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At least 235 records · Page 13

Identification of linear systems by an asymptotically stable observer

A formulation is presented for the identification of a linear multivariable system 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 extensive numerical examples using simulated noise-free data are presented to illustrate the proposed method.

Phan, Minh Q.↗

Identification of linear system models and state estimators for controls

The following paper is presented in viewgraph format and covers topics including: (1) linear state feedback control system; (2) Kalman filter state estimation; (3) relation between residual and stochastic part of output; (4) obtaining Kalman filter gain; (5) state estimation under unknown system model and unknown noises; and (6) relationship between filter Markov parameters and system Markov parameters.

Chen, Chung-Wen↗

Availability of positioning and receiver autonomous integrity monitoring for the global positioning system

Receiver-autonomous integrity monitoring (RAIM) of GPS data is examined by means of a simulation of the availability of a RAIM system that can provide both a GPS coverage model and a Markov reliability model. State probabilities of GPS failure scenarios are assigned with the Markov model with a maximum of 6 simultaneous satellite failures. The parametric analysis of the failures on GPS RAIM availability includes the maximum allowable value of the horizontal dilution of precision (HDOP), the mean time to repair, and the efficacy of incorporating altimeter measurements. When the HDOP requirement is relaxed the number of RAIM outages is minimized, and poor satellite geometry can lead to a large HDOP. The use of an altimeter can also reduce outages, and RAIM availability increases with optimistic values for the mean time to repair.

Kline, Paul A.↗

An error bound for instantaneous coverage

An error bound is derived for a reliability model approximation method. The approximation method is appropriate for the semi-Markov models of reconfigurable systems that are designed to achieve extremely high reliability. The semi-Markov models of these system are complex, and a significant amount of their complexity arises from the detailed descriptions of the reconfiguration processes. The reliability model approximation method consists of replacing a detailed description of a reconfiguration process with the probabilities of the possible outcomes of the reconfiguration process. These probabilities are included in the model as instantaneous jumps from the fault-occurrence state. Since little time is spent in the reconfiguration states, instantaneous jumps are a close approximation to the original model. This approximation procedure is shown to produce an overestimation for the probability of system failure, and an error bound is derived for this overestimation.

White, Allan L.↗

The SURE approach to reliability analysis

The SURE computer program, a reliability-analysis tool for ultrareliable computer-system architectures, provides rapid computational capability for semi-Markov models useful in describing the fault-handling behavior of fault-tolerant computer systems. The basic mathematics of SURE and its user interface are described, including a sample interactive session. The basis of the SURE model-pruning capability is presented, and the SURE loop-truncation method is justified. The techniques used to develop a semi-Markov model of a fault-tolerant computer system are also reviewed.

Butler, Ricky W.↗

Identification of system, observer, and controller from closed-loop experimental data

This paper considers the identification problem of a system operating in closed-loop with an existing feedback controller. The closed-loop system is excited by a known excitation signal, and the resulting time histories of the closed-loop system response and the feedback signal are measured. From the time history data, the algorithm computes the Markov parameters of a closed-loop observer, from which the Markov parameters of the individual open-loop plant, observer, and controller are recovered. A state space model of the open-loop plant and the gain matrices for the controller and the observer are then realized. The results of the paper are demonstrated by an example using actual aircraft flutter test data.

Juang, Jer-Nan↗

Interface To The SURE Program

Abstract Semi-Markov Specification Interface to SURE Tool (ASSIST) computer program is interface program enabling reliability engineers to design large semi-Markov mathematical models accurately. Language enables efficient description of large, complicated systems. Also offers, as part of bundled package with SURE and PAWS/STEM, two other reliable analysis programs developed by Systems Validation Methods group at Langley Research Center.

Johnson, Sally C.↗

Recursively indexed differential pulse code modulation

The performance of a differential pulse code modulation (DPCM) system with a recursively indexed quantizer (RIQ) under various conditions, with first order Gauss-Markov and Laplace-Markov sources as inputs, is studied. When the predictor is matched to the input, the proposed system performs at or close to the optimum entropy constrained DPCM system. If one is willing to accept a 5 percent increase in the rate, the system is very forgiving of predictor mismatch.

Sayood, Khalid↗

Performance and state-space analyses of systems using Petri nets

The goal of any modeling methodology is to develop a mathematical description of a system that is accurate in its representation and also permits analysis of structural and/or performance properties. Inherently, trade-offs exist between the level detail in the model and the ease with which analysis can be performed. Petri nets (PN's), a highly graphical modeling methodology for Discrete Event Dynamic Systems, permit representation of shared resources, finite capacities, conflict, synchronization, concurrency, and timing between state changes. By restricting the state transition time delays to the family of exponential density functions, Markov chain analysis of performance problems is possible. One major drawback of PN's is the tendency for the state-space to grow rapidly (exponential complexity) compared to increases in the PN constructs. It is the state space, or the Markov chain obtained from it, that is needed in the solution of many problems. The theory of state-space size estimation for PN's is introduced. The problem of state-space size estimation is defined, its complexities are examined, and estimation algorithms are developed. Both top-down and bottom-up approaches are pursued, and the advantages and disadvantages of each are described. Additionally, the author's research in non-exponential transition modeling for PN's is discussed. An algorithm for approximating non-exponential transitions is developed. Since only basic PN constructs are used in the approximation, theory already developed for PN's remains applicable. Comparison to results from entropy theory show the transition performance is close to the theoretic optimum. Inclusion of non-exponential transition approximations improves performance results at the expense of increased state-space size. The state-space size estimation theory provides insight and algorithms for evaluating this trade-off.

