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Results for “Stochastic optimal control”

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.

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At least 253 records · Page 14
All sourcesNASA NTRSDOE OSTI
NASA NTRS1993

Feedback control for unsteady flow and its application to the stochastic Burgers equation

The study applies mathematical methods of control theory to the problem of control of fluid flow with the long-range objective of developing effective methods for the control of turbulent flows. Model problems are employed through the formalism and language of control theory to present the procedure of how to cast the problem of controlling turbulence into a problem in optimal control theory. Methods of calculus of variations through the adjoint state and gradient algorithms are used to present a suboptimal control and feedback procedure for stationary and time-dependent problems. Two types of controls are investigated: distributed and boundary controls. Several cases of both controls are numerically simulated to investigate the performances of the control algorithm. Most cases considered show significant reductions of the costs to be minimized. The dependence of the control algorithm on the time-descretization method is discussed.

Choi, Haecheon↗
NASA NTRS1977

Optimal fine pointing control of a large space telescope using an Annular Momentum Control Device

This paper discusses the application of an Annular Momentum Control Device (AMCD) to fine pointing control of a large space telescope (LST). The AMCD represents a new development in the field of momentum storage devices. A linearized mathematical model is developed for the AMCD/LST system, including the magnetic suspension actuators. Two approaches to control system design are considered. The first approach uses a stochastic linear-quadratic Gaussian controller which utilizes feedback of all states. The second approach considers a more practical control system design in which the axial and radial loops are designed independently.

Nadkarni, A. A.↗
DOE OSTI2026

Demand response event simulator and risk-aware bidding tool for industrial customers

Incentive Based Demand Response (IBDR) program participation delivers financial benefits to the consumers and resiliency benefits to the electricity grid. Effectively participating in these programs as an industrial consumer requires bidding strategies that balance financial risk with operational constraints. Existing bidding tools tend not to fully incorporate stochastic IBDR event modeling, program specific baseline and payment/penalty calculations, or demand reduction process control schemes that account for the cascading impacts of shutdown in complex facilities. Here, this work presents an IBDR event simulator and risk-aware bidding framework tool integrating three key components: a flexible, parameterized demand response event generator that rigorously accounts for program structures and stochasticity, a demand response operational simulation model that generates explicit control strategies for load reduction, and a Monte Carlo simulator to evaluate financial risk for varied capacity bids. A case study at a wastewater treatment plant participating in PG&E's Capacity Bidding Program demonstrates the framework's utility. In the peak capacity price month of August, optimal bidding by the wastewater treatment plant nets a mean IBDR benefit of $101,000 (67% of the August electricity bill) with 0.4% probability of a financial loss. This framework enables industrial operators to make informed bidding decisions, negotiate better program terms with demand response load aggregators, and analyze energy flexibility investments at their facilities. Ultimately, this work reduces participation barriers in IBDR programs and supports the broader goal of enhancing grid reliability and renewable energy integration.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗
NASA NTRS1972

Bounded state space

This investigation is divided functionally into three different areas: (1) study of bounded state space, (2) nonlinear smoothing theory, and (3) system identification. (1) Study of bounded state space: necessary and sufficient conditions for an optimal control are obtained for a bounded state space optimal control problem. The difficulty of determining the so-called jump conditions is eliminated; however, the problem of determining the points where the response either enters or leaves the boundary still remains unsolved. (2) Nonlinear smoothing theory: nonlinear fixed-interval, fixed-point and fixed-lag smoothing of a random signal generated by a stochastic differential equation are investigated. Results on the asymptotic stability of a linear constant-parameter fixed-interval smoothing filter are obtained. (3) System identification: a particular stochastic modelling problem is solved. An Ito stochastic integral equation is used to mathematically model a black box having multiple inputs and multiple outputs. A new method for identifying system parameters is presented.

Eyman, E. D.↗
NASA NTRS1975

A finite state, finite memory minimum principle, part 2

The development of the theory of the finite - state, finite - memory (FSFM) stochastic control problem is discussed. The sufficiency of the FSFM minimum principle (which is in general only a necessary condition) was investigated. By introducing the notion of a signaling strategy as defined in the literature on games, conditions under which the FSFM minimum principle is sufficient were determined. This result explicitly interconnects the information structure of the FSFM problem with its optimality conditions. The min-H algorithm for the FSFM problem was studied. It is demonstrated that a version of the algorithm always converges to a particular type of local minimum termed a person - by - person extremal.

Sandell, N. R., Jr.↗
NASA NTRS1979

Optimization and simulation of flight control laws under parameter uncertainty and external disturbances

Several tasks pertinent to flight control in parameter uncertainty and wind-gust loading were successfully completed. Identification algorithms for extracting stability and control derivatives from flight data taking gust loading into account were developed. They were verified by simulation and evaluated throughly on actual flight data taken on a Lockheed Jet Star flying in turbulence. In particular the need for automatically generated dither-like inputs was studied. Criteria for performance evaluation using stochastic models were developed for gust alleviation as well as handling quantities. Algorithms for assessing degradation in performance due to parameter uncertainty were developed and evaluated using flight test data.

