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Willsky, A. S.

Publications and source records attributed to Willsky, A. S..

45 records · Page 3
All sourcesNASA NTRSDOE OSTI
NASA NTRS1975

A survey of design methods for failure detection in dynamic systems

A number of methods for detecting abrupt changes (such as failures) in stochastic dynamical systems are surveyed. The class of linear systems is concentrated on but the basic concepts, if not the detailed analyses, carry over to other classes of systems. The methods surveyed range from the design of specific failure-sensitive filters, to the use of statistical tests on filter innovations, to the development of jump process formulations. Tradeoffs in complexity versus performance are discussed.

Willsky, A. S.↗
NASA NTRS1975

The stochastic control of the F-8C aircraft using the multiple model adaptive control /MMAC/ method

The purpose of this paper is to summarize results obtained for the adaptive control of the F-8C aircraft using the so-called MMAC method. The discussion includes the selection of the performance criteria for both the lateral and the longitudinal dynamics, the design of the Kalman filters for different flight conditions, the 'identification' aspects of the design using hypothesis testing ideas, and the performance of the closed loop adaptive system.

Athans, M.↗
NASA NTRS1974

A class of finite dimensional optimal nonlinear estimators

Finite dimensional optimal nonlinear state estimators are derived for bilinear systems evolving on nilpotent and solvable Lie groups. These results are extended to other classes of systems involving polynomial nonlinearities. The concepts of exact differentials and path-independent integrals are used to derive optimal finite dimensional estimators for a further class of nonlinear systems.

Marcus, S. I.↗
NASA NTRS1974

Analysis of bilinear stochastic systems

Analysis of stochastic dynamical systems that involve multiplicative (bilinear) noise processes is considered. After defining the systems of interest, the evolution of the moments of such systems, the question of stochastic stability, and estimation for bilinear stochastic systems are discussed. Both exact and approximate methods of analysis are introduced, and, in particular, the uses of Lie-theoretic concepts and harmonic analysis are discussed.

Willsky, A. S.↗
NASA NTRS1974

Estimation for bilinear stochastic systems

Three techniques for the solution of bilinear estimation problems are presented. First, finite dimensional optimal nonlinear estimators are presented for certain bilinear systems evolving on solvable and nilpotent lie groups. Then the use of harmonic analysis for estimation problems evolving on spheres and other compact manifolds is investigated. Finally, an approximate estimation technique utilizing cumulants is discussed.

Willsky, A. S.↗
NASA NTRS1974

Estimation and detection of signals in multiplicative noise

We define a class of detection-estimation problems on matrix Lie groups in which the observation noise is multiplicative in nature. By examining the differential versions of the hypotheses, which are bilinear, we are able to derive the relevant likelihood ratio formula and the associated optimal estimation equations for the signal given the observations and the assumption that the signal is present. These estimation equations are of interest in their own right, in that they represent a finite-dimensional optimal solution to a nonlinear estimation problem and consist of a Kalman-Bucy filter along with the on-line computation of the solution of the associated Riccati equation, which is driven by the observations. The usefulness of these results is illustrated via an example concerning the detection of an actuator failure in a rigid-body rotational control system.

Willsky, A. S.↗
NASA NTRS1973

Estimation and detection of signals in multiplicative noise

A class of detection-estimation problems on matrix Lie groups is defined in which the observation noise is multiplicative in nature. By examining the differential versions of the hypotheses, which are bilinear in nature, it is possible to derive the relevant likelihood ratio formula and the associated optimal estimation equations for the signal given the observations and the assumption that the signal is present. These estimation equations are of interest in their own right, in that they represent a finite dimensional optimal solution to a nonlinear estimation problem and can be viewed as consisting of a Kalman-Bucy filter along with the on-line computation of the solution of the associated Riccati equation, which is driven by the observations. The usefulness of these results is illustrated via an example concerning the detection of an actuator failure in a rigid body rotational control system.

Willsky, A. S.↗
NASA NTRS1972

Finite group homomorphic sequential systems.

A class of finite-state sequential systems evolving in groups is considered. It represents a broader class of input-output relations than those found in linear system theory. The concepts of controllability, observability, minimality, realizability, and the isomorphism of minimal realizations are developed. Results that are analogous to, but differ in essential details from, those of linear system theory are derived. Algorithmic design and algebraic decoding may benefit from these results.

Brockett, R. W.↗