babak; Parand, Kourosh; Abbasbandy, Saeid

2018-06-01

This article discusses an iterative reproducing kernel method with respect to its effectiveness and capability of solving a fourth-order boundary value problem with nonlinear boundary conditions modeling beams on elastic foundations. Since there is no method of obtaining reproducing kernel which satisfies nonlinear boundary conditions, the standard reproducing kernel methods cannot be used directly to solve boundary value problems with nonlinear boundary conditions as there is no knowledge about the existence and uniqueness of the solution. The aim of this paper is, therefore, to construct an iterative method by the use of a combination of reproducing kernel Hilbert space method and a shooting-like technique to solve the mentioned problems. Error estimation for reproducing kernel Hilbert space methods for nonlinear boundary value problems have yet to be discussed in the literature. In this paper, we present error estimation for the reproducing kernel method to solve nonlinear boundary value problems probably for the first time. Some numerical results are given out to demonstrate the applicability of the method.

Integrated method for chaotic time series analysis

DOEpatents

Hively, Lee M.; Ng, Esmond G.

1998-01-01

Methods and apparatus for automatically detecting differences between similar but different states in a nonlinear process monitor nonlinear data. Steps include: acquiring the data; digitizing the data; obtaining nonlinear measures of the data via chaotic time series analysis; obtaining time serial trends in the nonlinear measures; and determining by comparison whether differences between similar but different states are indicated.

On a strong solution of the non-stationary Navier-Stokes equations under slip or leak boundary conditions of friction type

NASA Astrophysics Data System (ADS)

Kashiwabara, Takahito

Strong solutions of the non-stationary Navier-Stokes equations under non-linearized slip or leak boundary conditions are investigated. We show that the problems are formulated by a variational inequality of parabolic type, to which uniqueness is established. Using Galerkin's method and deriving a priori estimates, we prove global and local existence for 2D and 3D slip problems respectively. For leak problems, under no-leak assumption at t=0 we prove local existence in 2D and 3D cases. Compatibility conditions for initial states play a significant role in the estimates.

A square root ensemble Kalman filter application to a motor-imagery brain-computer interface.

PubMed

Kamrunnahar, M; Schiff, S J

2011-01-01

We here investigated a non-linear ensemble Kalman filter (SPKF) application to a motor imagery brain computer interface (BCI). A square root central difference Kalman filter (SR-CDKF) was used as an approach for brain state estimation in motor imagery task performance, using scalp electroencephalography (EEG) signals. Healthy human subjects imagined left vs. right hand movements and tongue vs. bilateral toe movements while scalp EEG signals were recorded. Offline data analysis was conducted for training the model as well as for decoding the imagery movements. Preliminary results indicate the feasibility of this approach with a decoding accuracy of 78%-90% for the hand movements and 70%-90% for the tongue-toes movements. Ongoing research includes online BCI applications of this approach as well as combined state and parameter estimation using this algorithm with different system dynamic models.

State-space model with deep learning for functional dynamics estimation in resting-state fMRI.

PubMed

Suk, Heung-Il; Wee, Chong-Yaw; Lee, Seong-Whan; Shen, Dinggang

2016-04-01

Studies on resting-state functional Magnetic Resonance Imaging (rs-fMRI) have shown that different brain regions still actively interact with each other while a subject is at rest, and such functional interaction is not stationary but changes over time. In terms of a large-scale brain network, in this paper, we focus on time-varying patterns of functional networks, i.e., functional dynamics, inherent in rs-fMRI, which is one of the emerging issues along with the network modelling. Specifically, we propose a novel methodological architecture that combines deep learning and state-space modelling, and apply it to rs-fMRI based Mild Cognitive Impairment (MCI) diagnosis. We first devise a Deep Auto-Encoder (DAE) to discover hierarchical non-linear functional relations among regions, by which we transform the regional features into an embedding space, whose bases are complex functional networks. Given the embedded functional features, we then use a Hidden Markov Model (HMM) to estimate dynamic characteristics of functional networks inherent in rs-fMRI via internal states, which are unobservable but can be inferred from observations statistically. By building a generative model with an HMM, we estimate the likelihood of the input features of rs-fMRI as belonging to the corresponding status, i.e., MCI or normal healthy control, based on which we identify the clinical label of a testing subject. In order to validate the effectiveness of the proposed method, we performed experiments on two different datasets and compared with state-of-the-art methods in the literature. We also analyzed the functional networks learned by DAE, estimated the functional connectivities by decoding hidden states in HMM, and investigated the estimated functional connectivities by means of a graph-theoretic approach. Copyright © 2016 Elsevier Inc. All rights reserved.

State-space model with deep learning for functional dynamics estimation in resting-state fMRI

PubMed Central

Suk, Heung-Il; Wee, Chong-Yaw; Lee, Seong-Whan; Shen, Dinggang

2017-01-01

Studies on resting-state functional Magnetic Resonance Imaging (rs-fMRI) have shown that different brain regions still actively interact with each other while a subject is at rest, and such functional interaction is not stationary but changes over time. In terms of a large-scale brain network, in this paper, we focus on time-varying patterns of functional networks, i.e., functional dynamics, inherent in rs-fMRI, which is one of the emerging issues along with the network modelling. Specifically, we propose a novel methodological architecture that combines deep learning and state-space modelling, and apply it to rs-fMRI based Mild Cognitive Impairment (MCI) diagnosis. We first devise a Deep Auto-Encoder (DAE) to discover hierarchical non-linear functional relations among regions, by which we transform the regional features into an embedding space, whose bases are complex functional networks. Given the embedded functional features, we then use a Hidden Markov Model (HMM) to estimate dynamic characteristics of functional networks inherent in rs-fMRI via internal states, which are unobservable but can be inferred from observations statistically. By building a generative model with an HMM, we estimate the likelihood of the input features of rs-fMRI as belonging to the corresponding status, i.e., MCI or normal healthy control, based on which we identify the clinical label of a testing subject. In order to validate the effectiveness of the proposed method, we performed experiments on two different datasets and compared with state-of-the-art methods in the literature. We also analyzed the functional networks learned by DAE, estimated the functional connectivities by decoding hidden states in HMM, and investigated the estimated functional connectivities by means of a graph-theoretic approach. PMID:26774612

Linear theory for filtering nonlinear multiscale systems with model error

PubMed Central

Berry, Tyrus; Harlim, John

2014-01-01

In this paper, we study filtering of multiscale dynamical systems with model error arising from limitations in resolving the smaller scale processes. In particular, the analysis assumes the availability of continuous-time noisy observations of all components of the slow variables. Mathematically, this paper presents new results on higher order asymptotic expansion of the first two moments of a conditional measure. In particular, we are interested in the application of filtering multiscale problems in which the conditional distribution is defined over the slow variables, given noisy observation of the slow variables alone. From the mathematical analysis, we learn that for a continuous time linear model with Gaussian noise, there exists a unique choice of parameters in a linear reduced model for the slow variables which gives the optimal filtering when only the slow variables are observed. Moreover, these parameters simultaneously give the optimal equilibrium statistical estimates of the underlying system, and as a consequence they can be estimated offline from the equilibrium statistics of the true signal. By examining a nonlinear test model, we show that the linear theory extends in this non-Gaussian, nonlinear configuration as long as we know the optimal stochastic parametrization and the correct observation model. However, when the stochastic parametrization model is inappropriate, parameters chosen for good filter performance may give poor equilibrium statistical estimates and vice versa; this finding is based on analytical and numerical results on our nonlinear test model and the two-layer Lorenz-96 model. Finally, even when the correct stochastic ansatz is given, it is imperative to estimate the parameters simultaneously and to account for the nonlinear feedback of the stochastic parameters into the reduced filter estimates. In numerical experiments on the two-layer Lorenz-96 model, we find that the parameters estimated online, as part of a filtering procedure, simultaneously produce accurate filtering and equilibrium statistical prediction. In contrast, an offline estimation technique based on a linear regression, which fits the parameters to a training dataset without using the filter, yields filter estimates which are worse than the observations or even divergent when the slow variables are not fully observed. This finding does not imply that all offline methods are inherently inferior to the online method for nonlinear estimation problems, it only suggests that an ideal estimation technique should estimate all parameters simultaneously whether it is online or offline. PMID:25002829

Constrained tracking control for nonlinear systems.

