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NASA NTRS1973

Solution of the stochastic control problem in unbounded domains.

Bellman's dynamic programming equation for the optimal index and control law for stochastic control problems is a parabolic or elliptic partial differential equation frequently defined in an unbounded domain. Existing methods of solution require bounded domain approximations, the application of singular perturbation techniques or Monte Carlo simulation procedures. In this paper, using the fact that Poisson impulse noise tends to a Gaussian process under certain limiting conditions, a method which achieves an arbitrarily good approximate solution to the stochastic control problem is given. The method uses the two iterative techniques of successive approximation and quasi-linearization and is inherently more efficient than existing methods of solution.

Robinson, P.↗

NASA NTRS1973

First-excursion probability in non-stationary random vibration.

The first-excursion probability of a non-stationary Gaussian process with zero mean has been studied. Within the framework of the point process approach, a variety of analytical approximations applicable to stationary random processes is extended herein to non-stationary random processes. The extension is possible owing to a recent definition of non-stationary envelope processes proposed by the author. With the aid of numerical examples, merits of each approximation are examined by comparing with the results of simulation. It is found that under non-stationary excitations with short duration, the Markov approximation is the best among all the approximations discussed in this paper.

Yang, J.-N.↗

NASA NTRS1973

A model of the human in a cognitive prediction task.

The human decision maker's behavior when predicting future states of discrete linear dynamic systems driven by zero-mean Gaussian processes is modeled. The task is on a slow enough time scale that physiological constraints are insignificant compared with cognitive limitations. The model is basically a linear regression system identifier with a limited memory and noisy observations. Experimental data are presented and compared to the model.

Rouse, W. B.↗

NASA NTRS1974

A curvature-corrected Kirchhoff formulation for radar sea-return from the near vertical

A new theoretical treatment of the problem of electromagnetic wave scattering from a randomly rough surface is given. A high frequency correction to the Kirchhoff approximation is derived from a field integral equation for a perfectly conducting surface. The correction, which accounts for the effect of local surface curvature, is seen to be identical with an asymptotic form found by Fock (1945) for diffraction by a paraboloid. The corrected boundary values are substituted into the far field Stratton-Chu integral, and average backscattered powers are computed assuming the scattering surface is a homogeneous Gaussian process. Preliminary calculations for K(-4) ocean wave spectrum indicate a resonable modelling of polarization effects near the vertical, theta 45 deg. Correspondence with the results of small perturbation theory is shown.

Jackson, F. C.↗

NASA NTRS1976

The effect of direct current bias in the computation of power spectra

The effect of dc bias in the approximate computation of spectra of Gaussian processes is determined by hard limiting.

Rodemich, E. R.↗

NASA NTRS1981

Reliability-based optimization under random vibration environment

A methodology of formulating the optimum design problem for structural systems with random parameters and subjected to random vibration as a mathematical programming problem is presented. The proposed method is applied to the optimum design of a cantilever beam with a tip mass and a truss structure supporting a water tank. The excitations are assumed to be Gaussian processes and the geometric and material properties are taken to be normally distributed random variables. The probabilistic constraints are specified for individual failure modes since it is easier to specify the reliability level for each failure mode keeping in view the consequences of failure in that particular mode. The time parameter appearing in the random vibration based constraints is eliminated by replacing the probabilities of failure by suitable upper bounds. The numerical results demonstrate the feasibility and effectiveness of applying the reliability-based design concepts to structures with random parameters and operating in random vibration environment.

