On the stochastic fuel-regulator problem.
Stochastic fuel regulator problem investigated by optimal and self organizing techniques, emphasizing realizability of resulting controllers
Gilbert, H. D.↗
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Results for “Stochastic optimal control”
Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.
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Linear regulator design for stochastic systems by a multiple time-scales method
This short paper develops a hierarchically structured, suboptimal controller for a linear stochastic system composed of fast and slow subsystems. It is proved that the controller is optimal in the limit as the separation of time scales of the subsystems becomes infinite. The methodology is illustrated by design of a controller to suppress the phugoid and short-period modes of the longitudinal dynamics of the F-8 aircraft.
Teneketzis, D.↗
Linear regulator design for stochastic systems by a multiple time scales method
This paper develops a hierarchically-structured, suboptimal controller for a linear stochastic system composed of fast and slow subsystems. It is proved that the controller is optimal in the limit as the separation of time scales of the subsystems becomes infinite. The methodology is illustrated by design of a controller to suppress the phugoid and short period modes of the longitudinal dynamics of the F-8 aircraft.
Teneketzis, D.↗
Wheat forecast economics effect study
A model to assess the value of improved information regarding the inventories, productions, exports, and imports of crop on a worldwide basis is discussed. A previously proposed model is interpreted in a stochastic control setting and the underlying assumptions of the model are revealed. In solving the stochastic optimization problem, the Markov programming approach is much more powerful and exact as compared to the dynamic programming-simulation approach of the original model. The convergence of a dual variable Markov programming algorithm is shown to be fast and efficient. A computer program for the general model of multicountry-multiperiod is developed. As an example, the case of one country-two periods is treated and the results are presented in detail. A comparison with the original model results reveals certain interesting aspects of the algorithms and the dependence of the value of information on the incremental cost function.
Mehra, R. K.↗
Stochastic Model Predictive Control With Gaussian Wind Direction Preview for Wake Steering
This article addresses the problem of wake steering control for wind farms that explicitly consider the tradeoff between farm-level power generation and yaw duty cycle under variable and uncertain wind conditions. A novel stochastic model predictive control (MPC) algorithm is presented, which utilizes a stochastic model of the freestream wind field components in a receding horizon framework to compute optimal yaw set points that maximize the expected value of the farm power while constraining the yaw actuation. Different configurations of the algorithm are evaluated using a steady-state wind farm simulator. The proposed stochastic MPC algorithm can plan control actions over a future prediction horizon based on probabilistic estimates of the incoming wind magnitude and direction.
17 WIND ENERGY↗
Derivative-free stochastic optimization via adaptive sampling strategies
In this paper, we present a novel derivative-free framework for solving unconstrained stochastic optimization problems. Many problems in fields ranging from simulation optimization to reinforcement learning to quantum computing involve settings where only stochastic function values are obtained via a zeroth-order oracle, which has no available gradient information and necessitates the usage of derivative-free optimization methodologies. Our approach includes estimating gradients using stochastic function evaluations and integrating adaptive sampling techniques to control the accuracy in these stochastic approximations. Our framework encapsulates several gradient estimation techniques, including standard finite-difference, Gaussian smoothing, sphere smoothing, randomized coordinate finite-difference, and randomized subspace finite-difference methods. We provide theoretical convergence guarantees for our framework and analyze the worst-case iteration and sample complexities associated with each gradient estimation method. Finally, we demonstrate the empirical performance of the methods on logistic regression and nonlinear least squares problems.
Adaptive sampling↗
NASA Tech Briefs, June 2008
Topics covered include: Charge-Control Unit for Testing Lithium-Ion Cells; Measuring Positions of Objects Using Two or More Cameras; Lidar System for Airborne Measurement of Clouds and Aerosols; Radiation-Insensitive Inverse Majority Gates; Reduced-Order Kalman Filtering for Processing Relative Measurements; Spaceborne Processor Array; Instrumentation System Diagnoses a Thermocouple; Chromatic Modulator for a High-Resolution CCD or APS; Commercial Product Activation Using RFID; Cup Cylindrical Waveguide Antenna; Aerobraking Maneuver (ABM) Report Generator; ABM Drag_Pass Report Generator; Transformation of OODT CAS to Perform Larger Tasks; Visualization Component of Vehicle Health Decision Support System; Mars Reconnaissance Orbiter Uplink Analysis Tool; Problem Reporting System; G-Guidance Interface Design for Small Body Mission Simulation; DSN Scheduling Engine; Replacement Sequence of Events Generator; Force-Control Algorithm for Surface Sampling; Tool for Merging Proposals Into DSN Schedules; Micromachined Slits for Imaging Spectrometers; Fabricating Nanodots Using Lift-Off of a Nanopore Template; Making Complex Electrically Conductive Patterns on Cloth; Special Polymer/Carbon Composite Films for Detecting SO2; Nickel-Based Superalloy Resists Embrittlement by Hydrogen; Chemical Passivation of Li+-Conducting Solid Electrolytes; Organic/Inorganic Polymeric Composites for Heat-Transfer Reduction; Composite Cathodes for Dual-Rate Li-Ion Batteries; Improved Descent-Rate Limiting Mechanism; Alignment-Insensitive Lower-Cost Telescope Architecture; Micro-Resistojet for Small Satellites; Using Piezoelectric Devices to Transmit Power through Walls; Miniature Latching Valve; Apparatus for Sampling Surface Contamination; Novel Species of Non-Spore-Forming Bacteria; Chamber for Aerosol Deposition of Bioparticles; Hyperspectral Sun Photometer for Atmospheric Characterization and Vicarious Calibrations; Dynamic Stability and Gravitational Balancing of Multiple Extended Bodies; Simulation of Stochastic Processes by Coupled ODE-PDE; Cluster Inter-Spacecraft Communications; Genetic Algorithm Optimizes Q-LAW Control Parameters; Low-Impact Mating System for Docking Spacecraft; Non-Destructive Evaluation of Materials via Ultraviolet Spectroscopy; Gold-on-Polymer-Based Sensing Films for Detection of Organic and Inorganic Analytes in the Air; and Quantum-Inspired Maximizer.