PubMed

Khani, Fatemeh; Haeri, Mohammad

2017-09-01

This paper proposes a tracking control strategy for nonlinear systems without needing a prior knowledge of the reference trajectory. The proposed method consists of a set of local controllers with appropriate overlaps in their stability regions and an on-line switching strategy which implements these controllers and uses some augmented intermediate controllers to ensure steering the system states to the desired set points without needing to redesign the controller for each value of set point changes. The proposed approach provides smooth transient responses despite switching among the local controllers. It should be mentioned that the stability regions of the proposed controllers could be estimated off-line for a range of set-point changes. The efficiencies of the proposed algorithm are illustrated via two example simulations. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Ultrahigh precision nonlinear reflectivity measurement system for saturable absorber mirrors with self-referenced fluence characterization.

PubMed

Orsila, Lasse; Härkönen, Antti; Hyyti, Janne; Guina, Mircea; Steinmeyer, Günter

2014-08-01

Measurement of nonlinear optical reflectivity of saturable absorber devices is discussed. A setup is described that enables absolute accuracy of reflectivity measurements better than 0.3%. A repeatability within 0.02% is shown for saturable absorbers with few-percent modulation depth. The setup incorporates an in situ knife-edge characterization of beam diameters, making absolute reflectivity estimations and determination of saturation fluences significantly more reliable. Additionally, several measures are discussed to substantially improve the reliability of the reflectivity measurements. At its core, the scheme exploits the limits of state-of-the-art digital lock-in technology but also greatly benefits from a fiber-based master-oscillator power-amplifier source, the use of an integrating sphere, and simultaneous comparison with a linear reflectivity standard.

Double Scaling in the Relaxation Time in the β -Fermi-Pasta-Ulam-Tsingou Model

NASA Astrophysics Data System (ADS)

Lvov, Yuri V.; Onorato, Miguel

2018-04-01

We consider the original β -Fermi-Pasta-Ulam-Tsingou system; numerical simulations and theoretical arguments suggest that, for a finite number of masses, a statistical equilibrium state is reached independently of the initial energy of the system. Using ensemble averages over initial conditions characterized by different Fourier random phases, we numerically estimate the time scale of equipartition and we find that for very small nonlinearity it matches the prediction based on exact wave-wave resonant interaction theory. We derive a simple formula for the nonlinear frequency broadening and show that when the phenomenon of overlap of frequencies takes place, a different scaling for the thermalization time scale is observed. Our result supports the idea that the Chirikov overlap criterion identifies a transition region between two different relaxation time scalings.

Nonlinear control of magnetic bearings

NASA Technical Reports Server (NTRS)

Pradeep, A. K.; Gurumoorthy, R.

1994-01-01

In this paper we present a variety of nonlinear controllers for the magnetic bearing that ensure both stability and robustness. We utilize techniques of discontinuous control to design novel control laws for the magnetic bearing. We present in particular sliding mode controllers, time optimal controllers, winding algorithm based controllers, nested switching controllers, fractional controllers, and synchronous switching controllers for the magnetic bearing. We show existence of solutions to systems governed by discontinuous control laws, and prove stability and robustness of the chosen control laws in a rigorous setting. We design sliding mode observers for the magnetic bearing and prove the convergence of the state estimates to their true values. We present simulation results of the performance of the magnetic bearing subject to the aforementioned control laws, and conclude with comments on design.

Nonlinear Optical Properties and Applications of Polydiacetylene

NASA Technical Reports Server (NTRS)

Abdeldayem, Hossin; Paley, Mark S.; Witherow, William K.; Frazier, Donald O.

2000-01-01

Recently, we have demonstrated a picosecond all-optical switch, which also functions as a partial all-optical NAND logic gate using a novel polydiacetylene that is synthesized in our laboratory. The nonlinear optical properties of the polydiacetylene material are measured using the Z-scan technique. A theoretical model based on a three level system is investigated and the rate equations of the system are solved. The theoretical calculations are proven to match nicely with the experimental results. The absorption cross-sections for both the first and higher excited states are estimated. The analyses also show that the material suffers a photochemical change beyond a certain level of the laser power and its physical properties suffer radical changes. These changes are the cause for the partial NAND gate function and the switching mechanism.

Improving Forecasts Through Realistic Uncertainty Estimates: A Novel Data Driven Method for Model Uncertainty Quantification in Data Assimilation

NASA Astrophysics Data System (ADS)

Pathiraja, S. D.; Moradkhani, H.; Marshall, L. A.; Sharma, A.; Geenens, G.

2016-12-01

Effective combination of model simulations and observations through Data Assimilation (DA) depends heavily on uncertainty characterisation. Many traditional methods for quantifying model uncertainty in DA require some level of subjectivity (by way of tuning parameters or by assuming Gaussian statistics). Furthermore, the focus is typically on only estimating the first and second moments. We propose a data-driven methodology to estimate the full distributional form of model uncertainty, i.e. the transition density p(xt|xt-1). All sources of uncertainty associated with the model simulations are considered collectively, without needing to devise stochastic perturbations for individual components (such as model input, parameter and structural uncertainty). A training period is used to derive the distribution of errors in observed variables conditioned on hidden states. Errors in hidden states are estimated from the conditional distribution of observed variables using non-linear optimization. The theory behind the framework and case study applications are discussed in detail. Results demonstrate improved predictions and more realistic uncertainty bounds compared to a standard perturbation approach.

Sliding Mode Approaches for Robust Control, State Estimation, Secure Communication, and Fault Diagnosis in Nuclear Systems

NASA Astrophysics Data System (ADS)

Ablay, Gunyaz

Using traditional control methods for controller design, parameter estimation and fault diagnosis may lead to poor results with nuclear systems in practice because of approximations and uncertainties in the system models used, possibly resulting in unexpected plant unavailability. This experience has led to an interest in development of robust control, estimation and fault diagnosis methods. One particularly robust approach is the sliding mode control methodology. Sliding mode approaches have been of great interest and importance in industry and engineering in the recent decades due to their potential for producing economic, safe and reliable designs. In order to utilize these advantages, sliding mode approaches are implemented for robust control, state estimation, secure communication and fault diagnosis in nuclear plant systems. In addition, a sliding mode output observer is developed for fault diagnosis in dynamical systems. To validate the effectiveness of the methodologies, several nuclear plant system models are considered for applications, including point reactor kinetics, xenon concentration dynamics, an uncertain pressurizer model, a U-tube steam generator model and a coupled nonlinear nuclear reactor model.

