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Kenny, Sean P.

Publications and source records attributed to Kenny, Sean P..

At least 19 records

A Comparison of Metamodeling Techniques via Numerical Experiments

This paper presents a comparative analysis of a few metamodeling techniques using numerical experiments for the single input-single output case. These experiments enable comparing the models' predictions with the phenomenon they are aiming to describe as more data is made available. These techniques include (i) prediction intervals associated with a least squares parameter estimate, (ii) Bayesian credible intervals, (iii) Gaussian process models, and (iv) interval predictor models. Aspects being compared are computational complexity, accuracy (i.e., the degree to which the resulting prediction conforms to the actual Data Generating Mechanism), reliability (i.e., the probability that new observations will fall inside the predicted interval), sensitivity to outliers, extrapolation properties, ease of use, and asymptotic behavior. The numerical experiments describe typical application scenarios that challenge the underlying assumptions supporting most metamodeling techniques.

Crespo, Luis G.

Application of Interval Predictor Models to Space Radiation Shielding

This paper develops techniques for predicting the uncertainty range of an output variable given input-output data. These models are called Interval Predictor Models (IPM) because they yield an interval valued function of the input. This paper develops IPMs having a radial basis structure. This structure enables the formal description of (i) the uncertainty in the models parameters, (ii) the predicted output interval, and (iii) the probability that a future observation would fall in such an interval. In contrast to other metamodeling techniques, this probabilistic certi cate of correctness does not require making any assumptions on the structure of the mechanism from which data are drawn. Optimization-based strategies for calculating IPMs having minimal spread while containing all the data are developed. Constraints for bounding the minimum interval spread over the continuum of inputs, regulating the IPMs variation/oscillation, and centering its spread about a target point, are used to prevent data over tting. Furthermore, we develop an approach for using expert opinion during extrapolation. This metamodeling technique is illustrated using a radiation shielding application for space exploration. In this application, we use IPMs to describe the error incurred in predicting the ux of particles resulting from the interaction between a high-energy incident beam and a target.

Crespo, Luis G.

Random Predictor Models for Rigorous Uncertainty Quantification: Part 2

This and a companion paper propose techniques for constructing parametric mathematical models describing key features of the distribution of an output variable given input-output data. By contrast to standard models, which yield a single output value at each value of the input, Random Predictors Models (RPMs) yield a random variable at each value of the input. Optimization-based strategies for calculating RPMs having a polynomial dependency on the input and a linear dependency on the parameters are proposed. These formulations yield RPMs having various levels of fidelity in which the mean, the variance, and the range of the model's parameter, thus of the output, are prescribed. As such they encompass all RPMs conforming to these prescriptions. The RPMs are optimal in the sense that they yield the tightest predictions for which all (or, depending on the formulation, most) of the observations are less than a fixed number of standard deviations from the mean prediction. When the data satisfies mild stochastic assumptions, and the optimization problem(s) used to calculate the RPM is convex (or, when its solution coincides with the solution to an auxiliary convex problem), the model's reliability, which is the probability that a future observation would be within the predicted ranges, is bounded rigorously.

Crespo, Luis G.

Random Predictor Models for Rigorous Uncertainty Quantification: Part 1

This and a companion paper propose techniques for constructing parametric mathematical models describing key features of the distribution of an output variable given input-output data. By contrast to standard models, which yield a single output value at each value of the input, Random Predictors Models (RPMs) yield a random variable at each value of the input. Optimization-based strategies for calculating RPMs having a polynomial dependency on the input and a linear dependency on the parameters are proposed. These formulations yield RPMs having various levels of fidelity in which the mean and the variance of the model's parameters, thus of the predicted output, are prescribed. As such they encompass all RPMs conforming to these prescriptions. The RPMs are optimal in the sense that they yield the tightest predictions for which all (or, depending on the formulation, most) of the observations are less than a fixed number of standard deviations from the mean prediction. When the data satisfies mild stochastic assumptions, and the optimization problem(s) used to calculate the RPM is convex (or, when its solution coincides with the solution to an auxiliary convex problem), the model's reliability, which is the probability that a future observation would be within the predicted ranges, can be bounded tightly and rigorously.

Crespo, Luis G.

