The proper orthogonal decomposition (POD) has been widely used in fluid dynamic applications for extracting dominant flow features. The “gappy” POD is an extension to this method that allows the consideration of incomplete data sets. In this paper, the gappy POD is extended to handle unsteady flow reconstruction problems, such as those encountered when limited flow measurement data is available. In addition, a systematic approach for effective sensor placement is formulated within the gappy framework. Two applications are considered. The first aims to reconstruct the unsteady flow field using a small number of surface pressure measurements for a subsonic airfoil undergoing plunging motion. The second considers estimation of POD modal content of a cylinder wake flow for active control purposes. In both cases, using the dominant POD basis vectors and a small number of sensor signals, the gappy approach is found to yield accurate flow reconstruction results. / Singapore-MIT Alliance (SMA)

With the maturity of conventional industrial robots, there has been increasing interest in designing robots that emulate realistic animal motions. This discipline requires careful and systematic investigation of a wide range of animal motions from biped, to quadruped, and even to serpentine motion of centipedes, millipedes, and snakes. Collecting optical motion capture data of such complex animal motions can be complicated for several reasons. Often there is the need to use many high-quality cameras for detailed subject tracking, and self-occlusion, loss of focus, and contrast variations challenge any imaging experiment. The problem of self-occlusion is especially pronounced for animals. In this thesis, we walk through the process of collecting motion capture data of a running lizard. In our collected raw video footage, it is difficult to make temporal correspondences using interpolation methods because of prolonged blurriness, occlusion, or the limited field of vision of our cameras. To work around this, we first make a model data set by making our best guess of the points' locations through these corruptions. Then, we randomly eclipse the data, use Gappy POD to repair the data and then see how closely it resembles the initial set, culminating in a test case where we simulate the actual corruptions we see in the raw video footage. / Master of Science / There has been increasing interest over the past few years in designing robots that emulate realistic animal motions. To make these designs as accurate as possible requires thorough analysis of animal motion. This is done by recording video and then converting it into numerical data, which can be analyzed in a rigorous way. But this conversion cannot be made when the raw video footage is ambiguous, for instance, when the footage is blurry, the shot is too dark or too light, the subject (or parts of the subject) are out of view of the camera, etc. In this thesis, we walk through the process of collecting video footage of a lizard running and then converting it into data. Ambiguities in the video footage result in an incomplete translation into numerical data and we use a mathematical technique called the Gappy Proper Orthogonal Decomposition to fill in this incompleteness in an intelligible way. And in the process, we lay your hands on the fundamental drivers of the animal’s motion.

The identification of flow characteristics and the reduction of high-dimensional simulation data have capitalized on an orthogonal basis achieved by proper orthogonal decomposition (POD), also known as principal component analysis (PCA) or the Karhunen-Loeve transform (KLT). In the realm of aerospace engineering, an orthogonal basis is versatile for diverse applications, especially associated with reduced-order modeling (ROM) as follows: a low-dimensional turbulence model, an unsteady aerodynamic model for aeroelasticity and flow control, and a steady aerodynamic model for airfoil shape design. Provided that a given data set lacks parts of its data, POD is required to adopt a least-squares formulation, leading to gappy POD, using a gappy norm that is a variant of an L2 norm dealing with only known data. Although gappy POD is originally devised to restore marred images, its application has spread to aerospace engineering for the following reason: various engineering problems can be reformulated in forms of missing data estimation to exploit gappy POD. Similar to POD, gappy POD has a broad range of applications such as optimal flow sensor placement, experimental and numerical flow data assimilation, and impaired particle image velocimetry (PIV) data restoration. Apart from POD and gappy POD, both of which are deterministic formulations, probabilistic principal component analysis (PPCA), a probabilistic generalization of PCA, has been used in the pattern recognition field for speech recognition and in the oceanography area for empirical orthogonal functions in the presence of missing data. In