A descent algorithm for constrained stochastic extrema.
Descent algorithm for finding stochastic extremum for situations not suited to optimal feedback control
Ho, Y. C.↗
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Results for “stochastic optimization”
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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Finite state stochastic games - Existence theorems and computational procedures.
Existence theorem for Markov chain finite state stochastic games applied to saddle point and optimal strategy or epsilon-optimal strategy pairs
Chamberlain, S. G.↗
Controller design technology for the space shuttle vehicle
Optimal control design for space shuttles using stochastic response technology
Source record↗
A Comparison of Techniques for Scheduling Earth-Observing Satellites
Scheduling observations by coordinated fleets of Earth Observing Satellites (EOS) involves large search spaces, complex constraints and poorly understood bottlenecks, conditions where evolutionary and related algorithms are often effective. However, there are many such algorithms and the best one to use is not clear. Here we compare multiple variants of the genetic algorithm: stochastic hill climbing, simulated annealing, squeaky wheel optimization and iterated sampling on ten realistically-sized EOS scheduling problems. Schedules are represented by a permutation (non-temperal ordering) of the observation requests. A simple deterministic scheduler assigns times and resources to each observation request in the order indicated by the permutation, discarding those that violate the constraints created by previously scheduled observations. Simulated annealing performs best. Random mutation outperform a more 'intelligent' mutator. Furthermore, the best mutator, by a small margin, was a novel approach we call temperature dependent random sampling that makes large changes in the early stages of evolution and smaller changes towards the end of search.
Globus, Al↗
Image-to-Image Wildfire Detection via Quantum-Compatible Variational Segmentation from Remotely-sensed Data
Over the last decade, the incidence of wildfires has surged, causing widespread destruction globally. To better comprehend and manage these incidents, remote sensing and aerial missions have been implemented in recent efforts. However, this has resulted in an exponential rise in the amount of remote sensing data utilization, leading to a need for intelligent automation of data extraction in wildfire studies. Machine learning provides an accurate automated approach for detecting these natural anomalies and facilitates decision-makers to take prompt actions. To make insightful decisions in wildfire management, it is imperative to move beyond simple detection and explore the potential of probabilistic generative machine learning for creating "what-if" scenarios for various wildfire conditions. Such models offer improved representation of the stochastic nature of wildfire events. However, the optimization of these models can be computationally expensive, especially when using classical computers. Quantum computers have recently emerged as a promising solution to reduce the computational cost of training such models and improve their performance. In this study, we aim to utilize quantum-compatible machine learning techniques to implement our probabilistic generative approach. To that end, we propose a supervised probabilistic variational model consisting of a U-NET-based image-to-image component along with encoder and decoder networks which work as a variational autoencoder (VAE) component. Additionally, we explore the type of latent distribution type in the VAE component and implement different means for modeling the prior distribution. We further investigate the quantum-compatible versions of the model compared to the classical counterpart and benchmark potential benefits of quantum compatibility over the classical model.
quantum machine learning↗
Identification of dynamic systems, theory and formulation
The problem of estimating parameters of dynamic systems is addressed in order to present the theoretical basis of system identification and parameter estimation in a manner that is complete and rigorous, yet understandable with minimal prerequisites. Maximum likelihood and related estimators are highlighted. The approach used requires familiarity with calculus, linear algebra, and probability, but does not require knowledge of stochastic processes or functional analysis. The treatment emphasizes unification of the various areas in estimation in dynamic systems is treated as a direct outgrowth of the static system theory. Topics covered include basic concepts and definitions; numerical optimization methods; probability; statistical estimators; estimation in static systems; stochastic processes; state estimation in dynamic systems; output error, filter error, and equation error methods of parameter estimation in dynamic systems, and the accuracy of the estimates.
Maine, R. E.↗
Optimal disturbance suppression with application to wind shear
A novel quadratic cost function composed of stochastic and deterministic contributions is used in the design of a digital flight control system for a small commercial jet with wind shear present. The optimal output feedback control design is configured to suppress the effect of the wind shear disturbance and maintain closed loop stability. A new algorithm is presented for finding the feedback gain. A proportional-integral control design with wind shear suppression is tested in a detailed nonlinear simulation of a commercial jet during the landing approach.
