Finite-dimensional filters with nonlinear drift. V: solution to Kolmogorov equation arising from linear filtering with non-Gaussian initial condition

Despite its usefulness, the Kalman-Bucy filter is not perfect. One of its weaknesses is that it needs a Gaussian assumption on the initial data. Recently Yau and Yau introduced a new direct method to solve the estimation problem for linear filtering with non-Gaussian initial data. They factored the problem into two parts: (1) the on-line solution of a finite system of ordinary differential equations (ODEs), and (2) the off-line calculation of the Kolmogorov equation. Here we derive an explicit closed-form solution of the Kolmogorov equation. We also give some properties and conduct a numerical study of the solution.     

Finite-dimensional filters with nonlinear drift. III: Duncan-Mortensen-Zakai equation with arbitrary initial condition for the linear filtering system and the Benes filtering system

We consider the Duncan-Mortensen-Zakai (DMZ) equation for the Kalman-Bucy filtering system and Benes filtering system. We show that this equation can be solved explicitly with an arbitrary initial condition by solving a system of ordinary differential equations and a Kolmogorov-type equation, Let n be the dimension of state space. We show that we need only n sufficient statistics in order to solve the DMZ equation.     

Performance of multiple-model filters and parameter-sensitivity analysis for likelihood evaluation with shock variance models

The performance of multiple-model filtering algorithms is examined for shock-variance models, which are a form of linear Gaussian switching models. The primary aim is to determine whether existing multiple-model filters are suitable for evaluating measurement likelihoods in classification applications, and under what conditions such classification models are viable. Simulation experiments are used to empirically examine the likelihood-evaluation performance of suboptimal merging and pruning algorithms as the number of state hypotheses per time step (i.e., algorithm order) increases. The second-order generalized pseudo-Bayes or (GPB(2)) algorithm is found to provide excellent performance relative to higher order GPB algorithms through order five. Likelihoods from fixed-size pruning (FSP) algorithms with increasing numbers of state hypotheses are used to validate the GPB likelihoods, and convergence of the FSP likelihoods to the GPB values is observed. These results suggest that GPB(2) is a reasonable approximation to the unrealizable optimal algorithm for classification. In all cases except very-low-noise situations, the interacting multiple model (IMM) algorithm is found to provide an adequate approximation to GPB(2). Sensitivity of likelihood estimates to certain model parameters is also investigated via a mismatch analysis. As a classification tool, the discrimination capabilities of the measurement likelihoods are tested using an idealized forced-choice experiment, both with ideal and with mismatched models     

A dynamic modeling approach for nonlinear vibration analysis of the L-type pipeline system with clamps

There exists a lot of research on the nonlinear vibration of the pipeline system with different boundary conditions. To the best of our knowledge, little research on the actual constraint of the clamp has been performed. In this paper, according to hysteresis loops of the clamp obtained from experimental test, the simplified bilinear stiffness and damping model is proposed. Then the Finite Element(FE) model of L-type pipeline system with clamps is established using Timoshenko beam theory in combination with aforementioned stiffness-damping model. Both hammering and shaker tests verify the FE model via the comparisons of natural frequencies and vibration responses. The results show that the maximum errors of natural frequencies and vibration responses are about 8.31% and 17.6%, respectively. The proposed model can simulate the dynamic characteristics of the L-type pipeline system with clamps well, which is helpful to provide some guidance for the early design stage of pipeline in aero-engine.     

Exact analytical solutions of a nonlinear nonstationary inverse problem of heat conduction for a body with low heat conduction coefficient

The analytical solution of a nonlinear nonstationary inverse problem of heat conduction for a bodies with low heat conduction coefficients of one-dimensional geometry is presented. The solutions obtained make it possible to restore the boundary conditions rather exactly using the results of heat flux measurements.     

Quality analysis of nonlinear elasticity theory for the stability problems of planar laminated curved beams. Algorithm and results of numerical study

The algorithm of numerical solution for the linearized equations of the neutral equilibrium earlier constructed for the planar laminated curved beams is presented. The equations are based on the relations of the classical nonlinear theory of elasticity and the similar relations previously proposed in the consistent variant. We analyzed the results of numerical quality studies of the mentioned variants of nonlinear equations used when the linearized problems on possible buckling modes under the action of conservative forces and a stationary temperature field are formulated.     

New low cost avionics with INS/GPS for a variety of vehicles

Development of a new vehicle avionics suite is described, including integration of a low-cost, tightly-coupled integrated Inertial Navigation System/Global Positioning System (INS/GPS) to support vehicle guidance, navigation, and control (GN&C). A wide variety of next-generation low-cost launch vehicles could potentially benefit from integrated INS/GPS technology for GN&C and/or range safety applications. Coleman Aerospace Company (CAC) has developed a new low-cost avionics suite, the generic Integrated Mission Guidance & Tracking System (IMGTS), an open architecture, modular system that supports the requirements for various guidance applications and range safety tracking. As part of this development, Boeing North American, Inc. is supplying its Modular Miniature Integrated GPS/INS Tactical System (M-MIGITS^TM) Military-Off-The-Shelf (MOTS) INS/GPS product to support CAC's IMGTS GN&C     

全测速测元弹道计算的数据融合算法与应用

针对“全测速”测元条件下弹道计算的数据融合问题,就数据融合中初值的确定、最优节点的搜索、样条基函数的选取、数据融合模型的数值解法等方面进行了分析与讨论,并给出一种适用于“全测速”测元条件下弹道计算的数据融合算法,经试用表明：该算法不仅具有良好的收敛性、稳定性,而且有着很好的数据融合效果,弹道计算的精度与“测距-测速”混合条件下数据融合弹道的精度相当。     

变截面压杆稳定临界力计算的有限元素法

本文提出了计算变截面压杆稳定临界力的有限元素法，该方法计算方便，精度高，适合于种种截面变化规律的压杆。     

An approach to the solution of a balancing problem for the S.S. Balandin kinematic free piston scheme by applying a new scheme with a forked rod

A problem of the S.S. Balandin free piston scheme unbalance is considered and a variant of complete balancing with the use of the developed scheme with a forked rod is proposed. Experience in the development of an experimental specimen made according to a new scheme with the use of a forked rod is described.