Weighted linear least squares estimation of diffusion MRI parameters: strengths, limitations, and pitfalls.

PubMed

Veraart, Jelle; Sijbers, Jan; Sunaert, Stefan; Leemans, Alexander; Jeurissen, Ben

2013-11-01

Linear least squares estimators are widely used in diffusion MRI for the estimation of diffusion parameters. Although adding proper weights is necessary to increase the precision of these linear estimators, there is no consensus on how to practically define them. In this study, the impact of the commonly used weighting strategies on the accuracy and precision of linear diffusion parameter estimators is evaluated and compared with the nonlinear least squares estimation approach. Simulation and real data experiments were done to study the performance of the weighted linear least squares estimators with weights defined by (a) the squares of the respective noisy diffusion-weighted signals; and (b) the squares of the predicted signals, which are reconstructed from a previous estimate of the diffusion model parameters. The negative effect of weighting strategy (a) on the accuracy of the estimator was surprisingly high. Multi-step weighting strategies yield better performance and, in some cases, even outperformed the nonlinear least squares estimator. If proper weighting strategies are applied, the weighted linear least squares approach shows high performance characteristics in terms of accuracy/precision and may even be preferred over nonlinear estimation methods. Copyright © 2013 Elsevier Inc. All rights reserved.

Three-dimensional Nonlinear Calculation of the 2017 North Korean Nuclear Test

NASA Astrophysics Data System (ADS)

Stevens, J. L.; O'Brien, M.

2017-12-01

We perform a three-dimensional nonlinear calculation of the 2017 North Korean Nuclear Test including the topography of the test site. Surface waves from all six DPRK nuclear tests are remarkably similar. Linear scaling of surface wave amplitudes from an estimated yield of 4.6 kt for the 2009 event (Murphy et al, 2013) gives an estimated yield of 180 kt for the 2017 event, which is the yield used in the calculation. The depth of the calculated explosion is 730 meters below the surface and close to the peak of Mt. Mantap. Calculated surface displacements are as large as 4 meters vertical and 2 meters horizontal, but there is a node in both with minimal vertical and horizontal displacements close to the mountain peak. Earlier calculations of a 12.5 kiloton explosion at depths of 100-800 meters show a peak in surface wave amplitudes for explosions at the base of the mountain relative to both deeper and shallower sources, so the North Korean explosions have been at optimal depth for surface wave generation. This combined with tectonic stress state and a low surface wave amplitude bias at other test sites may explain the large surface wave anomaly at this test site. Cracking and nonlinear deformation are much more extensive for the 180 kt calculation than in the earlier 12.5 kiloton calculations.

Automated Land Cover Change Detection and Mapping from Hidden Parameter Estimates of Normalized Difference Vegetation Index (NDVI) Time-Series

NASA Astrophysics Data System (ADS)

Chakraborty, S.; Banerjee, A.; Gupta, S. K. S.; Christensen, P. R.; Papandreou-Suppappola, A.

2017-12-01

Multitemporal observations acquired frequently by satellites with short revisit periods such as the Moderate Resolution Imaging Spectroradiometer (MODIS), is an important source for modeling land cover. Due to the inherent seasonality of the land cover, harmonic modeling reveals hidden state parameters characteristic to it, which is used in classifying different land cover types and in detecting changes due to natural or anthropogenic factors. In this work, we use an eight day MODIS composite to create a Normalized Difference Vegetation Index (NDVI) time-series of ten years. Improved hidden parameter estimates of the nonlinear harmonic NDVI model are obtained using the Particle Filter (PF), a sequential Monte Carlo estimator. The nonlinear estimation based on PF is shown to improve parameter estimation for different land cover types compared to existing techniques that use the Extended Kalman Filter (EKF), due to linearization of the harmonic model. As these parameters are representative of a given land cover, its applicability in near real-time detection of land cover change is also studied by formulating a metric that captures parameter deviation due to change. The detection methodology is evaluated by considering change as a rare class problem. This approach is shown to detect change with minimum delay. Additionally, the degree of change within the change perimeter is non-uniform. By clustering the deviation in parameters due to change, this spatial variation in change severity is effectively mapped and validated with high spatial resolution change maps of the given regions.

Neural network fusion capabilities for efficient implementation of tracking algorithms

NASA Astrophysics Data System (ADS)

Sundareshan, Malur K.; Amoozegar, Farid

1997-03-01

The ability to efficiently fuse information of different forms to facilitate intelligent decision making is one of the major capabilities of trained multilayer neural networks that is now being recognized. While development of innovative adaptive control algorithms for nonlinear dynamical plants that attempt to exploit these capabilities seems to be more popular, a corresponding development of nonlinear estimation algorithms using these approaches, particularly for application in target surveillance and guidance operations, has not received similar attention. We describe the capabilities and functionality of neural network algorithms for data fusion and implementation of tracking filters. To discuss details and to serve as a vehicle for quantitative performance evaluations, the illustrative case of estimating the position and velocity of surveillance targets is considered. Efficient target- tracking algorithms that can utilize data from a host of sensing modalities and are capable of reliably tracking even uncooperative targets executing fast and complex maneuvers are of interest in a number of applications. The primary motivation for employing neural networks in these applications comes from the efficiency with which more features extracted from different sensor measurements can be utilized as inputs for estimating target maneuvers. A system architecture that efficiently integrates the fusion capabilities of a trained multilayer neural net with the tracking performance of a Kalman filter is described. The innovation lies in the way the fusion of multisensor data is accomplished to facilitate improved estimation without increasing the computational complexity of the dynamical state estimator itself.

Grey-box state-space identification of nonlinear mechanical vibrations

NASA Astrophysics Data System (ADS)

Noël, J. P.; Schoukens, J.

2018-05-01

The present paper deals with the identification of nonlinear mechanical vibrations. A grey-box, or semi-physical, nonlinear state-space representation is introduced, expressing the nonlinear basis functions using a limited number of measured output variables. This representation assumes that the observed nonlinearities are localised in physical space, which is a generic case in mechanics. A two-step identification procedure is derived for the grey-box model parameters, integrating nonlinear subspace initialisation and weighted least-squares optimisation. The complete procedure is applied to an electrical circuit mimicking the behaviour of a single-input, single-output (SISO) nonlinear mechanical system and to a single-input, multiple-output (SIMO) geometrically nonlinear beam structure.

Classification and pose estimation of objects using nonlinear features

NASA Astrophysics Data System (ADS)

Talukder, Ashit; Casasent, David P.

1998-03-01

A new nonlinear feature extraction method called the maximum representation and discrimination feature (MRDF) method is presented for extraction of features from input image data. It implements transformations similar to the Sigma-Pi neural network. However, the weights of the MRDF are obtained in closed form, and offer advantages compared to nonlinear neural network implementations. The features extracted are useful for both object discrimination (classification) and object representation (pose estimation). We show its use in estimating the class and pose of images of real objects and rendered solid CAD models of machine parts from single views using a feature-space trajectory (FST) neural network classifier. We show more accurate classification and pose estimation results than are achieved by standard principal component analysis (PCA) and Fukunaga-Koontz (FK) feature extraction methods.

