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Matsuzaki1981 PDF
Matsuzaki1981 PDF
10
AIAA 81-4267
The present paper describes a new efficient technique for estimating the flutter or divergence boundary from
responses of a model to wind tunnel turbulence. The boundary can be predicted without estimating or measuring
the dampings and frequencies of the aeroelastic modes. The sampled time response is modeled by the mixed
autoregressive moving average process. The orders and coefficients of both autoregressive and moving average
parts of the process are determined with the aid of Akaike's estimation procedure. The stability boundary is
estimated by using Jury's stability determinants which are expressed in terms of the autoregressive coefficients
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alone. The modal frequencies and dampings are also evaluated from the coefficients. The technique has been
applied with success to signals from a cantilever wing model tested in a low supersonic flow. Comparison be-
tween the actual and estimated flutter boundaries shows that an accurate estimation can be made from data
obtained in a narrow range of the dynamic pressure which is sufficiently below the boundary.
In the present paper, we will present a novel technique for Hence the transfer function is given by
predicting the flutter or divergence boundary, which is
27-7 2J
primarily based on Akaike's procedure and Jury's stability
criterion19 for a linear discrete-time system. The significance H(z) = b(m)z (7)
m=0 ' m=0
of Jury's criterion is that the values of its parameters change
in a monotonous manner like the Flutter Margin. The aero- whence e e obtain the characteristic equation
elastic responses due to wind tunnel turbulence on subcritical
conditions are presented by the AR-MA process. In this tech-
nique, the stability boundary can be predicted by using the AR b(m)zm=0 (8)
coefficients of the process without measuring or estimating m=0
the dampings and frequencies of the aeroelastic modes. In
order to demonstrate its effectiveness, the proposed technique Let us now discuss briefly the stability of a linear discrete-
is applied to responses of a cantilever wing model which was time system.19 Like in the continuous-time case, the system is
tested in the Transonic Wind Tunnel for Flutter Test at the defined to be stable if to all bounded inputs there always cor-
National Aerospace Laboratory (NAL). respond bounded outputs. This is satisfied if and only if all
the singularities of the transfer function lie inside the unit
II. Theoretical Background circle. Since the numerator of Eq. (7) is regular, the present
The response y ( t ) of a wing excited by air turbulence on a system is stable as long as
constant flow condition is sampled at a given interval T to
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obtain a finite discrete time series ( y ( T ) , y(2T),. . ., \Zm\<l form = 7,. . ., 2J (9)
y(NT) ). y(nT) will be simply written as y(n). [y(n) } is
assumed to be governed by the mixed autoregressive moving where zm 's are the roots of the characteristic equation given
average time series model 16 by Eq. (8). For actual estimation of the stability, Jury's
determinant method,19 which is similar to the Routh-Hurwitz
2J 2J-1
criterion for the continuous system, is suitable. For the char-
a(m)x(n + m) (1) acteristic polynomial which is presented by
m=0
where Z?(0)^0 and b(2J) =1. The order 27, the MA coef-
ficients [ a ( m ) } , and AR coefficients [b(m + l)]f m = Q, G(z)= (10)
1,. . .,2/— 1, are unknown integer and real numbers to be es-
timated. A time series [x(n) }, n=l, 2,. . ., TV, represents a with n being an even number and c ( n ) >0, the stability
noise process to which the system is subjected. The process conditions19 are as follows:
( x ( n ) } is assumed to be a Gaussian independent random se-
quence with zero mean and an unknown variance a2 : G(7)>0, G(-7)>0 (11)
E{x(m) } =0 and E[x(m)x(n) }=o2 (2)
F±(m)= \X*±Y*\>0 form = 7,3,. . .,/i-7 (12)
where dmn is the Kronecker delta.
