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NASA NTRS1991

Generalized covariance analysis for partially autonomous deep space missions

A new covariance analysis method is presented that is suitable for the evaluation of multiple impulsive controllers acting on some stochastic process x. The method accommodates batch and sequential estimators with equal ease and accounts for time-delay effects in a natural manner. The formalism is developed in terms of a generalized state vector that is formed from the system state vector x, augmented by various fixed epoch estimates, and a data vector formed from discrete time observations of the system. Recursions are developed for time transition, measurement incorporation, and impulsive control updating of the generalized covariance matrix. Means of limiting the dimensional growth of the generalized state vector via the processes of estimator epoch adjustment and measurement vector deflation are described and the application of numerically stable matrix factorization methods to the generalized covariance recursions is outlined. The method is applied to the Magellan spacecraft to demonstrate the capability of ground-based optimal estimation and control of gyro/star scanner misalignment.

Boone, Jack N.↗

NASA NTRS1991

Compensator design for stability enhancement with collocated controllers

A continuum model rather than a finite element model is used. The optimal compensator design is formulated as a stochastic regulator problem and is shown to be solvable by the general infinite-dimensional theory developed by the author despite the lack of exponential stabilizability. Infinite-dimensional steady-state Riccati equations characterizing the feedback control gain and the Kalman filter gain operators can be solved explicitly. The associated performance indexes including the mean-square control-effort are calculated in closed form. As a first approximation, the compensator transfer function can be realized as a bank of bandpass filters in parallel centered at the undamped mode frequencies. Numerical calculations for the gain and bandwidths for a typical configuration are presented. The performance of the compensator is evaluated when in fact in the true model there is no actuator noise. The theoretical problem involved is to show that the infinite-dimensional stochastic process is asymptotically stationary. It is possible to calculate the steady-state covariance in closed form and thereby calculate performance indexes of interest explicitly, facilitating the choice of optimal design parameters.

Balakrishnan, A. V.↗

NASA NTRS1992

Graphical workstation capability for reliability modeling

In addition to computational capabilities, software tools for estimating the reliability of fault-tolerant digital computer systems must also provide a means of interfacing with the user. Described here is the new graphical interface capability of the hybrid automated reliability predictor (HARP), a software package that implements advanced reliability modeling techniques. The graphics oriented (GO) module provides the user with a graphical language for modeling system failure modes through the selection of various fault-tree gates, including sequence-dependency gates, or by a Markov chain. By using this graphical input language, a fault tree becomes a convenient notation for describing a system. In accounting for any sequence dependencies, HARP converts the fault-tree notation to a complex stochastic process that is reduced to a Markov chain, which it can then solve for system reliability. The graphics capability is available for use on an IBM-compatible PC, a Sun, and a VAX workstation. The GO module is written in the C programming language and uses the graphical kernal system (GKS) standard for graphics implementation. The PC, VAX, and Sun versions of the HARP GO module are currently in beta-testing stages.

Bavuso, Salvatore J.↗

NASA NTRS1992

Numerical modeling for dilute and dense sprays

We have successfully implemented a numerical model for spray-combustion calculations. In this model, the governing gas-phase equations in Eulerian coordinate are solved by a time-marching multiple pressure correction procedure based on the operator-splitting technique. The droplet-phase equations in Lagrangian coordinate are solved by a stochastic discrete particle technique. In order to simplify the calculation procedure for the circulating droplets, the effective conductivity model is utilized. The k-epsilon models are utilized to characterize the time and length scales of the gas phase in conjunction with turbulent modulation by droplets and droplet dispersion by turbulence. This method entails random sampling of instantaneous gas flow properties and the stochastic process requires a large number of computational parcels to produce the satisfactory dispersion distributions even for rather dilute sprays. Two major improvements in spray combustion modelings were made. Firstly, we have developed a probability density function approach in multidimensional space to represent a specific computational particle. Secondly, we incorporate the Taylor Analogy Breakup (TAB) model for handling the dense spray effects. This breakup model is based on the reasonable assumption that atomization and drop breakup are indistinguishable processes within a dense spray near the nozzle exit. Accordingly, atomization is prescribed by injecting drops which have a characteristic size equal to the nozzle exit diameter. Example problems include the nearly homogeneous and inhomogeneous turbulent particle dispersion, and the non-evaporating, evaporating, and burning dense sprays. Comparison with experimental data will be discussed in detail.

Chen, C. P.↗

NASA NTRS1992

The influence of planetary-wave transience on horizontal air motions in the stratosphere

The influence of transience of the planetary-wave field on the horizontal air motions and tracer distributions in the stratosphere was investigated in equivalent barotropic calculations. Two classes of transience are considered: a monochromatic traveling wave, representative of discrete components such as the 5- and 16-day waves, and a second-order stochastic process representative of broadband variability. The response to each of these forms of unsteady forcing is investigated in terms of the characteristic time scale of the transience. Results are presented, and the implications these results have on stratospheric behavior are discussed.