Broussard, J. R.↗
Quantum-Compatible Variational Segmentation for Image-to-Image Wildfire Detection Using Satellite Data
Wildfire occurrences have been increasing for the past decade, leaving devastating traces across the world. In the recent efforts, remote sensing and airborne missions have been utilized to better understand and manage wildfires. This has resulted in an exponential increase in volume of remote sensing data, which has pushed the need for intelligent automation of data extraction for wildfire studies. Machine learning offers accurate automation in detecting such natural anomalies and enable decision-makers to take actions in a timely manner. Recent advances in machine learning algorithms, namely probabilistic generative methods, allow researchers and decisionmakers to step beyond detection and study “what-if” scenarios for wildfire occurrences. Additionally, they offer better imitations to the stochastic behavior of nature, and wildfire events. However, optimizing the performance of these probabilistic generative models is a computationally expensive process, specially using digital computers. On the other hand, quantum computers have recently shown a promise to reduce computationally costly training of such models and provide performance improvements. There is a body of research investigating the potential for improved machine learning methods in which key operations are performed on a quantum computer. In this study, we propose a probabilistic image-toimage segmentation approach combining a very well-known segmentation method, U-NET, with a Conditional Variational Auto-Encoder (CVAE) to not only detect wildfires but also describe the stochasticity of the phenomenon and be capable of running “what-if” scenarios. Our proposed model is compatible with training on quantum computers, which results in a quantum-assisted image-to-image segmentation approach and can be used to benchmark the potential benefit of quantum computing over the classical one.
quantum↗
Multi-Parent Clustering Algorithms from Stochastic Grammar Data Models
We introduce a statistical data model and an associated optimization-based clustering algorithm which allows data vectors to belong to zero, one or several parent clusters.
Clustering↗
Low-Earth Orbit Trajectory Optimization in the Presence of Atmospheric Uncertainty
The previous 20 to 25 years have seen a tremendous increase in space exploration, and with that an increase in the level of logistics planning needed to ensure mission success. For spacecraft that are designed to be periodically re-supplied, a key logistics consumable is propellant, as it constitutes the greatest up-mass on re-supply vehicles. A trajectory design strategy is therefore desired that minimizes propellant usage in order to ease the demand for propellant re-supply missions. This thesis develops such a strategy in three stages, and uses the International Space Station (ISS) as its testbed, as no other LEO spacecraft is more challenging from a space logistics standpoint. First, the ISS trajectory planning problem is formulated as a constrained burn optimization problem assuming a deterministic atmosphere. The cost function is total ∆v, with constraints imposed on longitude of ascending viii node (LAN) and semi-major axis (SMA) altitude. Analytic derivatives are constructed for both the cost and constraints, which are necessary given the 6-week to 2-year time frames being considered. A gradient-based optimizer is then utilized to find locally-optimal solutions to real-world ISS trajectory planning problems. Second, atmospheric uncertainty is addressed by constructing a probabilistic model of space weather data using Gaussian Processes (GPs). Bayesian inference is performed using the GP model to generate mean and covariance estimates for space weather predictions, whose pedigree is assessed against test data. The predictions are then mapped into atmospheric density via the analytic Jacchia-Roberts density model, and the effect of space weather uncertainty on orbital lifetime is examined. Third, an ISS burn execution uncertainty model is developed. This model, along with the space weather uncertainty model, are deployed in a linear covariance analysis to ascertain their combined effect on LAN and SMA altitude dispersions. The deterministic constraints from the original problem are re-formulated as stochastic constraints, where now the constraint uncertainty interval is required to fall within specified bounds. An updated optimization framework is constructed using the original ∆v cost function along with the stochastic constraints to solve the trajectory optimization problem under atmospheric uncertainty. Finally, the complete architecture is summarized for deployment in an operational setting.