With the sampled data ( y ( n ) ) , /i=l,2,. . .,7V, the un- where X*n_l and Y*_j are (n — 1) x (n — 1) matrices defined by
known quantities /, ( b ( m ) } , ( a ( m ) ) , and a2 can be esti-
mated with the aid of an automatic fitting procedure for the
AR-MA model given in Ref. 17. Reference 18 presents details
of the concept of Akaike's minimum AIC approach. A set of
numerical values of the parameters which minimizes AIC is c(n) c(n-l) ............ c(3) c(2)
selected as the best choice. In our problem, AIC is given as
[AIC] = -2\ogeL + 8J (3) c(n) c(n-l) ..... c(4) c(3)
where L is a likelihood function of a Gaussian process
c(n) c(4)
L [ ( y ( n ) ] , n = l,. . .,N:J,a2, { a ( m ) } ,
0 c(n) c(n-l)
i
m = 0,. . .,27— 7] =—•———exp r— —1 - £/ j ( x ( n ) ] 2,1\
(V27rcr) N L 2
° „=/ -I c(n)
(4)
Applying the z-transform 19 to Eq. (1), we obtain (13a)
Y*
1 —
2J n-1 ~
j=0
c(n-2) c(n-3) ............ c(l) c(0)
27-7 .- m-l -.
m J
a(m)z \X(z)-^xU)z- \ (5) c(n-3) ..................... c(0) 0
L J
j=0
and the last k rows and columns from X*n_l and Y*_2, re- method. The stability conditions for the characteristic equa-
spectively. They are called inners of X*n_l and Y*_lt re- tion presented by Eq. (19) are as follows 20 :
spectively. F± (m) are the determinants of matrices
(X*m±Y*m}- Cm>0 = 0, 7,. . ., 2J
Hence the stability boundary can be defined as the lowest (22)
flow speed for which at least one of Eqs. (11) and (12) is Dm>0 = l,2,. . .,27
violated. In other words, the boundary is, for example, the
minimum flow speed at which where
G ( 7 ) = 0 , G ( - 7 ) = 0 , or F±(m)=0
0 0 0
for m = l, 3,. . ., n — 1 (14) C7 C0 0
C2
To predict such a speed, we will evaluate the stability C4 C3 C2 C7
parameters G(l), G(-l), and F± (m) at several subcritical
speeds, plot the stability parameters against the flow speed,
and fit a curve to points of each stability parameter. Intersect-
ing points of the curves with the flow speed coordinate would
represent the speeds at which Eqs. (14) are satisfied.
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Next, let us describe the calculation of com and rjm with the (23)
use of the estimated AR coefficients, and the relation between
Jury's and Routh-Hurwitz's stability criteria. We assume here In each determinant, all C's with negative subscripts or with
that the response characteristics are expressible in terms of an subscripts greater than 2J are to be replaced by zero. It is well
oscillatory motion of a viscously damped / degree-of- freedom known that the condition defined by
system whose response y( t) is given by
C2J = (24)
y(t) = (15) determines the boundary for static instability or divergence.
On the other hand, the critical condition for aperiodicity in
In Eq. (15), sm is the complex conjugate of s m , and the z-plane is given by21
2.0
x FLUTTER
ONSET
\ 300
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200
1 .0
100
0.4 o.s 1 .2
a (kg/cm2) 0.4 0.8 -1 .2
normalized standard deviation, which is defined by criterion15 to be more than 40 as in Onoda's case.14 Its nu-
merical result was used to make the PSD estimation15-23 as a
preparatory study for the AR-MA model analysis. The Ran-
S.D.= }2J] xlOO (27) dom Decrement approach was also applied to the sampled sig-
nals to generate oscillatory decay curves. For most of the re-
In Eq. (27), /(y) and/ c (y) denote, respectively, F~(3) at the sulting curves, however, the use of the least squares method
jfth dynamic pressure and the corresponding value which is given in Ref. 24 was unsuccessful in separating the two
calculated from a fitted line. Satisfactory fits to straight lines modes. Hence there is no appropriate set of data to be com-
were obtained. pared with the estimated values of both damping and fre-
Figures 3a and 3b illustrate the frequencies fm and damp- quency given by the present technique. In the Appendix,
ings f]m of the aeroelastic modes which were evaluated by therefore, we shall examine the accuracy of estimation of the
using the AR coefficients. The results associated with the first damping and frequency by using numerical models.
