The first passage probability and control
First-passage probability used as measure of performance in stochastic control problem - dynamic programming
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First-passage probability used as measure of performance in stochastic control problem - dynamic programming
Nonlinear filtering - exact dynamical equations satisfied by conditional mode
Graphical evaluation and review technique to analyze networks with stochastic and logical properties
Signal and noise problem as solution to nonlinear stochastic differential equations
Statistical methods for analyzing stochastic effects influencing design of space vehicle control systems
Modified Fokker-Planck equation describing particle distribution in random field for plasma heating applications
Quantization error reduction for stochastic signals processing problems
A matrix Fredholm integral equation of neuronal networks is transformed into a Cauchy system suited for numerical and analytical studies. A special case is discussed, and a connection with the classical renewal integral equation of stochastic point processes is presented.
Transient electric field events were observed with the long, double probe instrumentation carried by the IMP-6 satellite. Nine, clearly defined, exceptionally large amplitude events are presented here. The events are observed in the midnight sector at geocentric distances 3.5 to .5.5 R sub e at middle latitudes within a magnetic L-shell range of 4.8 to 7.5. They usually have a total duration of one to several minutes, with peak power spectra amplitudes occurring at a frequency of about 0.3 Hz. The events occur under magnetically disturbed conditions, and in most cases they can be associated with negative dH/dt excursions at magnetic observatories located near the foot of the magnetic field line intersecting IMP-6. The magnetospheric motions calculated for these electric fields indicated a quasi-stochastical diffusive process rather than the general inward magnetospheric collapsing motion expected during the expansive phases of auroral substorm activity.
Transient electric field events were studied by means of the long double-probe instrumentation carried by the Imp 6 satellite, and nine clearly defined exceptionally large amplitude events are described. The events were observed in the midnight sector at geocentric distances of 3.5 to 5.5 earth radii at middle latitudes within a magnetic L shell range of 4.8 to 7.5; the duration is from one to several minutes with peak power spectra amplitudes occurring at a frequency of about 0.3 Hz. The events occur under magnetically disturbed conditions and are often associated with negative dH/dt excursions. The magnetospheric motions calculated for these electric fields indicate a quasi-stochastical diffusive process rather than the general inward magnetospheric collapsing motion expected during the expansive phases of auroral substorm activity. It is likely that the transient electric fields are responsible for the impulsive acceleration and injection of plasma to populate the outer radiation belt.
This paper discusses the effects of imperfect modeling on the detection and isolation of sensor failures. For systems with non-zero set points, deterministic inputs or non-zero noise biases, the model mismatch appears as a bias on the stochastic innovation process. This bias, if left unaccounted for, would be sufficient to declare a false alarm failure in one or more sensors. A practical design procedure based upon the Generalized Likelihood Ratio (GLR) form uses a finite data window sequential t-test to detect and isolate model mismatch effects and soft sensor failures. Application to an eighth order model of the QCSEE turbofan engine is discussed.
A technique for maintaining synchronization between optical PPM (pulse-position modulation) pulses and a receiver clock by means of a delay-tracking loop is described and analyzed. The tracking loop is driven by a doubly stochastic Poisson process that contains information about the location of the desired slot boundaries. The slot boundaries are subject to slowly varying random delays that are ultimately tracked by the loop. The concept of fractional rms delay error is introduced to quantify the effects of signal and background induced shot noise on the performance of the delay-tracking loop.
A technique for maintaining synchronization between optical PPM (pulse-position modulation) pulses and a receiver clock by means of a delay-tracking loop is described and analyzed. The tracking loop is driven by a doubly stochastic Poisson process that contains information about the location of the desired slot boundaries. The slot boundaries are subject to slowly varying random delays that are ultimately tracked by the loop. The concept of fractional rms delay error is introduced to quantify the effects of signal and background induced shot noise on the performance of the delay-tracking loop.
Existing availability models of standby redundant systems consider only an operator's performance and its interaction with the hardware performance. In the case of operational data systems in the Deep Space Network (DSN), in addition to an operator system interface, a controller reconfigures the system and links a standby unit into the network data path upon failure of the operating unit. A stochastic (Markovian) process technique is used to model and analyze the availability performance and occurrence of degradation due to partial failures are quantitatively incorporated into the model. Exact expressions of the steady state availability and proportion degraded performance measures are derived for the systems under study. The interaction among the hardware, operator, and controller performance parameters and that interaction's effect on data availability are evaluated and illustrated for an operational data processing system.
A globally distributed network of high-precision receivers which obtain data from the full Global Positioning System (GPS) configuration of 18 or more satellites may soon become an efficient and economical method for the rapid determination of short-term variations in earth orientation. A covariance analysis has been performed to evaluate the errors associated with GPS monitoring of earth orientation. Earth orientation parameters were modeled either as constants over observing windows of various lengths, or as stochastic process-noise variables. The sensitivity of earth orientation estimates to systematic errors in selected model parameters was also examined. GPS measurements appear to be highly competitive with those from other techniques, and have the potential to generate nearly continuous centimeter-level earth orientation information to aid both spacecraft navigation and the study of high-frequency earth orientation-related processes.
Master equation gives a more fundamental description of stochastic coagulation processes rather than popular Smoluchowski's equation. In order to examine the effect of the dynamics on the geometry of resulting aggregates, we study Master equation with a rigorous Monte Carlo algorithm. It is found that Cluster-Cluster aggregation model is a good approximation of orderly growth and the aggregates have fluffy structures with a fractal dimension approx. 2. A scaling analysis of Smoluchowski's equation also supports this conclusion.
Issues and design requirements for the environmental barrier coating (EBC)/thermal barrier coating (TBC) life that are general and those specific to the NASA Ultra-Efficient Engine Technology (UEET) development program have been described. The current state and trend of the research, methods in vogue related to the failure analysis, and long-term behavior and life prediction of EBCITBC systems are reported. Also, the perceived failure mechanisms, variables, and related uncertainties governing the EBCITBC system life are summarized. A combined heat transfer and structural analysis approach based on the oxidation kinetics using the Arrhenius theory is proposed to develop a life prediction model for the EBC/TBC systems. Stochastic process-based reliability approach that includes the physical variables such as gas pressure, temperature, velocity, moisture content, crack density, oxygen content, etc., is suggested. Benefits of the reliability-based approach are also discussed in the report.
Intensity and amplitude of human functional systems and human most important organs are wavelike, rhythmic by nature. These waves have constant periodicity, phase and amplitude. The mentioned characteristics can vary, however their variations have a pronounced reiteration in the course of time. This indicates a hashing of several wave processes and their interference. Stochastic changes in wave processes characteristics of a human organism are explained either by 'pulsations' associated with hashing (superposition) of several wave processes and their interference, or by single influence of environmental physical factors on a human organism. Human beings have respectively periods of higher and lower efficiency, state of health and so on, depending not only of environmental factors, but also of 'internal' rhythmic factor. Sometimes peaks and falls periodicity of some or other characteristics is broken. Disturbance of steady-state biological rhythms is usually accompanied by reduction of activity steadiness of the most important systems of a human organism. In its turn this has an effect on organism's adaptation to changing living conditions as well as on general condition and efficiency of a human being. The latter factor is very important for space medicine. Biological rhythmology is a special branch of biology and medicine, it studies rhythmic activity mechanisms of organs, their systems, individuals and species. Appropriate researches were also carried out in space medicine.