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UTOPIAE is a 3.9M starting 01 January 2017 research and training - - PowerPoint PPT Presentation

U NCERTAINTY Q UANTIFICATION IN O RBITAL M ECHANICS Massimiliano Vasile, Aerospace Centre of Excellence, Department of Mechanical & Aerospace Engineering, University of Strathclyde UTOPIAE will last 4 years UTOPIAE is a 3.9M starting 01


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UNCERTAINTY QUANTIFICATION IN ORBITAL MECHANICS

Massimiliano Vasile,

Aerospace Centre of Excellence, Department of Mechanical & Aerospace Engineering, University of Strathclyde

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UTOPIAE is a €3.9M research and training network supported by the

European Commission to focus on uncertainty

treatment and optimisation

UTOPIAE will last 4 years starting 01 January 2017

15 partners

  • ver Europe

11 full partners + 4 associate partners

7 universities 3 companies 5 national

research centres

1 university

research centre

Coordinated by Strathclyde University

15 researchers will be

recruited within UTOPIAE 8 major training & outreach events

  • rganised within UTOPIAE
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  • Who’s who in

the network?

  • Where are

they?

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OPEN POSITIONS

  • University of Durham (Department of Mathematics and

Statistics): Marie Curie fellowship position on the Imprecise Probabilities applied to large scale dynamic decision

  • processes. Closing date: end of September.
  • University of Strathclyde (Department of Mechanical &

Aerospace Engineering): PhD position in Artificial Intelligence for Space Mission Design. Closing date: end of September.

  • University of Strathclyde: Global Talent and Chancellor’s

fellowship schemes.

  • Faculty positions at different levels from Lecturer to Professor. Closing

date: 24th of September.

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What is UQ? Some UQ Methods Types of Uncertainty Model Uncertainty

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What is UQ?

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WHAT IS UQ? – DIRECT PROBLEM

System Model d,u f(d,u) u f pdf u pdf f cdf f

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WHAT IS UQ? – INVERSE PROBLEM

System Model d,u f(d,u) u f pdf u pdf f cdf f

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WHAT IS UQ? – MODEL UNCERTAINTY

System Model

?

d,u f(d,u)+g(d,u) u pdf pdf f pdf g

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WHAT IS UQ IN ORBITAL MECHANICS?

  • In Orbital Mechanics we are concerned with the following

problem:

  • Where p,q and n are uncertain parameter vectors, h and g are

uncertain functions and s0 is an uncertain initial condition vector.

( , , ) ( , , ) ( , , ) ( 0) s f s t h s q t g s p t s t s u    

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WHAT IS UQ?

  • Direct UQ problem
  • Given a quantification of the uncertainty in q,p, n, h and g

find:

  • the spatial distribution of s at a future time
  • the probability associated to a quantity of interest or an

event dependent on s

  • Inverse UQ problem
  • Given the spatial distribution of s and the probability

associated to an event dependent on s find:

  • q,p, n, h and g
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UQ – BASIC INGREDIENTS

  • The overall UQ process is made of three fundamental

elements:

  • An uncertainty model
  • A propagation method
  • An inference process
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Types of Uncertainty

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EPISTEMIC VS. ALEATORY: WHAT IS THE

DIFFERENCE?

  • Aleatory uncertainties are non-reducible uncertainties that

depend on the very nature of the phenomenon under

  • investigation. They can generally be captured by well defined

probability distributions as one can apply a frequentist

  • approach. E.g. measurement errors.
  • Epistemic uncertainties are reducible uncertainties and are

due to a lack of knowledge. Generally they cannot be quantified with a well defined probability distribution and a more subjectivist approach is required. Two classes:

  • a lack of knowledge on the distribution of the stochastic variables
  • r…
  • a lack of knowledge of the model used to represent the phenomenon

under investigation.

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EPISTEMIC VS. ALEATORY: DOES IT MATTER?

  • Suppose that one has no knowledge of the distribution of

variable X.

