Converse theorems for stochastic Liapunov functions.
Stochastic Liapunov function existence demonstrated for continuous strong Markov process with certain stochastic stability properties
RANDOM PROCESS↗
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Towards a Theory of Sampled-Data Piecewise-Deterministic Markov Processes
The analysis and design of practical control systems requires that stochastic models be employed. Analysis and design tools have been developed, for example, for Markovian jump linear continuous and discrete-time systems, piecewise-deterministic processes (PDP's), and general stochastic hybrid systems (GSHS's). These model classes have been used in many applications, including fault tolerant control and networked control systems. This paper presents initial results on the analysis of a sampled-data PDP representation of a nonlinear sampled-data system with a jump linear controller. In particular, it is shown that the state of the sampled-data PDP satisfies the strong Markov property. In addition, a relation between the invariant measures of a sampled-data system driven by a stochastic process and its associated discrete-time representation are presented. As an application, when the plant is linear with no external input, a sufficient testable condition for the convergence in distribution to the invariant delta Dirac measure is given.
Herencia-Zapana, Heber↗
Unsupervised Detection of Planetary Craters by a Marked Point Process
With the launch of several planetary missions in the last decade, a large amount of planetary images is being acquired. Preferably, automatic and robust processing techniques need to be used for data analysis because of the huge amount of the acquired data. Here, the aim is to achieve a robust and general methodology for crater detection. A novel technique based on a marked point process is proposed. First, the contours in the image are extracted. The object boundaries are modeled as a configuration of an unknown number of random ellipses, i.e., the contour image is considered as a realization of a marked point process. Then, an energy function is defined, containing both an a priori energy and a likelihood term. The global minimum of this function is estimated by using reversible jump Monte-Carlo Markov chain dynamics and a simulated annealing scheme. The main idea behind marked point processes is to model objects within a stochastic framework: Marked point processes represent a very promising current approach in the stochastic image modeling and provide a powerful and methodologically rigorous framework to efficiently map and detect objects and structures in an image with an excellent robustness to noise. The proposed method for crater detection has several feasible applications. One such application area is image registration by matching the extracted features.
Troglio, G.↗
Stochastic simulation of vertically nonhomogeneous gusts
The small-scale horizontal gust structure of detailed wind profiles along the vertical in the first 20 km of the atmosphere is a vertically nonhomogeneous process. A linear stochastic model is developed for the process based on the process covariance function. This model is formulated through the use of a scaling hypothesis that transforms the nonhomogeneous gust process into a nondimensional gust process which is homogeneous in a nondimensional height coordinate. The velocity scaling parameter for the gust process is the gust standard deviation, and the length scale used to nondimensionalize the altitude is the vertical space lag associated with the first zero of the gust covariance function. State space theory is used to derive a digital filter from the model, which can be readily used to simulate gusts for space vehicle design applications.
Fichtl, G. H.↗
Stochastic simulation of vertically nonhomogeneous gusts
The small-scale horizontal gust structure of detailed wind profiles along the vertical in the first 20 km of the atmosphere is a vertically nonhomogeneous process. A linear stochastic model was developed based on the process covariance function. This model was formulated through the use of a scaling hypothesis which transforms the nonhomogeneous gust process into a nondimensional gust process which is homogeneous in a nondimensional gust height coordinate. The velocity scaling parameter for the gust process is the gust standard deviation, and the length scale used to nondimensionalize the altitude is the vertical space lag associated with the first zero of the gust covariance function. State space theory was used to derive a digital filter from the model, which can be readily used to simulate gusts for space vehicle design applications.
Fichtl, G. H.↗
On the representation of a continuous stochastic intensity by Poisson shot noise
Poisson shot noise process relationship with continuous stochastic intensity as sample function
Gagliardi, R. M.↗
Stationary conditions for stochastic differential equations
This is a preliminary study of possible necessary and sufficient conditions to insure stationarity in the solution process for a stochastic differential equation. It indirectly sheds some light on ergodicity properties and shows that the spectral density is generally inadequate as a statistical measure of the solution. Further work is proceeding on a more general theory which gives necessary and sufficient conditions in a form useful for applications.
