Search NASA⌕ Search

SEARCH · Search NASA

Results for “Markov”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 217 records · Page 12

A measurement-based model of software reliability in a production environment

In this paper, a semi-Markov model is built to describe the software error and recovery process in a large mainframe system. The model is based on low-level error data from the MVS operating system running on an IBM 3081 machine. The semi-Markov model developed provides a quantification of system error characteristics and the interaction between different types of errors. As an example, a detailed model is provided, and an analysis is made of multiple errors, which constitute approximately an 17 percent of all software errors and result in considerable recovery overhead.

Hsueh, M. C.↗

Optimal service allocation among two heterogeneous traffic types with no queueing

Two communication traffic streams with Poisson statistics arrive at a network node. These are to be transmitted across a channel with a total bandwidth capacity of C slots. Messages not accepted at the node are assumed to be lost. Under the assumptions of exponential service time distributions, the problem of dynamic allocation of available channel bandwidth among the two traffic types is studied in order to minimize a weighted sum of blocking probabilities. Modeling the system as a two-dimensional Markov chain is studied to minimize a weighted sum of blocking probabilities. Modeling the system as a two-dimensional Markov chain, it is shown by an application of dynamic programming principles that the optimal policy has the form of a 'switching curve'.

Lambadaris, I.↗

Reliability analysis of large, complex systems using ASSIST

The SURE reliability analysis program is discussed as well as the ASSIST model generation program. It is found that semi-Markov modeling using model reduction strategies with the ASSIST program can be used to accurately solve problems at least as complex as other reliability analysis tools can solve. Moreover, semi-Markov analysis provides the flexibility needed for modeling realistic fault-tolerant systems.

Johnson, Sally C.↗

Closed-form solution for loop transfer recovery via reduced-order observers

A well-known property of the reduced-order observer is exploited to obtain the controller solution of the loop transfer recovery problem. In that problem, the controller is sought that generates some desired loop shape at the plant's input or output channels. Past approaches to this problem have typically yielded controllers generating loop shapes that only converge pointwise to the desired loop shape. In the proposed approach, however, the solution (at the input) is obtained directly when the plant's first Markov parameter is full rank. In the more general case when the plant's first Markov parameter is not full rank, the solution is obtained in an analogous manner by appending a special set of input and output signals to the original set. A dual form of the reduced-order observer is shown to yield the LTR solution at the output channel.

Bacon, Barton J.↗

A new adaptive control approach for aerospace vehicles with parameter uncertainties

A new stochastic adaptive control structure is developed for the problem of combined parameter estimation and control of aerospace vehicles with changing parameters. Parameter uncertainties are modeled as first-order Gauss-Markov processes, and are introduced to the system dynamics through a small parameter. It is assumed that an accurate inertial measurement unit gives perfect measurements of the state variables. Since the stochastic system is assumed to be Gauss-Markov, the density function of the parameters given these measurements is conditionally Gaussian. Based on this conditionally Gaussian density, the problem of minimizing a quadratic cost over an infinite time horizon can be set up within the framework of stochastic optimal control theory. The optimal feedback control law is derived from a straightforward expansion of the Hamilton-Jacobi-Bellman equation, based on the LQG solution. The resulting nonlinear controller is applied to the pitch axis control of a space platform with uncertain moments of inertia and is shown to produce marked improvement over a fixed controller.

Hahn, Yungsun↗

Fault trees and imperfect coverage

A new algorithm is presented for solving the fault tree. The algorithm includes the dynamic behavior of the fault/error handling model but obviates the need for the Markov chain solution. As the state space is expanded in a breadth-first search (the same is done in the conversion to a Markov chain), the state's contribution to each future state is calculated exactly. A dynamic state truncation technique is also presented; it produces bounds on the unreliability of the system by considering only part of the state space. Since the model is solved as the state space is generated, the process can be stopped as soon as the desired accuracy is reached.

Dugan, Joanne B.↗

Closed-form solution of decomposable stochastic models

Markov and semi-Markov processes are increasingly being used in the modeling of complex reconfigurable systems (fault tolerant computers). The estimation of the reliability (or some measure of performance) of the system reduces to solving the process for its state probabilities. Such a model may exhibit numerous states and complicated transition distributions, contributing to an expensive and numerically delicate solution procedure. Thus, when a system exhibits a decomposition property, either structurally (autonomous subsystems), or behaviorally (component failure versus reconfiguration), it is desirable to exploit this decomposition in the reliability calculation. In interesting cases there can be failure states which arise from non-failure states of the subsystems. Equations are presented which allow the computation of failure probabilities of the total (combined) model without requiring a complete solution of the combined model. This material is presented within the context of closed-form functional representation of probabilities as utilized in the Symbolic Hierarchical Automated Reliability and Performance Evaluator (SHARPE) tool. The techniques adopted enable one to compute such probability functions for a much wider class of systems at a reduced computational cost. Several examples show how the method is used, especially in enhancing the versatility of the SHARPE tool.

Sjogren, Jon A.↗

System identification in the repetition domain

Procedures for system identification using realization theory in conjunction with learning control ideas are developed. The Markov parameters of the system are identified by combining data from repeated experiments. Three approaches are discussed for identification of as many Markov parameters as sample points in the experiment. Making use of all the parameters, realization theory is then employed to determine the system order and to obtain a minimal order representation. The first two approaches are non-recursive, which in the case of noise-free data yields a one step solution. The third approach uses a recursive formulation rendered from adaptive control but modified for successive experiments. A simple example shows the numerical convergence of the identified parameters as a function of the number of experiments. The procedure presented herein is an extension of the existing Eigensystem Realization Algorithm (ERA), which has been successfully applied for system identification of large structures.