  • One might be tempted to use a uniform distribution.
  • Let’s compute the probability of X or the expectation of the

indicator of X:

  • In 1D and for p(X) uniform over a finite set W, one would get:

( ) ( ( )) ( ) ( )

r

P X E I X I X p X dX n

W

   

1 X

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EPISTEMIC VS. ALEATORY: DOES IT MATTER?

  • Suppose now that p(X) is a family of two parameter beta distributions.
  • Consider the upper and lower expectation on the same finite set:
  • The gap between upper and lower expectations is our degree of ignorance
  • n the actual probability of X.
  • The uniform distribution actually sits in the middle giving a very precise

quantification.

1 X

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EPISTEMIC VS. ALEATORY: DOES IT MATTER?

  • Suppose now we have no information on the possible family
  • f probability distributions.
  • Then all we can say is if X belongs to a subset of W or not:

1 X

max min

X X

X X

 

n n

 

 

( ): 2 [0,1] m  

W

 W 

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GENERAL CLASSIFICATION

  • Structural (or model) uncertainty is a form of epistemic

uncertainty on our ability to correctly model natural phenomena, systems or processes. If we accept that the only exact model of Nature is Nature itself, we also need to accept that every mathematical model is incomplete. One can then use an incomplete (and often much simpler and tractable) model and account for the missing components through some model uncertainty.

  • Experimental uncertainty is aleatory. It is probably the easiest to

understand and model, if enough data are available on the exact repeatability of measurements.

  • Geometric uncertainty is a form of aleatory uncertainty on the

exact repeatability of the manufacturing of parts and systems.

  • Parameter uncertainty can be either aleatory or epistemic and

refers to the variability of model parameters and boundary conditions.

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GENERAL CLASSIFICATION

  • Numerical (or algorithmic) uncertainty, also known as

numerical errors, refers to different types of uncertainty related to each particular numerical scheme, and to the machine precision (including clock drifts).

  • Human uncertainty is difficult to capture as it has both

aleatory and epistemic elements and is dependent on our conscious and unconscious decisions and reactions. It includes the possible variability of goals and requirements due to human decisions.

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  • What is the expected value if u is expressed as an op
  • pin

inion without a distribution function (EPISTEMIC unce certain inty)? Epistemic Uncertainty and Imprecision

20

System Model d,u ? u pdf

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  • Sets (e.g. focal elements) instead of crisp numbers:
  • No a priori distribution function:
  • Propositions in the form:
  • Hence a multivalued mapping:
  • Aggregation rules for conflicting and incomplete information

Imprecision and Multivalued Mapping

21

 

| , ( ) ( ) ( ) U             

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  • Given the statement (in set form):

Simple Example with Evidence Quantification

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f u f>n f<n U u1 u2 u3 m(u1)=0.2 m(u2)=0.5 m(u3)=0.3 Sup points

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  • The Belief Bel in the proposition f<n represents the lower bound on

the expectation that f<n is true given the current information.

  • The Plausibility Pl in the proposition f<n represents the upper

bound on the expectation that f<n is true given the current information.

Simple Example with Evidence Quantification

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Bel(f<n) = m(u2) = 0.5 Pl(f<n) = m(u1) + m(u2) + m(u3) = 1

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  • Both ep

epis istemic and alea leatory uncertainty are treated in the same way and the output is the cumulative belief and plausibility given by all the pieces

  • f evidence that support the statement:

f < n

Evidence-Based Quantification

24

System Model d,u Bel(f<n), Pl(f<n)

( ) u m    

( ) ( )

( ) ( )

i i i i

i f i f u

Bel m Pl m

  n   n

 

    

 

 

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  • 25

Certainty Area Impossible Area Exact Quantification

  • f System Margin

Evidence-Based Quantification

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Upper Expectation Lower Expectation

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Some UQ Methods

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INTRUSIVE VS. NON-INTRUSIVE – WHAT DOES IT MEAN?

  • Common

terminology in the UQ community that fundamentally indicates two classes of algorithms/methods.

