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.     

Nonlinear hαMissile Longitudinal Autopilot Design with θ- D Method

In this paper, a new nonlinear H_infin control technique, called thetas-D H_infin method, is employed to design a missile longitudinal autopilot. The thetas-D H_infin design has the same structure as that of linear H_infin, except that the two Riccati equations that are part of the solution process are state dependent. The thetas-D technique yields suboptimal solutions to nonlinear optimal control problems in the sense that it provides an approximate solution to the Hamilton-Jacobi-Bellman (HJB) equation. It is also shown that this method can be used to provide an approximate closed-form solution to the state dependent Riccati equation (SDRE) and consequently reduce the on-line computations associated with the nonlinear H_infin implementation. A missile longitudinal autopilot design demonstrates the capabilities of thetas-D method. This new nonlinear H_infin design also shows favorable results as compared with the linear H design based on the linearized model.     

模态密集柔性空间结构二阶内平衡降阶

 给出一种针对二阶线性系统方程直接进行降阶的二阶系统内平衡降阶方法。大型柔性空间结构动力学方程采用二阶线性微分方程描述,采用传统的一阶内平衡降阶方法降阶后的状态方程是一阶形式,破坏了原系统的二阶结构和物理意义。采用新方法降阶后的系统可以保持原系统二阶结构,同时可以进一步保持原系统的对称和正定特性。柔性空间结构系统级降阶的柔性模态方程通常为对角形式,针对这种特殊形式,系统可控和可观Gramian矩阵存在闭合解析解,给出了闭合解的具体表达形式。数值仿真结果表明,二阶内平衡降阶方法可以达到一阶内平衡方法一样的降阶精度,Gramian矩阵的闭合解析解可以大幅度提高Lyapunov方程求解速度。     

Analysis of generalized guidance laws for homing missiles

It is shown that the optimal guidance problem can be handled as a Bolza-type problem which can be solved by straightforward calculation. The solution proves to be different from that given by Yang, et al. (1989) and is verified to be a minimum performance index solution. Also presented is an alternate unified approach to the solution of the nonlinear system of differential equation of the generalized proportional navigation law discussed earlier by Yang, et al. This unified equation has been solved for all the different cases of proportional navigation for which closed-form solutions have been published by earlier authors     

Accurate solution of proportional navigation for maneuveringtargets

An accurate solution is presented of the nonlinear differential equations describing motion under proportional navigation when the target is laterally maneuvering. A quasilinearization (QL) approach is used, followed by a perturbation technique to obtain closed-form solutions for trajectory parameters. An explicit expression for the pursuer lateral acceleration is derived and shown to contain contributions due to initial heading error and target maneuver, with a coupling between the two effects. The solution is shown to be a substantial and consistent generalization or an earlier accurate solution for nonmaneuvering targets and also of classical linear solutions for maneuvering targets. The generalized QL solution presented provides very accurate estimates of pursuer lateral acceleration over a much broader range of engagement geometries and target maneuvers than presently available closed-form solutions     

复域上右端为有理分式的常微分方程的显易解结构

本文给出了复域内右端为有理分式的非线性常微分方程的某一类显易解结构的一般形式，详细讨论了这类显易解结构存在的条件。     

Multiple target angle tracking using sensor array outputs

The use of the output of an array of sensors to track multiple independently moving targets is reported. The output of each sensor in the array is the sum of signals received from each of the targets. The results of direction-of-arrival estimation by eigenvalue analysis are extended to derive a recursive procedure based on a matrix quadratic equation. The solution of this matrix quadratic equation is used to provide updated target positions. A linear approximation method for estimating the solution of the matrix equation is presented. The algorithm is demonstrated by the simulated tracking of two targets. The main advantage of the algorithm is that a closed-form solution for updating the target angle estimates has been obtained. Also, its application is straightforward, and the data association problem due to uncertainty in the origin of the measurements is avoided. However, it requires the inversion of an N×N as well as other linear operations, so that the computational burden becomes substantial as N becomes very large     

跟踪问题最优控制律精细积分

构成有限时间最优跟踪系统的控制律需要求解 Riccati微分方程及外部控制输入向量满足的微分方程 ,前者是非线性矩阵微分方程 ,后者是变系数线性微分方程。在结构力学与最优控制的模拟理论基础上所发展的精细积分方法借鉴了计算结构力学中的算法 ,可以精确有效地求解这些微分方程。这种方法的特点之一在于步长幅度变化较大时 ,Riccati微分方程的数值解仍可以保持很高的精度 ,并且变系数线性微分方程的求解亦可纳入其体系而不必用通常的差分方法。本文介绍了用精细积分方法求解这些方程的过程 ,并给出了数值算例。     

符号运算方法在双转子涡喷发动机动态模型建立中的应用

基于符号微分运算对偏微分的解析解方法,提出了1种双转子涡喷发动机动态数学模型建立的方法.在给定双转子涡喷发动机稳态点数据和高、低压压气机特性线的条件下,通过符号微分运算,可获得关于该线性微分代数方程组系数的解析解,简化了发动机的建模过程.     

