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At least 253 records · Page 14

Estimation of Kalman filter gain from output residuals

This paper presents a procedure to estimate the Kalman filter gain from input-output measurement data with a given system model. The system model can be a finite element model or an experimental model from any identification method. The procedure consists of three basic steps. First, the stochastic portion related to the residuals of the response is computed. Second, the coefficients of a linear difference model for the stochastic portion are estimated by a least-squares solution that minimizes the filter residual. Third, the Kalman filter gain is computed from these model coefficients. Experimental results are presented to illustrate the usefulness of the developed procedure.

Juang, Jer-Nan↗

3D Lunar Terrain Reconstruction from Apollo Images

Generating accurate three dimensional planetary models is becoming increasingly important as NASA plans manned missions to return to the Moon in the next decade. This paper describes a 3D surface reconstruction system called the Ames Stereo Pipeline that is designed to produce such models automatically by processing orbital stereo imagery. We discuss two important core aspects of this system: (1) refinement of satellite station positions and pose estimates through least squares bundle adjustment; and (2) a stochastic plane fitting algorithm that generalizes the Lucas-Kanade method for optimal matching between stereo pair images.. These techniques allow us to automatically produce seamless, highly accurate digital elevation models from multiple stereo image pairs while significantly reducing the influence of image noise. Our technique is demonstrated on a set of 71 high resolution scanned images from the Apollo 15 mission

Broxton, Michael J.↗

Sizing and Topology Design of an Aeroelastic Wingbox Under Uncertainty

The goals of this work are to use a nested optimizer to conduct simultaneous sizing (inner level) and topology (outer level) design of a wingbox, considering uncertainties in the safety factors used to define the aeroelastic constraints. These uncertainties, propagated via sampling-driven polynomial chaos, are explicitly introduced at the inner level of the method, during gradient-based sizing optimization, resulting in a stochastic optimal sizing distribution. Measures of robustness in the total structural mass are then passed to the outer level, where a global optimizer evolves the topology parameters. The results demonstrate design choices needed to improve robustness in the face of uncertain safety factors, and the various physical mechanisms driving this process.

Stanford, Bret K.↗

Stochastic solution to quantum dynamics

The quantum Liouville equation in the Wigner representation is solved numerically by using Monte Carlo methods. For incremental time steps, the propagation is implemented as a classical evolution in phase space modified by a quantum correction. The correction, which is a momentum jump function, is simulated in the quasi-classical approximation via a stochastic process. The technique, which is developed and validated in two- and three- dimensional momentum space, extends an earlier one-dimensional work. Also, by developing a new algorithm, the application to bound state motion in an anharmonic quartic potential shows better agreement with exact solutions in two-dimensional phase space.

John, Sarah↗

Advanced data assimilation in strongly nonlinear dynamical systems

Advanced data assimilation methods are applied to simple but highly nonlinear problems. The dynamical systems studied here are the stochastically forced double well and the Lorenz model. In both systems, linear approximation of the dynamics about the critical points near which regime transitions occur is not always sufficient to track their occurrence or nonoccurrence. Straightforward application of the extended Kalman filter yields mixed results. The ability of the extended Kalman filter to track transitions of the double-well system from one stable critical point to the other depends on the frequency and accuracy of the observations relative to the mean-square amplitude of the stochastic forcing. The ability of the filter to track the chaotic trajectories of the Lorenz model is limited to short times, as is the ability of strong-constraint variational methods. Examples are given to illustrate the difficulties involved, and qualitative explanations for these difficulties are provided. Three generalizations of the extended Kalman filter are described. The first is based on inspection of the innovation sequence, that is, the successive differences between observations and forecasts; it works very well for the double-well problem. The second, an extension to fourth-order moments, yields excellent results for the Lorenz model but will be unwieldy when applied to models with high-dimensional state spaces. A third, more practical method--based on an empirical statistical model derived from a Monte Carlo simulation--is formulated, and shown to work very well. Weak-constraint methods can be made to perform satisfactorily in the context of these simple models, but such methods do not seem to generalize easily to practical models of the atmosphere and ocean. In particular, it is shown that the equations derived in the weak variational formulation are difficult to solve conveniently for large systems.

Miller, Robert N.↗

A performability solution method for degradable nonrepairable systems

The present performability model-solving algorithm identifies performance with 'reward', representing the state behavior of a system S by a finite-state stochastic process and determining reward by means of reward rates that are associated with the states of the base model. A general method is obtained for determining the probability distribution function of the performance (reward) variable, and therefore the performability, of the corresponding system. This is done for bounded utilization periods, and the result is an integral expression which is either analytically or numerically solvable.