Watson, James Francis, III↗

Failure monitoring in dynamic systems: Model construction without fault training data

Advances in the use of autoregressive models, pattern recognition methods, and hidden Markov models for on-line health monitoring of dynamic systems (such as DSN antennas) have recently been reported. However, the algorithms described in previous work have the significant drawback that data acquired under fault conditions are assumed to be available in order to train the model used for monitoring the system under observation. This article reports that this assumption can be relaxed and that hidden Markov monitoring models can be constructed using only data acquired under normal conditions and prior knowledge of the system characteristics being measured. The method is described and evaluated on data from the DSS 13 34-m beam wave guide antenna. The primary conclusion from the experimental results is that the method is indeed practical and holds considerable promise for application at the 70-m antenna sites where acquisition of fault data under controlled conditions is not realistic.

Smyth, P.↗

Dependability and performability analysis

Several practical issues regarding specifications and solution of dependability and performability models are discussed. Model types with and without rewards are compared. Continuous-time Markov chains (CTMC's) are compared with (continuous-time) Markov reward models (MRM's) and generalized stochastic Petri nets (GSPN's) are compared with stochastic reward nets (SRN's). It is shown that reward-based models could lead to more concise model specifications and solution of a variety of new measures. With respect to the solution of dependability and performability models, three practical issues were identified: largeness, stiffness, and non-exponentiality, and a variety of approaches are discussed to deal with them, including some of the latest research efforts.

Trivedi, Kishor S.↗

The Communication Link and Error ANalysis (CLEAN) simulator

During the period July 1, 1993 through December 30, 1993, significant developments to the Communication Link and Error ANalysis (CLEAN) simulator were completed and include: (1) Soft decision Viterbi decoding; (2) node synchronization for the Soft decision Viterbi decoder; (3) insertion/deletion error programs; (4) convolutional encoder; (5) programs to investigate new convolutional codes; (6) pseudo-noise sequence generator; (7) soft decision data generator; (8) RICE compression/decompression (integration of RICE code generated by Pen-Shu Yeh at Goddard Space Flight Center); (9) Markov Chain channel modeling; (10) percent complete indicator when a program is executed; (11) header documentation; and (12) help utility. The CLEAN simulation tool is now capable of simulating a very wide variety of satellite communication links including the TDRSS downlink with RFI. The RICE compression/decompression schemes allow studies to be performed on error effects on RICE decompressed data. The Markov Chain modeling programs allow channels with memory to be simulated. Memory results from filtering, forward error correction encoding/decoding, differential encoding/decoding, channel RFI, nonlinear transponders and from many other satellite system processes. Besides the development of the simulation, a study was performed to determine whether the PCI provides a performance improvement for the TDRSS downlink. There exist RFI with several duty cycles for the TDRSS downlink. We conclude that the PCI does not improve performance for any of these interferers except possibly one which occurs for the TDRS East. Therefore, the usefulness of the PCI is a function of the time spent transmitting data to the WSGT through the TDRS East transponder.

Ebel, William J.↗

TOTAL user manual

Semi-Markov models can be used to analyze the reliability of virtually any fault-tolerant system. However, the process of delineating all of the states and transitions in the model of a complex system can be devastatingly tedious and error-prone. Even with tools such as the Abstract Semi-Markov Specification Interface to the SURE Tool (ASSIST), the user must describe a system by specifying the rules governing the behavior of the system in order to generate the model. With the Table Oriented Translator to the ASSIST Language (TOTAL), the user can specify the components of a typical system and their attributes in the form of a table. The conditions that lead to system failure are also listed in a tabular form. The user can also abstractly specify dependencies with causes and effects. The level of information required is appropriate for system designers with little or no background in the details of reliability calculations. A menu-driven interface guides the user through the system description process, and the program updates the tables as new information is entered. The TOTAL program automatically generates an ASSIST input description to match the system description.

