Two-Stage Extended Kalman Filters with Derivative-Free Local Linearizations

This paper proposes a derivative-free two-stage extended Kalman filter (2-EKF) especially suited for state and parameter identification of mechanical oscillators under Gaussian white noise. Two sources of modeling uncertainties are considered: (1) errors in linearization, and (2) an inadequate system model. The state vector is presently composed of the original dynamical/parameter states plus the so-called bias states accounting for the unmodeled dynamics. An extended Kalman estimation concept is applied within a framework predicated on explicit and derivative-free local linearizations (DLL) of nonlinear drift terms in the governing stochastic differential equations (SDEs). The original and bias states are estimated by two separate filters; the bias filter improves the estimates of the original states. Measurements are artificially generated by corrupting the numerical solutions of the SDEs with noise through an implicit form of a higher-order linearization. Numerical illustrations are provided for a few single- and multidegree-of-freedom nonlinear oscillators, demonstrating the remarkable promise that 2-EKF holds over its more conventional EKF-based counterparts. DOI: 10.1061/(ASCE)EM.1943-7889.0000255. (C) 2011 American Society of Civil Engineers.

Uncertainty analysis of vibrational frequencies of an incompressible liquid in a rectangular tank with and without a baffle using polynomial chaos expansion

Polynomial chaos expansion (PCE) with Latin hypercube sampling (LHS) is employed for calculating the vibrational frequencies of an inviscid incompressible fluid partially filled in a rectangular tank with and without a baffle. Vibration frequencies of the coupled system are described through their projections on the PCE which uses orthogonal basis functions. PCE coefficients are evaluated using LHS. Convergence on the coefficient of variation is used to find the orthogonal polynomial basis function order which is employed in PCE. It is observed that the dispersion in the eigenvalues is more in the case of a rectangular tank with a baffle. The accuracy of the PCE method is verified with standard MCS results and is found to be more efficient.

A Method for Evaluation of Product Lifecycle Alternatives under Uncertainty

In each stage of product development, we need to take decisions, by evaluating multiple product alternatives based on multiple criteria. Classical evaluation methods like weighted objectives method assumes certainty about information available during product development. However, designers often must evaluate under uncertainty. Often the likely performance, cost or environmental impacts of a product proposal could be estimated only with certain confidence, which may vary from one proposal to another. In such situations, the classical approaches to evaluation can give misleading results. There is a need for a method that can aid in decision making by supporting quantitative comparison of alternatives to identify the most promising alternative, under uncertain information about the alternatives. A method called confidence weighted objectives method is developed to compare the whole life cycle of product proposals using multiple evaluation criteria under various levels of uncertainty with non crisp values. It estimates the overall worth of proposal and confidence on the estimate, enabling deferment of decision making when decisions cannot be made using current information available.

Phase relations in the Fe Ni Cr S system and the sulfidation of an austenitic stainless steel

The stability fields of various sulfide phases that form on Fe-Cr, Fe-Ni, Ni-Cr, and Fe-Cr-Ni alloys have been developed as a function of temperature and the partial pressure of sulfur. The calculated stability fields in the ternary A-B-S system are displayed on plots of log \textpS2 pS2 vs. the conjugate extensive variable (nA/nA–nB), which provides a better framework for following the sulfidation of Fe-Cr-Ni alloys at high temperatures. Experimental and estimated thermodynamic data were used in developing the sulfur potential diagrams. Current models and correlations were employed to estimate the unknown thermodynamic behavior of solid solutions of sulfides and to supplement the incomplete phase-diagram data of geophysical literature. These constructed stability field diagrams are in excellent agreement with the sulfide phases and compositions determined experimentally during the sulfidation of SAE 310 stainless steel. The sulfur potential plots appear to be very useful in predicting and correlating the sulfidation of commercial alloys.

Uncertainty Quantification in Helicopter Performance Using Monte Carlo Simulations

The effect of structural and aerodynamic uncertainties on the performance predictions of a helicopter is investigated. An aerodynamic model based on blade element and momentum theory is used to predict the helicopter performance. The aeroelastic parameters, such as blade chord, rotor radius, two-dimensional lift-curve slope, blade profile drag coefficient, rotor angular velocity, blade pitch angle, and blade twist rate per radius of the rotor, are considered as random variables. The propagation of these uncertainties to the performance parameters, such as thrust coefficient and power coefficient, are studied using Monte Carlo Simulations. The simulations are performed with 100,000 samples of structural and aerodynamic uncertain variables with a coefficient of variation ranging from 1 to 5%. The scatter in power predictions in hover, axial climb, and forward flight for the untwisted and linearly twisted blades is studied. It is found that about 20-25% excess power can be required by the helicopter relative to the determination predictions due to uncertainties.