Source record↗
Flutter suppression control law synthesis for the Active Flexible Wing model
The Active Flexible Wing Project is a collaborative effort between the NASA Langley Research Center and Rockwell International. The objectives are the validation of methodologies associated with mathematical modeling, flutter suppression control law development and digital implementation of the control system for application to flexible aircraft. A flutter suppression control law synthesis for this project is described. The state-space mathematical model used for the synthesis included ten flexible modes, four control surface modes and rational function approximation of the doublet-lattice unsteady aerodynamics. The design steps involved developing the full-order optimal control laws, reducing the order of the control law, and optimizing the reduced-order control law in both the continuous and the discrete domains to minimize stochastic response. System robustness was improved using singular value constraints. An 8th order robust control law was designed to increase the symmetric flutter dynamic pressure by 100 percent. Preliminary results are provided and experiences gained are discussed.
Mukhopadhyay, Vivek↗
Flutter suppression control law synthesis for the active flexible wing model
The Active Flexible Wing Project is a collaborative effort between the NASA Langley Research Center and Rockwell International. The objectives are the validation of methodologies associated with mathematical modeling, flutter suppression control law development and digital implementation of the control system for application to flexible aircraft. A flutter suppression control law synthesis for this project is described. The state-space mathematical model used for the synthesis included ten flexible modes, four control surface modes and rational function approximation of the doublet-lattice unsteady aerodynamics. The design steps involved developing the full-order optimal control laws, reducing the order of the control law, and optimizing the reduced-order control law in both the continuous and the discrete domains to minimize stochastic response. System robustness was improved using singular value constraints. An 8th order robust control law was designed to increase the symmetric flutter dynamic pressure by 100 percent. Preliminary results are provided and experiences gained are discussed.
Mukhopadhyay, Vivek↗
On optimal stochastic midcourse guidance.
Feedback from observations introduced into midcourse guidance correction program, showing optimal random feedback solution obtained for deterministic optimal feedback control problems
FEEDBACK CONTROL SYSTEM↗
The isolation limits of stochastic vibration
The vibration isolation problem is formulated as a 1D kinematic problem. The geometry of the stochastic wall trajectories arising from the stroke constraint is defined in terms of their significant extrema. An optimal control solution for the minimum acceleration return path determines a lower bound on platform mean square acceleration. This bound is expressed in terms of the probability density function on the significant maxima and the conditional fourth moment of the first passage time inverse. The first of these is found analytically while the second is found using a Monte Carlo simulation. The rms acceleration lower bound as a function of available space is then determined through numerical quadrature.
Knopse, C. R.↗
Path Planning: Differential Dynamic Programming and Model Predictive Path Integral Control on VTOL Aircraft
This paper explores two optimal control approaches, widely used in robotics, to establish their viability as real-time trajectory planners for vehicle configurations envisioned for the emerging aviation sector of Urban Air Mobility (UAM). Differential Dynamic Programming (DDP) enables planning over highly nonlinear dynamics using second-order approximations along a nominal trajectory, and displays quadratic convergence to a local solution. Model Predictive Path Integral (MPPI) is a stochastic sampling-based algorithm that can optimize for general cost criteria, including potentially highly nonlinear formulations, and supports parallel computation through the use of modern GPU hardware. In this work, DDP and MPPI were implemented using model predictive control (MPC), and the results indicate they are able to successfully transition the aircraft over different flight envelopes and generate trajectories unique to UAM vehicles.