  • Intrusive methods – the system/process model is not a black

box and can be accessed to, for example, modify the algebra

  • r compute derivatives, etc.
  • Non-intrusi

sive methods – the system/process model is a black box that cannot be accessed and can be interrogate only through sampling (oracle model).

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NON-EXHAUSTIVE LIST TO NON-INTRUSIVE METHODS

  • Mon
  • nte Car

arlo lo Sam ampli ling - The most common and widely known.

  • Unscented Transformation – A non-intrusive method in disguise related to
  • rthogonal sampling methods.
  • Poly

lynomial Chaos

  • s Expansions and Stochastic Col
  • llocation– Popular alternatives

to MCS, based on the Karhunen–Loève theorem.

  • Gaussian Mixt

xture Representation – Related to Kernel based approaches it represents complex distributions with a sum of basic Kernels

  • High Dimensional Model Representation – Decomposition approach to reduce

the dimensionality of the problem

  • Che

hebyshev In Interpola lation – Example of interpolation approach

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NON-EXHAUSTIVE LIST OF INTRUSIVE METHODS

  • Taylo

lor expansio ion of the quantity of interest – simple expansion of the quantity of interest through automatic differentiation or analytical derivatives.

  • State Transit

itio ion Matrix – first order method related to Taylor expansions of the quantity of interest to the first order.

  • State Transit

itio ion Tensor– higher order method related to Taylor expansions of the quantity of interest to the higher orders.

  • Intrusive PCEs – embedding of the Polynomial Chaos Expansion in the system model

and propagation through operations among polynomials.

  • Taylo

lor Alg lgebra – similar to intrusive PCEs with real algebra replaced by operations among Taylor polynomials.

  • Generalis

ised Algebra - similar to intrusive PCEs with real algebra replaced by

  • perations among general polynomials.
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LINEAR VS. NON-LINEAR – WHAT DOES IT MEAN?

  • We

distinguish between linear approximation

  • f

the equations of motion and linear approximation of the distribution

  • Linear approximation of
  • f the equations of
  • f motion – the

equations of motion are expanded in Taylor series and only the first order terms are retained.

  • Linear approximation of
  • f the distribution – only mean and

covariance are of interest.

( , ) x J x t x   

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LINEAR VS. NON-LINEAR – WHAT DOES IT MEAN?

  • It was demonstrated, in the second half of the ’90 and more

recently, that a change of formulation from Cartesian to

  • rbital elements can recover the quasi-linearity of the

motion.

  • Junkins, J. L., Akella, M. R., and Alfriend, K. T. “Non-Gaussian Error Propagation in Orbital Mechanics.” Journal of

Astronautical Sciences, Vol. 44, No. 4, pp. 541–563, OctoberDecember 1996

  • J. M. Aristoff, J. T. Horwood, N. Singh, and A. B. Poore, “Nonlinear uncertainty propagation in orbital elements and

transformation to Cartesian space without loss of realism,” in Proceedings of the 2014 AAS/AIAA Astrodynamics Specialist Conference, San Diego, CA, August 2014 (Paper AIAA-2014-4167)

  • These

methods require a reparameterisation

  • f

the equations of motion, typically in the form of orbital elements, and then uses a linear distribution model.

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PROBABILITY DISTRIBUTION OR SPATIAL DISTRIBUTION?

  • There is a difference between the spatial distribution of the

quantity of interest and the distribution of the probability mass.

  • For example, the spatial distribution of particles in the

configuration space can be derived deterministically by propagation of the initial conditions but does not say what the probability is that a given particle is at a given location.

Impact probability on the Moon for LPO disposal (Vetrisano and Vasile 2013)

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METHODS BASED ON GLOBAL QUANTITIES

  • One could borrow from statistical mechanics using for example

Boltzmann equation.

  • Nazarenko in 1992 proposed to study the evolution of the density
  • f particles assuming a continuous distribution:
  • In later work, in 1997, he introduced the dependency on the
  • rbital elements and associated probability distribution functions.
  • The probability of an event is simply the integral over a given

control volume.