Source record↗
DOE OSTI2025

High fidelity multiphysics tightly coupled model for a lead cooled fast reactor concept and application to statistical calculation of hot channel factors

A tightly coupled multiphysics code system is established using the MOOSE framework for hot channel factor (HCF) evaluation on a Lead Fast Reactor (LFR) concept. The coupled system is driven by the Griffin multiphysics coupling capability under which the MOOSE Heat Transfer module and NekRS computational fluid dynamics solver are coupled for conjugate heat transfer using the Cardinal application. The coupled capability is demonstrated on an LFR assembly model based on materials and geometry of a prototypical lead-cooled fast reactor design by Westinghouse Electric Company, LLC. Moreover, the work integrates the Multiphysics Object Oriented Simulation Environment (MOOSE) Stochastic Tools Module (STM) to perform calculations for statistical analysis of HCF. Furthermore, the coupling strategy and workflow demonstrated in this paper is not only useful for predicting accurate hot channel factors for different kinds of advanced reactors but also for other engineering applications such as control rod worth assessment, generation of high-fidelity database for Artificial intelligence (AI)/machine learning (ML) training, design optimization and multi-resolution modeling.

Cardinal↗
DOE OSTI2025

Optimization problems governed by systems of PDEs with uncertainties

This paper reviews current theoretical and numerical approaches to optimization problems governed by partial differential equations (PDEs) that depend on random variables or random fields. Such problems arise in many engineering, science, economics and societal decision-making tasks. This paper focuses on problems in which the governing PDEs are parametrized by the random variables/fields, and the decisions are made at the beginning and are not revised once uncertainty is revealed. Examples of such problems are presented to motivate the topic of this paper, and to illustrate the impact of different ways to model uncertainty in the formulations of the optimization problem and their impact on the solution. A linear–quadratic elliptic optimal control problem is used to provide a detailed discussion of the set-up for the risk-neutral optimization problem formulation, study the existence and characterization of its solution, and survey numerical methods for computing it. Different ways to model uncertainty in the PDE-constrained optimization problem are surveyed in an abstract setting, including risk measures, distributionally robust optimization formulations, probabilistic functions and chance constraints, and stochastic orders. Furthermore, approximation-based optimization approaches and stochastic methods for the solution of the large-scale PDE-constrained optimization problems under uncertainty are described. Some possible future research directions are outlined.

Heinkenschloss, Matthias [Rice Univ., Houston, TX ↗
NASA NTRS1972

On stochastic control system design methods for weakly coupled large scale linear systems.

This paper considers the problem of decentralized control of two weakly coupled linear stochastic systems, using quadratic performance indices. The basic idea is to have each controller control independently his own system, based upon noisy measurements of his own output. To compensate for the effects of weak coupling upon the resultant performance, fake white plant noise is introduced to each system. The appropriate intensity of the fake plant noise is obtained through the solution of an off-line deterministic matrix optimal control problem. The effects of this design method upon the overall coupled system performance are analyzed as a function of the degree of intersystem coupling.

Kwong, R.↗
NASA NTRS1990

Advances and trends in computational structures technology

The major goals of computational structures technology (CST) are outlined, and recent advances in CST are examined. These include computational material modeling, stochastic-based modeling, computational methods for articulated structural dynamics, strategies and numerical algorithms for new computing systems, multidisciplinary analysis and optimization. The role of CST in the future development of structures technology and the multidisciplinary design of future flight vehicles is addressed, and the future directions of CST research in the prediction of failures of structural components, the solution of large-scale structural problems, and quality assessment and control of numerical simulations are discussed.

Noor, A. K.↗
NASA NTRS1980

An application of extremal field guidance in statistical low thrust guidance analysis

The subject of this paper is the application of extremal field guidance to the covariance analysis of low thrust retargeting guidance. The general procedure for low thrust navigation analysis is briefly reviewed. The basic equations of trajectory optimization and extremal field guidance are presented with emphasis on the low thrust problem. The adopted formulation includes thruster on-off times as control variables and accounts for the effects of model parameter variations. A method of solution of the guidance equations is outlined; and the application of the solution in a covariance analysis, including a procedure for the treatment of model parameter variations as either biases or first order Gauss-Markov stochastic processes, is discussed.