Calibration of Predictor Models Using Multiple Validation Experiments

This paper presents a framework for calibrating computational models using data from several and possibly dissimilar validation experiments. The offset between model predictions and observations, which might be caused by measurement noise, model-form uncertainty, and numerical error, drives the process by which uncertainty in the models parameters is characterized. The resulting description of uncertainty along with the computational model constitute a predictor model. Two types of predictor models are studied: Interval Predictor Models (IPMs) and Random Predictor Models (RPMs). IPMs use sets to characterize uncertainty, whereas RPMs use random vectors. The propagation of a set through a model makes the response an interval valued function of the state, whereas the propagation of a random vector yields a random process. Optimization-based strategies for calculating both types of predictor models are proposed. Whereas the formulations used to calculate IPMs target solutions leading to the interval value function of minimal spread containing all observations, those for RPMs seek to maximize the models' ability to reproduce the distribution of observations. Regarding RPMs, we choose a structure for the random vector (i.e., the assignment of probability to points in the parameter space) solely dependent on the prediction error. As such, the probabilistic description of uncertainty is not a subjective assignment of belief, nor is it expected to asymptotically converge to a fixed value, but instead it casts the model's ability to reproduce the experimental data. This framework enables evaluating the spread and distribution of the predicted response of target applications depending on the same parameters beyond the validation domain.

Crespo, Luis G.

Interval Predictor Models with a Formal Characterization of Uncertainty and Reliability

This paper develops techniques for constructing empirical predictor models based on observations. By contrast to standard models, which yield a single predicted output at each value of the model's inputs, Interval Predictors Models (IPM) yield an interval into which the unobserved output is predicted to fall. The IPMs proposed prescribe the output as an interval valued function of the model's inputs, render a formal description of both the uncertainty in the model's parameters and of the spread in the predicted output. Uncertainty is prescribed as a hyper-rectangular set in the space of model's parameters. The propagation of this set through the empirical model yields a range of outputs of minimal spread containing all (or, depending on the formulation, most) of the observations. Optimization-based strategies for calculating IPMs and eliminating the effects of outliers are proposed. Outliers are identified by evaluating the extent by which they degrade the tightness of the prediction. This evaluation can be carried out while the IPM is calculated. When the data satisfies mild stochastic assumptions, and the optimization program used for calculating the IPM is convex (or, when its solution coincides with the solution to an auxiliary convex program), the model's reliability (that is, the probability that a future observation would be within the predicted range of outputs) can be bounded rigorously by a non-asymptotic formula.

Crespo, Luis G.

The NASA Langley Multidisciplinary Uncertainty Quantification Challenge

This paper presents the formulation of an uncertainty quantification challenge problem consisting of five subproblems. These problems focus on key aspects of uncertainty characterization, sensitivity analysis, uncertainty propagation, extreme-case analysis, and robust design.

Crespo, Luis G.

A Formal Approach to Empirical Dynamic Model Optimization and Validation

A framework was developed for the optimization and validation of empirical dynamic models subject to an arbitrary set of validation criteria. The validation requirements imposed upon the model, which may involve several sets of input-output data and arbitrary specifications in time and frequency domains, are used to determine if model predictions are within admissible error limits. The parameters of the empirical model are estimated by finding the parameter realization for which the smallest of the margins of requirement compliance is as large as possible. The uncertainty in the value of this estimate is characterized by studying the set of model parameters yielding predictions that comply with all the requirements. Strategies are presented for bounding this set, studying its dependence on admissible prediction error set by the analyst, and evaluating the sensitivity of the model predictions to parameter variations. This information is instrumental in characterizing uncertainty models used for evaluating the dynamic model at operating conditions differing from those used for its identification and validation. A practical example based on the short period dynamics of the F-16 is used for illustration.

Crespo, Luis G

Analysis of Control Strategies for Aircraft Flight Upset Recovery

This paper proposes a framework for studying the ability of a control strategy, consisting of a control law and a command law, to recover an aircraft from ight conditions that may extend beyond the normal ight envelope. This study was carried out (i) by evaluating time responses of particular ight upsets, (ii) by evaluating local stability over an equilibrium manifold that included stall, and (iii) by bounding the set in the state space from where the vehicle can be safely own to wings-level ight. These states comprise what will be called the safely recoverable ight envelope (SRFE), which is a set containing the aircraft states from where a control strategy can safely stabilize the aircraft. By safe recovery it is implied that the tran- sient response stays between prescribed limits before converging to a steady horizontal ight. The calculation of the SRFE bounds yields the worst-case initial state corresponding to each control strategy. This information is used to compare alternative recovery strategies, determine their strengths and limitations, and identify the most e ective strategy. In regard to the control law, the authors developed feedback feedforward laws based on the gain scheduling of multivariable controllers. In regard to the command law, which is the mechanism governing the exogenous signals driving the feed- forward component of the controller, we developed laws with a feedback structure that combines local stability and transient response considera- tions. The upset recovery of the Generic Transport Model, a sub-scale twin-engine jet vehicle developed by NASA Langley Research Center, is used as a case study.

