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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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At least 199 records · Page 11
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NASA NTRS1975

Stochastic model for fatigue crack size and cost effective design decisions

This paper describes a methodology for making cost effective fatigue design decisions. The methodology is based on a probabilistic model for the stochastic process of fatigue crack growth with time. The development of a particular model for the stochastic process is also discussed in the paper. The model is based on the assumption of continuous time and discrete space of crack lengths. Statistical decision theory and the developed probabilistic model are used to develop the procedure for making fatigue design decisions on the basis of minimum expected cost or risk function and reliability bounds. Selections of initial flaw size distribution, NDT, repair threshold crack lengths, and inspection intervals are discussed.

Hanagud, S.↗
NASA NTRS1975

Connective stability of large-scale stochastic systems

The procedure of decomposition-aggregation analysis reported by Siljak (1973) and Grujic and Siljak (1973) has been used in a study of the connective-stability aspects of large-scale stochastic systems. An investigation is conducted of the tolerance of a system of interconnected deterministic subsystems to both deterministic and stochastic interactions. The connective stability in the mean is considered and the connective property of stability is defined. The defined concept is included in a modification of the comparison theorem described by Ladde (1975). Attention is also given to a derivation of the sufficient conditions for the connective stability in the mean.

Ladde, G. S.↗
NASA NTRS1975

Stochastic stability and instability of model ecosystems

In this work, we initiate a stability study of multispecies communities in stochastic environment by using Ito's differential equations as community models. By applying the direct method of Liapunov, we obtain sufficient conditions for stability and instability in the mean of the equilibrium populations. The conditions are expressed in terms of the dominant diagonal property of community matrices, which is a suitable mechanism for resolving the central problem of 'complexity vs stability' in model ecosystems. As a by-product of this analysis we exhibit important structural properties of the stochastic density-dependent models, and establish tolerance of community stability to a broad class of nonlinear time-varying perturbations.

Ladde, G. S.↗
NASA NTRS1975

A note on the consistency of maximum likelihood estimates for finite families of stochastic processes

The note considers families of stochastic processes indexed by a finite number of alternative parameter values. For general classes of stochastic processes, it is shown that maximum-likelihood estimates converge almost surely to the correct parameter value. This is established by use of a submartingale property of the sequence of maximized-likelihood ratios together with a technique first employed by Wald (1949) in the case of independent identically distributed random variables.

Caines, P. E.↗
NASA NTRS1976

Estimation of characteristics and stochastic control of an aircraft flying in atmospheric turbulence

An adaptive control technique to improve the flying qualities of an aircraft in turbulence was investigated. The approach taken was to obtain maximum likelihood estimates of the unknown coefficients of the aircraft system and then, using these estimates along with the separation principle, to define the stochastic optimal control. The maximum likelihood estimation technique that accounted for the effects of turbulence provided good estimates of the unknown coefficients and of the turbulence. The assessment of the stochastic optimal control based on the maximum likelihood estimates showed that the desired effects were attained for the regulator problem of minimizing pitch angle and the tracking problem of requiring normal acceleration to follow the pilot input.

Iliff, K. W.↗
NASA NTRS1976

Frequency domain approach for evaluation of stochastic control of elastic spacecraft

An attempt is made to develop a reduced-order filter for an elastic spacecraft. The frequency-domain approach is resorted to both for arriving at an appropriate ROF and for evaluating the resulting stochastic flight controller. The frequency-domain approach employed is contrasted to the time-domain approach previously utilized by the authors. A linearized deterministic dynamical model of a solar electric propulsion spacecraft is analyzed. Flexibility modes were incorporated profitably into the ROF model, and the stochastic controllers exhibit notching of structural resonances reminiscent of classical notch filters. Accurate estimates of modal parameters (damping, natural frequency) are deemed crucial, and use of worst-case values in the ROF design is recommended.

Larson, V.↗
NASA NTRS1977

Models for interrupted monitoring of a stochastic process

As computers are added to the cockpit, the pilot's job is changing from of manually flying the aircraft, to one of supervising computers which are doing navigation, guidance and energy management calculations as well as automatically flying the aircraft. In this supervisorial role the pilot must divide his attention between monitoring the aircraft's performance and giving commands to the computer. Normative strategies are developed for tasks where the pilot must interrupt his monitoring of a stochastic process in order to attend to other duties. Results are given as to how characteristics of the stochastic process and the other tasks affect the optimal strategies.

Palmer, E.↗
NASA NTRS1978

Estimation and filter stability of stochastic delay systems

Linear and nonlinear filtering for stochastic delay systems are studied. A representation theorem for conditional moment functionals is obtained, which, in turn, is used to derive stochastic differential equations describing the optimal linear or nonlinear filter. A complete characterization of the optimal filter is given for linear systems with Gaussian noise. Stability of the optimal filter is studied in the case where there are no delays in the observations. Using the duality between linear filtering and control, asymptotic stability of the optimal filter is proved. Finally, the cascade of the optimal filter and the deterministic optimal quadratic control system is shown to be asymptotically stable as well.

Kwong, R. H.↗
NASA NTRS1977

Interrupted monitoring of a stochastic process

Normative strategies are developed for tasks where the pilot must interrupt his monitoring of a stochastic process in order to attend to other duties. Results are given as to how characteristics of the stochastic process and the other tasks affect the optimal strategies. The optimum strategy is also compared to the strategies used by subjects in a pilot experiment.