Jacobson, R. A.↗
DOE OSTI2024

Equivariant graph convolutional neural networks for the representation of homogenized anisotropic microstructural mechanical response

Composite materials with different microstructural material symmetries are common in engineering applications where grain structure, alloying and particle/fiber packing are optimized via controlled manufacturing. In fact these microstructural tunings can be done throughout a part to achieve functional gradation and optimization at a structural level. To predict the performance of particular microstructural configuration and thereby overall performance, constitutive models of materials with microstructure are needed. In this work we provide neural network architectures that provide effective homogenization models of materials with anisotropic components. These models satisfy equivariance and material symmetry principles inherently through a combination of equivariant and tensor basis operations. We demonstrate them on datasets of stochastic volume elements with different textures and phases where the material undergoes elastic and plastic deformation, and show that the these network architectures provide significant performance improvements.

anisotropy↗
NASA NTRS1989

Autonomous frequency domain identification: Theory and experiment

The analysis, design, and on-orbit tuning of robust controllers require more information about the plant than simply a nominal estimate of the plant transfer function. Information is also required concerning the uncertainty in the nominal estimate, or more generally, the identification of a model set within which the true plant is known to lie. The identification methodology that was developed and experimentally demonstrated makes use of a simple but useful characterization of the model uncertainty based on the output error. This is a characterization of the additive uncertainty in the plant model, which has found considerable use in many robust control analysis and synthesis techniques. The identification process is initiated by a stochastic input u which is applied to the plant p giving rise to the output. Spectral estimation (h = P sub uy/P sub uu) is used as an estimate of p and the model order is estimated using the produce moment matrix (PMM) method. A parametric model unit direction vector p is then determined by curve fitting the spectral estimate to a rational transfer function. The additive uncertainty delta sub m = p - unit direction vector p is then estimated by the cross spectral estimate delta = P sub ue/P sub uu where e = y - unit direction vectory y is the output error, and unit direction vector y = unit direction vector pu is the computed output of the parametric model subjected to the actual input u. The experimental results demonstrate the curve fitting algorithm produces the reduced-order plant model which minimizes the additive uncertainty. The nominal transfer function estimate unit direction vector p and the estimate delta of the additive uncertainty delta sub m are subsequently available to be used for optimization of robust controller performance and stability.

Yam, Yeung↗
NASA NTRS1992

Dynamic rain fade compensation techniques for the advanced communications technology satellite

The dynamic and composite nature of propagation impairments that are incurred on earth-space communications links at frequencies in and above the 30/20 GHz Ka band necessitate the use of dynamic statistical identification and prediction processing of the fading signal in order to optimally estimate and predict the levels of each of the deleterious attenuation components. Such requirements are being met in NASA's Advanced Communications Technology Satellite (ACTS) project by the implementation of optimal processing schemes derived through the use of the ACTS Rain Attenuation Prediction Model and nonlinear Markov filtering theory. The ACTS Rain Attenuation Prediction Model discerns climatological variations on the order of 0.5 deg in latitude and longitude in the continental U.S. The time-dependent portion of the model gives precise availability predictions for the 'spot beam' links of ACTS. However, the structure of the dynamic portion of the model, which yields performance parameters such as fade duration probabilities, is isomorphic to the state-variable approach of stochastic control theory and is amenable to the design of such statistical fade processing schemes which can be made specific to the particular climatological location at which they are employed.

Manning, Robert M.↗
NASA NTRS2003

Runway Operations Planning: A Two-Stage Heuristic Algorithm

The airport runway is a scarce resource that must be shared by different runway operations (arrivals, departures and runway crossings). Given the possible sequences of runway events, careful Runway Operations Planning (ROP) is required if runway utilization is to be maximized. From the perspective of departures, ROP solutions are aircraft departure schedules developed by optimally allocating runway time for departures given the time required for arrivals and crossings. In addition to the obvious objective of maximizing throughput, other objectives, such as guaranteeing fairness and minimizing environmental impact, can also be incorporated into the ROP solution subject to constraints introduced by Air Traffic Control (ATC) procedures. This paper introduces a two stage heuristic algorithm for solving the Runway Operations Planning (ROP) problem. In the first stage, sequences of departure class slots and runway crossings slots are generated and ranked based on departure runway throughput under stochastic conditions. In the second stage, the departure class slots are populated with specific flights from the pool of available aircraft, by solving an integer program with a Branch & Bound algorithm implementation. Preliminary results from this implementation of the two-stage algorithm on real-world traffic data are presented.

Anagnostakis, Ioannis↗
NASA NTRS1975

Structural Properties and Estimation of Delay Systems

Two areas in the theory of delay systems were studied: structural properties and their applications to feedback control, and optimal linear and nonlinear estimation. The concepts of controllability, stabilizability, observability, and detectability were investigated. The property of pointwise degeneracy of linear time-invariant delay systems is considered. Necessary and sufficient conditions for three dimensional linear systems to be made pointwise degenerate by delay feedback were obtained, while sufficient conditions for this to be possible are given for higher dimensional linear systems. These results were applied to obtain solvability conditions for the minimum time output zeroing control problem by delay feedback. A representation theorem is given for conditional moment functionals of general nonlinear stochastic delay systems, and stochastic differential equations are derived for conditional moment functionals satisfying certain smoothness properties.

