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 253 records · Page 14

Reliability Analysis for AFTI-F16 SRFCS Using ASSIST and SURE

This paper reports the results of a study on reliability analysis of an AFTI-16 Self-Repairing Flight Control System (SRFCS) using software tools SURE (Semi-Markov Unreliability Range Evaluator and ASSIST (Abstract Semi-Markov Specification Interface to the SURE Tool). The purpose of the study is to investigate the potential utility of the software tools in the ongoing effort of the NASA Aviation Safety Program, where the class of systems must be extended beyond the originally intended serving class of electronic digital processors. The study concludes that SURE and ASSIST are applicable to reliability, analysis of flight control systems. They are especially efficient for sensitivity analysis that quantifies the dependence of system reliability on model parameters. The study also confirms an earlier finding on the dominant role of a parameter called a failure coverage. The paper will remark on issues related to the improvement of coverage and the optimization of redundancy level.

Wu, N. Eva↗

Optimal Limited Contingency Planning

For a given problem, the optimal Markov policy over a finite horizon is a conditional plan containing a potentially large number of branches. However, there are applications where it is desirable to strictly limit the number of decision points and branches in a plan. This raises the question of how one goes about finding optimal plans containing only a limited number of branches. In this paper, we present an any-time algorithm for optimal k-contingency planning. It is the first optimal algorithm for limited contingency planning that is not an explicit enumeration of possible contingent plans. By modelling the problem as a partially observable Markov decision process, it implements the Bellman optimality principle and prunes the solution space. We present experimental results of applying this algorithm to some simple test cases.

Meuleau, Nicolas↗

Cosmic Ray Propagation through the Magnetic Fields of the Galaxy with Extended Halo

In this project we perform theoretical studies of 3-dimensional cosmic ray propagation in magnetic field configurations of the Galaxy with an extended halo. We employ our newly developed Markov stochastic process methods to solve the diffusive cosmic ray transport equation. We seek to understand observations of cosmic ray spectra, composition under the constraints of the observations of diffuse gamma ray and radio emission from the Galaxy. The model parameters are directly are related to properties of our Galaxy, such as the size of the Galactic halo, particle transport in Galactic magnetic fields, distribution of interstellar gas, primary cosmic ray source distribution and their confinement in the Galaxy. The core of this investigation is the development of software for cosmic ray propagation models with the Markov stochastic process approach. Values of important model parameters for the halo diffusion model are examined in comparison with observations of cosmic ray spectra, composition and the diffuse gamma-ray background. This report summarizes our achievement in the grant period at the Florida Institute of Technology. Work at the co-investigator's institution, the University of New Hampshire, under a companion grant, will be covered in detail by a separate report.

Zhang, Ming↗

Development and Testing of Data Mining Algorithms for Earth Observation

The new algorithms developed under this project included a principled procedure for classification of objects, events or circumstances according to a target variable when a very large number of potential predictor variables is available but the number of cases that can be used for training a classifier is relatively small. These "high dimensional" problems require finding a minimal set of variables -called the Markov Blanket-- sufficient for predicting the value of the target variable. An algorithm, the Markov Blanket Fan Search, was developed, implemented and tested on both simulated and real data in conjunction with a graphical model classifier, which was also implemented. Another algorithm developed and implemented in TETRAD IV for time series elaborated on work by C. Granger and N. Swanson, which in turn exploited some of our earlier work. The algorithms in question learn a linear time series model from data. Given such a time series, the simultaneous residual covariances, after factoring out time dependencies, may provide information about causal processes that occur more rapidly than the time series representation allow, so called simultaneous or contemporaneous causal processes. Working with A. Monetta, a graduate student from Italy, we produced the correct statistics for estimating the contemporaneous causal structure from time series data using the TETRAD IV suite of algorithms. Two economists, David Bessler and Kevin Hoover, have independently published applications using TETRAD style algorithms to the same purpose. These implementations and algorithmic developments were separately used in two kinds of studies of climate data: Short time series of geographically proximate climate variables predicting agricultural effects in California, and longer duration climate measurements of temperature teleconnections.

Glymour, Clark↗

Bidirectional Classical Stochastic Processes with Measurements and Feedback

A measurement on a quantum system is said to cause the "collapse" of the quantum state vector or density matrix. An analogous collapse occurs with measurements on a classical stochastic process. This paper addresses the question of describing the response of a classical stochastic process when there is feedback from the output of a measurement to the input, and is intended to give a model for quantum-mechanical processes that occur along a space-like reaction coordinate. The classical system can be thought of in physical terms as two counterflowing probability streams, which stochastically exchange probability currents in a way that the net probability current, and hence the overall probability, suitably interpreted, is conserved. The proposed formalism extends the . mathematics of those stochastic processes describable with linear, single-step, unidirectional transition probabilities, known as Markov chains and stochastic matrices. It is shown that a certain rearrangement and combination of the input and output of two stochastic matrices of the same order yields another matrix of the same type. Each measurement causes the partial collapse of the probability current distribution in the midst of such a process, giving rise to calculable, but non-Markov, values for the ensuing modification of the system's output probability distribution. The paper concludes with an analysis of a classical probabilistic version of the so-called grandfather paradox.

