Aerodynamic Data Reconstruction via Probabilistic Principal Component Analysis

Principal Component Analysis (PCA), also known as Proper Orthogonal Decomposition (POD), is one of the prevailing Reduced Order Modeling (ROM) techniques for aerodynamic data analysis. Along with the PCA, its variant for missing data, gappy POD, has recently found its application by transforming problems into missing data problems. In this paper, an alternative based on probability theory, i.e., Probabilistic Principal Component Analysis (PPCA), is employed for aerodynamic data reconstruction problems in lieu of the PCA and the gappy POD. Unlike the PCA, the PPCA generates spanning vectors of low-dimensional space iteratively with an Expectation Maximization (EM) algorithm. The combined algorithm, termed as Expectation-Maximization Probabilistic Principal Component Analysis (EM-PCA), can deal with not only complete data but also incomplete data sets, since the EM algorithm naturally incorporates missing data in its formulation. Therefore, the EM-PCA has potential to be a substitute for both PCA and gappy POD. For illustration, the EM-PCA is applied to complete as well as incomplete snapshot ensembles compiled from aerodynamic simulations, and acquired modes and restored data are verified with those obtained by the PCA and the gappy POD.

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