Rao, S. S.↗

NASA NTRS1986

Statistics of the geomagnetic secular variation for the past 5Ma

A new statistical model is proposed for the geomagnetic secular variation over the past 5Ma. Unlike previous models, the model makes use of statistical characteristics of the present day geomagnetic field. The spatial power spectrum of the non-dipole field is consistent with a white source near the core-mantle boundary with Gaussian distribution. After a suitable scaling, the spherical harmonic coefficients may be regarded as statistical samples from a single giant Gaussian process; this is the model of the non-dipole field. The model can be combined with an arbitrary statistical description of the dipole and probability density functions and cumulative distribution functions can be computed for declination and inclination that would be observed at any site on Earth's surface. Global paleomagnetic data spanning the past 5Ma are used to constrain the statistics of the dipole part of the field. A simple model is found to be consistent with the available data. An advantage of specifying the model in terms of the spherical harmonic coefficients is that it is a complete statistical description of the geomagnetic field, enabling us to test specific properties for a general description. Both intensity and directional data distributions may be tested to see if they satisfy the expected model distributions.

Constable, C. G.↗

NASA NTRS1988

Statistics of the geomagnetic secular variation for the past 5 m.y

Constable, C. G.↗

NASA NTRS2009

Evaluating Algorithm Performance Metrics Tailored for Prognostics

Prognostics has taken a center stage in Condition Based Maintenance (CBM) where it is desired to estimate Remaining Useful Life (RUL) of the system so that remedial measures may be taken in advance to avoid catastrophic events or unwanted downtimes. Validation of such predictions is an important but difficult proposition and a lack of appropriate evaluation methods renders prognostics meaningless. Evaluation methods currently used in the research community are not standardized and in many cases do not sufficiently assess key performance aspects expected out of a prognostics algorithm. In this paper we introduce several new evaluation metrics tailored for prognostics and show that they can effectively evaluate various algorithms as compared to other conventional metrics. Specifically four algorithms namely; Relevance Vector Machine (RVM), Gaussian Process Regression (GPR), Artificial Neural Network (ANN), and Polynomial Regression (PR) are compared. These algorithms vary in complexity and their ability to manage uncertainty around predicted estimates. Results show that the new metrics rank these algorithms in different manner and depending on the requirements and constraints suitable metrics may be chosen. Beyond these results, these metrics offer ideas about how metrics suitable to prognostics may be designed so that the evaluation procedure can be standardized. 1

Saxena, Abhinav↗

NASA NTRS2011

Prognostics of Power MOSFET

This paper demonstrates how to apply prognostics to power MOSFETs (metal oxide field effect transistor). The methodology uses thermal cycling to age devices and Gaussian process regression to perform prognostics. The approach is validated with experiments on 100V power MOSFETs. The failure mechanism for the stress conditions is determined to be die-attachment degradation. Change in ON-state resistance is used as a precursor of failure due to its dependence on junction temperature. The experimental data is augmented with a finite element analysis simulation that is based on a two-transistor model. The simulation assists in the interpretation of the degradation phenomena and SOA (safe operation area) change.

Celaya, Jose Ramon↗

NASA NTRS2012

Can Selforganizing Maps Accurately Predict Photometric Redshifts?

We present an unsupervised machine-learning approach that can be employed for estimating photometric redshifts. The proposed method is based on a vector quantization called the self-organizing-map (SOM) approach. A variety of photometrically derived input values were utilized from the Sloan Digital Sky Survey's main galaxy sample, luminous red galaxy, and quasar samples, along with the PHAT0 data set from the Photo-z Accuracy Testing project. Regression results obtained with this new approach were evaluated in terms of root-mean-square error (RMSE) to estimate the accuracy of the photometric redshift estimates. The results demonstrate competitive RMSE and outlier percentages when compared with several other popular approaches, such as artificial neural networks and Gaussian process regression. SOM RMSE results (using delta(z) = z(sub phot) - z(sub spec)) are 0.023 for the main galaxy sample, 0.027 for the luminous red galaxy sample, 0.418 for quasars, and 0.022 for PHAT0 synthetic data. The results demonstrate that there are nonunique solutions for estimating SOM RMSEs. Further research is needed in order to find more robust estimation techniques using SOMs, but the results herein are a positive indication of their capabilities when compared with other well-known methods