Valuation of financial models with non-linear state spaces

NASA Astrophysics Data System (ADS)

Webber, Nick

2001-02-01

A common assumption in valuation models for derivative securities is that the underlying state variables take values in a linear state space. We discuss numerical implementation issues in an interest rate model with a simple non-linear state space, formulating and comparing Monte Carlo, finite difference and lattice numerical solution methods. We conclude that, at least in low dimensional spaces, non-linear interest rate models may be viable.

A statistical methodology for estimating transport parameters: Theory and applications to one-dimensional advectivec-dispersive systems

USGS Publications Warehouse

Wagner, Brian J.; Gorelick, Steven M.

1986-01-01

A simulation nonlinear multiple-regression methodology for estimating parameters that characterize the transport of contaminants is developed and demonstrated. Finite difference contaminant transport simulation is combined with a nonlinear weighted least squares multiple-regression procedure. The technique provides optimal parameter estimates and gives statistics for assessing the reliability of these estimates under certain general assumptions about the distributions of the random measurement errors. Monte Carlo analysis is used to estimate parameter reliability for a hypothetical homogeneous soil column for which concentration data contain large random measurement errors. The value of data collected spatially versus data collected temporally was investigated for estimation of velocity, dispersion coefficient, effective porosity, first-order decay rate, and zero-order production. The use of spatial data gave estimates that were 2–3 times more reliable than estimates based on temporal data for all parameters except velocity. Comparison of estimated linear and nonlinear confidence intervals based upon Monte Carlo analysis showed that the linear approximation is poor for dispersion coefficient and zero-order production coefficient when data are collected over time. In addition, examples demonstrate transport parameter estimation for two real one-dimensional systems. First, the longitudinal dispersivity and effective porosity of an unsaturated soil are estimated using laboratory column data. We compare the reliability of estimates based upon data from individual laboratory experiments versus estimates based upon pooled data from several experiments. Second, the simulation nonlinear regression procedure is extended to include an additional governing equation that describes delayed storage during contaminant transport. The model is applied to analyze the trends, variability, and interrelationship of parameters in a mourtain stream in northern California.

Formulation d'un modele mathematique par des techniques d'estimation de parametres a partir de donnees de vol pour l'helicoptere Bell 427 et l'avion F/A-18 servant a la recherches en aeroservoelasticite

NASA Astrophysics Data System (ADS)

Nadeau-Beaulieu, Michel

In this thesis, three mathematical models are built from flight test data for different aircraft design applications: a ground dynamics model for the Bell 427 helicopter, a prediction model for the rotor and engine parameters for the same helicopter type and a simulation model for the aeroelastic deflections of the F/A-18. In the ground dynamics application, the model structure is derived from physics where the normal force between the helicopter and the ground is modelled as a vertical spring and the frictional force is modelled with static and dynamic friction coefficients. The ground dynamics model coefficients are optimized to ensure that the model matches the landing data within the FAA (Federal Aviation Administration) tolerance bands for a level D flight simulator. In the rotor and engine application, rotors torques (main and tail), the engine torque and main rotor speed are estimated using a state-space model. The model inputs are nonlinear terms derived from the pilot control inputs and the helicopter states. The model parameters are identified using the subspace method and are further optimised with the Levenberg-Marquardt minimisation algorithm. The model built with the subspace method provides an excellent estimate of the outputs within the FAA tolerance bands. The F/A-18 aeroelastic state-space model is built from flight test. The research concerning this model is divided in two parts. Firstly, the deflection of a given structural surface on the aircraft following a differential ailerons control input is represented by a Multiple Inputs Single Outputs linear model whose inputs are the ailerons positions and the structural surfaces deflections. Secondly, a single state-space model is used to represent the deflection of the aircraft wings and trailing edge flaps following any control input. In this case the model is made non-linear by multiplying model inputs into higher order terms and using these terms as the inputs of the state-space equations. In both cases, the identification method is the subspace method. Most fit coefficients between the estimated and the measured signals are above 73% and most correlation coefficient are higher than 90%.

Estimation and Analysis of Nonlinear Stochastic Systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Marcus, S. I.

1975-01-01

The algebraic and geometric structures of certain classes of nonlinear stochastic systems were exploited in order to obtain useful stability and estimation results. The class of bilinear stochastic systems (or linear systems with multiplicative noise) was discussed. The stochastic stability of bilinear systems driven by colored noise was considered. Approximate methods for obtaining sufficient conditions for the stochastic stability of bilinear systems evolving on general Lie groups were discussed. Two classes of estimation problems involving bilinear systems were considered. It was proved that, for systems described by certain types of Volterra series expansions or by certain bilinear equations evolving on nilpotent or solvable Lie groups, the optimal conditional mean estimator consists of a finite dimensional nonlinear set of equations. The theory of harmonic analysis was used to derive suboptimal estimators for bilinear systems driven by white noise which evolve on compact Lie groups or homogeneous spaces.

Sampling schemes and parameter estimation for nonlinear Bernoulli-Gaussian sparse models

NASA Astrophysics Data System (ADS)

Boudineau, Mégane; Carfantan, Hervé; Bourguignon, Sébastien; Bazot, Michael

2016-06-01

We address the sparse approximation problem in the case where the data are approximated by the linear combination of a small number of elementary signals, each of these signals depending non-linearly on additional parameters. Sparsity is explicitly expressed through a Bernoulli-Gaussian hierarchical model in a Bayesian framework. Posterior mean estimates are computed using Markov Chain Monte-Carlo algorithms. We generalize the partially marginalized Gibbs sampler proposed in the linear case in [1], and build an hybrid Hastings-within-Gibbs algorithm in order to account for the nonlinear parameters. All model parameters are then estimated in an unsupervised procedure. The resulting method is evaluated on a sparse spectral analysis problem. It is shown to converge more efficiently than the classical joint estimation procedure, with only a slight increase of the computational cost per iteration, consequently reducing the global cost of the estimation procedure.

The pointwise estimates of diffusion wave of the compressible micropolar fluids

NASA Astrophysics Data System (ADS)

Wu, Zhigang; Wang, Weike

2018-09-01

The pointwise estimates for the compressible micropolar fluids in dimension three are given, which exhibit generalized Huygens' principle for the fluid density and fluid momentum as the compressible Navier-Stokes equation, while the micro-rational momentum behaves like the fluid momentum of the Euler equation with damping. To circumvent the complexity from 7 × 7 Green's matrix, we use the decomposition of fluid part and electromagnetic part for the momentums to study three smaller Green's matrices. The following from this decomposition is that we have to deal with the new problem that the nonlinear terms contain nonlocal operators. We solve it by using the natural match of these new Green's functions and the nonlinear terms. Moreover, to derive the different pointwise estimates for different unknown variables such that the estimate of each unknown variable is in agreement with its Green's function, we develop some new estimates on the nonlinear interplay between different waves.

Region of attraction analysis for nonlinear vehicle lateral dynamics using sum-of-squares programming

NASA Astrophysics Data System (ADS)

Imani Masouleh, Mehdi; Limebeer, David J. N.