Palmer, E.↗
NASA NTRS1978

Stochastic inverse problem in the radiation of noise

The reported investigation is concerned with a stochastic inverse radiation problem in a uniform medium. The problem is illustrated with the aid of a simple model consisting of an array of point sources. The entropy functional is chosen to be the structural functional in determining the source distribution. A general theory for the stochastic inverse problem is introduced. It is shown that the general procedure yields the methods of the Lagrangian multiplier, when the structural and residual functionals are specialized. Tihonov's regularization and a method related to generalized or pseudoinverses are also obtained. Examples considered for purposes of illustration are related to a continuous source with the least noise intensity, a continuous source with a potential, and an axisymmetric line source.

Chow, P. L.↗
NASA NTRS1979

Stochastic control and the second law of thermodynamics

The second law of thermodynamics is studied from the point of view of stochastic control theory. We find that the feedback control laws which are of interest are those which depend only on average values, and not on sample path behavior. We are lead to a criterion which, when satisfied, permits one to assign a temperature to a stochastic system in such a way as to have Carnot cycles be the optimal trajectories of optimal control problems. Entropy is also defined and we are able to prove an equipartition of energy theorem using this definition of temperature. Our formulation allows one to treat irreversibility in a quite natural and completely precise way.

Brockett, R. W.↗
NASA NTRS1980

On the detection of a stochastic background of gravitational radiation by the Doppler tracking of spacecraft

Consideration is given to the possibility of detection of an isotropic background gravitational radiation of a stochastic nature by the method of Doppler tracking of spacecraft. Attention is given in the geometrical optics limit, to the general formula for the frequency shift of an electromagnetic signal in the gravitational radiation field, and it is shown to be gauge independent. The propagation of a free electromagnetic wave in a gravitational radiation field is examined with the conclusion that no resonance phenomena can be expected. Finally, the 'Doppler noise' due to a stochastic background is evaluated, and it is shown to depend on the total energy density of the background and a parameter that is a characteristic of the radiation spectrum and the detection system used.

Mashhoon, B.↗
NASA NTRS1980

The resonance overlap criterion and the onset of stochastic behavior in the restricted three-body problem

The resonance overlap criterion for the onset of stochastic behavior is applied to the planar circular-restricted three-body problem with small mass ratio (mu). Its predictions for mu = 0.001, 0.0001, and 0.00001 are compared to the transitions observed in the numerically determined Kolmogorov-Sinai entropy and found to be in remarkably good agreement. In addition, an approximate scaling law for the onset of stochastic behavior is derived.

Wisdom, J.↗
NASA NTRS1980

Optimal regulation in systems with stochastic time sampling

An optimal control theory that accounts for stochastic variable time sampling in a distributed microprocessor based flight control system is presented. The theory is developed by using a linear process model for the airplane dynamics and the information distribution process is modeled as a variable time increment process where, at the time that information is supplied to the control effectors, the control effectors know the time of the next information update only in a stochastic sense. An optimal control problem is formulated and solved for the control law that minimizes the expected value of a quadratic cost function. The optimal cost obtained with a variable time increment Markov information update process where the control effectors know only the past information update intervals and the Markov transition mechanism is almost identical to that obtained with a known and uniform information update interval.

Montgomery, R. C.↗
NASA NTRS1980

Decentralized stochastic control

Decentralized stochastic control is characterized by being decentralized in that the information to one controller is not the same as information to another controller. The system including the information has a stochastic or uncertain component. This complicates the development of decision rules which one determines under the assumption that the system is deterministic. The system is dynamic which means the present decisions affect future system responses and the information in the system. This circumstance presents a complex problem where tools like dynamic programming are no longer applicable. These difficulties are discussed from an intuitive viewpoint. Particular assumptions are introduced which allow a limited theory which produces mechanizable affine decision rules.

Speyer, J. L.↗
NASA NTRS1982

On the contribution of a stochastic background of gravitational radiation to the timing noise of pulsars

The influence of a stochastic and isotropic background of gravitational radiation on timing measurements of pulsars is investigated, and it is shown that pulsar timing noise may be used to establish a significant upper limit of about 10 to the -10th on the total energy density of very long-wavelength stochastic gravitational waves. This places restriction on the strength of very long wavelength gravitational waves in the Friedmann model, and such a background is expected to have no significant effect on the approximately 3 K electromagnetic background radiation or on the dynamics of a cluster of galaxies.

Mashhoon, B.↗
NASA NTRS1982

An identification algorithm for linear stochastic systems with time delays

Linear discrete stochastic control systems containing unknown multiple time delays, plant parameters and noise variances are considered. An algorithm is established which uses the maximum-likelihood technique to identify the unknown parameters. An estimated likelihood function is evaluated based on the previous parameter estimates, which in turn generates a new descent direction vector to update the unknown parameters. The delays and plant parameters are identified in their respective parameter spaces. An example of a second-order stochastic system has been implemented by digital simulation to demonstrate the applicability of the algorithm.

Leondes, C. T.↗
NASA NTRS1983

Guaranteed robustness properties of multivariable, nonlinear, stochastic optimal regulators

The robustness of optimal regulators for nonlinear, deterministic and stochastic, multi-input dynamical systems is studied under the assumption that all state variables can be measured. It is shown that, under mild assumptions, such nonlinear regulators have a guaranteed infinite gain margin; moreover, they have a guaranteed 50 percent gain reduction margin and a 60 degree phase margin, in each feedback channel, provided that the system is linear in the control and the penalty to the control is quadratic, thus extending the well-known properties of LQ regulators to nonlinear optimal designs. These results are also valid for infinite horizon, average cost, stochastic optimal control problems.

Tsitsiklis, J. N.↗