On Solving Non-Standard H-/H2/H-Infinity Fault Detection Problems

We discuss solvability issues of H_-/H_2/infinity optimal fault detection problems in the most general setting. A solution approach is presented which successively reduces the initial problem to simpler ones. The last computational step generally may involve the solution of a non-standard H_-/H_2/infinity optimization problem for which we discuss possible solution approaches. Using an appropriate definition of the H- index, we provide a complete solution of this problem in the case of H2-norm. Furthermore, we discuss the solvability issues in the case of H-infinity-norm.

On solving non-standard ℍ -/ℍ 2/∞ fault detection problems

We discuss solvability issues of ℍ -/ℍ 2/∞ optimal fault detection problems in the most general setting. A solution approach is presented which successively reduces the initial problem to simpler ones. The last computational step generally may involve the solution of a non-standard ℍ -/ ℍ 2/∞ optimization problem for which we discuss possible solution approaches. Using an appropriate definition of the ℍ -- index, we provide a complete solution of this problem in the case of ℍ 2-norm. Furthermore, we discuss the solvability issues in the case of ℍ ∞-norm. © 2011 IEEE.

Non-reflective boundary conditions for non-uniform mean velocity inlet and outlet flows

The numerical solution of problems in unbounded physical space requires a truncation of the computational domain to a reasonable size. As a result, the conditions on the artificial boundaries are generally unknown. Assumptions like constant pressure or velocities are only valid in the far field and lead to spurious reflections if applied on the boundaries of the truncated domain. A number of attempts have been made over the past decades to design conditions that prevent such reflections. One approach is based on characteristics. The standard analysis assumes a spatially uniform mean flow field but this is often impractical. In the present paper we show how to extend the formulation to the more general case of a non-uniform mean velocity field. A number of test cases are provided and our results compare favourably with other boundary conditions. In principle the present approach can be extended to include non-uniformities in all variables.

Sequential Monte Carlo computation of the score and observed information matrix in state-space models with application to parameter estimation

Sequential Monte Carlo (SMC) methods are popular computational tools for Bayesian inference in non-linear non-Gaussian state-space models. For this class of models, we propose SMC algorithms to compute the score vector and observed information matrix recursively in time. We propose two different SMC implementations, one with computational complexity $\mathcal{O}(N)$ and the other with complexity $\mathcal{O}(N^{2})$ where $N$ is the number of importance sampling draws. Although cheaper, the performance of the $\mathcal{O}(N)$ method degrades quickly in time as it inherently relies on the SMC approximation of a sequence of probability distributions whose dimension is increasing linearly with time. In particular, even under strong \textit{mixing} assumptions, the variance of the estimates computed with the $\mathcal{O}(N)$ method increases at least quadratically in time. The $\mathcal{O}(N^{2})$ is a non-standard SMC implementation that does not suffer from this rapid degrade. We then show how both methods can be used to perform batch and recursive parameter estimation.

Improving turbomachinery design process management

It is widely acknowledged that a company's ability to aquire market share, and hence its profitability, is very closely linked to the speed with which it can produce a new design. Indeed, a study by the U.K. Department of Trade and Industry has shown that the critical factor which determines profitability is the timely delivery of the new product. Late entry to market or high production costs dramatically reduce profits whilst an overrun on development cost has little significant effect. This paper describes a method which aims to assist the designer in producing higher performance turbomachinery designs more quickly by accelerating the process by which they are produced. The adopted approach combines an enhanced version of the 'Signposting' design process management methodology with industry-standard analysis codes and Computational Fluid Dynamics (CFD). It has been specifically configured to enable process-wide iteration, near instantaneous generation of guidance data for the designer and fully automatic data handling. A successful laboratory experiment based on the design of a large High Pressure Steam Turbine is described and this leads on to current work which incorporates the extension of the proven concept to a full industrial application for the design of Aeroengine Compressors with Rolls-Royce plc.

Vibration of a high-altitude tethered balloon with application to climate engineering

A balloon tethered at an altitude of 20 km could deliver a particulate cloud leading to global cooling. Tethering a balloon at this altitude poses significant problems with respect to vibration and stability, especially in regions of high wind. No-one has ever proposed, yet alone launched, a balloon at an altitude of 20 km tethered to the ground. Owing to wind, the tether needs to be 23 km in length and is to be fixed to a ship at sea or on land in equatorial regions. Whilst the balloon at 20 km is subject to relatively modest wind conditions, at jet stream altitudes (10km) the tether will experience much higher wind loadings, not only because of the high wind speeds of up to 300 km / hr but also because of the high air density. A tether of circular cross section in these high winds will be subject to horizontal and downward drag forces that would bring the aerostat down. For this reason it is advantageous to consider a self-aligning tether of an aerodynamic cross section whereby it is possible to reduce the drag substantially. One disadvantage of a non-circular tether is the possibility of flutter and galloping instabilities. It is reasonably straightforward to model these phenomena for short lengths of aerofoil, but the situation becomes more complex for a 20 km tensioned tether with large deflection and curvature, variable wind speed, variable air density and variable tension. Analysis using models of infinite length are used to establish the stability at a local scale where the tension, aerodynamic and geometric properties are considered constant. Dispersion curve analysis is useful here. But for dynamics on a long-wavelength scale (several km) then a full non-linear analysis is required. This non-linear model can be used to establish the local values of tension appropriate for the dispersion analysis. This keynote presentation will give some insight into these issues.