  • In recent times other authors followed a similar approach, see

Colombo et al. 2015 for example.

1

( )

N k k

n n t   

  

     

v

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MONTE CARLO SIMULATIONS (MC) (NOT AN UNCERTAINTY PROPAGATION METHOD)

  • Build a significant statistics by collecting a suf

sufficient nu number of outcomes of the

  • simulations. Commonly used to solve multidimensional integrals.
  • By the central limit theorem, the expectation E of a random variable X belongs

with probability e to:

  • with
  • This does not say a) how the distribution converges and b) if the distribution is

unimodal

  • The mea

ean valu lue mig ight no not ‘exist’!

  • The hypothesis on
  • n th

the generation of

  • f the sam

samples is is very ery important!!!!

  • Yield

lds the sp spatial dis distr tribution an and the pr probabili lity dis distr tribution. ( ) ,

n n n n

c c E X X X n n            1

n n i i

X X n  

( 

2 2 1

1 1

n n i n i

X X n 

   

2

2

1 2

c x c

e dx e 

 

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UNSCENTED TRANSFORMATION

  • Data fusion and state estimation.

( 

( 

( 

( 

1,2, , 1, ,2

k i k ukf k k i k ukf k k i

i n i n n i n n                       x χ x P Q x P Q

( 

, 1 , ,

( , )

i k i k k i i k

f h

 

 χ χ u Y χ

Prior distribution of states and measurements:

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UNSCENTED TRANSFORMATION AND UQ

  • Builds the covariance matrix of state and measurements

assuming a known covariance of process Q and measurement R noise (linear Bayesian model hypothesis) .

( 

2 1 n m i k i k k i

W

  

 x χ

( 

2 1 1 n T c i i k i k k k k k k k i

W

     

           

P χ x χ x Q

( 

1 1 i i k k k k

h

 

 Y χ

( 

2 1 n m i k i k k i

W

  

 y Y

( 

2 , 1 1 n T c i i y k i k k k k k k k i

W

    

           

P Y y Y y R

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UNSCENTED TRANSFORMATION AND UQ

  • Cross correlation of states and measurements and builds the

posterior estimation based on the new measurement y.

  • State estimation:
  • Posterior distribution (UNCERTAINTY):
  • Max estimated uncertainty on the covariance

( 

2 , 1 1 n T c i i xy k i k k k k k k i

W

    

          

P χ x Y y

( 

k k k k  

   x x K y y

        

  

, 1 1 1 , 1 1

( ) ( ) ( ) [( ) ]

k k T k k k d xy k k xy k

P P P P P P R I

1 , , xy k y k 

 K P P

( 

( 

 

        

 

1 1 1 1 1 , 1 ,

max ( ) ( ) [( ) ]

k k xy k k xy k T k k

eig P P P P P R

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  • Response function representation on the quantity of interest:
  • Basis functions chosen to represent the input distribution:
  • The coefficients can be recovered with a least square approach or exploiting

the orthogonality of the basis functions:

  • Analytical expressions of statistical moments:

POLYNOMIAL CHAOS EXPANSION

1

( ) ( ) ( ) ( )

ngrid j i j i i i

R d R w     

W 

  

 

ξ

2 2

( ) ( )

P R j j j P T R R j j j j  

       

 

μ R α α P R μ α α

1 1 2 1 1 1 2 1 2 1 2 3 1 2 3 1 1 2 1 2 3

1 2 3 1 1 1 1 1 1

( ) ( , ) ( , , ) ... ( )

i i i P i i i i i i i i i i i i j j i i i i i i j

R a B a B a B a B       

         

      

   

χ

2 2

, 1 ( )

j j j j j

R d  

W

      RΨ χ χ

1 2 1

1 1 2 2

( , ,..., ) ( 1) ,...,

T T n n

n n n i i i i i

B e e     

  

χ χ χ χ

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  • Different ways to reduce the number of samples required to calculate the

coefficients.

