Search NASASearch

SEARCH · Search NASA

Results for “MARKOV PROCESS”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 73 records · Page 4

Cellular Statistical Models of Broken Cloud Fields. Part IV: Effects of Pixel Size on Idealized Satellite Observations

In the fourth part of our “Cellular Statistical Models of Broken Cloud Fields” series we use the binary Markov processes framework for quantitative investigation of the effects of low resolution of idealized satellite observations on the statistics of the retrieved cloud masks. We assume that the cloud fields are Markovian and are characterized by the “actual” cloud fraction (CF) and scale length. We use two different models of observations: a simple discrete-point sampling and a more realistic “pixel” protocol. The latter is characterized by a state attribution function (SAF) which has the meaning of the probability that the pixel with a certain CF is declared cloudy in the observed cloud mask. The stochasticity of the SAF means that the cloud/clear attribution is not ideal and can be affected by external or unknown factors. We show that the observed cloud masks can be accurately described as Markov chains of pixels and use the master-matrix formalism (introduced in Part III of the series) for analytical computation of their parameters: the “observed” CF and scale length. This procedure allows us to establish a quantitative relationship (which is pixel-size dependent) between the actual and the observed cloud-field statistics. The feasibility of restoring the former from the latter is considered. The adequacy of our analytical approach to idealized observations is evaluated using numerical simulations. Comparison of the observed parameters of the simulated datasets with their theoretical expectations showed an agreement within 0.005 for the CF, while for the scale length it is within 1% in the sampling case and within 4% in the pixel case.

Mikhail D. Alexandrov

Lectures on statistical mechanics

Presented here is a transcription of the lecture notes from Professor Allan N. Kaufman’s graduate statistical mechanics course Physics 212A and 212B at the University of California Berkeley from the 1972–1973 academic year. 212A addressed equilibrium statistical mechanics with topics: fundamentals (micro-canonical and sub-canonical ensembles, adiabatic law and action conservation, fluctuations, pressure, and virial theorem), classical fluids and other systems (equation of state, deviations from ideality, virial coefficients and van der Waals potential, canonical ensemble and partition function, quasistatic evolution, grand-canonical ensemble and partition function, chemical potential, simple model of a phase transition, quantum virial expansion, numerical simulation of equations of state, and phase transition), chemical equilibrium (systems with multiple species and chemical reactions, law of mass action, Saha equation, chemical equilibrium including ionization and excited states), and long-range interactions (including Coulomb, dipole, and gravitational interactions, Debye–Hückel theory, and shielding). 212B addressed nonequilibrium statistical mechanics with topics: fundamentals (definitions: realizations, moments, characteristic function, and discrete variables), Brownian motion (Langevin equation, fluctuation–dissipation theorem, spatial diffusion, Boltzmann’s H-theorem), Liouville and Klimontovich equations, Landau equation (derivation, elaboration, and H-theorem, and irreversibility), Markov processes and Fokker–Planck equation (derivations of the Fokker–Planck equation and a master equation), linear response and transport theory (linear Boltzmann equation, linear response theory of Kubo and Mori, relation of entropy production to electrical conductivity, transport relations and coefficients, normal mode solutions of the transport equations, sketch of a generalized Langevin equation method for transport theory), and an introduction to nonequilibrium quantum statistical mechanics.

plasma dynamics

Emergent facilitation and glassy dynamics in supercooled liquids

In supercooled liquids, dynamical facilitation refers to a phenomenon where microscopic motion begets further motion nearby, resulting in spatially heterogeneous dynamics. This is central to the glassy relaxation dynamics of such liquids, which show super-Arrhenius growth of relaxation timescales with decreasing temperature. Despite the importance of dynamical facilitation, there is no theoretical understanding of how facilitation emerges and impacts relaxation dynamics. Here, we present a theory that explains the microscopic origins of dynamical facilitation. We show that dynamics proceeds by localized bond-exchange events, also known as excitations, resulting in the accumulation of elastic stresses with which new excitations can interact. At low temperatures, these elastic interactions dominate and facilitate the creation of new excitations near prior excitations. Using the theory of linear elasticity and Markov processes, we simulate a model, which reproduces multiple aspects of glassy dynamics observed in experiments and molecular simulations, including the stretched exponential decay of relaxation functions, the super-Arrhenius behavior of relaxation timescales as well as their two-dimensional finite-size effects. The model also predicts the subdiffusive behavior of the mean squared displacement (MSD) on short, intermediate timescales. Furthermore, we derive the phonon contributions to diffusion and relaxation, which when combined with the excitation contributions produce the two-step relaxation processes, and the ballistic–subdiffusive–diffusive crossover MSD behaviors commonly found in supercooled liquids.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH

Reliability Analysis of Power Grids Considering Component Failures of Variable Energy Resources

This paper proposes an improved model for the reliability assessment of power systems considering component failures of variable energy resources (VER). The inherent intermittency of VER such as solar photovoltaic (PV) and wind farms, along with their susceptibility to component failures, present significant challenges to reliable system operation. These issues, combined with power grid operation and network constraints, complicate the reliable operation of VER-integrated power systems. Here, to address these concerns, this paper introduces a reliability assessment framework that considers VER input variability, its impact on component availability, and their resulting impact on overall system reliability. Stochastic models based on discrete Markov processes are developed to incorporate variable irradiance, wind speeds, and their effects on PV and wind component failure rates. A next-event and state transition-based approach is then developed to integrate the stochastic models into a mixed-timing sequential Monte Carlo simulation framework for composite reliability assessment. Case studies on the RTS-GMLC system demonstrate the effectiveness of the proposed model in evaluating the reliability of VER-integrated systems.

