14 resultados para Nonlinear problems
em Cambridge University Engineering Department Publications Database
Resumo:
The unscented Kalman filter (UKF) is a widely used method in control and time series applications. The UKF suffers from arbitrary parameters necessary for a step known as sigma point placement, causing it to perform poorly in nonlinear problems. We show how to treat sigma point placement in a UKF as a learning problem in a model based view. We demonstrate that learning to place the sigma points correctly from data can make sigma point collapse much less likely. Learning can result in a significant increase in predictive performance over default settings of the parameters in the UKF and other filters designed to avoid the problems of the UKF, such as the GP-ADF. At the same time, we maintain a lower computational complexity than the other methods. We call our method UKF-L. ©2010 IEEE.
Resumo:
The unscented Kalman filter (UKF) is a widely used method in control and time series applications. The UKF suffers from arbitrary parameters necessary for sigma point placement, potentially causing it to perform poorly in nonlinear problems. We show how to treat sigma point placement in a UKF as a learning problem in a model based view. We demonstrate that learning to place the sigma points correctly from data can make sigma point collapse much less likely. Learning can result in a significant increase in predictive performance over default settings of the parameters in the UKF and other filters designed to avoid the problems of the UKF, such as the GP-ADF. At the same time, we maintain a lower computational complexity than the other methods. We call our method UKF-L. © 2011 Elsevier B.V.
Resumo:
A novel technique is presented to facilitate the implementation of hierarchical b-splines and their interfacing with conventional finite element implementations. The discrete interpretation of the two-scale relation, as common in subdivision schemes, is used to establish algebraic relations between the basis functions and their coefficients on different levels of the hierarchical b-spline basis. The subdivision projection technique introduced allows us first to compute all element matrices and vectors using a fixed number of same-level basis functions. Their subsequent multiplication with subdivision matrices projects them, during the assembly stage, to the correct levels of the hierarchical b-spline basis. The proposed technique is applied to convergence studies of linear and geometrically nonlinear problems in one, two and three space dimensions. © 2012 Elsevier B.V.
Resumo:
This paper explores the use of Monte Carlo techniques in deterministic nonlinear optimal control. Inter-dimensional population Markov Chain Monte Carlo (MCMC) techniques are proposed to solve the nonlinear optimal control problem. The linear quadratic and Acrobot problems are studied to demonstrate the successful application of the relevant techniques.
Resumo:
In this paper a recently published finite element method, which combines domain decomposition with a novel technique for solving nonlinear magnetostatic finite element problems is described. It is then shown how the method can be extended to, and optimised for, the solution of time-domain problems. © 1999 IEEE.
Resumo:
It is shown that a new mixed nonlinear/eddy viscosity LES model reproduces profiles better than a number of competing nonlinear and mixed models for plane channel flow. The objective is an LES method that produces a fully resolved turbulent boundary layer and could be applied to a variety of aerospace problems that are currently studied with RANS, RANS-LES, or DES methods that lack a true turbulent boundary layer. There are two components to the new model. One an eddy viscosity based upon the advected subgrid scale energy and a relatively small coefficient. Second, filtered nonlinear terms based upon the Leray regularization. Coefficients for the eddy viscosity and nonlinear terms come from LES tests in decaying, isotropic turbulence. Using these coefficients, the velocity profile matches measurements data at Reτ ≈ 1000 exactly. Profiles of the components of kinetic energy have the same shape as in the experiment, but the magnitudes differ by about 25%. None of the competing LES gets the shape correct. This method does not require extra operations at the transition between the boundary layer and the interior flow.