Juang, Jer-Nan↗

Stochastic estimation of tropospheric path delays in global positioning system geodetic measurements

Water vapor radiometric and surface meteorological measurements taken during three GPS geodetic experiments are used to calculate process noise levels for random walk and first-order Gauss-Markov temporal models of tropospheric path delays. Entire wet and combined wet and dry zenith delays at each network site are estimated simultaneously with the geodetic parameters without prior calibration. The path delays and corresponding baseline estimates are compared to those obtained with calibrated data and stochastic residual delays. In this manner, the marginal utility of a priori tropospheric calibration is assessed given the ability to estimate the path delays directly using only the GPS data. Estimation of total zenith path delays with appropriate random walk or Gauss-Markov models yields baseline repeatabilities of a few parts in 100 million. Results suggest that GPS data alone have sufficient strength to resolve centimeter-level zenith path delay fluctuations over periods of a few minutes.

Tralli, David M.↗

Programs For Modeling Fault-Tolerant Computing Systems

Pade Approximation with Scaling, (PAWS) and Scaling Taylor Exponential Matrix (STEM) computer programs are software tools for design and validation. Provide flexible, user-friendly, language-based interface for input of Markov mathematical methods describing behaviors of fault-tolerant computer systems. Markov models include both recovery from faults via reconfiguration and behaviors of such systems when faults occur. PAWS and STEM produce exact solutions of probability of system failure and provide conservative estimate of number of significant digits in solution. Written in PASCAL and FORTRAN.

Butler, Ricky W.↗

Identification of linear multivariable systems from a single set of data by identification of observers with assigned real eigenvalues

A formulation is presented for identification of linear multivariable from a single set of input-output data. The identification method is formulated with the mathematical framework of learning identifications, by extension of the repetition domain concept to include shifting time intervals. This method contrasts with existing learning approaches that require data from multiple experiments. In this method, the system input-output relationship is expressed in terms of an observer, which is made asymptotically stable by an embedded real eigenvalue assignment procedure. Through this relationship, the Markov parameters of the observer are identified. The Markov parameters of the actual system are recovered from those of the observer, and then used to obtain a state space model of the system by standard realization techniques. The basic mathematical formulation is derived, and numerical examples presented to illustrate.

Phan, Minh↗

A graphical language for reliability model generation

A graphical interface capability of the hybrid automated reliability predictor (HARP) is described. 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. With 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 Kernel System (GKS) standard for graphics implementation. The PC, VAX, and Sun versions of the HARP GO module are currently in beta-testing.

Howell, Sandra V.↗

Identification of linear multivariable systems from a single set of data by identification of observers with assigned real eigenvalues

This paper presents a formulation for identification of linear multivariable systems from a single set of input-output data. The identification method is formulated with the mathematical framework of learning identification, by extension of the repetition domain concept to include shifting time intervals. This contrasts existing learning approaches that require data from multiple experiments. In this method, the system input-output relationship is expressed in terms of an observer, which is made asymptotically stable by an embedded real eigenvalue assignment procedure. Through this relationship, the Markov parameters of the observer are identified. The Markov parameters of the actual system are recovered from those of the observer, and then used to obtain a state space model of the system by standard realization techniques. The basic mathematical formulation is derived, and numerical examples presented to illustrate the proposed method.

Phan, Minh↗

Frequency weighted system identification and linear quadratic controller design

Application of filters for frequency weighting of Markov parameters (pulse response functions) is described in relation to system/observer identification. The time domain identification approach recovers a model which has a pulse response weighted according to frequency. The identified model is composed of the original system and filters. The augmented system is in a form which can be used directly for frequency weighted linear quadratic controller design. Data from either single or multiple experiments can be used to recover the Markov parameters. Measured acceleration signals from a truss structure are used for system identification and the model obtained is used for frequency weighted controller design. The procedure makes the identification and controler design complementary problems.

Horta, Lucas G.↗

Linear system identification via an asymptotically stable observer

This paper presents a formulation for identification of linear multivariable systems from single or multiple sets of input-output data. The system input-output relationship is expressed in terms of an observer, which is made asymptotically stable by an embedded eigenvalue assignment procedure. The prescribed eigenvalues for the observer may be real, complex, mixed real and complex, or zero. In this formulation, the Markov parameters of the observer are identified from input-output data. The Markov parameters of the actual system are then recovered from those of the observer, and used to obtain a state space model of the system by standard realization techniques. The basic mathematical formulation is derived, and numerical examples using simulated noise-free data are presented to illustrate the proposed method.

Phan, Minh↗

Generation and analysis of large reliability models

An effort has been underway for several years at NASA's Langley Research Center to extend the capability of Markov modeling techniques for reliability analysis to the designers of highly reliable avionic systems. This effort has been focused in the areas of increased model abstraction and increased computational capability. The reliability model generator (RMG), a software tool which uses as input a graphical, object-oriented block diagram of the system, is discussed. RMG uses an automated failure modes-effects analysis algorithm to produce the reliability model from the graphical description. Also considered is the ASSURE software tool, a parallel processing program which uses the ASSIST modeling language and SURE semi-Markov solution technique. An executable failure modes-effects analysis is used by ASSURE. The successful combination of the power of graphical representation, automated model generation, and parallel computation leads to the conclusion that large system architectures can now be analyzed.

Aerospace electronics↗

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.↗

System identification from closed-loop data with known output feedback dynamics

This paper presents a procedure to identify the open loop systems when it is operating under closed loop conditions. First, closed loop excitation data are used to compute the system open loop and closed loop Markov parameters. The Markov parameters, which are the pulse response samples, are then used to compute a state space representation of the open loop system. Two closed loop configurations are considered in this paper. The closed loop system can have either a linear output feedback controller or a dynamic output feedback controller. Numerical examples are provided to illustrate the proposed closed loop identification method.

Phan, Minh↗