Salby, Murry L.↗

NASA NTRS1994

Stochastic solution to quantum dynamics

The quantum Liouville equation in the Wigner representation is solved numerically by using Monte Carlo methods. For incremental time steps, the propagation is implemented as a classical evolution in phase space modified by a quantum correction. The correction, which is a momentum jump function, is simulated in the quasi-classical approximation via a stochastic process. The technique, which is developed and validated in two- and three- dimensional momentum space, extends an earlier one-dimensional work. Also, by developing a new algorithm, the application to bound state motion in an anharmonic quartic potential shows better agreement with exact solutions in two-dimensional phase space.

John, Sarah↗

NASA NTRS1992

Lumley's PODT definition of large eddies and a trio of numerical procedures

Lumley's 1967 Moscow paper provided, for the first time, a completely rational definition of the physically-useful term 'large eddy', popular for a half-century. The numerical procedures based upon his results are: (1) PODT (Proper Orthogonal Decomposition Theorem), which extracts the Large Eddy structure of stochastic processes from physical or computer simulation two-point covariances, and 2) LEIM (Large-Eddy Interaction Model), a predictive scheme for the dynamical large eddies based upon higher order turbulence modeling. Earlier Lumley's work (1964) forms the basis for the final member of the triad of numerical procedures: this predicts the global neutral modes of turbulence which have surprising agreement with both structural eigenmodes and those obtained from the dynamical equations. The ultimate goal of improved engineering design tools for turbulence may be near at hand, partly due to the power and storage of 'supermicrocomputer' workstations finally becoming adequate for the demanding numerics of these procedures.

Payne, Fred R.↗

NASA NTRS1994

Multifrequency emission from hot ion disks

The discovery of a large number of gamma-emitting active galactic nuclei (AGNs) by the EGRET instrument on the Compton Gamma Ray Observatory (CGRO) has spawned a lot of theoretical interest in the high-energy and multifrequency emission from these objects. Since most of them show evidence for relativistic outflow, jet models have received most of the attention so far. However, the presence of soft photons at the center of the active nucleus and the resulting Compton drag make it difficult to produce the observed amount of MeV/GeV emission. We explore hot, two-temperature accretion disks around Kerr black holes as an alternative to relativistic beam models for the production of the high-enerty emission. The decay of neutral pions created in the hot region produces photons with energies up to several hundred MeV. Relativistic pairs created as a result of charged pion decays produce additional inverse-Compton radiation in the range of approx. 1 keV-4 MeV if the pairs are exposed to UV radiation, or in the range of approx. 40 keV-150 MeV if the pairs are exposed to soft X-rays. This suggests that high-energy flares in AGNs may be triggered by changes in the disk structure (such as phase transitions or the development of electron scattering coronae) that temporarily shield the hot inner region from UV photons emitted at larger radii, thereby reducing the optical depth for MeV/GeV gamma-rays. Stochastic processes may also play a role in accelerating the utrarelativistic electrons responsible for producing the highest energy (GeV) emission.

Maisack, Michael↗

NASA NTRS1994

Particle acceleration mechanisms

High-energy particle acceleration is observed to proceed in a diverse variety of astrophysical sites ranging from the terrestrial aurorae to the most distant quasars. Particle acceleration is a fairly common channel for the release of large-scale kinetic, rotational, and magnetic energy. Physical mechanisms include electrostatic acceleration, stochastic processes, and diffusive shock energization. Cosmic-ray energy spectra have shapes which reflect escape, collisional, and radiative losses. The overall acceleration efficiency is controlled by the low-energy particle injection which may, in turn, feed back into the energization. Recent observational developments, which illustrate these general principles and raise fresh questions, are briefly summarized.

Blandford, R. D.↗

NASA NTRS1995

A UT positioning approach for dynamic satellite constellations

In this paper, we discuss a new positioning scheme which is thought to be applicable for dynamic satellite constellations. We begin with the introduction of our filter model which is based on stochastic process and filtering theory. Then, simulation results of the technique are presented based on a LEO constellation and some of the IRIDIUM system parameters. Performance of this algorithm is investigated under various noise conditions. Finally, several applications of this UT (user terminal) positioning algorithm are discussed.

Zhao, W.↗

NASA NTRS1997

Systems Engineering Metrics: Organizational Complexity and Product Quality Modeling

Innovative organizational complexity and product quality models applicable to performance metrics for NASA-MSFC's Systems Analysis and Integration Laboratory (SAIL) missions and objectives are presented. An intensive research effort focuses on the synergistic combination of stochastic process modeling, nodal and spatial decomposition techniques, organizational and computational complexity, systems science and metrics, chaos, and proprietary statistical tools for accelerated risk assessment. This is followed by the development of a preliminary model, which is uniquely applicable and robust for quantitative purposes. Exercise of the preliminary model using a generic system hierarchy and the AXAF-I architectural hierarchy is provided. The Kendall test for positive dependence provides an initial verification and validation of the model. Finally, the research and development of the innovation is revisited, prior to peer review. This research and development effort results in near-term, measurable SAIL organizational and product quality methodologies, enhanced organizational risk assessment and evolutionary modeling results, and 91 improved statistical quantification of SAIL productivity interests.