N-S方程有限分析数值研究

 本文将有限分析方法用于曲线座标系上紊流N-S方程的数值计算。分别计算了单列和串列叶栅内部流场,计算中采用了k-ε紊流模型和壁面函数。计算结果与试验结果相比较,吻合程度令人满意。有限分析方法在网格单元上对N-S方程进行线化处理,以解析边界条件作为约束,得出解析解,在解析解基础上构造离散代数方程。有限分析方法的最大特点是可以适应对流速度大小和方向,自动调整格式系数,因而具有数值扩散小和稳定性高等优点。     

Spectral Properties of Homogeneous and Nonhomogeneous Radar Images

On the basis of a two-dimensional, nonstationary white noisemodel for the complex radar backscatter, the spectral properties ofa one-look synthetic-aperture radar (SAR) system is derived. It isshown that the power spectrum of the complex SAR image is sceneindependent. It is also shown that the spectrum of the intensityimage is in general related to the radar scene spectrum by a linearintegral equation, a Fredholm's integral equation of the third kind.Under simplifying assumptions, a closed-form equation giving theradar scene spectrum as a function of the SAR image spectrum canbe derived.     

Reconciling steady-state Kalman and alpha-beta filter design

The deterministic design of the alpha-beta filter and the stochastic design of its Kalman counterpart are placed on a common basis. The first step is to find the continuous-time filter architecture which transforms into the alpha-beta discrete filter via the method of impulse invariance. This yields relations between filter bandwidth and damping ratio and the coefficients, α and β. In the Kalman case, these same coefficients are related to a defined stochastic signal-to-noise ratio and to a defined normalized tracking error variance. These latter relations are obtained from a closed-form, unique, positive-definite solution to the matrix Riccati equation for the tracking error covariance. A nomograph is given that relates the stochastic and deterministic designs     

柔性空间结构选频二阶保结构平衡降阶

利用传统的一阶选频内平衡降阶方法进行降阶时,不但破坏了原二阶系统动力学结构,而且降阶过程中的选频Gramian矩阵的求解计算量大、数值稳定性差.利用解耦模态坐标的二阶柔性空间结构(FSS)方程的特殊性,给出了可控和可观Gramian矩阵的选频闭合解析解.为了将FSS动力学模型在指定频段进行降阶并保留原系统的二阶动力学结...     

加筋锥壳结构分析

本文将壳体微分方程的数学解算过程与其解的物理意义联系起来,结合结构力学中的力法概念,使求解的微分方程分成两组比较简单的形式;一组只求膜解,另一组只求齐次解。这种思路对于一般形式的薄壳均适合。因为锥壳在工程上应用最广,故本文以锥壳为例,列出了锥壳在各种常见的荷载下的计算公式,并应用上述的概念来解算组合锥壳的问题,使原来十分复杂的问题大为简化。     

离心压气机S1流面流场的计算

本文对计算轴流压气机 S1流面的流函数矩阵解法的计算机程序作了修改,使之能适合于计算离心压气机的 S1流面。本方法是引入人工密度,积分运动方程求速度场,而后求密度场,进行迭代求解,计算速度非常迅速。对离心压气机的几个算例表明:只要不发生明显分离,计算结果与实验值是符合的。      

绕翼型跨音速大扰动对称势流的插值混合差分法

 本文将跨音速定常小扰动势流混合差分法推广到跨音速大扰动定常势流,提出了在局部速度坐标系中求解跨音速精确势流方程的插值混合差分法。作为算例,计算了双圆弧翼型和NACA0015翼型对称问题压力分布,并与已知实验值和双圆弧翼型小扰动混合差分法计算值进行比较,结果接近。试算表明,本文提出的插值混合差分格式是稳定和收敛的。本文解决了M_∞趋近于1的计算难点。     

一种基于观测站数目最小化的TDOA/FDOA无源定位算法

在三维（3D）运动目标无源定位系统中,无模糊定位最少需要4个观测站。而传统的两步加权最小二乘（TSWLS）及其改进的闭式算法至少需要5个观测站进行求解,当减少一个观测站时,这些闭式算法往往无法提供可靠解。针对这一问题,提出一种最小化观测站数目的到达时间差（TDOA）与到达频率差（FDOA）定位算法。该算法是一种闭式解法并且能够在三维场景下仅使用4个观测站进行定位。该算法分为两步：第1步分离传统的TSWLS算法中未知参数空间,建立了一组新的等式,并且利用加权最小二乘（WLS）算法得到目标位置与速度的初始值;第2步利用泰勒级数展开算法将中间变量线性化,对目标位置和速度初始值进一步校正。理论分析证明了在适当的噪声水平下该算法能够达到克拉美罗界（CRLB）。此外,计算机仿真表明仅使用4个观测站时,该算法对于近场以及远场目标参数的估计精度在测量噪声较小时可以实现CRLB;并且还表明使用5个观测站估计时,该算法比TSWLS及其改进算法能更好地适应大的测量噪声。     

基于子结构消元法的柔性结构主动控制的研究

由结构动力系统的微分方程出发,建立了主动控制的数学模型,在计算结构力学与最优控制模拟关系的基础上,采用结构力学中的子结构消元法和混合能概念建立了一套时段消元公式,进而对Riccati代数方程进行了有效的求解,从而给出了一套柔性结构主动控制的研究方法。     

一类微分方程正解存在唯一性的研究

对微分方程正解的存在性的探讨已经很丰富,但当微分方程是超线性时,证明正解唯一的讨论并不多,为此讨论了一类自治渐近(超)线性微分方程的正解存在唯一性问题.给出了一个正解存在唯一的充分条件。     

圆管孔边角裂纹剪切型应力强度因子的封闭解

 在飞机全动平尾大轴中,经常出现孔边角裂纹。本文提出了一种新的工程-解析方法,导出了飞机平尾大轴孔边角裂纹剪切型应力强度因子的封闭解。这种能量释放方法非常节省机时与人力,可以获得大量系统的新结果。