Trajectory Optimization↗
Optical stationary control of a linear system with state-dependent noise
Optical stationary control of linear control system with state dependent Gaussian noise
STOCHASTIC PROCESS↗
Optimal control of nonlinear discrete time systems by mathematical programming
Nonlinear discrete time sampled systems optimal control by dynamic programming, with application to stochastic systems
Tabak, D.↗
Models for interrupted monitoring of a stochastic process
As computers are added to the cockpit, the pilot's job is changing from of manually flying the aircraft, to one of supervising computers which are doing navigation, guidance and energy management calculations as well as automatically flying the aircraft. In this supervisorial role the pilot must divide his attention between monitoring the aircraft's performance and giving commands to the computer. Normative strategies are developed for tasks where the pilot must interrupt his monitoring of a stochastic process in order to attend to other duties. Results are given as to how characteristics of the stochastic process and the other tasks affect the optimal strategies.
Palmer, E.↗
Interrupted monitoring of a stochastic process
Normative strategies are developed for tasks where the pilot must interrupt his monitoring of a stochastic process in order to attend to other duties. Results are given as to how characteristics of the stochastic process and the other tasks affect the optimal strategies. The optimum strategy is also compared to the strategies used by subjects in a pilot experiment.
Palmer, E.↗
Global optimization methods for engineering design
The problem is to find a global minimum for the Problem P. Necessary and sufficient conditions are available for local optimality. However, global solution can be assured only under the assumption of convexity of the problem. If the constraint set S is compact and the cost function is continuous on it, existence of a global minimum is guaranteed. However, in view of the fact that no global optimality conditions are available, a global solution can be found only by an exhaustive search to satisfy Inequality. The exhaustive search can be organized in such a way that the entire design space need not be searched for the solution. This way the computational burden is reduced somewhat. It is concluded that zooming algorithm for global optimizations appears to be a good alternative to stochastic methods. More testing is needed; a general, robust, and efficient local minimizer is required. IDESIGN was used in all numerical calculations which is based on a sequential quadratic programming algorithm, and since feasible set keeps on shrinking, a good algorithm to find an initial feasible point is required. Such algorithms need to be developed and evaluated.
Arora, Jasbir S.↗
Preliminary design of a meteoroid/orbital debris shield system for a Mars mission spacecraft
A preliminary design of a spacecraft shield system to defeat meteoroids and orbital debris during a Mars mission is presented. The mission scenario is first defined in terms of stage times which include LEO, transit, low-Mars orbit, and Mars surface periods. The environment definitions for earth-orbital space debris, planetary meteoroids, and interplanetary meteoroids are next introduced. Shield system design approaches incorporate stochastic simulation, hydrocode analyses, hypervelocity impact testing, and optimization techniques. Structural design trades presented include spacecraft configuration, mission schedule, penetration risk, and total standoff distance between the bumper and wall.
Robinson, J. H.↗
Gradient-Based Aeroservoelastic Optimization with Static Output Feedback
Static output feedback considers an optimal low-order feedback matrix which directly connects the sensors to the control inputs. This work demonstrates the numerical techniques needed to compute the analytical gradient of the optimal feedback matrix with respect to design variables, which may then be used for gradient-based optimization. The derivatives are demonstrated for aeroservoelastic optimization under a series of closed- loop gust load alleviation constraints, considering a continuous stochastic gust load applied to a transport vehicle configuration, among other design constraints such as utter and maneuver loads. The optimal trade-o s between passive load alleviation and active load alleviation for static output feedback are compared with those from full-state feedback, which may be considered an upper-bound for effective sensor-based control.
Stanford, Bret K.↗
Approximation of the optimal compensator for a large space structure
This paper considers the approximation of the optimal compensator for a Large Space Structure. The compensator is based upon a solution to the Linear Stochastic Quadratic Regulator problem. Colocation of sensors and actuators is assumed. A small gain analytical solution for the optimal compensator is obtained for a single input/single output system, i.e., certain terms in the compensator can be neglected for sufficiently small gain. The compensator is calculated in terms of the kernel to a Volterra integral operator using a Neumann series. The calculation of the compensator is based upon the C sub 0 semigroup for the infinite dimensional system. A finite dimensional approximation of the compensator is, therefore, obtained through analysis of the infinite dimensional compensator which is a compact operator.
Mackay, M. K.↗