and second modes are indicated by circles and triangles, re-
spectively. For comparison, the frequencies of the first two B. Three-Mode Analysis
modes obtained from the vibration test in still air are given at In the preceding, two aeroelastically predominant modes
<2 = 0 in Fig. 3a. It should be noted that they are not necessar- were well separated from other modes. However, this is not
ily equivalent to the values which would be measured by de- always the case. Now we will examine the applicability of this
creasing the dynamic pressure down to zero while the Mach flutter prediction method to signals which contain more than
number is fixed at M= 1.17. As has been expected, the two two modes. The signals were processed by the band-pass filter
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frequencies approach as the dynamic pressure increases, and with the upper and lower frequencies being set to 70 and 450
they are closely spaced near the flutter boundary. Dispersion Hz, respectively. In addition to the first two modes, the
of the estimated frequencies is rather small. signals were expected to include only the third mode. For the
According to the experimental result of a wing in a low sub- sampled signals, however, Akaike's minimum AIC method
sonic flow presented in Ref. 22, measured values of damping indicated that the orders of AR part for the best fitted AR-
spread widely above a certain flow speed. In the present case MA model were from about 10 to 20. That is, the model
the estimated values of the damping vs the dynamic pressure represented a system with from 5 to 10 degrees of freedom.
are less scattered than expected. This is considered to be The estimated orders of the model and, consequently, the
because each estimation was made in an average sense for the maximum orders of Jury's determinant became too large to
response of 4 s. In Fig. 3b, a cross on the coordinate predict the flutter boundary efficiently. Hence Akaike's pro-
represents the actual flutter boundary. gram was modified such that the determination of the AR and
Both the damping ratios at Q = 0.80 kg/cm 2 are remark- MA coefficients was made only for given orders without
ably high compared with others. Let us exclude these points in searching for the minimum value of his information criterion.
the following discussion. The damping of the first mode All the analyses were carried out with the order of AR part
represented by circles seems to decrease with increasing dy- being fixed at q = 6 or 8 for N= 20,000 T= 400 />ts and kmax =
namic pressure in the range tested. On the other hand, as the 200. When q = 6, the estimated values of frequencies and
pressure increases, that of the second mode given by triangles dampings vs the dynamic pressure were quite inconsistent.
is considered to increase gradually to the maximum value This was considered to occur because q = 6 was too small
which is attained near the pressure Q = 0.80 kg/cm 2 (82% compared with q= 10 to 20 of the best fitted model. Here, we
Qf), and to go down very sharply with further increase in the will show the results obtained for q = 8.
pressure. This damping ratio appears to become negative The stability boundary was determined by the determinant
above the critical dynamic pressure. It is evident that an ac- F~(7). In Fig. 4 its values are plotted by circles against the
curate prediction of the boundary from information on the dynamic pressure. The circles in the lower half of the pressure
damping alone is a quite difficult task even though all the data range are quite scattered but those in the upper half appear to
up to the highest pressure are taken into account. be consistent. Figures 5a and 5b show the frequencies and
Next, let us briefly examine the results which were obtained dampings, respectively. In Figs. 4 and 5b, the actual flutter
by using the Routh-Hurwitz criterion. In this case the flutter dynamic pressure is indicated by a cross. The first three nat-
boundary was determined by extrapolation on D3. Table 1 ural frequencies are given on the ordinate in Fig. 5a. Examin-
shows Qf/Qf which was estimated with the aid of the straight- ing the results of Figs. 5 carefully, it is seen that those of the
line fitting to D3. In addition, that of a modified parameter frequencies and dampings at the lowest third and fourth
Df, which is defined by pressures which are indicated by solid symbols are deviated
greatly from the others. Hence it seems to be reasonable to
(28) omit the data at these pressures because the estimations from
the signals are considered to be done unsatisfactorily.