Differential Dynamic Programming↗
Tuning Monotonic Basin Hopping: Improving the Efficiency of Stochastic Search as Applied to Low-Thrust Trajectory Optimization
Trajectory optimization methods using MBH have become well developed during the past decade. An essential component of MBH is a controlled random search through the multi-dimensional space of possible solutions. Historically, the randomness has been generated by drawing RVs from a uniform probability distribution. Here, we investigate the generating the randomness by drawing the RVs from Cauchy and Pareto distributions, chosen because of their characteristic long tails. We demonstrate that using Cauchy distributions (as first suggested by Englander significantly improves MBH performance, and that Pareto distributions provide even greater improvements. Improved performance is defined in terms of efficiency and robustness, where efficiency is finding better solutions in less time, and robustness is efficiency that is undiminished by (a) the boundary conditions and internal constraints of the optimization problem being solved, and (b) by variations in the parameters of the probability distribution. Robustness is important for achieving performance improvements that are not problem specific. In this work we show that the performance improvements are the result of how these long-tailed distributions enable MBH to search the solution space faster and more thoroughly. In developing this explanation, we use the concepts of sub-diffusive, normally-diffusive, and super-diffusive RWs originally developed in the field of statistical physics.
mission design↗
A constrained discrete optimal guidance strategy for low-thrust space flight
A low-thrust guidance algorithm suitable for operational use is formulated. Using linear stochastic control theory, a linear feedback control law is obtained for a minimum terminal miss performance criterion. The control variables are restricted to constant values over specified time intervals and are explicitly limited. Both fixed and variable time-of-arrival guidance are considered. Guidance equations are presented in deterministic (operational) and in statistical form; and computational procedures necessary for implementation are outlined. The performance of the guidance algorithm is evaluated by applying it to the approach phase of the 1980 rendezvous mission with the comet Encke.
Jacobson, R. A.↗
On the determination of optimal costly measurement strategies for linear stochastic systems.
This paper presents the formulation of a class of optimization problems dealing with selecting, at each instant of time, one measurement provided by one out of many sensors. Each measurement has an associated measurement cost. The basic problem is then to select an optimal measurement policy, during a specified observation time interval, so that a weighted combination of prediction accuracy and accumulated observation cost is optimized. The current analysis is limited to the class of linear stochastic dynamic systems and measurement subsystems. The problem of selecting the optimal measurement strategy can be transformed into a deterministic optimal control problem. It is shown that the optimal measurement policy and the associated matched Kalman-type filter can be precomputed.
Athans, M.↗
Linear System Control Using Stochastic Learning Automata
This paper explains the use of a Stochastic Learning Automata (SLA) to control switching between three systems to produce the desired output response. The SLA learns the optimal choice of the damping ratio for each system to achieve a desired result. We show that the SLA can learn these states for the control of an unknown system with the proper choice of the error criteria. The results of using a single automaton are compared to using multiple automata.
Ziyad, Nigel↗
Hybrid state-space self-tuning control using dual-rate sampling
This paper presents a hybrid state-space self-tuning control scheme using dual-rate sampling for suboptimal digital adaptive control of linear time-invariant continuous-time multivariable stochastic systems with unknown parameters. An equivalent fast-rate discrete-time state-space innovation model (with estimated states) of the continuous-time system is constructed by using the estimated system parameters and Kalman gain. To utilize the existing optimal regional-pole assignment method developed in the continuous-time domain, the constructed fast-rate discrete-time model is converted into an equivalent continuous-time model for the development of a state-feedback optimal control law with pole placement in a specific region. The developed analog optimal control law is then converted into an equivalent pseudo-slow-rate digital control law via the proposed digital redesign technique, which can be realized via slow-rate digital electronics. The proposed method enables the development of a digitally implementable advanced control algorithm for digital adaptive control of continuous-time multivariable stochastic systems which may be unstable and/or have nonminimum phase.
Shieh, Leang S.↗
Multistage Stochastic optimization for mid-term integrated generation and maintenance scheduling of cascaded hydroelectric system with renewable energy uncertainty
The uncertainties resulting from the escalating penetration of renewable energy resources pose severe challenges to the efficient operation of modern power systems. Hydroelectricity is characterized by its flexibility, controllability, and reliability, and thus becomes one of the most ideal energy resources to hedge against such uncertainties. This paper studies the mid-term integrated generation and maintenance scheduling of a cascaded hydroelectric system (CHS) consisting of multiple cascaded reservoirs and hydroelectric units. To precisely describe the mid-term water regulation policies, the hydraulic coupling relationship and water-energy nexus of CHS are incorporated into the proposed optimization model. The uncertainties of natural water inflow and the power outputs of wind/solar energy generation are taken into consideration and captured via a stochastic process modeled by a scenario tree. A multistage stochastic optimization (MSO) approach is developed to coordinate the complementary operations of multiple energy resources, by optimizing the mid-term water resource management, generation scheduling, and maintenance scheduling of CHS. The proposed MSO model is formulated as a large-scale mixed-integer linear program that presents significant computational intractability. To address this issue, a tailored Benders decomposition algorithm is developed. Two real-world case studies are conducted to demonstrate the capability and characteristics of the proposed model and algorithm. The computational results show that the proposed MSO model can exploit the flexibility of hydroelectricity to efficiently respond to variable wind and solar power, and reserve water resources for the generation in peak months to reduce the consumption of fossil fuel. Furthermore, the proposed solution approach also exhibits promising computational efficiency when handling large-scale models.
13 HYDRO ENERGY↗