formulation, PPCA presumes a linear latent variable model relating an observed variable with a latent variable that is inferred only from an observed variable through a linear mapping called factor-loading. To evaluate the maximum likelihood estimates (MLEs) of PPCA parameters such as a factor-loading, PPCA can invoke an expectation-maximization (EM) algorithm, yielding an EM algorithm for PPCA (EM-PCA). By virtue of the EM algorithm, the EM-PCA is capable of not only extracting a basis but also restoring missing data through iterations whether the given data are intact or not. Therefore, the EM-PCA can potentially substitute for both POD and gappy POD inasmuch as its accuracy and efficiency are comparable to those of POD and gappy POD. In order to examine the benefits of the EM-PCA for aerospace engineering applications, this thesis attempts to qualitatively and quantitatively scrutinize the EM-PCA alongside both POD and gappy POD using high-dimensional simulation data. In pursuing qualitative investigations, the theoretical relationship between POD and PPCA is transparent such that the factor-loading MLE of PPCA, evaluated by the EM-PCA, pertains to an orthogonal basis obtained by POD. By contrast, the analytical connection between gappy POD and the EM-PCA is nebulous because they distinctively approximate missing data due to their antithetical formulation perspectives: gappy POD solves a least-squares problem whereas the EM-PCA relies on the expectation of the observation probability model. To juxtapose both gappy POD and the EM-PCA, this research proposes a unifying least-squares perspective that embraces the two disparate algorithms within a generalized least-squares framework. As a result, the unifying perspective reveals that both methods address similar least-squares problems; however, their formulations contain dissimilar bases and norms. Furthermore, this research delves into the ramifications of the different bases and norms that will eventually characterize the traits of both methods. To this end, two hybrid algorithms of gappy POD and the EM-PCA are devised and compared to the original algorithms for a qualitative illustration of the different basis and norm effects. After all, a norm reflecting a curve-fitting method is found to more significantly affect estimation error reduction than a basis for two example test data sets: one is absent of data only at a single snapshot and the other misses data across all the snapshots. From a numerical performance aspect, the EM-PCA is computationally less efficient than POD for intact data since it suffers from slow convergence inherited from the EM algorithm. For incomplete data, this thesis quantitatively found that the number of data-missing snapshots predetermines whether the EM-PCA or gappy POD outperforms the other because of the computational cost of a coefficient evaluation, resulting from a norm selection. For instance, gappy POD demands laborious computational effort in proportion to the number of data-missing snapshots as a consequence of the gappy norm. In contrast, the computational cost of the EM-PCA is invariant to the number of data-missing snapshots thanks to the L2 norm. In general, the higher the number of data-missing snapshots, the wider the gap between the computational cost of gappy POD and the EM-PCA. Based on the numerical experiments reported in this thesis, the following criterion is recommended regarding the selection between gappy POD and the EM-PCA for computational efficiency: gappy POD for an incomplete data set containing a few data-missing snapshots and the EM-PCA for an incomplete data set involving multiple data-missing snapshots. Last, the EM-PCA is applied to two aerospace applications in comparison to gappy POD as a proof of concept: one with an emphasis on basis extraction and the other with a focus on missing data reconstruction for a given incomplete data set with scattered missing data. The first application exploits the EM-PCA to efficiently construct reduced-order models of engine deck responses obtained by the numerical propulsion system simulation (NPSS), some of whose results are absent due to failed analyses caused by numerical instability. Model-prediction tests validate that engine performance metrics estimated by the reduced-order NPSS model exhibit considerably good agreement with those directly obtained by NPSS. Similarly, the second application illustrates that the EM-PCA is significantly more cost effective than gappy POD at repairing spurious PIV measurements obtained from acoustically-excited, bluff-body jet flow experiments. The EM-PCA reduces computational cost on factors 8 ~ 19 compared to gappy POD while generating the same restoration results as those evaluated by gappy POD. All in all, through comprehensive theoretical and numerical investigation, this research establishes that the EM-PCA is an efficient alternative to gappy POD for an incomplete data set containing missing data over an entire data set.