is given. The modified determinant is equivalent to the stabil- Without the circles given at the lowest third and fourth
ity parameter (Flutter Margin) which was proposed with the pressures, it is clear that Fig. 4 provides useful information
use of parabolic extrapolation in Ref. 4. It is noted that these
determinants are evaluated from the AR coefficients. As men-
tioned in Sec. II, D3 is related to F~ (3). Their corresponding
values of the flutter boundary and standard deviation agree x
FLUTTER
with each other. It is remarkable that the straight-line ex- ONSET
trapolation on D f predicts the flutter boundary within 1 %
error for K>1. For the system with more than two degrees of o 3
freedom, however, there appears to be no appropriate
modification of the Routh-Hurwitz stability parameters given
by Eqs. (22). As for a parabolic extrapolation on F~ (3), D3,
and D^t it did not work as well as the straight-line fitting.
In the above discussion, the accuracy of the estimated 1
flutter boundary was examined by comparing with the mea-
sured value. It was very difficult to extract a pair of reliable
frequency and damping values from the signals by other 0 0.4 0.8 1.2
Q (kg/cm2)
methods. With the application of the AR model to the signals,
the orders of the model were estimated by Akaike's FPE Fig. 4 F ~ (7) vs dynamic pressure.
OCTOBER 1981 FLUTTER BOUNDARY 867
D UU V. Concluding Remarks
V ° 5
1
0
U tf H7fl 7 A new estimation method on flutter or divergence boundary
40o' DDD D from subcritical responses due to turbulence has been pro-
Li °3 ° i 3 z
O
posed. The response is represented by the mixed autoregres-
sive moving average process. The flutter prediction is based
300 or
-~- A
A f
o m on Akaike's estimation procedure and Jury's stability criter-
N
X ion on the discrete-time system. Demonstration of the method
^200 v GHOST MODE ^o i^ is presented by using the response signals of a cantilever wing
o oo
O
T
03° to wind tunnel turbulence in a low supersonic flow. Com-
100 1 paring with the actual flutter boundary, we conclude that the
c)
method proposed can predict the flutter boundary quite ac-
curately from the signals which were measured in a narrow
0 0.4 0.8 1. dynamic pressure range being sufficiently below the boun-
a) Q (kg / c m 2 )
Q dary. The method is effective even for the signals containing
more than two aeroelastic modes.
0 . 5 |————————————————————
X FLUTTER A Appendix: Application of the Estimation Technique
0.4 ONSET to Numerical Models
A
0.3 has been used to determine the orders and coefficients of the
- M! AR-MA representation and the modal frequencies and damp-
ings. Here, we examine the accuracy of the estimation and the
0.2 A A
v GHOST MODE data processing to find a more effective use of the technique
D
° o o 0 6^ for future applications by using numerical models of a system
0.1 u oD n o0
n fi n °
with two degrees of freedom whose frequencies are spaced
^ 0 more closely than in the flutter model of the text.