Crespo, Luis G.

Bounding the Failure Probability Range of Polynomial Systems Subject to P-box Uncertainties

This paper proposes a reliability analysis framework for systems subject to multiple design requirements that depend polynomially on the uncertainty. Uncertainty is prescribed by probability boxes, also known as p-boxes, whose distribution functions have free or fixed functional forms. An approach based on the Bernstein expansion of polynomials and optimization is proposed. In particular, we search for the elements of a multi-dimensional p-box that minimize (i.e., the best-case) and maximize (i.e., the worst-case) the probability of inner and outer bounding sets of the failure domain. This technique yields intervals that bound the range of failure probabilities. The offset between this bounding interval and the actual failure probability range can be made arbitrarily tight with additional computational effort.

Crespo, Luis G.

Uncertainty Quantification for Polynomial Systems via Bernstein Expansions

This paper presents a unifying framework to uncertainty quantification for systems having polynomial response metrics that depend on both aleatory and epistemic uncertainties. The approach proposed, which is based on the Bernstein expansions of polynomials, enables bounding the range of moments and failure probabilities of response metrics as well as finding supersets of the extreme epistemic realizations where the limits of such ranges occur. These bounds and supersets, whose analytical structure renders them free of approximation error, can be made arbitrarily tight with additional computational effort. Furthermore, this framework enables determining the importance of particular uncertain parameters according to the extent to which they affect the first two moments of response metrics and failure probabilities. This analysis enables determining the parameters that should be considered uncertain as well as those that can be assumed to be constants without incurring significant error. The analytical nature of the approach eliminates the numerical error that characterizes the sampling-based techniques commonly used to propagate aleatory uncertainties as well as the possibility of under predicting the range of the statistic of interest that may result from searching for the best- and worstcase epistemic values via nonlinear optimization or sampling.

Crespo, Luis G.

UQTools: The Uncertainty Quantification Toolbox - Introduction and Tutorial

UQTools is the short name for the Uncertainty Quantification Toolbox, a software package designed to efficiently quantify the impact of parametric uncertainty on engineering systems. UQTools is a MATLAB-based software package and was designed to be discipline independent, employing very generic representations of the system models and uncertainty. Specifically, UQTools accepts linear and nonlinear system models and permits arbitrary functional dependencies between the system s measures of interest and the probabilistic or non-probabilistic parametric uncertainty. One of the most significant features incorporated into UQTools is the theoretical development centered on homothetic deformations and their application to set bounding and approximating failure probabilities. Beyond the set bounding technique, UQTools provides a wide range of probabilistic and uncertainty-based tools to solve key problems in science and engineering.

Kenny, Sean P.

Robust Control Design for Uncertain Nonlinear Dynamic Systems

Robustness to parametric uncertainty is fundamental to successful control system design and as such it has been at the core of many design methods developed over the decades. Despite its prominence, most of the work on robust control design has focused on linear models and uncertainties that are non-probabilistic in nature. Recently, researchers have acknowledged this disparity and have been developing theory to address a broader class of uncertainties. This paper presents an experimental application of robust control design for a hybrid class of probabilistic and non-probabilistic parametric uncertainties. The experimental apparatus is based upon the classic inverted pendulum on a cart. The physical uncertainty is realized by a known additional lumped mass at an unknown location on the pendulum. This unknown location has the effect of substantially altering the nominal frequency and controllability of the nonlinear system, and in the limit has the capability to make the system neutrally stable and uncontrollable. Another uncertainty to be considered is a direct current motor parameter. The control design objective is to design a controller that satisfies stability, tracking error, control power, and transient behavior requirements for the largest range of parametric uncertainties. This paper presents an overview of the theory behind the robust control design methodology and the experimental results.

Kenny, Sean P.