2018-07-01

In this study we will estimate the region of attraction (RoA) of the lateral dynamics of a nonlinear single-track vehicle model. The tyre forces are approximated using rational functions that are shown to capture the nonlinearities of tyre curves significantly better than polynomial functions. An existing sum-of-squares (SOS) programming algorithm for estimating regions of attraction is extended to accommodate the use of rational vector fields. This algorithm is then used to find an estimate of the RoA of the vehicle lateral dynamics. The influence of vehicle parameters and driving conditions on the stability region are studied. It is shown that SOS programming techniques can be used to approximate the stability region without resorting to numerical integration. The RoA estimate from the SOS algorithm is compared to the existing results in the literature. The proposed method is shown to obtain significantly better RoA estimates.

Nonlinear-optical activity owing to anisotropy of ultrafast nonlinear refraction in cubic materials.

PubMed

Hutchings, D C

1995-08-01

The evolution of the polarization state in a cubic material with an anisotropic Kerr nonlinearity is examined. It is shown that in certain cases this provides a mechanism for nonlinear-optical activity, leaving the state of the polarization unchanged but causing a signif icant rotation in its major axis. The use of the anisotropic ultrafast nonlinear refraction that exists just beneath the half-gap in semiconductors to demonstrate these effects is discussed.

Flaw characterization through nonlinear ultrasonics and wavelet cross-correlation algorithms

NASA Astrophysics Data System (ADS)

Bunget, Gheorghe; Yee, Andrew; Stewart, Dylan; Rogers, James; Henley, Stanley; Bugg, Chris; Cline, John; Webster, Matthew; Farinholt, Kevin; Friedersdorf, Fritz

2018-04-01

Ultrasonic measurements have become increasingly important non-destructive techniques to characterize flaws found within various in-service industrial components. The prediction of remaining useful life based on fracture analysis depends on the accurate estimation of flaw size and orientation. However, amplitude-based ultrasonic measurements are not able to estimate the plastic zones that exist ahead of crack tips. Estimating the size of the plastic zone is an advantage since some flaws may propagate faster than others. This paper presents a wavelet cross-correlation (WCC) algorithm that was applied to nonlinear analysis of ultrasonically guided waves (GW). By using this algorithm, harmonics present in the waveforms were extracted and nonlinearity parameters were used to indicate both the tip of the cracks and size of the plastic zone. B-scans performed with the quadratic nonlinearities were sensitive to micro-damage specific to plastic zones.

Tuning the control system of a nonlinear inverted pendulum by means of the new method of Lyapunov exponents estimation

NASA Astrophysics Data System (ADS)

Balcerzak, Marek; Dąbrowski, Artur; Pikunov, Danylo

2018-01-01

This paper presents a practical application of a new, simplified method of Lyapunov exponents estimation. The method has been applied to optimization of a real, nonlinear inverted pendulum system. Authors presented how the algorithm of the Largest Lyapunov Exponent (LLE) estimation can be applied to evaluate control systems performance. The new LLE-based control performance index has been proposed. Equations of the inverted pendulum system of the fourth order have been found. The nonlinear friction of the regulation object has been identified by means of the nonlinear least squares method. Three different friction models have been tested: linear, cubic and Coulomb model. The Differential Evolution (DE) algorithm has been used to search for the best set of parameters of the general linear regulator. This work proves that proposed method is efficient and results in faster perturbation rejection, especially when disturbances are significant.

Nonlinear data assimilation: towards a prediction of the solar cycle

NASA Astrophysics Data System (ADS)

Svedin, Andreas

The solar cycle is the cyclic variation of solar activity, with a span of 9-14 years. The prediction of the solar cycle is an important and unsolved problem with implications for communications, aviation and other aspects of our high-tech society. Our interest is model-based prediction, and we present a self-consistent procedure for parameter estimation and model state estimation, even when only one of several model variables can be observed. Data assimilation is the art of comparing, combining and transferring observed data into a mathematical model or computer simulation. We use the 3DVAR methodology, based on the notion of least squares, to present an implementation of a traditional data assimilation. Using the Shadowing Filter — a recently developed method for nonlinear data assimilation — we outline a path towards model based prediction of the solar cycle. To achieve this end we solve a number of methodological challenges related to unobserved variables. We also provide a new framework for interpretation that can guide future predictions of the Sun and other astrophysical objects.

Fully probabilistic control for stochastic nonlinear control systems with input dependent noise.

PubMed

Herzallah, Randa

2015-03-01

Robust controllers for nonlinear stochastic systems with functional uncertainties can be consistently designed using probabilistic control methods. In this paper a generalised probabilistic controller design for the minimisation of the Kullback-Leibler divergence between the actual joint probability density function (pdf) of the closed loop control system, and an ideal joint pdf is presented emphasising how the uncertainty can be systematically incorporated in the absence of reliable systems models. To achieve this objective all probabilistic models of the system are estimated from process data using mixture density networks (MDNs) where all the parameters of the estimated pdfs are taken to be state and control input dependent. Based on this dependency of the density parameters on the input values, explicit formulations to the construction of optimal generalised probabilistic controllers are obtained through the techniques of dynamic programming and adaptive critic methods. Using the proposed generalised probabilistic controller, the conditional joint pdfs can be made to follow the ideal ones. A simulation example is used to demonstrate the implementation of the algorithm and encouraging results are obtained. Copyright © 2014 Elsevier Ltd. All rights reserved.

Performance analysis of a fault inferring nonlinear detection system algorithm with integrated avionics flight data

NASA Technical Reports Server (NTRS)

Caglayan, A. K.; Godiwala, P. M.; Morrell, F. R.

1985-01-01

This paper presents the performance analysis results of a fault inferring nonlinear detection system (FINDS) using integrated avionics sensor flight data for the NASA ATOPS B-737 aircraft in a Microwave Landing System (MLS) environment. First, an overview of the FINDS algorithm structure is given. Then, aircraft state estimate time histories and statistics for the flight data sensors are discussed. This is followed by an explanation of modifications made to the detection and decision functions in FINDS to improve false alarm and failure detection performance. Next, the failure detection and false alarm performance of the FINDS algorithm are analyzed by injecting bias failures into fourteen sensor outputs over six repetitive runs of the five minutes of flight data. Results indicate that the detection speed, failure level estimation, and false alarm performance show a marked improvement over the previously reported simulation runs. In agreement with earlier results, detection speed is faster for filter measurement sensors such as MLS than for filter input sensors such as flight control accelerometers. Finally, the progress in modifications of the FINDS algorithm design to accommodate flight computer constraints is discussed.

Integrated method for chaotic time series analysis

DOEpatents

Hively, L.M.; Ng, E.G.

1998-09-29

Methods and apparatus for automatically detecting differences between similar but different states in a nonlinear process monitor nonlinear data are disclosed. Steps include: acquiring the data; digitizing the data; obtaining nonlinear measures of the data via chaotic time series analysis; obtaining time serial trends in the nonlinear measures; and determining by comparison whether differences between similar but different states are indicated. 8 figs.