Johnson, Sally C.↗

An efficient system for reliably transmitting image and video data over low bit rate noisy channels

This research project is intended to develop an efficient system for reliably transmitting image and video data over low bit rate noisy channels. The basic ideas behind the proposed approach are the following: employ statistical-based image modeling to facilitate pre- and post-processing and error detection, use spare redundancy that the source compression did not remove to add robustness, and implement coded modulation to improve bandwidth efficiency and noise rejection. Over the last six months, progress has been made on various aspects of the project. Through our studies of the integrated system, a list-based iterative Trellis decoder has been developed. The decoder accepts feedback from a post-processor which can detect channel errors in the reconstructed image. The error detection is based on the Huber Markov random field image model for the compressed image. The compression scheme used here is that of JPEG (Joint Photographic Experts Group). Experiments were performed and the results are quite encouraging. The principal ideas here are extendable to other compression techniques. In addition, research was also performed on unequal error protection channel coding, subband vector quantization as a means of source coding, and post processing for reducing coding artifacts. Our studies on unequal error protection (UEP) coding for image transmission focused on examining the properties of the UEP capabilities of convolutional codes. The investigation of subband vector quantization employed a wavelet transform with special emphasis on exploiting interband redundancy. The outcome of this investigation included the development of three algorithms for subband vector quantization. The reduction of transform coding artifacts was studied with the aid of a non-Gaussian Markov random field model. This results in improved image decompression. These studies are summarized and the technical papers included in the appendices.

Costello, Daniel J., Jr.↗

Error modeling for differential GPS

Differential Global Positioning System (DGPS) positioning is used to accurately locate a GPS receiver based upon the well-known position of a reference site. In utilizing this technique, several error sources contribute to position inaccuracy. This thesis investigates the error in DGPS operation and attempts to develop a statistical model for the behavior of this error. The model for DGPS error is developed using GPS data collected by Draper Laboratory. The Marquardt method for nonlinear curve-fitting is used to find the parameters of a first order Markov process that models the average errors from the collected data. The results show that a first order Markov process can be used to model the DGPS error as a function of baseline distance and time delay. The model's time correlation constant is 3847.1 seconds (1.07 hours) for the mean square error. The distance correlation constant is 122.8 kilometers. The total process variance for the DGPS model is 3.73 sq meters.

Blerman, Gregory S.↗

Algorithms for Performance, Dependability, and Performability Evaluation using Stochastic Activity Networks

Modeling tools and technologies are important for aerospace development. At the University of Illinois, we have worked on advancing the state of the art in modeling by Markov reward models in two important areas: reducing the memory necessary to numerically solve systems represented as stochastic activity networks and other stochastic Petri net extensions while still obtaining solutions in a reasonable amount of time, and finding numerically stable and memory-efficient methods to solve for the reward accumulated during a finite mission time. A long standing problem when modeling with high level formalisms such as stochastic activity networks is the so-called state space explosion, where the number of states increases exponentially with size of the high level model. Thus, the corresponding Markov model becomes prohibitively large and solution is constrained by the the size of primary memory. To reduce the memory necessary to numerically solve complex systems, we propose new methods that can tolerate such large state spaces that do not require any special structure in the model (as many other techniques do). First, we develop methods that generate row and columns of the state transition-rate-matrix on-the-fly, eliminating the need to explicitly store the matrix at all. Next, we introduce a new iterative solution method, called modified adaptive Gauss-Seidel, that exhibits locality in its use of data from the state transition-rate-matrix, permitting us to cache portions of the matrix and hence reduce the solution time. Finally, we develop a new memory and computationally efficient technique for Gauss-Seidel based solvers that avoids the need for generating rows of A in order to solve Ax = b. This is a significant performance improvement for on-the-fly methods as well as other recent solution techniques based on Kronecker operators. Taken together, these new results show that one can solve very large models without any special structure.

Deavours, Daniel D.↗

Operations for Learning with Graphical Models

This paper is a multidisciplinary review of empirical, statistical learning from a graphical model perspective. Well-known examples of graphical models include Bayesian net- works, directed graphs representing a Markov chain, and undirected networks representing a Markov field. These graphical models are extended to model data analysis and empirical learning using the notation of plates. Graphical operations for simplifying and manipulating a problem are provided including decomposition, differentiation, and the manipulation of probability models from the exponential family. These operations adapt existing techniques from statistics and automatic differentiation to graphs. Two standard algorithm schemes for learning are reviewed in a graphical framework: Gibbs sampling and the expectation maximization algorithm. Some algorithms are developed in this graphical framework including a generalized version of linear regression, techniques for feed-forward networks, and learning Gaussian and discrete Bayesian networks from data. The paper concludes by sketching some implications for data analysis and summarizing some popular algorithms that fall within the framework presented. The main original contributions here are the decomposition techniques and the demonstration that graphical models provide a framework for understanding and developing complex learning algorithms.

Buntine, Wray L.↗

Unifying Model-Based and Reactive Programming within a Model-Based Executive

Real-time, model-based, deduction has recently emerged as a vital component in AI's tool box for developing highly autonomous reactive systems. Yet one of the current hurdles towards developing model-based reactive systems is the number of methods simultaneously employed, and their corresponding melange of programming and modeling languages. This paper offers an important step towards unification. We introduce RMPL, a rich modeling language that combines probabilistic, constraint-based modeling with reactive programming constructs, while offering a simple semantics in terms of hidden state Markov processes. We introduce probabilistic, hierarchical constraint automata (PHCA), which allow Markov processes to be expressed in a compact representation that preserves the modularity of RMPL programs. Finally, a model-based executive, called Reactive Burton is described that exploits this compact encoding to perform efficIent simulation, belief state update and control sequence generation.

Williams, Brian C.↗