Hahne, G. E.↗

Sensitivity Study for Long Term Reliability

This paper illustrates using Markov models to establish system and maintenance requirements for small electronic controllers where the goal is a high probability of continuous service for a long period of time. The system and maintenance items considered are quality of components, various degrees of simple redundancy, redundancy with reconfiguration, diagnostic levels, periodic maintenance, and preventive maintenance. Markov models permit a quantitative investigation with comparison and contrast. An element of special interest is the use of conditional probability to study the combination of imperfect diagnostics and periodic maintenance.

White, Allan L.↗

Portfolios in Stochastic Local Search: Efficiently Computing Most Probable Explanations in Bayesian Networks

Portfolio methods support the combination of different algorithms and heuristics, including stochastic local search (SLS) heuristics, and have been identified as a promising approach to solve computationally hard problems. While successful in experiments, theoretical foundations and analytical results for portfolio-based SLS heuristics are less developed. This article aims to improve the understanding of the role of portfolios of heuristics in SLS. We emphasize the problem of computing most probable explanations (MPEs) in Bayesian networks (BNs). Algorithmically, we discuss a portfolio-based SLS algorithm for MPE computation, Stochastic Greedy Search (SGS). SGS supports the integration of different initialization operators (or initialization heuristics) and different search operators (greedy and noisy heuristics), thereby enabling new analytical and experimental results. Analytically, we introduce a novel Markov chain model tailored to portfolio-based SLS algorithms including SGS, thereby enabling us to analytically form expected hitting time results that explain empirical run time results. For a specific BN, we show the benefit of using a homogenous initialization portfolio. To further illustrate the portfolio approach, we consider novel additive search heuristics for handling determinism in the form of zero entries in conditional probability tables in BNs. Our additive approach adds rather than multiplies probabilities when computing the utility of an explanation. We motivate the additive measure by studying the dramatic impact of zero entries in conditional probability tables on the number of zero-probability explanations, which again complicates the search process. We consider the relationship between MAXSAT and MPE, and show that additive utility (or gain) is a generalization, to the probabilistic setting, of MAXSAT utility (or gain) used in the celebrated GSAT and WalkSAT algorithms and their descendants. Utilizing our Markov chain framework, we show that expected hitting time is a rational function - i.e. a ratio of two polynomials - of the probability of applying an additive search operator. Experimentally, we report on synthetically generated BNs as well as BNs from applications, and compare SGSs performance to that of Hugin, which performs BN inference by compilation to and propagation in clique trees. On synthetic networks, SGS speeds up computation by approximately two orders of magnitude compared to Hugin. In application networks, our approach is highly competitive in Bayesian networks with a high degree of determinism. In addition to showing that stochastic local search can be competitive with clique tree clustering, our empirical results provide an improved understanding of the circumstances under which portfolio-based SLS outperforms clique tree clustering and vice versa.

Mengshoel, Ole J.↗

Adaptive control based on retrospective cost optimization

A discrete-time adaptive control law for stabilization, command following, and disturbance rejection that is effective for systems that are unstable, MIMO, and/or nonminimum phase. The adaptive control algorithm includes guidelines concerning the modeling information needed for implementation. This information includes the relative degree, the first nonzero Markov parameter, and the nonminimum-phase zeros. Except when the plant has nonminimum-phase zeros whose absolute value is less than the plant's spectral radius, the required zero information can be approximated by a sufficient number of Markov parameters. No additional information about the poles or zeros need be known. Numerical examples are presented to illustrate the algorithm's effectiveness in handling systems with errors in the required modeling data, unknown latency, sensor noise, and saturation.

Santillo, Mario A.↗

Predicting Loss-of-Control Boundaries Toward a Piloting Aid

This work presents an approach to predicting loss-of-control with the goal of providing the pilot a decision aid focused on maintaining the pilot's control action within predicted loss-of-control boundaries. The predictive architecture combines quantitative loss-of-control boundaries, a data-based predictive control boundary estimation algorithm and an adaptive prediction method to estimate Markov model parameters in real-time. The data-based loss-of-control boundary estimation algorithm estimates the boundary of a safe set of control inputs that will keep the aircraft within the loss-of-control boundaries for a specified time horizon. The adaptive prediction model generates estimates of the system Markov Parameters, which are used by the data-based loss-of-control boundary estimation algorithm. The combined algorithm is applied to a nonlinear generic transport aircraft to illustrate the features of the architecture.