Furchtgott, D. G.↗

Autonomous Ocean World Exploration: Advancement of a Virtual Testbed

The search for life (extinct or extant) and potentially habitable bodies in our solar system and beyond is one of the 12 priority science questions outlined in the National Acadamies’ 2022 decadal survey [5]. Extraterrestrial destinations containing liquid water present an opportunity to search for life as we know it, and in recent years an increasing number of such locations have been discovered within our solar system. Several Jovian moons—Europa, Ganymede, and Callisto [10]—and the Saturnian moons Enceladus [8] and Titan [9] are known or suspected to harbor massive subsurface oceans. Of these "ocean worlds", Europa is the focus of at least one planned NASA orbiter mission, Europa Clipper [4], and an early lander mission concept, the Europa Lander [2, 3]. Whereas most robotic missions to the Moon and Mars (e.g. orbiters, rovers, landers) to date have had ground controllers on Earth tightly involved in mission operations, missions to more distant worlds will require a high degree of onboard autonomy due to long communication lags and blackouts, harsh environments (radiation, cold), and more limited battery and hardware life. The past decade has seen great advances in both AI technologies and computing scalability and performance that offer promising solutions for spacecraft autonomy and motivate the software system and research programs described in this paper. The Ocean Worlds Autonomy Testbed for Exploration, Research, and Simulation (OceanWATERS) [1], which has been in development at the NASA Ames Research Center since 2018, is a virtual environment for testing lander autonomy solutions. It is built on the Robot Operating System (ROS), runs on consumer-grade Linux workstations, and was released as open source in 2020. OceanWATERS provides a physical and visual simulation of a prototypical lander in a Europa-like environment (Figure 1). The lander was modeled after requirements and specifications made in JPL’s Europa Lander Study of 2016 [3]. Simulated lander systems include stereo cameras and spotlights mounted on an antenna mast that pans and tilts, a 6 degrees of freedom (DoF) robotic arm with a force-torque sensor and two interchangeable end effectors, and a battery pack power system. The environment consists of multiple terrain models including a highly detailed model sourced from the FROST dataset [11], simulation of surrounding planetary bodies based on an ephemeris model, and lighting from the sun with associated surface illumination, reflectance, and shadows. Operations supported by OceanWATERS include panoramic and directed imaging of the environment and lander workspace, Cartesian and joint-level arm commanding, grinding of the terrain surface (e.g. digging a trench), and scooping of ground material (Figure 2) which can be discarded or collected as science samples in a receptacle that can be emptied (science operations themselves are not simulated). These operations are realized as ROS Actions and are complimented by a wide selection of telemetry that is continually produced by each lander subsystem. The power system model is driven by the open-source Generic Software Architecture for Prognostics (GSAP) [11] that predicts the battery’s remaining useful life and other characteristics. As a testbed for high-level autonomy, OceanWATERS provides an execution framework based on PLEXIL [12], an open-source plan specification language and execution engine developed largely at Ames. NASA's initial development of OceanWATERS, as well the Ocean Worlds Lander Autonomy Testbed (OWLAT) [6], a complimentary physical testbed developed at JPL, was the first step in a plan for realizing candidate onboard autonomy solutions for such planetary landers. In 2020 NASA solicited applications for its Autonomous Robotics Research for Ocean Worlds (ARROW) program, and in 2021 the similar Concepts for Ocean worlds Life Detection Technology (COLDTech) program. Collectively six research teams, based in universities and companies across the United States, were awarded grants to develop and demonstrate autonomy solutions on OceanWATERS and OWLAT. These 1–2-year projects have now finished or are nearing completion, and a wide variety of autonomy challenges in ocean world surface missions were addressed. Prototyped and demonstrated solutions have included autonomous discovery, response and adaptation to system faults and unexpected environmental events, world model synthesis through perception, plan synthesis using learned models, methods to optimize sample target selection and prioritize science data transmission, extension of PLEXIL for stochastic decision-making, and an integration of a model of JPL’s mission-ready COLDArm [7]. Technologies used in these projects include many forms of machine learning, causal reasoning, automated planning, Markov decision processes, formal methods, and other advanced techniques. A more detailed summary of the ARROW and COLDTech projects is given herein. OceanWATERS has had significant enhancements since its open-source release in 2020. Many of its new features were driven or shaped by feedback from the ARROW and COLDTech teams and requirements of their projects. In support of enabling autonomous adaptation to spacecraft faults (a specific capability solicited by both programs), a fault injection and detection framework was developed that supports a wide and growing range of fault types such as locked joints, image loss, and battery failures. The power system model was completed and integrated into the simulator, starting as a single-cell battery model and later upgraded to a multi-cell model with associated faults such as cell disconnection. Arm/terrain interaction was improved by adding a force-torque sensor and associated faults, and an analytic dig force model based on the Balovnev bucket force equations. Environment fidelity was increased by modeling terrain deformation resulting from digging and scooping; visual improvements were made in textures, lighting, and shadows. To facilitate interoperation with OWLAT, a unified command and telemetry interface between the testbeds was developed at the ROS level, along with a PLEXIL interface. The number of lander operations was greatly expanded (e.g. with Cartesian-based arm and antenna movement), and a framework was designed for users to build their own lander actions. A GUI for PLEXIL plan selection was created (Figure 3), and an expansive set of plans were added, such as those that illustrate patterns for fault handling. This paper provides a self-contained high-level description of OceanWATERS, focusing on more detailed coverage of the aforementioned enhancements. It provides a high-level summary of the projects undertaken by participants in the ARROW and COLDTech programs and how these efforts have helped shape OceanWATERS. Finally, potential future work and directions for the testbed are listed, as likely informed by the recent planetary science decadal survey [5].