The signals to be used for estimation is a response of the
0.4 O.f 1 .2
system subjected to a sequence of random impulsive forces. If
b)
u> Q
u m 2 )j
( k g// ccm^
^Kg a unit impulse is applied at ^ = 0 to a single mode with fre-
Fig. 5 Three-mode analysis, a) Estimated frequencies vs dynamii quency fj and damping ratio rj y , then its response hj(t) is
pressure, b) Estimated damping ratios vs dynamic pressure. expressible by
hj(t)=aj
for stability margin over the pressure range tested. As for the (Al)
frequencies, two modes were estimated to exist between about =0 fort<0
400 and 460 Hz. As mentioned previously, the upper fre-
quency of the band-pass filter was 450 Hz. The mode of the where aj is a constant. Hence, sampling at an interval T, we
higher frequency is considered to be a ghost or fictitious obtain a finite discrete time series [ h ( n ) ), « = 0, 1,. . .,N-l,
mode25 which has originated in the course of data processing. of the response of the system with two degrees of freedom:
Comparing with the results given in Figs. 3a and 3b, agree-
ment between the corresponding first two frequencies is good, I/2
but the dampings are much higher in the present analysis than h(n)=l -rij) fjnT]
the corresponding ones in the two-mode analysis. It is evident (A2)
that this estimation technique of the flutter boundary is quite for«<0
effective even for the signals which contain more than two =0
degrees of freedom, as is seen in Fig. 4 where the data at the provided that the system is motionless until the input is ap-
lowest third and fourth pressures should be neglected. plied. Let us assume that the impulses are given at a constant
Using the simple aeroelastic wing model, we have presented interval mT, but are uncorrelated in its magnitude with zero
a basic concept on which the computer-oriented and practical mean and variance of unity. That is, if the inputs are sampled
approach of flutter prediction may be built. Let us summarize at the same interval as for the response, we have a sequence of
the superior points of the present technique over other meth- the inputs ( I ( n ) ) , « = 0, 1,. . ., TV-1, where
ods. In existing methods, estimation or measurement of the
modal dampings is prerequisite for prediction of the flutter = 0, 1,.
boundary. An accurate evaluation of the dampings is, how- (A3)
ever, the most difficult task in many occasions. This is also =0 f or n ^ km
true for the present estimation procedure, as shown by com-
parison between the results of the two- and three-mode \=OandE[I(im) I(jm)}=o2du.
analyses, and in the Appendix. Hence, instead of using the Then, the finite time series l y ( n ) ), n = Q, 1,. . ., TV- 1, of
damping ratios, this prediction technique determines the flut- the total response of the system due to all the previous inputs
ter boundary on a basis of the autoregressive coefficients of are written as
the time series model which represents the response of the
wing, since the coefficients can be estimated more accurately
than the damping ratios. Another advantage of the technique y(n)= (A4)
is that Jury's stability determinants evaluated in terms of the
coefficients show monotonous characteristics with increasing
flow speed, even when the signals treated contain more than The time series ( y ( n ) } are generated for two different
two degrees of freedom. combinations of/, and/ 2 , that is, case I: /7 = 190 Hz and/ 2
The flutter prediction in actual flight testing could be done = 210 Hz, and case II: /, = 195 Hz and f2 -205 Hz. A typical
without excessive difficulty. Further refinements in data pro- set of other parameters used is 7V=4096, al =a2 = 1, r?7 =t\2
cessing, and expansions of applicability and reliability of the = 0.01, r = l ms, a = l , a n d w = 8. For the given set of//sand
technique are being attempted through a wind tunnel test in a rj/s, the corresponding AR coefficients [ b ( n ) ), /? = 0,. . ., 4,
moderate supersonic flow and a flight test at NAL. are determined by using Eqs. (16), (21), and (8). Before the
868 Y. MATSUZAKI AND Y. ANDO J. AIRCRAFT
Table Al Ratios (%) of the estimated-to-true values of the AR coefficients and modal parameters
a
Case /L fu b(2) fi /2
b
I 170 230 98 99 98 100 99 102 117 79
II 175 225 96 97 95 98 99 103 142 149
a
/(/ and//,: upper and lower frequencies of band-pass filtering, respectively. Case I: fl = 190 Hz and/2 =210
Hz, case !!:/, = 195 Hz and/2 = 205 Hz.
8
estimation technique is applied to the time series (y(n) ], they Huttsell, L.J., Noll, T.E. and Holsapple, D.E., "Wind Tunnel
are processed through digital band-pass filtering to limit their Investigation of Supersonic Wing-Tail Flutter," NASA SP-415,
frequency range. The upper and lower frequencies,/^ and/ L , Proceedings of Conference held at Dryden Flight Research Center,
of the filtering are chosen in this example such that fL =/7 - Edwards, Calif., Oct. 1975, pp. 193-211.
