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At least 91 records · Page 5

Control of Complex Dynamic Systems by Neural Networks

This paper considers the use of neural networks (NN's) in controlling a nonlinear, stochastic system with unknown process equations. The NN is used to model the resulting unknown control law. The approach here is based on using the output error of the system to train the NN controller without the need to construct a separate model (NN or other type) for the unknown process dynamics. To implement such a direct adaptive control approach, it is required that connection weights in the NN be estimated while the system is being controlled. As a result of the feedback of the unknown process dynamics, however, it is not possible to determine the gradient of the loss function for use in standard (back-propagation-type) weight estimation algorithms. Therefore, this paper considers the use of a new stochastic approximation algorithm for this weight estimation, which is based on a 'simultaneous perturbation' gradient approximation that only requires the system output error. It is shown that this algorithm can greatly enhance the efficiency over more standard stochastic approximation algorithms based on finite-difference gradient approximations.

Spall, James C.↗

Indirect Identification of Linear Stochastic Systems with Known Feedback Dynamics

An algorithm is presented for identifying a state-space model of linear stochastic systems operating under known feedback controller. In this algorithm, only the reference input and output of closed-loop data are required. No feedback signal needs to be recorded. The overall closed-loop system dynamics is first identified. Then a recursive formulation is derived to compute the open-loop plant dynamics from the identified closed-loop system dynamics and known feedback controller dynamics. The controller can be a dynamic or constant-gain full-state feedback controller. Numerical simulations and test data of a highly unstable large-gap magnetic suspension system are presented to demonstrate the feasibility of this indirect identification method.

Huang, Jen-Kuang↗

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.↗

Passive stereo range imaging for semi-autonomous land navigation

The paper examines the use of stereo vision (SV) for obstacle detection in semiautonomous land navigation. Feature-based and field-based paradigms for SV are reviewed. The paper presents stochastic models and simple, efficient stereo matching algorithms for the field-based approach and describes a near-real-time vision system using these algorithms. Experimental results illustrate aspects of the stochastic models and lead to the first semiautonomous traversals of natural terrain to use SV for obstacle detection.

Matthies, Larry↗

Combining Particle Filters and Consistency-Based Approaches for Monitoring and Diagnosis of Stochastic Hybrid Systems

Fault detection and isolation are critical tasks to ensure correct operation of systems. When we consider stochastic hybrid systems, diagnosis algorithms need to track both the discrete mode and the continuous state of the system in the presence of noise. Deterministic techniques like Livingstone cannot deal with the stochasticity in the system and models. Conversely Bayesian belief update techniques such as particle filters may require many computational resources to get a good approximation of the true belief state. In this paper we propose a fault detection and isolation architecture for stochastic hybrid systems that combines look-ahead Rao-Blackwellized Particle Filters (RBPF) with the Livingstone 3 (L3) diagnosis engine. In this approach RBPF is used to track the nominal behavior, a novel n-step prediction scheme is used for fault detection and L3 is used to generate a set of candidates that are consistent with the discrepant observations which then continue to be tracked by the RBPF scheme.

Narasimhan, Sriram↗

Algebraic, geometric, and stochastic aspects of genetic operators

Genetic algorithms for function optimization employ genetic operators patterned after those observed in search strategies employed in natural adaptation. Two of these operators, crossover and inversion, are interpreted in terms of their algebraic and geometric properties. Stochastic models of the operators are developed which are employed in Monte Carlo simulations of their behavior.

Foo, N. Y.↗

Automated Flight Routing Using Stochastic Dynamic Programming

Airspace capacity reduction due to convective weather impedes air traffic flows and causes traffic congestion. This study presents an algorithm that reroutes flights in the presence of winds, enroute convective weather, and congested airspace based on stochastic dynamic programming. A stochastic disturbance model incorporates into the reroute design process the capacity uncertainty. A trajectory-based airspace demand model is employed for calculating current and future airspace demand. The optimal routes minimize the total expected traveling time, weather incursion, and induced congestion costs. They are compared to weather-avoidance routes calculated using deterministic dynamic programming. The stochastic reroutes have smaller deviation probability than the deterministic counterpart when both reroutes have similar total flight distance. The stochastic rerouting algorithm takes into account all convective weather fields with all severity levels while the deterministic algorithm only accounts for convective weather systems exceeding a specified level of severity. When the stochastic reroutes are compared to the actual flight routes, they have similar total flight time, and both have about 1% of travel time crossing congested enroute sectors on average. The actual flight routes induce slightly less traffic congestion than the stochastic reroutes but intercept more severe convective weather.