  • Smolyak sparse grids to approximate integrals:
  • Compressive Sampling is another option to reduce the number of samples

(Jons et all 2015).

POLYNOMIAL CHAOS EXPANSION

1

( ) ( ) ( ) ( )

ngrid j i j i i i

R d R w     

W 

  

 

ξ

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  • Trajectory from L2 of the Earth-Sun system to the Moon

in a full ephemerides model

  • Monte Carlo Simulation with 1e6 samples vs. PCE degree

6 with 26,000 samples.

EXAMPLE: DISPOSAL TRAJECTORY FROM L2 TO THE MOON

Vetrisano and Vasile, ASR 2016 Analysis of Spacecraft Disposal Solutions from LPO to the Moon with High Order Polynomial Expansions

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GAUSSIAN MIXTURE

  • Introduced by Garmier et al. and by Terejanu et al. in 2008 for

uncertainty propagation was then developed further by Giza et al. and De Mars et al. with specific application to space debris.

  • The idea is to represent the distribution of the quantity of

interest with a weighted sum of Gaussians:

  • The covariance and mean value are recovered from the

updating step of an Unscented Kalman Filter.

1 1 1 1 1 1 1

( , ) ( | , )

N i i i k k k k k k i

p t w N 

      

 x x P

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FROM GAUSSIAN MIXTURE TO KRIGING MODELS

  • One can use a weighted sum of Kernels to build a surrogate of

the PDF of the quantity of interest using a Kriging type of approach.

  • The hyper-parameters of the Kriging model are then derived

from the solution of a maximum likelihood problem:

1 1

1 1 1 1 1

( , )

d pl l k l

N x x i k k k k i

z x t z a e

 

      

  

( 

2 1 1 2 1

1 max log log 2 2

k k k

n  

  

          P

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  • HDMR allows for a direct cheap reconstruction of the quantity of interest

and for analyses similar to an ANOVA (Analysis Of Variance) decomposition.

  • HDMR decomposes the function response, f(x), in a sum of the contributions

given by each variable and each one of their interactions through the model.

  • If one considers the contribution of each variable as a variation with respect

to an anchored value fc (anchored-HDMR) then the decomposition becomes:

  • Important point:

As for PCE the decomposition allows for the identification of the interdependency among variables and the order of the dependency of the quantity of interest on the uncertain parameters

HDMR

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  • Embed the Polynomial Chaos Expansion in the differential equations:
  • After embedding the expansion in the differential equations one gets:
  • We multiply times and exploit the orthogonality of the basis with the

probability distribution. The result is n differential equations to be integrated:

INTRUSIVE POLYNOMIAL CHAOS EXPANSIONS

Yields the spatial distribution and the probability distribution

;

n n i i i i i i

dy py dt y y p p

 

     

 

n n n i i i j i j i i j

dy p y dt

  

    

 

l

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STATE TRANSITION TENSOR

  • The local dynamics described by applying a Taylor series expansion
  • Φ solution flow flow from t0 to t.
  • State transition tensors STT are the higher-order partials of the solution
  • Set of non-linear dynamics equations for STT (order 3)
  • Analytical expressions for mean m and covariance matrix P for Gaussian distribution

( ) ( , ; ) ( , ; ) t t t t t        x x x x

1 1

, ... ξ x

( ; ; )

p p j j

p i i

f t t f

 

   

 

    ξ

, , , , , , , , , , , , , , , , , , , , , , ,

( )

i a i a i ab i ab i a b i abc i abc i a bc ab c ac b i a b c

f f f f f f

                   

                        

1 1

, ... ( , )

1 ( ) !

p p

s i i t t p

x t x x p

   

     

1 1

, ... ( , ) ( , ) ξ x

( ; ; ) ( ; ; )

p p j j

p i i t t t t

t t t t

 

   

   

    ξ x

1 2 1 2

1 ( ) [ ] exp 2 ( ) [ ]