K Michael Dalal↗

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.↗

Multi-Pass Sequential Mini-Batch Stochastic Gradient Descent Algorithms for Noise Covariance Estimation in Adaptive Kalman Filtering

Estimation of unknown noise covariances in a Kalman filter is a problem of significant practical interest in a wide array of applications. Although this problem has a long history, reliable algorithms for their estimation were scant, and necessary and sufficient conditions for identifiability of the covariances were in dispute until recently. Necessary and sufficient conditions for covariance estimation and a batch estimation algorithm were presented in our previous study. This paper presents stochastic gradient descent algorithms for noise covariance estimation in adaptive Kalman filters that are an order of magnitude faster than the batch method for similar or better root mean square error. More significantly, these algorithms are applicable to non-stationary systems where the noise covariances can occasionally jump up or down by an unknown magnitude. The computational efficiency of the new algorithms stems from adaptive thresholds for convergence, recursive fading memory estimation of the sample cross-correlations of the innovations, and accelerated stochastic gradient descent algorithms. The comparative evaluation of the proposed methods on a number of test cases demonstrates their computational efficiency and accuracy.

Adaptive Kalman filtering↗

Some comments on particle image displacement velocimetry

Laser speckle velocimetry (LSV) or particle image displacement velocimetry, is introduced. This technique provides the simultaneous visualization of the two-dimensional streamline pattern in unsteady flows as well as the quantification of the velocity field over an entire plane. The advantage of this technique is that the velocity field can be measured over an entire plane of the flow field simultaneously, with accuracy and spatial resolution. From this the instantaneous vorticity field can be easily obtained. This constitutes a great asset for the study of a variety of flows that evolve stochastically in both space and time. The basic concept of LSV; methods of data acquisition and reduction, examples of its use, and parameters that affect its utilization are described.

Lourenco, L. M.↗

Turbulence modulation effect on evaporating spray characterization

The effects of turbulence modulation on the evaporating spray characteristics of a liquid fuel jet are numerically investigated. Two modulation models are implemented into the k-epsilon two-equation model. The gas phase is solved by a pressure-based method on a Eulerian frame and droplets are solved by a stochastic discrete particle technique based on Lagrangian formulation. The k-epsilon models are used to characterize the time and length scales of the gas phase turbulence for droplet dispersions and droplet/turbulence interactions. The modulation models are found to have significant effects on gas phase dynamics, and are less important for the droplet dynamics. Numerical predictions are compared with the experimental data of Drallemier and Peters (1990).

Shang, H. M.↗

A statistical model for interpreting computerized dynamic posturography data

Computerized dynamic posturography (CDP) is widely used for assessment of altered balance control. CDP trials are quantified using the equilibrium score (ES), which ranges from zero to 100, as a decreasing function of peak sway angle. The problem of how best to model and analyze ESs from a controlled study is considered. The ES often exhibits a skewed distribution in repeated trials, which can lead to incorrect inference when applying standard regression or analysis of variance models. Furthermore, CDP trials are terminated when a patient loses balance. In these situations, the ES is not observable, but is assigned the lowest possible score--zero. As a result, the response variable has a mixed discrete-continuous distribution, further compromising inference obtained by standard statistical methods. Here, we develop alternative methodology for analyzing ESs under a stochastic model extending the ES to a continuous latent random variable that always exists, but is unobserved in the event of a fall. Loss of balance occurs conditionally, with probability depending on the realized latent ES. After fitting the model by a form of quasi-maximum-likelihood, one may perform statistical inference to assess the effects of explanatory variables. An example is provided, using data from the NIH/NIA Baltimore Longitudinal Study on Aging.