Way, Michael J.↗

NASA NTRS2011

Prognostics of Power Mosfets Under Thermal Stress Accelerated Aging Using Data-Driven and Model-Based Methodologies

An approach for predicting remaining useful life of power MOSFETs (metal oxide field effect transistor) devices has been developed. Power MOSFETs are semiconductor switching devices that are instrumental in electronics equipment such as those used in operation and control of modern aircraft and spacecraft. The MOSFETs examined here were aged under thermal overstress in a controlled experiment and continuous performance degradation data were collected from the accelerated aging experiment. Dieattach degradation was determined to be the primary failure mode. The collected run-to-failure data were analyzed and it was revealed that ON-state resistance increased as die-attach degraded under high thermal stresses. Results from finite element simulation analysis support the observations from the experimental data. Data-driven and model based prognostics algorithms were investigated where ON-state resistance was used as the primary precursor of failure feature. A Gaussian process regression algorithm was explored as an example for a data-driven technique and an extended Kalman filter and a particle filter were used as examples for model-based techniques. Both methods were able to provide valid results. Prognostic performance metrics were employed to evaluate and compare the algorithms.

Electrolytic capacitors↗

NASA NTRS2015

Predicting Time Series Outputs and Time-to-Failure for an Aircraft Controller Using Bayesian Modeling

Safety of unmanned aerial systems (UAS) is paramount, but the large number of dynamically changing controller parameters makes it hard to determine if the system is currently stable, and the time before loss of control if not. We propose a hierarchical statistical model using Treed Gaussian Processes to predict (i) whether a flight will be stable (success) or become unstable (failure), (ii) the time-to-failure if unstable, and (iii) time series outputs for flight variables. We first classify the current flight input into success or failure types, and then use separate models for each class to predict the time-to-failure and time series outputs. As different inputs may cause failures at different times, we have to model variable length output curves. We use a basis representation for curves and learn the mappings from input to basis coefficients. We demonstrate the effectiveness of our prediction methods on a NASA neuro-adaptive flight control system.

Statistics↗

NASA NTRS2016

A Comparison of Metamodeling Techniques via Numerical Experiments

This paper presents a comparative analysis of a few metamodeling techniques using numerical experiments for the single input-single output case. These experiments enable comparing the models' predictions with the phenomenon they are aiming to describe as more data is made available. These techniques include (i) prediction intervals associated with a least squares parameter estimate, (ii) Bayesian credible intervals, (iii) Gaussian process models, and (iv) interval predictor models. Aspects being compared are computational complexity, accuracy (i.e., the degree to which the resulting prediction conforms to the actual Data Generating Mechanism), reliability (i.e., the probability that new observations will fall inside the predicted interval), sensitivity to outliers, extrapolation properties, ease of use, and asymptotic behavior. The numerical experiments describe typical application scenarios that challenge the underlying assumptions supporting most metamodeling techniques.

Crespo, Luis G.↗

NASA NTRS2018

Space-Filling Designs for Multi-Layer Nested Factors

This articles considers computer experiments where levels for continuous factors are selected in sequential order with the level selected for one factor directly a ecting the range of possible levels for the nested factor, and so on for a nite number of factors. In addition, we assume the nested relationships between the factors have no closed form solution. In this paper, we propose an approach for constructing a multi-layer nested factor design, or multi-NFD for short. This space- lling design approach takes advan- tage of the maximin criterion and can be analyzed using a standard Gaussian process model. While the multi-NFD approach can be adapted for future computer experi- ments involving factor relationships of this type, we present results from a particular aerospace computer simulation study.