Mog, Robert A.↗

NASA NTRS1998

Attitude/attitude-rate estimation from GPS differential phase measurements using integrated-rate parameters

A sequential filtering algorithm is presented for attitude and attitude-rate estimation from Global Positioning System (GPS) differential carrier phase measurements. A third-order, minimal-parameter method for solving the attitude matrix kinematic equation is used to parameterize the filter's state, which renders the resulting estimator computationally efficient. Borrowing from tracking theory concepts, the angular acceleration is modeled as an exponentially autocorrelated stochastic process, thus avoiding the use of the uncertain spacecraft dynamic model. The new formulation facilitates the use of aiding vector observations in a unified filtering algorithm, which can enhance the method's robustness and accuracy. Numerical examples are used to demonstrate the performance of the method.

Oshman, Yaakov↗

NASA NTRS1997

Vector Observation-Aided/Attitude-Rate Estimation Using Global Positioning System Signals

Oshman, Yaakov↗

NASA NTRS1999

The Krigifier: A Procedure for Generating Pseudorandom Nonlinear Objective Functions for Computational Experimentation

Comprehensive computational experiments to assess the performance of algorithms for numerical optimization require (among other things) a practical procedure for generating pseudorandom nonlinear objective functions. We propose a procedure that is based on the convenient fiction that objective functions are realizations of stochastic processes. This report details the calculations necessary to implement our procedure for the case of certain stationary Gaussian processes and presents a specific implementation in the statistical programming language S-PLUS.

Trosset, Michael W.↗

NASA NTRS1999

Stochastic Modeling of Airlines' Scheduled Services Revenue

Airlines' revenue generated from scheduled services account for the major share in the total revenue. As such, predicting airlines' total scheduled services revenue is of great importance both to the governments (in case of national airlines) and private airlines. This importance stems from the need to formulate future airline strategic management policies, determine government subsidy levels, and formulate governmental air transportation policies. The prediction of the airlines' total scheduled services revenue is dealt with in this paper. Four key components of airline's scheduled services are considered. These include revenues generated from passenger, cargo, mail, and excess baggage. By addressing the revenue generated from each schedule service separately, air transportation planners and designers are able to enhance their ability to formulate specific strategies for each component. Estimation results clearly indicate that the four stochastic processes (scheduled services components) are represented by different Box-Jenkins ARIMA models. The results demonstrate the appropriateness of the developed models and their ability to provide air transportation planners with future information vital to the planning and design processes.

Hamed, M. M.↗

NASA NTRS1997

Stochastic-Dynamical Modeling of Space Time Rainfall

The focus of this research work is the elucidation of the physical origins of the observed extreme-rainfall variability over tropical oceans. The quantitative results of this work may be used to establish links between deterministic models of the mesoscale and synoptic scale with statistical descriptions of the temporal variability of local tropical oceanic rainfall. In addition, they may be used to quantify the influence of measurement error in large-scale forcing and cloud scale observations on the accuracy of local rainfall variability inferences, important for hydrologic studies. A simple statistical-dynamical model, suitable for use in repetitive Monte Carlo experiments, is formulated as a diagnostic tool for this purpose. Stochastic processes with temporal structure and parameters estimated from observed large-scale data represent large-scale forcing.

Georgankakos, Konstantine P.↗

NASA NTRS1999

Stochastic Modeling of Airlines' Scheduled Services Revenue

Airlines' revenue generated from scheduled services account for the major share in the total revenue. As such, predicting airlines' total scheduled services revenue is of great importance both to the governments (in case of national airlines) and private airlines. This importance stems from the need to formulate future airline strategic management policies, determine government subsidy levels, and formulate governmental air transportation policies. The prediction of the airlines' total scheduled services revenue is dealt with in this paper. Four key components of airline's scheduled services are considered. These include revenues generated from passenger, cargo, mail, and excess baggage. By addressing the revenue generated from each schedule service separately, air transportation planners and designers arc able to enhance their ability to formulate specific strategies for each component. Estimation results clearly indicate that the four stochastic processes (scheduled services components) are represented by different Box-Jenkins ARIMA models. The results demonstrate the appropriateness of the developed models and their ability to provide air transportation planners with future information vital to the planning and design processes.

Hamed, M. M.↗

NASA NTRS1998

A Kalman-Filter-Based Approach to Combining Independent Earth-Orientation Series

An approach. based upon the use of a Kalman filter. that is currently employed at the Jet Propulsion Laboratory (JPL) for combining independent measurements of the Earth's orientation, is presented. Since changes in the Earth's orientation can be described is a randomly excited stochastic process, the uncertainty in our knowledge of the Earth's orientation grows rapidly in the absence of measurements. The Kalman-filter methodology allows for an objective accounting of this uncertainty growth, thereby facilitating the intercomparison of measurements taken at different epochs (not necessarily uniformly spaced in time) and with different precision. As an example of this approach to combining Earth-orientation series, a description is given of a combination, SPACE95, that has been generated recently at JPL.

Gross, Richard S.↗