Pandit, Dilip [Sandia National Laboratories (SNL-N

Optimum quantization.

Optimum uniform quantizer structures for digital data with known continuous probability density noting telemetering of stationary Gaussian Markov process functions

Kurtenbach, A. J.

Navigation strategy and filter design for solar electric missions

Methods which have been proposed to improve the navigation accuracy for the low-thrust space vehicle include modifications to the standard Sequential- and Batch-type orbit determination procedures and the use of inertial measuring units (IMU) which measures directly the acceleration applied to the vehicle. The navigation accuracy obtained using one of the more promising modifications to the orbit determination procedures is compared with a combined IMU-Standard. The unknown accelerations are approximated as both first-order and second-order Gauss-Markov processes. The comparison is based on numerical results obtained in a study of the navigation requirements of a numerically simulated 152-day low-thrust mission to the asteroid Eros. The results obtained in the simulation indicate that the DMC algorithm will yield a significant improvement over the navigation accuracies achieved with previous estimation algorithms. In addition, the DMC algorithms will yield better navigation accuracies than the IMU-Standard Orbit Determination algorithm, except for extremely precise IMU measurements, i.e., gyroplatform alignment .01 deg and accelerometer signal-to-noise ratio .07. Unless these accuracies are achieved, the IMU navigation accuracies are generally unacceptable.

Tapley, B. D.

Analytical methods for performance evaluation of nonlinear filters.

In the investigation, the filtering problem is considered in the continuous time domain. The postulated simple suboptimal nonlinear filter structure closely parallels the structure of the Kalman-Bucy optimal linear filter algorithm. Two filter performance evaluation methods are developed based on the Kolmogorov equations for the transition density of Markov processes. The expansions in the approximations for the nonlinear system and observation functions are in effect carried out up to second-order terms in both methods. The description of the filter's performance is sought in terms of second-order statistics in both methods.

Bejczy, A. K.

Orbit determination in the presence of unmodeled accelerations.

In the investigation discussed here, the unmodeled acceleration is approximated as a first-order stationary Gauss-Markov process which can be separated into a time wise correlated component and a purely random component. An extended form of the Kalman-Bucy filter is used to estimate the state and the unmodeled accelerations at each observation epoch. Applications of the estimation algorithm to simulated data and to tracking data obtained during the Apollo 10 and 11 missions indicate that a more accurate estimate of the state is obtained using the algorithm and that the estimated values of the unmodeled accelerations can be correlated with physical phenomena neglected by the mathematical model.

Tapley, B. D.

A Markovian model for assessment of personnel hiring plans

As a result of the current economic environment, many organizations are having to operate with fewer resources. In the manpower area, these constraints have forced organizations to operate within well-defined hiring plans. Exceeding personnel ceilings is in most cases an intolerable situation. A mathematical model, based on the theory of Markov processes, is presented which can be used to assess the chances of success of personnel hiring plans. The model considers a plan to be successful if the final population size, at the end of the planning period, lies within a range specified by management. Although this model was developed to assess personnel hiring plans at the Goddard Space Flight Center, it is directly applicable wherever personnel hiring plans are used.

Katz, L. G.

An Adaptive Technique for a Redundant-Sensor Navigation System

An on-line adaptive technique is developed to provide a self-contained redundant-sensor navigation system with a capability to utilize its full potentiality in reliability and performance. The gyro navigation system is modeled as a Gauss-Markov process, with degradation modes defined as changes in characteristics specified by parameters associated with the model. The adaptive system is formulated as a multistage stochastic process: (1) a detection system, (2) an identification system and (3) a compensation system. It is shown that the sufficient statistics for the partially observable process in the detection and identification system is the posterior measure of the state of degradation, conditioned on the measurement history.

Chien, T. T.

Analysis of a Multiprocessor Guidance Computer

The design of the next generation of spaceborne digital computers is described. It analyzes a possible multiprocessor computer configuration. For the analysis, a set of representative space computing tasks was abstracted from the Lunar Module Guidance Computer programs as executed during the lunar landing, from the Apollo program. This computer performs at this time about 24 concurrent functions, with iteration rates from 10 times per second to once every two seconds. These jobs were tabulated in a machine-independent form, and statistics of the overall job set were obtained. It was concluded, based on a comparison of simulation and Markov results, that the Markov process analysis is accurate in predicting overall trends and in configuration comparisons, but does not provide useful detailed information in specific situations. Using both types of analysis, it was determined that the job scheduling function is a critical one for efficiency of the multiprocessor. It is recommended that research into the area of automatic job scheduling be performed.

Maltach, E. G.