Barlow, Jonathan↗

Kepler Uniform Modeling of KOIs: MCMC Notes for Data Release 25

This document describes data products related to the reported planetary parameters and uncertainties for the Kepler Objects of Interest (KOIs) based on a Markov-Chain-Monte-Carlo (MCMC) analysis. Reported parameters, uncertainties and data products can be found at the NASA Exoplanet Archive . The codes used for this data analysis are available on the Github website (Rowe 2016). The relevant paper for details of the calculations is Rowe et al. (2015). The main differences between the model fits discussed here and those in the DR24 catalogue are that the DR25 light curves were used in the analysis, our processing of the MAST light curves took into account different data flags, the number of chains calculated was doubled to 200 000, and the parameters which are reported are based on a damped least-squares fit, instead of the median value from the Markov chain or the chain with the lowest 2 as reported in the past.

DR25↗

Metabrain for Embedded Cognition (MBEC)

This study presents the application of Hidden Markov Models (HMM) to determine specialized features without expert input. Specifically, the application of such a method for classification of high multi-path fading is targeted, for demonstrating the feasibility of such an approach. This is the first step in the development of a meta-brain for embedded cognition (M-BEC) suite that can be used to apply machine learning to various communication systems at NASA GRC. The project explores the concept of fading and how it affects communication systems in a negative way. Currently, supervised learning methods are used to study the effects of fading on space links. However, such models rely on expert features to make predictions as to the state of a link and whether fading is present. This project offers the possibility of having the HMM learn what characteristics are important and make predictions based on those characteristics. This project explores Hidden Markov Models, their theory and applications to various problems, as well as the underlying equations and assumptions. A preliminary result is presented and recommendations are made as to the use of such an approach for communications systems.

Propagation↗

A Component-Level Model of Automatic Dependent Surveillance - Broadcast (ADS-B)

Automatic Dependent Surveillance – Broadcast (ADS-B) is being employed in numerous peer-to-peer initiatives attempting to expand the capacity of the National Airspace System (NAS) or enable mixed operations of manned and unmanned vehicles. Safety assessments of these initiatives rely, in part, on modeling the accuracy of ADS-B in reporting the position and direction of an ownship and surrounding traffic. Frequently, these initiatives utilize a position uncertainty model that applies a reported ADS-B estimation position uncertainty (EPU) value to a Rayleigh distribution and uses a Gauss-Markov random walk to add error to the ADS-B output of a vehicle. This model of ADS-B state error is easy to implement and apply to numerous problems. However, it has a couple of draw-backs. First, the ADS-B state errors are equally probable in all directions. This is a good assumption in situations where aircraft maneuvering is not constrained. However, in situations where the aircraft maneuvering is constrained such as landing, the error distribution is likely to exhibit directionality and the non-directional model may skew results especially when assessing very low probabilities (e.g., 10(exp -9)) of catastrophic encounters. Second, the model does not account for processing latency in the receiving aircraft. NASA Langley Research Center (LaRC) recently examined the feasibility of decreasing the spacing of aircraft on parallel approaches to runways separated by as little as 700 feet. For Monte-Carlo analysis using a high-fidelity simulation of a large transport, LaRC started with a Gauss-Markov model of ADS-B error but then developed a component level model of ADS-B error to increase the fidelity of results.

Madden, Michael M.↗

Cellular Statistical Models of Broken Cloud Fields. Part IV: Effects of Pixel Size on Idealized Satellite Observations

In the fourth part of our “Cellular Statistical Models of Broken Cloud Fields” series we use the binary Markov processes framework for quantitative investigation of the effects of low resolution of idealized satellite observations on the statistics of the retrieved cloud masks. We assume that the cloud fields are Markovian and are characterized by the “actual” cloud fraction (CF) and scale length. We use two different models of observations: a simple discrete-point sampling and a more realistic “pixel” protocol. The latter is characterized by a state attribution function (SAF) which has the meaning of the probability that the pixel with a certain CF is declared cloudy in the observed cloud mask. The stochasticity of the SAF means that the cloud/clear attribution is not ideal and can be affected by external or unknown factors. We show that the observed cloud masks can be accurately described as Markov chains of pixels and use the master-matrix formalism (introduced in Part III of the series) for analytical computation of their parameters: the “observed” CF and scale length. This procedure allows us to establish a quantitative relationship (which is pixel-size dependent) between the actual and the observed cloud-field statistics. The feasibility of restoring the former from the latter is considered. The adequacy of our analytical approach to idealized observations is evaluated using numerical simulations. Comparison of the observed parameters of the simulated datasets with their theoretical expectations showed an agreement within 0.005 for the CF, while for the scale length it is within 1% in the sampling case and within 4% in the pixel case.