Adomian, G.↗
Lecture notes on stochastic control, part I
Stochastic control of diffusion processes, optimal linear filtering and prediction, and optimization of control for Markov chains
CONTROL SYSTEM↗
Application of Ensemble Detection and Analysis to Modeling Uncertainty in Non Stationary Process
Characterization of non stationary and nonlinear processes is a challenge in many engineering and scientific disciplines. Climate change modeling and projection, retrieving information from Doppler measurements of hydrometeors, and modeling calibration architectures and algorithms in microwave radiometers are example applications that can benefit from improvements in the modeling and analysis of non stationary processes. Analyses of measured signals have traditionally been limited to a single measurement series. Ensemble Detection is a technique whereby mixing calibrated noise produces an ensemble measurement set. The collection of ensemble data sets enables new methods for analyzing random signals and offers powerful new approaches to studying and analyzing non stationary processes. Derived information contained in the dynamic stochastic moments of a process will enable many novel applications.
Racette, Paul↗
Two stochastic models useful in petroleum exploration
A model of the petroleum exploration process that tests empirically the hypothesis that at an early stage in the exploration of a basin, the process behaves like sampling without replacement is proposed along with a model of the spatial distribution of petroleum reserviors that conforms to observed facts. In developing the model of discovery, the following topics are discussed: probabilitistic proportionality, likelihood function, and maximum likelihood estimation. In addition, the spatial model is described, which is defined as a stochastic process generating values of a sequence or random variables in a way that simulates the frequency distribution of areal extent, the geographic location, and shape of oil deposits
Kaufman, G. M.↗
Gamma-ray emission and electron acceleration in solar flares
Recent observations have extended the spectra of the impulsive phase of flares to the GeV range. Such high-energy photons can be produced either by electron bremsstrahlung or by decay of pions produced by accelerated protons. In this paper we investigate the effects of processes which become important at high energies. We examine the effects of synchrotron losses during the transport of electrons as they travel from the acceleration region in the corona to the gamma-ray emission sites deep in the chromosphere and photosphere, and the effects of scattering and absorption of gamma rays on their way from the photosphere to space instruments. These results are compared with the spectra from so-called electron-dominated flares, observed by GRS on the Solar Maximum Mission, which show negligible or no detectable contribution from accelerated protons. The spectra of these flares show a distinct steepening at energies below 100 keV and a rapid falloff at energies above 50 MeV. Following our earlier results based on lower energy gamma-ray flare emission we have modeled these spectra. We show that neither the radiative transfer effects, which are expected to become important at higher energies, nor the transport effects (Coulomb collisions, synchrotron losses, or magnetic field convergence) can explain such sharp spectral deviations from a simple power law. These spectral deviations from a power law are therefore attributed to the acceleration process. In a stochastic acceleration model the low-energy steepening can be attributed to Coulomb collision and the rapid high-energy steepening can result from synchrotron losses during the acceleration process.
Petrosian, Vahe↗
Particle Acceleration in Active Galactic Nuclei
The investigation of stochastic particle acceleration through resonant interactions with plasma waves that populate the magnetosphere surrounding an accreting black hole is presented. Stochastic acceleration has been successfully applied to the problem of ion and electron energization in solar flares, and is capable of accounting for a wide range of both neutral and charged particle emissions. It is also a component in diffusive shock acceleration, since pitch-angle scattering (which is necessary for multiple shock crossings) is accompanied by diffusion in momentum space, which in turn yields a net systematic energy gain; however, stochastic energization will dominate the first-order shock process only in certain parameter regimes. Although stochastic acceleration has been applied to particle energization in the lobes of radio galaxies, its application to the central regions of AGNs (active galactic nuclei) has only recently been considered, but not in detail. We proposed to systematically investigate the plasma processes responsible for stochastic particle acceleration in black hole magnetospheres along with the energy-loss processes which impede particle energization. To this end, we calculated acceleration rates and escape time scales for protons and electrons resonating with Alfven waves, and for electrons resonating with whistlers. We also considered the "hot" topic of gamma-ray line emission from the Orion complex. We proposed that the observed gamma-ray lines are produced by energetic ions that are stochastically accelerated by cascading Alfven waves in the accretion plasma near a black hole. Related research papers that were published in journals are listed.