9
Foughner, J.T. Jr., "Some Experience Using Subcritical
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20 Hz and fu=f2 + 20 Hz. Since Akaike's minimum AIC Response Methods in Wind-Tunnel Flutter Model Studies," NASA
procedure estimates AR's order to be fifth for the signals SP-415, Proceedings of Conference held at Dryden Flight Research
given by Eq. (A4), the modified program which has been Center, Edwards, Calif., Oct. 1975, pp. 181-191.
applied to the three-mode analysis is used with the orders of 10
Stepner, D.E. and Mehra, R.K., "Maximum Likelihood
AR and MA parts being set to q = 4 and/? = 3. Table Al shows Identification and Optimal Input Design for Identifying Aircraft
the frequency range (fL, fv) and ratios of the estimated-to- Stability and Control Derivatives," NASA CR-2200, March 1973.
11
true values of the AR coefficients and modal parameters. Mehra, R.K., Stepner, D.E., and Tyler, J.S., "Maximum
Agreement between the estimated and true values of the AR Likelihood Identification of Aircraft Stability and Control
coefficients are quite good for both cases. Even though the Derivatives," Journal of Aircraft, Vol. 11, Feb. 1974, pp. 81-89.
12
Bennett, R.M., Farmer, M.G., Mohr, R.L., and Hall, W.E. Jr.,
frequencies are spaced very closely, the modes can be sep- "Wind-Tunnel Technique for Determining Stability Derivatives from
arated with considerable accuracy. Cable-Mounted Models," Journal of Aircraft, Vol. 15, May 1978, pp.
Finally, it is recommended in a practical application that 304-310.
13
the estimation should consist of preliminary and main Murthy, H.S., Jategaonkar, R.V., and Balakrishna, S., "Dy-
analyses. The preliminary analysis is made on a basis of a namic Stability Measurements from Tunnel Unsteadiness Excited
crude selection of the band-pass range. But the estimated fre- Random Response," Journal of Aircraft, Vol. 17, Jan. 1980, pp. 7-
quencies fj can be expected to be relatively accurate since the 12.
14
band range has a small effect on the estimated values of fre- Onoda, J., "Estimation of Dynamic Characteristics of a Wing
from the Random Response to Turbulence" (in Japanese), Journal of
quency unless it is selected improperly. Hence, using the result the Japan Society for Aeronautical and Space Sciences, Vol. 26, Dec.
of the first analysis, we may choose the frequency range more 1978, pp. 649-656.
elaborately for the second estimation. 15
Akaike, H., "Statistical Prediction Identification," Annals of
the Institute of Statistical Mathematics, Vol. 22, 1970, pp. 203-217.
16
Box, G.E.P. and Jenkins, G.M., Time Series Analysis-
Acknowledgments Forecasting and Control, Holden Day, San Francisco, 1970.
17
The authors would like to express their sincere thanks to Akaike, H., Arahata, E., and Ozaki, T., "TIMSAC-74, A Time
Dr. H. Akaike of the Institute of Statistical Mathematics, Series Analysis and Control Program Package-(l)," Computer
Tokyo, for his invaluable comments on the application of his Science Monographs, No. 5, The Institute of Statistical Mathematics,
minimum AIC procedure. They acknowledge the assistance of Tokyo, March 1975.
18
Messrs. H. Ejiri and T. Kikuchi of National Aerospace Lab- Akaike, H., "Cannonical Correlation Analysis of Time Series
oratory. and the Use of an Information Criterion," System Iden-
tification—Advances and Case Studies, edited by R.K. Mehra and
D.G. Lainiotis, Academic Press, New York, 1976, pp. 27-96.
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!
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20
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2
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21
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4 22
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6 24
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7 25
Abla, M.A., "The Application of Recent Techniques in Flight Katz, H., Foppe, F.G., and Grossman, D.T., "F-15 Flight
Flutter Testing," NASA SP-415, Proceedings of Conference held at Flutter Test Procedure," NASA SP-415, Proceedings of Conference
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411. pp. 413-431.