Gryder, Ryan W.↗

NASA NTRS2019

A ~60 day Super-orbital Period Originating from the Ultraluminous X-ray Pulsar in M82

Ultraluminous X-ray (ULX) pulsars are a new class of object powered by apparent super-critical accretion onto magnetized neutron stars. Three sources in this class have been identified so far; M82X-2, NGC 5907 ULX-1, and NGC 7793 P13 have been found to have two properties in common; ∼1 s spin periods, and for NGC 5907 ULX-1 and NGC 7793 P13 periodic X-ray flux modulations on timescales of ∼60–80 days. M82 X-2 resides in a crowded field that includes the ULX M82 X-1 separated from X-2 by 5″, as well as other bright point sources. A 60 day modulation has been observed from the region, but the origin has been difficult to identify; both M82 X-1 and X-2 have been suggested as the source. In this paper we present the analysis of a systematic monitoring campaign by Chandra, the only X-ray telescope capable of resolving the crowded field. From a simple Lomb–Scargle periodogram analysis and a more sophisticated Gaussian Process analysis we find that only X-2 exhibits a periodic signal around 60 days, supporting previous claims that it is the origin. We also construct a phase-averaged flux profile of the modulations from higher-cadence Swift/XRT data and find that the flux variations in the Chandra data are fully consistent with the flux profile. Since the orbit of the neutron star and its companion is known to be 2.5 days, the ∼60 day period must be super-orbital in origin. The flux of the modulations varies by a factor of ∼100 from the minimum to the maximum, with no evidence for spectral variations, making the origin difficult to explain.

Individual galaxies↗

NASA NTRSDate not supplied

Uncertainty Propagation in Pre-Flight Prediction of Unmanned Aerial Vehicle Separation Violation

Current forecasts on the future of aeronautics suggest an in- creasing number of unmanned aerial vehicles entering the low- altitude airspace in the next decades (FAA, 2018; Kopardekar et al., 2016). Small vehicles for package delivery as well as larger vehicles for urban air mobility will change the airspace drastically, increasing density of operations both in time, i.e. high number of take-off and landings per unit time, and in space, operating in dense urban environment. This scenario poses challenges to the current approach to air traffic control, and large efforts from academia, industry and regulatory bodies are dedicated to the development of new traffic management strategies that leverage higher computing and simulating capabilities available today. In this paper, we propose a simple look-ahead approach to predict potential minimum separation violations at the strategic level, that is before vehicles start flying, depending on the predefined 4D trajectories and uncertainty affecting the wind acting along those routes. The wind field is extracted from the NOAA North America Mesoscale Forecast System and interpolated using Gaussian process regression, while uncertainty affecting the expected cruise airspeed is propagated through error intervals. The approach allows the prediction of aircraft separation as a function of time, highlighting potential safety violations that would go undetected if uncertainty affecting the expected 4D trajectories is not considered. The paper will also discuss issues related to accuracy and scalability of the approach to multiple vehicle operations.

Trajectory Prediction↗

NASA NTRS2021

The M-dwarf Ultraviolet Spectroscopic Sample. I. Determining Stellar Parameters for Field Stars

Accurate stellar properties are essential for precise stellar astrophysics and exoplanetary science. In the M-dwarf regime, much effort has gone into defining empirical relations that can use readily accessible observables to assess physical stellar properties. Often, these relations for the quantity of interest are cast as a nonlinear function of available data; in Bayesian modeling, however, the reverse is needed. In this article, we introduce a new Bayesian framework to self-consistently and simultaneously apply multiple empirical calibrations to fully characterize the mass, luminosity, radius, and effective temperature of a field age M-dwarf. This framework includes a new M-dwarf mass–radius relation with a scatter of 3.1% at fixed mass. We further introduce the M-dwarf Ultraviolet Spectroscopic Sample (MUSS), and apply our methodology to provide consistent stellar parameters for these nearby low-mass stars, selected as having available spectroscopic data in the ultraviolet. These targets are of interest largely as either exoplanet hosts or benchmarks in multiwavelength stellar activity. We use the field MUSS stars to define a low-mass main sequence in the solar neighborhood through Gaussian Process (GP) regression. These results enable us to empirically measure a feature in the GP derivative at M ⊙ that indicates where the MUSS transitions from fully to partly convective interiors.

J. Sebastian Pineda↗