Kwong, R. H. S.↗
NASA NTRS1976

Trends in modern system theory

The topics considered are related to linear control system design, adaptive control, failure detection, control under failure, system reliability, and large-scale systems and decentralized control. It is pointed out that the design of a linear feedback control system which regulates a process about a desirable set point or steady-state condition in the presence of disturbances is a very important problem. The linearized dynamics of the process are used for design purposes. The typical linear-quadratic design involving the solution of the optimal control problem of a linear time-invariant system with respect to a quadratic performance criterion is considered along with gain reduction theorems and the multivariable phase margin theorem. The stumbling block in many adaptive design methodologies is associated with the amount of real time computation which is necessary. Attention is also given to the desperate need to develop good theories for large-scale systems, the beginning of a microprocessor revolution, the translation of the Wiener-Hopf theory into the time domain, and advances made in dynamic team theory, dynamic stochastic games, and finite memory stochastic control.

Athans, M.↗
NASA NTRS2010

Physics-Based Methods of Failure Analysis and Diagnostics in Human Space Flight

The Integrated Health Management (IHM) for the future aerospace systems requires to interface models of multiple subsystems in an efficient and accurate information environment at the earlier stages of system design. The complexity of modern aeronautic and aircraft systems (including e.g. the power distribution, flight control, solid and liquid motors) dictates employment of hybrid models and high-level reasoners for analysing mixed continuous and discrete information flow involving multiple modes of operation in uncertain environments, unknown state variables, heterogeneous software and hardware components. To provide the information link between key design/performance parameters and high-level reasoners we rely on development of multi-physics performance models, distributed sensors networks, and fault diagnostic and prognostic (FD&P) technologies in close collaboration with system designers. The main challenges of our research are related to the in-flight assessment of the structural stability, engine performance, and trajectory control. The main goal is to develop an intelligent IHM that not only enhances components and system reliability, but also provides a post-flight feedback helping to optimize design of the next generation of aerospace systems. Our efforts are concentrated on several directions of the research. One of the key components of our strategy is an innovative approach to the diagnostics/prognostics based on the real time dynamical inference (DI) technologies extended to encompass hybrid systems with hidden state trajectories. The major investments are into the multiphysics performance modelling that provides an access of the FD&P technologies to the main performance parameters of e.g. solid and liquid rocket motors and composite materials of the nozzle and case. Some of the recent results of our research are discussed in this chapter. We begin by introducing the problem of dynamical inference of stochastic nonlinear models and reviewing earlier results. Next, we present our analytical approach to the solution of this problem based on the path integral formulation. The resulting algorithm does not require an extensive global search for the model parameters, provides optimal compensation for the effects of dynamical noise, and is robust for a broad range of dynamical models. In the following Section the strengths of the algorithm are illustrated illustrated by inferring the parameters of the stochastic Lorenz system and comparing the results with those of earlier research. Next, we discuss a number of recent results in application to the development of the IHM for aerospace system. Firstly, we apply dynamical inference approach to a solution of classical three tank problems with mixed unknown continuous and binary parameters. The problem is considered in the context of ground support system for filling fuel tanks of liquid rocket motors. It is shown that the DI algorithm is well suited for successful solution of a hybrid version of this benchmark problem even in the presence of additional periodic and stochastic perturbation of unknown strength. Secondly, we illustrate our approach by its application to an analysis of the nozzle fault in a solid rocket motor (SRM). The internal ballistics of the SRM is modelled as a set of one-dimensional partial differential equations coupled to the dynamics of the propellant regression. In this example we are specifically focussed on the inference of discrete and continuous parameters of the nozzle blocking fault and on the possibility of an application of the DI algorithm to reducing the probability of "misses" of an on-board FD&P for SRM. In the next section re-contact problem caused by first stage/upper stage separation failure is discussed. The reaction forces imposed on the nozzle of the upper stage during the re-contact and their connection to the nozzle damage and to the thrust vector control (TVC) signal are obtained. It is shown that transient impact induced torquean be modelled as a response of an effective damped oscillator. A possible application of the DI algorithm to the inference of damage parameters and predicting fault dynamics ahead of time using the actuator signal is discussed. Finally, we formulate Bayesian inferential framework for development of the IHM system for in-flight structural health monitoring (SHM) of composite materials. We consider the signal generated by piezoelectric actuator mounted on composite structure generating elastic waves in it. The signal received by the sensor is than compared with the baseline signal. The possibility of damage inference is discussed in the context of development of the SHM.

Smelyanskiy, Vadim N.↗