Mikhail D. Alexandrov↗

Discovery of Activities via Statistical Clustering of Fixation Patterns

Human behavior often consists of a series of distinct activities, each characterized by a unique pattern of interaction with the visual environment. This is true even in a restricted domain, such as a piloting an aircraft, where activities with distinct visual signatures might be things like communicating, navigating, and monitoring. We propose a novel analysis method for gaze-tracking data, to perform blind discovery of these hypothetical activities. The method is in some respects similar to recurrence analysis, but here we compare not individual fixations, but groups of fixations aggregated over a fixed time interval. The duration of this interval is a parameter that we will refer to as delta. We assume that the environment has been divided into a set of N different areas-of-interest (AOIs). For a given interval of time of duration delta, we compute the proportion of time spent fixating each AOI, resulting in an N-dimensional vector. These proportions can be converted to integer counts by multiplying by delta divided by the average fixation duration (another parameter that we fix at 280 milliseconds). We compare different intervals by computing the chi-square statistic. The p-value associated with the statistic is the likelihood of observing the data under the hypothesis that the data in the two intervals were generated by a single process with a single set of probabilities governing the fixation of each AOI. The method has been applied to approximately 100 hours of eye movement data collected from pilots in a high-fidelity B747 flight simulator, and the results have been compared to synthetic data in which the each activity is represented as first-order Markov process with random probabilities assigned to the AOIs. Randomly-generated synthetic activities can require thousands of fixations to be discriminated with statistical significance, while the human data can be clustered using averaging windows of some 10's of seconds, suggesting that the actual activities are much more narrowly focused than random Markov models.

activity analysis↗

A Model-Based, Bayesian Solution for Characterization of Complex Damage Scenarios in Aerospace Composite Structures

Ultrasonic damage detection and characterization is commonly used in nondestructive evaluation (NDE) of aerospace composite components. In recent years there has been an increased development of guided wave based methods. In real materials and structures, these dispersive waves result in complicated behavior in the presence of complex damage scenarios. Model-based characterization methods utilize accurate three dimensional finite element models (FEMs) of guided wave interaction with realistic damage scenarios to aid in defect identification and classification. This work describes an inverse solution for realistic composite damage characterization by comparing the wavenumber-frequency spectra of experimental and simulated ultrasonic inspections. The composite laminate material properties are first verified through a Bayesian solution (Markov chain Monte Carlo), enabling uncertainty quantification surrounding the characterization. A study is undertaken to assess the efficacy of the proposed damage model and comparative metrics between the experimental and simulated output. The FEM is then parameterized with a damage model capable of describing the typical complex damage created by impact events in composites. The damage is characterized through a transdimensional Markov chain Monte Carlo solution, enabling a flexible damage model capable of adapting to the complex damage geometry investigated here. The posterior probability distributions of the individual delamination petals as well as the overall envelope of the damage site are determined.

H. Reed↗

Deep Learning Models for Planetary Seismicity Detection

Research in planetary seismology is fundamentally constrained by a lack of data. Seismo-logical science products of future missions can typically only be informed by theoretical signal/noise characteristics of the environment or likely Earth-analogues. Although objectives can be re-assessed after some initial data-collection upon lander arrival, transfer of high-resolution data back to Earth is costly on lander power usage. Over the last several years, development of GPU computing techniques and open-source high-level APIs have led to rapid advances in deep learning within the fields of computer vision, natural language processing, and collaborative filtering. These techniques are actively being adapted in seismology for a variety of tasks, including: earthquake detection, seismic phase discrimination, and ground-motion prediction. Until the recent detection of mars quakes during the Mars InSight mission, the only other measurements of seismicity recorded outside of Earth was on the Moon during the Apollo missions between 1969 to 1977. These unique data sets have been periodically revisited using new seismological methods, including ambient noise interferometry and Hidden Markov Models. Our objective is to develop a deep learning seismic detector and use it to catalog moonquakes from the Apollo 17 Lunar Seismic Profiling Experiment (LSPE) and compare the results with those obtained by other methods. Additionally, we will assess the accuracy tradeoff between using a training set of lunar data and one composed of Earth seismicity. In this document, we present preliminary results using a prototype classifier trained on a small set of earthquakes that was able to obtain detections for LSPE moonquakes with a greater accuracy than a recent study using Hidden Markov Models.

Civilini, F.↗