Twistacene contained molecule for optical nonlinearity: Excited-state based negative refraction and optical limiting

NASA Astrophysics Data System (ADS)

Wu, Xingzhi; Xiao, Jinchong; Sun, Ru; Jia, Jidong; Yang, Junyi; Ao, Guanghong; Shi, Guang; Wang, Yuxiao; Zhang, Xueru; Song, Yinglin

2018-06-01

Spindle-type molecules containing twisted acenes (PyBTA-1 &PyBTA-2) are designed, synthesized characterized. Picosecond Z-scan experiments under 532 nm show reverse saturable absorption and negative nonlinear refraction, indicating large third-order optical nonlinearity in PyBTA-1. The mechanism of the optical nonlinearity is investigated and the results show that the nonlinear absorption and refraction in PyBTA-1 originates from a charge transfer (CT) state. Furthermore, relatively long lifetime and absorptive cross section of the CT state are measured. Based on the excited state absorption in PyBTA-1, strong optical limiting with ∼0.3 J/cm2 thresholds are obtained when excited by picoseconds and nanoseconds pulses. The findings on nonlinear optics suggest PyBTA-1 a promising material of all optical modulation and laser protection, which enrich the potential applications of these spindle-type molecules. Comparing to the previously reported spindle-type molecules with analogous structures, the introduction of ICT in PyBTA-1 &PyBTA-2 dramatically decreases the two-photon absorption while enhances the nonlinear refraction. The results could be used to selectively tailor the optical nonlinearity in such kind of compounds.

Estimation of parameters of constant elasticity of substitution production functional model

NASA Astrophysics Data System (ADS)

Mahaboob, B.; Venkateswarlu, B.; Sankar, J. Ravi

2017-11-01

Nonlinear model building has become an increasing important powerful tool in mathematical economics. In recent years the popularity of applications of nonlinear models has dramatically been rising up. Several researchers in econometrics are very often interested in the inferential aspects of nonlinear regression models [6]. The present research study gives a distinct method of estimation of more complicated and highly nonlinear model viz Constant Elasticity of Substitution (CES) production functional model. Henningen et.al [5] proposed three solutions to avoid serious problems when estimating CES functions in 2012 and they are i) removing discontinuities by using the limits of the CES function and its derivative. ii) Circumventing large rounding errors by local linear approximations iii) Handling ill-behaved objective functions by a multi-dimensional grid search. Joel Chongeh et.al [7] discussed the estimation of the impact of capital and labour inputs to the gris output agri-food products using constant elasticity of substitution production function in Tanzanian context. Pol Antras [8] presented new estimates of the elasticity of substitution between capital and labour using data from the private sector of the U.S. economy for the period 1948-1998.

A different approach to estimate nonlinear regression model using numerical methods

NASA Astrophysics Data System (ADS)

Mahaboob, B.; Venkateswarlu, B.; Mokeshrayalu, G.; Balasiddamuni, P.

2017-11-01

This research paper concerns with the computational methods namely the Gauss-Newton method, Gradient algorithm methods (Newton-Raphson method, Steepest Descent or Steepest Ascent algorithm method, the Method of Scoring, the Method of Quadratic Hill-Climbing) based on numerical analysis to estimate parameters of nonlinear regression model in a very different way. Principles of matrix calculus have been used to discuss the Gradient-Algorithm methods. Yonathan Bard [1] discussed a comparison of gradient methods for the solution of nonlinear parameter estimation problems. However this article discusses an analytical approach to the gradient algorithm methods in a different way. This paper describes a new iterative technique namely Gauss-Newton method which differs from the iterative technique proposed by Gorden K. Smyth [2]. Hans Georg Bock et.al [10] proposed numerical methods for parameter estimation in DAE’s (Differential algebraic equation). Isabel Reis Dos Santos et al [11], Introduced weighted least squares procedure for estimating the unknown parameters of a nonlinear regression metamodel. For large-scale non smooth convex minimization the Hager and Zhang (HZ) conjugate gradient Method and the modified HZ (MHZ) method were presented by Gonglin Yuan et al [12].

A systematic review of lumped-parameter equivalent circuit models for real-time estimation of lithium-ion battery states

NASA Astrophysics Data System (ADS)

Nejad, S.; Gladwin, D. T.; Stone, D. A.

2016-06-01

This paper presents a systematic review for the most commonly used lumped-parameter equivalent circuit model structures in lithium-ion battery energy storage applications. These models include the Combined model, Rint model, two hysteresis models, Randles' model, a modified Randles' model and two resistor-capacitor (RC) network models with and without hysteresis included. Two variations of the lithium-ion cell chemistry, namely the lithium-ion iron phosphate (LiFePO4) and lithium nickel-manganese-cobalt oxide (LiNMC) are used for testing purposes. The model parameters and states are recursively estimated using a nonlinear system identification technique based on the dual Extended Kalman Filter (dual-EKF) algorithm. The dynamic performance of the model structures are verified using the results obtained from a self-designed pulsed-current test and an electric vehicle (EV) drive cycle based on the New European Drive Cycle (NEDC) profile over a range of operating temperatures. Analysis on the ten model structures are conducted with respect to state-of-charge (SOC) and state-of-power (SOP) estimation with erroneous initial conditions. Comparatively, both RC model structures provide the best dynamic performance, with an outstanding SOC estimation accuracy. For those cell chemistries with large inherent hysteresis levels (e.g. LiFePO4), the RC model with only one time constant is combined with a dynamic hysteresis model to further enhance the performance of the SOC estimator.

The Use of Linear Instrumental Variables Methods in Health Services Research and Health Economics: A Cautionary Note

PubMed Central

Terza, Joseph V; Bradford, W David; Dismuke, Clara E

2008-01-01

Objective To investigate potential bias in the use of the conventional linear instrumental variables (IV) method for the estimation of causal effects in inherently nonlinear regression settings. Data Sources Smoking Supplement to the 1979 National Health Interview Survey, National Longitudinal Alcohol Epidemiologic Survey, and simulated data. Study Design Potential bias from the use of the linear IV method in nonlinear models is assessed via simulation studies and real world data analyses in two commonly encountered regression setting: (1) models with a nonnegative outcome (e.g., a count) and a continuous endogenous regressor; and (2) models with a binary outcome and a binary endogenous regressor. Principle Findings The simulation analyses show that substantial bias in the estimation of causal effects can result from applying the conventional IV method in inherently nonlinear regression settings. Moreover, the bias is not attenuated as the sample size increases. This point is further illustrated in the survey data analyses in which IV-based estimates of the relevant causal effects diverge substantially from those obtained with appropriate nonlinear estimation methods. Conclusions We offer this research as a cautionary note to those who would opt for the use of linear specifications in inherently nonlinear settings involving endogeneity. PMID:18546544

A new analytical method for characterizing nonlinear visual processes with stimuli of arbitrary distribution: Theory and applications.

PubMed

Hayashi, Ryusuke; Watanabe, Osamu; Yokoyama, Hiroki; Nishida, Shin'ya

2017-06-01

Characterization of the functional relationship between sensory inputs and neuronal or observers' perceptual responses is one of the fundamental goals of systems neuroscience and psychophysics. Conventional methods, such as reverse correlation and spike-triggered data analyses are limited in their ability to resolve complex and inherently nonlinear neuronal/perceptual processes because these methods require input stimuli to be Gaussian with a zero mean. Recent studies have shown that analyses based on a generalized linear model (GLM) do not require such specific input characteristics and have advantages over conventional methods. GLM, however, relies on iterative optimization algorithms and its calculation costs become very expensive when estimating the nonlinear parameters of a large-scale system using large volumes of data. In this paper, we introduce a new analytical method for identifying a nonlinear system without relying on iterative calculations and yet also not requiring any specific stimulus distribution. We demonstrate the results of numerical simulations, showing that our noniterative method is as accurate as GLM in estimating nonlinear parameters in many cases and outperforms conventional, spike-triggered data analyses. As an example of the application of our method to actual psychophysical data, we investigated how different spatiotemporal frequency channels interact in assessments of motion direction. The nonlinear interaction estimated by our method was consistent with findings from previous vision studies and supports the validity of our method for nonlinear system identification.