Ng, Hok K.↗

Method to Create Arbitrary Sidewall Geometries in 3-Dimensions Using Liga with a Stochastic Optimization Framework

Disclosed herein is a method of making a three dimensional mold comprising the steps of providing a mold substrate; exposing the substrate with an electromagnetic radiation source for a period of time sufficient to render the portion of the mold substrate susceptible to a developer to produce a modified mold substrate; and developing the modified mold with one or more developing reagents to remove the portion of the mold substrate rendered susceptible to the developer from the mold substrate, to produce the mold having a desired mold shape, wherein the electromagnetic radiation source has a fixed position, and wherein during the exposing step, the mold substrate is manipulated according to a manipulation algorithm in one or more dimensions relative to the electromagnetic radiation source; and wherein the manipulation algorithm is determined using stochastic optimization computations.

Eyre, Francis B.↗

Parameter identification of linear discrete stochastic systems with time delays

An identification algorithm that uses the maximum likelihood technique to identify the unknown time delays, plant parameters, and noise covariances of linear discrete stochastic systems is presented. Cases of additive white noise and colored measurement noises are considered. The likelihood function is evaluated using either a minimum-variance (Kalman) filter or a minimal-order observer. The Kalman filter is used in the identification algorithm to provide minimum-variance estimates. The minimal-order observer is a lower-dimensional and computationally simpler filter, and is advantageous especially for systems with long delays. It provides a less optimal solution to the minimum-mean-square state estimation problem. The colored-noise observer algorithm has the disadvantage of having to compute an extra error covariance matrix of lower order.

Wong, E. C.↗

Implementation of variable time step stochastic dynamics for electronically inelastic gas-surface collisions

A variable time step algorithm has been implemented for solving the stochastic equations of motion for gas-surface collisions. It has been tested for a simple model of electronically inelastic collisions with an insulator surface in which the phonon manifold acts as a heat bath and electronic states are localized. In addition to reproducing the accurate nuclear dynamics of the surface atoms, numerical calculations have shown the algorithm to yield accurate ensemble averages of physical observables such as electronic transition probabilities and total energy loss of the gas atom to the surface. This new algorithm offers a gain in efficieny of up to an order of magnitude compared to fixed time step integration.

Garrett, Bruce C.↗

Investigation for improving Global Positioning System (GPS) orbits using a discrete sequential estimator and stochastic models of selected physical processes

GEODYNII is a conventional batch least-squares differential corrector computer program with deterministic models of the physical environment. Conventional algorithms were used to process differenced phase and pseudorange data to determine eight-day Global Positioning system (GPS) orbits with several meter accuracy. However, random physical processes drive the errors whose magnitudes prevent improving the GPS orbit accuracy. To improve the orbit accuracy, these random processes should be modeled stochastically. The conventional batch least-squares algorithm cannot accommodate stochastic models, only a stochastic estimation algorithm is suitable, such as a sequential filter/smoother. Also, GEODYNII cannot currently model the correlation among data values. Differenced pseudorange, and especially differenced phase, are precise data types that can be used to improve the GPS orbit precision. To overcome these limitations and improve the accuracy of GPS orbits computed using GEODYNII, we proposed to develop a sequential stochastic filter/smoother processor by using GEODYNII as a type of trajectory preprocessor. Our proposed processor is now completed. It contains a correlated double difference range processing capability, first order Gauss Markov models for the solar radiation pressure scale coefficient and y-bias acceleration, and a random walk model for the tropospheric refraction correction. The development approach was to interface the standard GEODYNII output files (measurement partials and variationals) with software modules containing the stochastic estimator, the stochastic models, and a double differenced phase range processing routine. Thus, no modifications to the original GEODYNII software were required. A schematic of the development is shown. The observational data are edited in the preprocessor and the data are passed to GEODYNII as one of its standard data types. A reference orbit is determined using GEODYNII as a batch least-squares processor and the GEODYNII measurement partial (FTN90) and variational (FTN80, V-matrix) files are generated. These two files along with a control statement file and a satellite identification and mass file are passed to the filter/smoother to estimate time-varying parameter states at each epoch, improved satellite initial elements, and improved estimates of constant parameters.