Phase relations and activities in the Co Ni O system at 1373 K

The tie-lines delineating equilibria between CoO-NiO and Co-Ni solid solutions in the ternary Co-Ni-O system at 1373 K have been determined by electron microprobe andedax point count analysis of the oxide phase equilibrated with the alloy. The oxygen potentials corresponding to the tie-line compositions have been measured using a solid oxide galvanic cell with calcia-stabilized zirconia electrolyte and Ni + NiO reference electrode. Activities in the metallic and oxide solid solution have been derived using a new Gibbs-Duhem integration technique. Both phases exhibit small positive deviations from ideality; the values ofG E/X 1 X 2 are 2640 J mol−1 for the metallic phase and 2870 J mol−1 for the oxide solid solution.

Gibbs energy of formation of CuCrO4 and phase relations in the system Cu-Cr-O below 735 K

A solid state galvanic cell incorporating yttria-stabilized zirconia electrolyte and ruthenium(IV) oxide electrodes has been used to measure the equilibrium chemical potential of oxygen corresponding to the decomposition of CuCrO4 in the range 590–760 K. For the reaction CuO(tenorite) + CuCr2O4(spinel) + 1.5O2(g)→2CuCrO4(orth), ΔGXXX = −183540 + 249.6T(±900) J mol−1. The decomposition temperature of CuCrO4 in pure oxygen at a pressure of 1.01 × 105 Pa is 735(±1) K. By combining the results obtained in this study with data on the Gibbs energy of formation of CuCr2O4 and CuCrO2 reported earlier, the standard Gibbs energy of formation of CuCrO4 and the phase relations in the system Cu-Cr-O at temperatures below 735 K have been deduced. Electron microscopic studies have indicated that the decomposition of CuCrO4 to CuCr2O4 is topotactic.

Phase relations in the system SrO-Y2O3-CuO-O2 and CaO-Y2O3-CuO-O2 at 1173 K

Phase relations in the systems SrO-Y2O3-CuO-O2 and CaO-Y2O3-CuO-O2 at 1173 K were established by equilibrating different compositions in flowing oxygen gas at a pressure of 1.01 × 105 Pa. The quenched samples were examined by optical microscopy, X-ray diffraction (XRD), energy dispersive analysis of X-rays (EDAX), and electron spin resonance (ESR). In the system SrO-Y2O3-CuO-O2, except for the limited substitution of Y3+ for Sr2+ ions in the ternary oxide Sr14Cu24O41, no new quaternary phase was found to be stable. The compositions corresponding to the solid solution Sr14−xYxCu24O41 and the compound SrCuO2+δ lie above the plane containing SrO, Y2O3, and CuO,displaced towards the oxygen apex. However, in the system CaO-Y203-CuO-O2 at 1173 K, all the condensed phases lie on the plane containing CaO, Y203, and CuO, and a new quaternary oxide YCa2Cu306.s is present. The quaternary phase has a composition that lies at the center of the nonstoichiometric field of the analogous phase YBa2Cu307_~ in the BaO-Y203-CuO-O2 system. The compound YCa2Cu306.s has the tetragonal structure and does not become superconducting at low temperature. Surprisingly, phase relations in the three systems CaO-Y203-CuO-O2, SrO-Y203-CuO-O2, and BaO-Y203-CuO-O2 are found to be quite different.

Phase relations in the system Sr–Ir–O and thermodynamic measurements on SrIrO3, Sr2IrO4 and Sr4IrO6 using solid-state cells with buffer electrodes

The standard Gibbs energies of formation of SrIrO3, Sr2IrO4 and Sr4IrO6 have been determined in the temperature range from 975 to 1400 K using solid-state cells with (Y2O3) ZrO2 as the electrolyte and pure oxygen gas at a pressure of 0.1 MPa as the reference electrode. For the design of appropriate working electrodes, phase relations in the ternary system Sr–Ir–O were investigated at 1350 K. The only stable oxide detected along the binary Ir–O was IrO2. Three ternary oxides, SrIrO3, Sr2IrO4 and Sr4IrO6, compositions of which fall on the join SrO–IrO2, were found to be stable. Each of the oxides coexisted with pure metal Ir. Therefore, three working electrodes were prepared consisting of mixtures of Ir+SrO+Sr4IrO6, Ir+Sr4IrO6+Sr2IrO4, and Ir+Sr2IrO4+SrIrO3. These mixtures unambiguously define unique oxygen chemical potentials under isothermal and isobaric conditions. Used for the measurements was a novel apparatus, in which a buffer electrode was introduced between reference and working electrodes to absorb the electrochemical flux of oxygen through the solid electrolyte. The buffer electrode prevented polarization of the measuring electrode and ensured accurate data. The standard Gibbs energies of formation of the compounds, obtained from the emf of the cells, can be represented by the following equations: View the MathML sourcem View the MathML source View the MathML source where Δf (ox)Go represents the standard Gibbs energy of formation of the ternary compound from its component binary oxides SrO and IrO2. Based on the thermodynamic information, chemical potential diagrams for the system Sr–Ir–O were developed.