Miller, James A.↗
Growth Control and Disease Mechanisms in Computational Embryogeny
This paper presents novel approach to applying growth control and diseases mechanisms in computational embryogeny. Our method, which mimics fundamental processes from biology, enables individuals to reach maturity in a controlled process through a stochastic environment. Three different mechanisms were implemented; disease mechanisms, gene suppression, and thermodynamic balancing. This approach was integrated as part of a structural evolutionary model. The model evolved continuum 3-D structures which support an external load. By using these mechanisms we were able to evolve individuals that reached a fixed size limit through the growth process. The growth process was an integral part of the complete development process. The size of the individuals was determined purely by the evolutionary process where different individuals matured to different sizes. Individuals which evolved with these characteristics have been found to be very robust for supporting a wide range of external loads.
Genetic algorithm↗
Markov Modeling of Component Fault Growth over a Derived Domain of Feasible Output Control Effort Modifications
This paper introduces a novel Markov process formulation of stochastic fault growth modeling, in order to facilitate the development and analysis of prognostics-based control adaptation. A metric representing the relative deviation between the nominal output of a system and the net output that is actually enacted by an implemented prognostics-based control routine, will be used to define the action space of the formulated Markov process. The state space of the Markov process will be defined in terms of an abstracted metric representing the relative health remaining in each of the system s components. The proposed formulation of component fault dynamics will conveniently relate feasible system output performance modifications to predictions of future component health deterioration.
Bole, Brian↗
Saturn's E, G, and F rings - Modulated by the plasma sheet?
Saturn's broad E ring, the narrow G ring, and the structured and apparently time-variable F ring(s) contain many micron and submicron-sized particles, which make up the 'visible' component. These rings (or ring systems) are in direct contact with magnetospheric plasma. Fluctuations in the plasma density and/or mean energy, due to magnetospheric and solar wind processes, may induce stochastic charge variations on the dust particles, which in turn lead to an orbit perturbation and spatial diffusion. In addition, Coulomb drag forces may be important, in particular for the E ring. The possibility that electromagnetic effects may play a role in determining the F ring structure and its possible time variations is critically examined. Sputtering of micron-sized dust particles in the E ring by magnetospheric ions yields lifetimes of 100 to 10,000 years. This effect as well as the plasma induced transport processes require an active source for the E ring, probably Enceladus.
Morfill, G. E.↗
Investigation of optimization of attitude control systems Annual report, 1 Jul. 1966 - 31 Aug. 1967
Optimal attitude control systems for antenna direction, stochastic problems, and bounded phase-coordinate processes
OPTIMAL CONTROL↗
The closure approximation in the hierarchy equations.
The expectation of the solution process in a stochastic operator equation can be obtained from averaged equations only under very special circumstances. Conditions for validity are given and the significance and validity of the approximation in widely used hierarchy methods and the ?self-consistent field' approximation in nonequilibrium statistical mechanics are clarified. The error at any level of the hierarchy can be given and can be avoided by the use of the iterative method.
Adomian, G.↗
Analytical techniques for the study of some parameters of multispectral scanner systems for remote sensing
The author has identified the following significant results. The concept of average mutual information in the received spectral random process about the spectral scene was developed. Techniques amenable to implementation on a digital computer were also developed to make the required average mutual information calculations. These techniques required identification of models for the spectral response process of scenes. Stochastic modeling techniques were adapted for use. These techniques were demonstrated on empirical data from wheat and vegetation scenes.
Wiswell, E. R.↗