T p p

j T T p p

E e j E j

     

 

 

              

u x u

u u m u Pu u x x x u u u

1 1 1 1 1 1 1 1 1

1 1 1 . 1 ( , ) 1 . . 1 ( , ) ( , ) 1 1 1 1

( ; ) 1 ( ; ) [ ] ! 1 ( ) ! ! [ ]

p p k k p q k k k k p q

i i i k k k k s i i k k t t k k p s s i i ij k t t t t p q i j k k k k k k

t t E x x p p q E x x x x m m

           

             

  

            

        

 

m m m m P

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POLYNOMIAL ALGEBRA

  • 1982 (Epstein) Ultra Arithmetic
  • 1986 (Berz) Taylor Differential Algebra
  • 1997 (Berz) Taylor Models
  • 2003 (Berz) Taylor Models and Other Validated Functional Inclusion

Methods

  • 2004 (Debusschere et al.) Intrusive PCE and Taylor expansions
  • 2005-2015 (Armellin, DiLizia) application of Taylor algebra to orbital

mechanics

  • 2010 (Joldes) Formal comparison between Taylor, Chebyshev,

Newton Models

  • 2014 (Jai Rajyaguru et al.) Chebyshev models for ODEs
  • 2015 (Riccardi et al.) Chebyshev polynomial expansion for orbital

mechanics

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POLYNOMIAL ALGEBRA

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POLYNOMIAL ALGEBRA

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GENERALISED POLYNOMIAL ALGEBRA

(RICCARDI, TARDIOLI, VASILE 2015)

Consider the wider class of problems, typical in Viability Theory, where a level set  is propagated through a model function F (equations of motion). For any n dimensional manifold that can be represented with a polynomial expansion, one can obtain its image through F

 F F() Yields the spatial distribution

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COMPUTATIONAL COMPLEXITY

  • The computational complexity of an algebra compared to a

non-intrusive method can be theoretically derived regardless

  • f the implementation (Ortega, Vasile, Riccardi, Tardioli 2016).
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EXAMPLE: RE-ENTRY OF GOCE AND HAMR FRAGMENTS

(ORTEGA, VASILE, RICCARDI, SERRA 2016)

  • De-orbiting of GOCE
  • Single integration with the algebra vs. full MC simulation
  • Evolution of a cloud of

HAMR fragments

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Model Uncertainty

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BACKGROUND AND MOTIVATION

  • There is an underlying process u that is dependant
  • n the state s and on some unknown parameters b:
  • The uncertainty component u can be expressed as a

polynomial expansion of the states and of b: Dynamics with Unknown Components

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UNCERTAINTY FUNCTION AND DISTANCE

  • Sparse data points are available
  • The problem needs to be reformulated assuming c are

stochastic and s belongs to a confidence interval:

Matching Predictions

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SOME EXAMPLES

  • Let’s assume that the true dynamics are:
  • But the expected dynamics does not contain drag terms
  • The observations however do not match the predicted state

Orbital Dynamics with Unknown Drag Component

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SOME EXAMPLES

  • If the orbit has low eccentricity, a Taylor expansion of the drag

terms up to the first order is telling us that the solution should be in the form:

  • We can then expand the uncertainty function as:

Orbital Dynamics with Unknown Drag Component

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SOME EXAMPLES

  • Assume 2 sets of measurements at t=[T, T/2], for a total of 8 constraints

and 14 unknowns

  • We use the distance metric
  • The initial conditions are also uncertain with uniform distribution within a

confidence interval

Orbital Dynamics with Unknown Drag Component

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  • This estimation allows us to extrapolate the prediction over a time span

that is 2 times the one over which the measurements are available

Orbital Dynamics with Unknown Drag Component

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SOME EXAMPLES

  • This estimation allows us to extrapolate the prediction over a time span

that is 2 times the one over which the measurements are available

Orbital Dynamics with Unknown Drag Component

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SLIDE 60

Handling the unknown at the edge

  • f tomorrow

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