Realization of non-linear coherent states by photonic lattices

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dehdashti, Shahram, E-mail: shdehdashti@zju.edu.cn; Li, Rujiang; Chen, Hongsheng, E-mail: hansomchen@zju.edu.cn

2015-06-15

In this paper, first, by introducing Holstein-Primakoff representation of α-deformed algebra, we achieve the associated non-linear coherent states, including su(2) and su(1, 1) coherent states. Second, by using waveguide lattices with specific coupling coefficients between neighbouring channels, we generate these non-linear coherent states. In the case of positive values of α, we indicate that the Hilbert size space is finite; therefore, we construct this coherent state with finite channels of waveguide lattices. Finally, we study the field distribution behaviours of these coherent states, by using Mandel Q parameter.

Performance comparison of attitude determination, attitude estimation, and nonlinear observers algorithms

NASA Astrophysics Data System (ADS)

MOHAMMED, M. A. SI; BOUSSADIA, H.; BELLAR, A.; ADNANE, A.

2017-01-01

This paper presents a brief synthesis and useful performance analysis of different attitude filtering algorithms (attitude determination algorithms, attitude estimation algorithms, and nonlinear observers) applied to Low Earth Orbit Satellite in terms of accuracy, convergence time, amount of memory, and computation time. This latter is calculated in two ways, using a personal computer and also using On-board computer 750 (OBC 750) that is being used in many SSTL Earth observation missions. The use of this comparative study could be an aided design tool to the designer to choose from an attitude determination or attitude estimation or attitude observer algorithms. The simulation results clearly indicate that the nonlinear Observer is the more logical choice.

Application of an Ensemble Smoother to Precipitation Assimilation

NASA Technical Reports Server (NTRS)

Zhang, Sara; Zupanski, Dusanka; Hou, Arthur; Zupanski, Milija

2008-01-01

Assimilation of precipitation in a global modeling system poses a special challenge in that the observation operators for precipitation processes are highly nonlinear. In the variational approach, substantial development work and model simplifications are required to include precipitation-related physical processes in the tangent linear model and its adjoint. An ensemble based data assimilation algorithm "Maximum Likelihood Ensemble Smoother (MLES)" has been developed to explore the ensemble representation of the precipitation observation operator with nonlinear convection and large-scale moist physics. An ensemble assimilation system based on the NASA GEOS-5 GCM has been constructed to assimilate satellite precipitation data within the MLES framework. The configuration of the smoother takes the time dimension into account for the relationship between state variables and observable rainfall. The full nonlinear forward model ensembles are used to represent components involving the observation operator and its transpose. Several assimilation experiments using satellite precipitation observations have been carried out to investigate the effectiveness of the ensemble representation of the nonlinear observation operator and the data impact of assimilating rain retrievals from the TMI and SSM/I sensors. Preliminary results show that this ensemble assimilation approach is capable of extracting information from nonlinear observations to improve the analysis and forecast if ensemble size is adequate, and a suitable localization scheme is applied. In addition to a dynamically consistent precipitation analysis, the assimilation system produces a statistical estimate of the analysis uncertainty.

Direct and accelerated parameter mapping using the unscented Kalman filter.

PubMed

Zhao, Li; Feng, Xue; Meyer, Craig H

2016-05-01

To accelerate parameter mapping using a new paradigm that combines image reconstruction and model regression as a parameter state-tracking problem. In T2 mapping, the T2 map is first encoded in parameter space by multi-TE measurements and then encoded by Fourier transformation with readout/phase encoding gradients. Using a state transition function and a measurement function, the unscented Kalman filter can describe T2 mapping as a dynamic system and directly estimate the T2 map from the k-space data. The proposed method was validated with a numerical brain phantom and volunteer experiments with a multiple-contrast spin echo sequence. Its performance was compared with a conjugate-gradient nonlinear inversion method at undersampling factors of 2 to 8. An accelerated pulse sequence was developed based on this method to achieve prospective undersampling. Compared with the nonlinear inversion reconstruction, the proposed method had higher precision, improved structural similarity and reduced normalized root mean squared error, with acceleration factors up to 8 in numerical phantom and volunteer studies. This work describes a new perspective on parameter mapping by state tracking. The unscented Kalman filter provides a highly accelerated and efficient paradigm for T2 mapping. © 2015 Wiley Periodicals, Inc.

A Comparison of Filter-based Approaches for Model-based Prognostics

NASA Technical Reports Server (NTRS)

Daigle, Matthew John; Saha, Bhaskar; Goebel, Kai

2012-01-01

Model-based prognostics approaches use domain knowledge about a system and its failure modes through the use of physics-based models. Model-based prognosis is generally divided into two sequential problems: a joint state-parameter estimation problem, in which, using the model, the health of a system or component is determined based on the observations; and a prediction problem, in which, using the model, the stateparameter distribution is simulated forward in time to compute end of life and remaining useful life. The first problem is typically solved through the use of a state observer, or filter. The choice of filter depends on the assumptions that may be made about the system, and on the desired algorithm performance. In this paper, we review three separate filters for the solution to the first problem: the Daum filter, an exact nonlinear filter; the unscented Kalman filter, which approximates nonlinearities through the use of a deterministic sampling method known as the unscented transform; and the particle filter, which approximates the state distribution using a finite set of discrete, weighted samples, called particles. Using a centrifugal pump as a case study, we conduct a number of simulation-based experiments investigating the performance of the different algorithms as applied to prognostics.

Nonlinear instabilities of multi-site breathers in Klein-Gordon lattices

DOE PAGES

Cuevas-Maraver, Jesus; Kevrekidis, Panayotis G.; Pelinovsky, Dmitry E.

2016-08-01

Here, we explore the possibility of multi-site breather states in a nonlinear Klein–Gordon lattice to become nonlinearly unstable, even if they are found to be spectrally stable. The mechanism for this nonlinear instability is through the resonance with the wave continuum of a multiple of an internal mode eigenfrequency in the linearization of excited breather states. For the nonlinear instability, the internal mode must have its Krein signature opposite to that of the wave continuum. This mechanism is not only theoretically proposed, but also numerically corroborated through two concrete examples of the Klein–Gordon lattice with a soft (Morse) and amore » hard (Φ 4) potential. Compared to the case of the nonlinear Schrödinger lattice, the Krein signature of the internal mode relative to that of the wave continuum may change depending on the period of the multi-site breather state. For the periods for which the Krein signatures of the internal mode and the wave continuum coincide, multi-site breather states are observed to be nonlinearly stable.« less

Detecting nonlinear dynamics of functional connectivity

NASA Astrophysics Data System (ADS)

LaConte, Stephen M.; Peltier, Scott J.; Kadah, Yasser; Ngan, Shing-Chung; Deshpande, Gopikrishna; Hu, Xiaoping

2004-04-01

Functional magnetic resonance imaging (fMRI) is a technique that is sensitive to correlates of neuronal activity. The application of fMRI to measure functional connectivity of related brain regions across hemispheres (e.g. left and right motor cortices) has great potential for revealing fundamental physiological brain processes. Primarily, functional connectivity has been characterized by linear correlations in resting-state data, which may not provide a complete description of its temporal properties. In this work, we broaden the measure of functional connectivity to study not only linear correlations, but also those arising from deterministic, non-linear dynamics. Here the delta-epsilon approach is extended and applied to fMRI time series. The method of delays is used to reconstruct the joint system defined by a reference pixel and a candidate pixel. The crux of this technique relies on determining whether the candidate pixel provides additional information concerning the time evolution of the reference. As in many correlation-based connectivity studies, we fix the reference pixel. Every brain location is then used as a candidate pixel to estimate the spatial pattern of deterministic coupling with the reference. Our results indicate that measured connectivity is often emphasized in the motor cortex contra-lateral to the reference pixel, demonstrating the suitability of this approach for functional connectivity studies. In addition, discrepancies with traditional correlation analysis provide initial evidence for non-linear dynamical properties of resting-state fMRI data. Consequently, the non-linear characterization provided from our approach may provide a more complete description of the underlying physiology and brain function measured by this type of data.