Goad, Clyde C.↗

Precipitating electron energy flux and auroral zone conductances - An empirical model

Data from the low energy electron (LEE) experiments on the Atmosphere Explorer C and D satellites have been used to determine the average global distribution of the energy flux of precipitating auroral electrons and their average energy for different levels of geomagnetic activity. Measurements from the Atmosphere Explorer unified abstract file (15-s resolution) have been binned according to invariant latitude (in the range 50-90 deg), magnetic local time, and geomagnetic activity as measured by the Kp and auroral electrojet (AE) indices, separately. Bin-averaged values of precipitating energy flux and average energy have been calculated, and a smoothing algorithm used to reduce stochastic variations in the raw data. The results indicate that, for the parameters studied, the AE inces does a superior job of ordering the data with regard to geomagnetic activity. The global distribution of the auroral enhancement porition of the Pedersen and Hall conductances were inferred from the data by means of an empirical fit to detailed energy deposition calculations.

Spiro, R. W.↗

Ionospheric gravity wave measurements with the USU dynasonde

A method for the measurement of ionospheric Gravity Wave (GW) using the USU Dynasonde is outlined. This method consists of a series of individual procedures, which includes functions for data acquisition, adaptive scaling, polarization discrimination, interpolation and extrapolation, digital filtering, windowing, spectrum analysis, GW detection, and graphics display. Concepts of system theory are applied to treat the ionosphere as a system. An adaptive ionogram scaling method was developed for automatically extracting ionogram echo traces from noisy raw sounding data. The method uses the well known Least Mean Square (LMS) algorithm to form a stochastic optimal estimate of the echo trace which is then used to control a moving window. The window tracks the echo trace, simultaneously eliminating the noise and interference. Experimental results show that the proposed method functions as designed. Case studies which extract GW from ionosonde measurements were carried out using the techniques described. Geophysically significant events were detected and the resultant processed results are illustrated graphically. This method was also developed for real time implementation in mind.

Berkey, Frank T.↗

Integrator Windup Protection-Techniques and a STOVL Aircraft Engine Controller Application

Integrators are included in the feedback loop of a control system to eliminate the steady state errors in the commanded variables. The integrator windup problem arises if the control actuators encounter operational limits before the steady state errors are driven to zero by the integrator. The typical effects of windup are large system oscillations, high steady state error, and a delayed system response following the windup. In this study, methods to prevent the integrator windup are examined to provide Integrator Windup Protection (IW) for an engine controller of a Short Take-Off and Vertical Landing (STOVL) aircraft. An unified performance index is defined to optimize the performance of the Conventional Anti-Windup (CAW) and the Modified Anti-Windup (MAW) methods. A modified Genetic Algorithm search procedure with stochastic parameter encoding is implemented to obtain the optimal parameters of the CAW scheme. The advantages and drawbacks of the CAW and MAW techniques are discussed and recommendations are made for the choice of the IWP scheme, given some characteristics of the system.

KrishnaKumar, K.↗

Scaling in nature: from DNA through heartbeats to weather

The purpose of this report is to describe some recent progress in applying scaling concepts to various systems in nature. We review several systems characterized by scaling laws such as DNA sequences, heartbeat rates and weather variations. We discuss the finding that the exponent alpha quantifying the scaling in DNA in smaller for coding than for noncoding sequences. We also discuss the application of fractal scaling analysis to the dynamics of heartbeat regulation, and report the recent finding that the scaling exponent alpha is smaller during sleep periods compared to wake periods. We also discuss the recent findings that suggest a universal scaling exponent characterizing the weather fluctuations.

Review↗

Developing an Accurate CFD Based Gust Model for the Truss Braced Wing Aircraft

The increased flexibility of long endurance aircraft having high aspect ratio wings necessitates attention to gust response and perhaps the incorporation of gust load alleviation. The design of civil transport aircraft with a strut or truss-braced high aspect ratio wing furthermore requires gust response analysis in the transonic cruise range. This requirement motivates the use of high fidelity nonlinear computational fluid dynamics (CFD) for gust response analysis. This paper presents the development of a CFD based gust model for the truss braced wing aircraft. A sharp-edged gust provides the gust system identification. The result of the system identification is several thousand time steps of instantaneous pressure coefficients over the entire vehicle. This data is filtered and downsampled to provide the snapshot data set from which a reduced order model is developed. A stochastic singular value decomposition algorithm is used to obtain a proper orthogonal decomposition (POD). The POD model is combined with a convolution integral to predict the time varying pressure coefficient distribution due to a novel gust profile. Finally the unsteady surface pressure response of the truss braced wing vehicle to a one-minus-cosine gust, simulated using the reduced order model, is compared with the full CFD.

Bartels, Robert E.↗