MATLAB Stability and Control Toolbox Trim and Static Stability Module

MATLAB Stability and Control Toolbox (MASCOT) utilizes geometric, aerodynamic, and inertial inputs to calculate air vehicle stability in a variety of critical flight conditions. The code is based on fundamental, non-linear equations of motion and is able to translate results into a qualitative, graphical scale useful to the non-expert. MASCOT was created to provide the conceptual aircraft designer accurate predictions of air vehicle stability and control characteristics. The code takes as input mass property data in the form of an inertia tensor, aerodynamic loading data, and propulsion (i.e. thrust) loading data. Using fundamental nonlinear equations of motion, MASCOT then calculates vehicle trim and static stability data for the desired flight condition(s). Available flight conditions include six horizontal and six landing rotation conditions with varying options for engine out, crosswind, and sideslip, plus three take-off rotation conditions. Results are displayed through a unique graphical interface developed to provide the non-stability and control expert conceptual design engineer a qualitative scale indicating whether the vehicle has acceptable, marginal, or unacceptable static stability characteristics. If desired, the user can also examine the detailed, quantitative results.

Kenny, Sean P.

Uncertainty Analysis via Failure Domain Characterization: Unrestricted Requirement Functions

This paper proposes an uncertainty analysis framework based on the characterization of the uncertain parameter space. This characterization enables the identification of worst-case uncertainty combinations and the approximation of the failure and safe domains with a high level of accuracy. Because these approximations are comprised of subsets of readily computable probability, they enable the calculation of arbitrarily tight upper and lower bounds to the failure probability. The methods developed herein, which are based on nonlinear constrained optimization, are applicable to requirement functions whose functional dependency on the uncertainty is arbitrary and whose explicit form may even be unknown. Some of the most prominent features of the methodology are the substantial desensitization of the calculations from the assumed uncertainty model (i.e., the probability distribution describing the uncertainty) as well as the accommodation for changes in such a model with a practically insignificant amount of computational effort.

Crespo, Luis G.

Uncertainty Analysis via Failure Domain Characterization: Polynomial Requirement Functions

This paper proposes an uncertainty analysis framework based on the characterization of the uncertain parameter space. This characterization enables the identification of worst-case uncertainty combinations and the approximation of the failure and safe domains with a high level of accuracy. Because these approximations are comprised of subsets of readily computable probability, they enable the calculation of arbitrarily tight upper and lower bounds to the failure probability. A Bernstein expansion approach is used to size hyper-rectangular subsets while a sum of squares programming approach is used to size quasi-ellipsoidal subsets. These methods are applicable to requirement functions whose functional dependency on the uncertainty is a known polynomial. Some of the most prominent features of the methodology are the substantial desensitization of the calculations from the uncertainty model assumed (i.e., the probability distribution describing the uncertainty) as well as the accommodation for changes in such a model with a practically insignificant amount of computational effort.

Crespo, Luis G.

The Role of Uncertainty in Aerospace Vehicle Analysis and Design

Effective uncertainty quantification (UQ) begins at the earliest phase in the design phase for which there are adequate models and continues tightly integrated to the analysis and design cycles as the refinement of the models and the fidelity of the tools increase. It is essential that uncertainty quantification strategies provide objective information to support the processes of identifying, analyzing and accommodating for the effects of uncertainty. Assessments of uncertainty should never render the results more difficult for engineers and decision makers to comprehend, but instead provide them with critical information to assist with resource utilization decisions and risk mitigation strategies. Success would be measured by the tools to enable engineers and decision makers to effectively balance critical project resources against system requirements while accounting for the impact of uncertainty.

Kenny, Sean P.

A Computational Framework to Control Verification and Robustness Analysis

This paper presents a methodology for evaluating the robustness of a controller based on its ability to satisfy the design requirements. The framework proposed is generic since it allows for high-fidelity models, arbitrary control structures and arbitrary functional dependencies between the requirements and the uncertain parameters. The cornerstone of this contribution is the ability to bound the region of the uncertain parameter space where the degradation in closed-loop performance remains acceptable. The size of this bounding set, whose geometry can be prescribed according to deterministic or probabilistic uncertainty models, is a measure of robustness. The robustness metrics proposed herein are the parametric safety margin, the reliability index, the failure probability and upper bounds to this probability. The performance observed at the control verification setting, where the assumptions and approximations used for control design may no longer hold, will fully determine the proposed control assessment.

Crespo, Luis G.