The linearized multistage model and the future of quantitative risk assessment.

PubMed

Crump, K S

1996-10-01

The linearized multistage (LMS) model has for over 15 years been the default dose-response model used by the U.S. Environmental Protection Agency (USEPA) and other federal and state regulatory agencies in the United States for calculating quantitative estimates of low-dose carcinogenic risks from animal data. The LMS model is in essence a flexible statistical model that can describe both linear and non-linear dose-response patterns, and that produces an upper confidence bound on the linear low-dose slope of the dose-response curve. Unlike its namesake, the Armitage-Doll multistage model, the parameters of the LMS do not correspond to actual physiological phenomena. Thus the LMS is 'biological' only to the extent that the true biological dose response is linear at low dose and that low-dose slope is reflected in the experimental data. If the true dose response is non-linear the LMS upper bound may overestimate the true risk by many orders of magnitude. However, competing low-dose extrapolation models, including those derived from 'biologically-based models' that are capable of incorporating additional biological information, have not shown evidence to date of being able to produce quantitative estimates of low-dose risks that are any more accurate than those obtained from the LMS model. Further, even if these attempts were successful, the extent to which more accurate estimates of low-dose risks in a test animal species would translate into improved estimates of human risk is questionable. Thus, it does not appear possible at present to develop a quantitative approach that would be generally applicable and that would offer significant improvements upon the crude bounding estimates of the type provided by the LMS model. Draft USEPA guidelines for cancer risk assessment incorporate an approach similar to the LMS for carcinogens having a linear mode of action. However, under these guidelines quantitative estimates of low-dose risks would not be developed for carcinogens having a non-linear mode of action; instead dose-response modelling would be used in the experimental range to calculate an LED10* (a statistical lower bound on the dose corresponding to a 10% increase in risk), and safety factors would be applied to the LED10* to determine acceptable exposure levels for humans. This approach is very similar to the one presently used by USEPA for non-carcinogens. Rather than using one approach for carcinogens believed to have a linear mode of action and a different approach for all other health effects, it is suggested herein that it would be more appropriate to use an approach conceptually similar to the 'LED10*-safety factor' approach for all health effects, and not to routinely develop quantitative risk estimates from animal data.

Quantum statistics of four-wave mixing by a nonlinear resonant microcavity

NASA Astrophysics Data System (ADS)

Sherkunov, Y.; Whittaker, David M.; Schomerus, Henning; Fal'ko, Vladimir

2014-09-01

We analyze the correlation and spectral properties of two-photon states resonantly transmitted by a nonlinear optical microcavity. We trace the correlation properties of transmitted two-photon states to the decay spectrum of multiphoton resonances in the nonlinear microcavity.

An Investigation of High-Cycle Fatigue Models for Metallic Structures Exhibiting Snap-Through Response

NASA Technical Reports Server (NTRS)

Przekop, Adam; Rizzi, Stephen A.; Sweitzer, Karl A.

2007-01-01

A study is undertaken to develop a methodology for determining the suitability of various high-cycle fatigue models for metallic structures subjected to combined thermal-acoustic loadings. Two features of this problem differentiate it from the fatigue of structures subject to acoustic loading alone. Potentially large mean stresses associated with the thermally pre- and post-buckled states require models capable of handling those conditions. Snap-through motion between multiple post-buckled equilibrium positions introduces very high alternating stress. The thermal-acoustic time history response of a clamped aluminum beam structure with geometric and material nonlinearities is determined via numerical simulation. A cumulative damage model is employed using a rainflow cycle counting scheme and fatigue estimates are made for 2024-T3 aluminum using various non-zero mean fatigue models, including Walker, Morrow, Morrow with true fracture strength, and MMPDS. A baseline zero-mean model is additionally considered. It is shown that for this material, the Walker model produces the most conservative fatigue estimates when the stress response has a tensile mean introduced by geometric nonlinearity, but remains in the linear elastic range. However, when the loading level is sufficiently high to produce plasticity, the response becomes more fully reversed and the baseline, Morrow, and Morrow with true fracture strength models produce the most conservative fatigue estimates.

Particle Filtering for Obstacle Tracking in UAS Sense and Avoid Applications

PubMed Central

Moccia, Antonio

2014-01-01

Obstacle detection and tracking is a key function for UAS sense and avoid applications. In fact, obstacles in the flight path must be detected and tracked in an accurate and timely manner in order to execute a collision avoidance maneuver in case of collision threat. The most important parameter for the assessment of a collision risk is the Distance at Closest Point of Approach, that is, the predicted minimum distance between own aircraft and intruder for assigned current position and speed. Since assessed methodologies can cause some loss of accuracy due to nonlinearities, advanced filtering methodologies, such as particle filters, can provide more accurate estimates of the target state in case of nonlinear problems, thus improving system performance in terms of collision risk estimation. The paper focuses on algorithm development and performance evaluation for an obstacle tracking system based on a particle filter. The particle filter algorithm was tested in off-line simulations based on data gathered during flight tests. In particular, radar-based tracking was considered in order to evaluate the impact of particle filtering in a single sensor framework. The analysis shows some accuracy improvements in the estimation of Distance at Closest Point of Approach, thus reducing the delay in collision detection. PMID:25105154

Clustering of tethered satellite system simulation data by an adaptive neuro-fuzzy algorithm

NASA Technical Reports Server (NTRS)

Mitra, Sunanda; Pemmaraju, Surya

1992-01-01

Recent developments in neuro-fuzzy systems indicate that the concepts of adaptive pattern recognition, when used to identify appropriate control actions corresponding to clusters of patterns representing system states in dynamic nonlinear control systems, may result in innovative designs. A modular, unsupervised neural network architecture, in which fuzzy learning rules have been embedded is used for on-line identification of similar states. The architecture and control rules involved in Adaptive Fuzzy Leader Clustering (AFLC) allow this system to be incorporated in control systems for identification of system states corresponding to specific control actions. We have used this algorithm to cluster the simulation data of Tethered Satellite System (TSS) to estimate the range of delta voltages necessary to maintain the desired length rate of the tether. The AFLC algorithm is capable of on-line estimation of the appropriate control voltages from the corresponding length error and length rate error without a priori knowledge of their membership functions and familarity with the behavior of the Tethered Satellite System.