NASA Discipline Neuroscience↗

Mesh-Based Entry Vehicle and Explosive Debris Re-Contact Probability Modeling

The risk to a crewed vehicle arising from potential re-contact with fragments from an explosive breakup of any jettisoned spacecraft segments during entry has long sought to be quantified. However, great difficulty lies in efficiently capturing the potential locations of each fragment and their collective threat to the vehicle. The method presented in this paper addresses this problem by using a stochastic approach that discretizes simulated debris pieces into volumetric cells, and then assesses strike probabilities accordingly. Combining spatial debris density and relative velocity between the debris and the entry vehicle, the strike probability can be calculated from the integral of the debris flux inside each cell over time. Using this technique it is possible to assess the risk to an entry vehicle along an entire trajectory as it separates from the jettisoned segment. By decoupling the fragment trajectories from that of the entry vehicle, multiple potential separation maneuvers can then be evaluated rapidly to provide an assessment of the best strategy to mitigate the re-contact risk.

McPherson, Mark A.↗

A general rough-surface inversion algorithm: Theory and application to SAR data

Rough-surface inversion has significant applications in interpretation of SAR data obtained over bare soil surfaces and agricultural lands. Due to the sparsity of data and the large pixel size in SAR applications, it is not feasible to carry out inversions based on numerical scattering models. The alternative is to use parameter estimation techniques based on approximate analytical or empirical models. Hence, there are two issues to be addressed, namely, what model to choose and what estimation algorithm to apply. Here, a small perturbation model (SPM) is used to express the backscattering coefficients of the rough surface in terms of three surface parameters. The algorithm used to estimate these parameters is based on a nonlinear least-squares criterion. The least-squares optimization methods are widely used in estimation theory, but the distinguishing factor for SAR applications is incorporating the stochastic nature of both the unknown parameters and the data into formulation, which will be discussed in detail. The algorithm is tested with synthetic data, and several Newton-type least-squares minimization methods are discussed to compare their convergence characteristics. Finally, the algorithm is applied to multifrequency polarimetric SAR data obtained over some bare soil and agricultural fields. Results will be shown and compared to ground-truth measurements obtained from these areas. The strength of this general approach to inversion of SAR data is that it can be easily modified for use with any scattering model without changing any of the inversion steps. Note also that, for the same reason it is not limited to inversion of rough surfaces, and can be applied to any parameterized scattering process.

Moghaddam, M.↗

Adaptive Stress Testing of Airborne Collision Avoidance Systems

This paper presents a scalable method to efficiently search for the most likely state trajectory leading to an event given only a simulator of a system. Our approach uses a reinforcement learning formulation and solves it using Monte Carlo Tree Search (MCTS). The approach places very few requirements on the underlying system, requiring only that the simulator provide some basic controls, the ability to evaluate certain conditions, and a mechanism to control the stochasticity in the system. Access to the system state is not required, allowing the method to support systems with hidden state. The method is applied to stress test a prototype aircraft collision avoidance system to identify trajectories that are likely to lead to near mid-air collisions. We present results for both single and multi-threat encounters and discuss their relevance. Compared with direct Monte Carlo search, this MCTS method performs significantly better both in finding events and in maximizing their likelihood.

Verification and Validation↗

On the minimax feedback control of uncertain dynamic systems.

In this paper the problem of optimal feedback control of uncertain discrete-time dynamic systems is considered where the uncertain quantities do not have a stochastic description but instead are known to belong to given sets. The problem is converted to a sequential minimax problem and dynamic programming is suggested as a general method for its solution. The notion of a sufficiently informative function, which parallels the notion of a sufficient statistic of stochastic optimal control, is introduced, and conditions under which the optimal controller decomposes into an estimator and an actuator are identified.

Bertsekas, D. P.↗

Sufficiently informative functions and the minimax feedback control of uncertain dynamic systems.

The problem of optimal feedback control of uncertain discrete-time dynamic systems is considered where the uncertain quantities do not have a stochastic description but instead are known to belong to given sets. The problem is converted to a sequential minimax problem and dynamic programming is suggested as a general method for its solution. The notion of a sufficiently informative function, which parallels the notion of a sufficient statistic of stochastic optimal control, is introduced, and conditions under which the optimal controller decomposes into an estimator and an actuator are identified.

Bertsekas, D. P.↗