Search NASA⌕ Search

SEARCH · Search NASA

Results for “stochastic approaches”

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 109 records · Page 6

On the adaptive control of linear systems using the open-loop-feedback-optimal approach.

This paper considers the suboptimal stochastic control of linear discrete-time dynamical systems with unknown or stochastically varying parameters. The suboptimal scheme is based upon the use of the open-loop-feedback-optimal (O.L.F.O.) method. The state and parameter estimates are generated by an extended Kalman filter algorithm. Numerical results for first order systems are presented.

Ku, R.↗

On the adaptive control of linear systems using the open-loop-feedback-optimal approach.

This paper considers the suboptimal stochastic control of linear discrete-time dynamical systems with uncertain or stochastically varying parameters. The suboptimal scheme is based upon the use of the open-loop-feedback-optimal (OLFO) method. The state and parameter estimates are generated by an extended Kalman filter algorithm. Numerical results for first-order systems are presented.

Ku, R.↗

State-space self-tuning controllers for general multivariable stochastic systems

This paper presents a state-space approach for self-tuning control of a more general class of multivariable stochastic systems having a number of inputs equal or different from the number of outputs. The dynamic system is represented in the state-space innovation form with Luenberger's canonical structures. The model parameters and the Kalman gain are identified via either the extended least-squares algorithm or the least-squares ladder algorithm. The Kalman gain matrix and states can be estimated from the identified parameters without utilizing the standard state estimation algorithm. A long division method is introduced for finding the similarity transformation matrix.

Shieh, L. S.↗

Surrogate Optimization for Quantum Circuits

Variational quantum Eigensolvers are touted as a near-term algorithm capable of impacting many applications. However, the potential has yet to be realized with few claims of quantum advantage and high resource estimates mainly due to the need for optimization in the presence of noise. Finding algorithms and methods to improve the convergence is essential to accelerate the capabilities of near-term hardware for VQE or more broad applications of hybrid methods in which optimization is required. To this goal we look to use modern approaches recently developed in circuit simulations and stochastic classical optimization that can be combined in a surrogate optimization approach to classical circuits. Using an approximate state vector simulator, we efficiently calculate an approximate Hessian, fed as an input for a detailed quantum circuit simulator. We demonstrate the capabilities of such an approach with and without sampling noise. We also show that this method outperforms Powell in the presence of quantum circuit shot noise by a factor of 2-4

quantum computing↗

Parametric and Nonparametric Analysis of LANDSAT TM and MSS Imagery for Detecting Submerged Plant Communities

The spatial, spectral and radiometric characteristics of LANDSAT TM and MSS imagery for detecting submerged aquatic vegetation are assessed. The problem is approached from two perspectives; purely stochastic or nonparametric in a radiative sense and theoretical in which radiative transfer equations are used to predict upwelling radiance at satellite altitude. The spectral and radiometric aspects of the theoretical approach are addressed with which a submerged plant canopy is distinguished from a surrounding bottom of sand or mud.

Ackleson, S. G.↗

Stochastic feedback and the regulation of biological rhythms

We propose a general approach to the question of how biological rhythms spontaneously self-regulate, based on the concept of "stochastic feedback". We illustrate this approach by considering at a coarse-grained level the neuroautonomic regulation of the heart rate. The model generates complex dynamics and successfully acounts for key characteristics of cardiac variability, including the l/f power spectrum, the functional form and scaling of the distribution of variations, and correlations in the Fourier phases indicating nonlinear dynamics.

NASA Discipline Cardiopulmonary↗

Subgrid Combustion Modeling for the Next Generation National Combustion Code

In the first year of this research, a subgrid turbulent mixing and combustion methodology developed earlier at Georgia Tech has been provided to researchers at NASA/GRC for incorporation into the next generation National Combustion Code (called NCCLES hereafter). A key feature of this approach is that scalar mixing and combustion processes are simulated within the LES grid using a stochastic 1D model. The subgrid simulation approach recovers locally molecular diffusion and reaction kinetics exactly without requiring closure and thus, provides an attractive feature to simulate complex, highly turbulent reacting flows of interest. Data acquisition algorithms and statistical analysis strategies and routines to analyze NCCLES results have also been provided to NASA/GRC. The overall goal of this research is to systematically develop and implement LES capability into the current NCC. For this purpose, issues regarding initialization and running LES are also addressed in the collaborative effort. In parallel to this technology transfer effort (that is continuously on going), research has also been underway at Georgia Tech to enhance the LES capability to tackle more complex flows. In particular, subgrid scalar mixing and combustion method has been evaluated in three distinctly different flow field in order to demonstrate its generality: (a) Flame-Turbulence Interactions using premixed combustion, (b) Spatially evolving supersonic mixing layers, and (c) Temporal single and two-phase mixing layers. The configurations chosen are such that they can be implemented in NCCLES and used to evaluate the ability of the new code. Future development and validation will be in spray combustion in gas turbine engine and supersonic scalar mixing.

Menon, Suresh↗

Initialization and Restart in Stochastic Local Search: Computing a Most Probable Explanation in Bayesian Networks

For hard computational problems, stochastic local search has proven to be a competitive approach to finding optimal or approximately optimal problem solutions. Two key research questions for stochastic local search algorithms are: Which algorithms are effective for initialization? When should the search process be restarted? In the present work we investigate these research questions in the context of approximate computation of most probable explanations (MPEs) in Bayesian networks (BNs). We introduce a novel approach, based on the Viterbi algorithm, to explanation initialization in BNs. While the Viterbi algorithm works on sequences and trees, our approach works on BNs with arbitrary topologies. We also give a novel formalization of stochastic local search, with focus on initialization and restart, using probability theory and mixture models. Experimentally, we apply our methods to the problem of MPE computation, using a stochastic local search algorithm known as Stochastic Greedy Search. By carefully optimizing both initialization and restart, we reduce the MPE search time for application BNs by several orders of magnitude compared to using uniform at random initialization without restart. On several BNs from applications, the performance of Stochastic Greedy Search is competitive with clique tree clustering, a state-of-the-art exact algorithm used for MPE computation in BNs.

Mengshoel, Ole J.↗

Stochastic modeling and control system designs of the NASA/MSFC Ground Facility for large space structures: The maximum entropy/optimal projection approach

In the Control Systems Division of the Systems Dynamics Laboratory of the NASA/MSFC, a Ground Facility (GF), in which the dynamics and control system concepts being considered for Large Space Structures (LSS) applications can be verified, was designed and built. One of the important aspects of the GF is to design an analytical model which will be as close to experimental data as possible so that a feasible control law can be generated. Using Hyland's Maximum Entropy/Optimal Projection Approach, a procedure was developed in which the maximum entropy principle is used for stochastic modeling and the optimal projection technique is used for a reduced-order dynamic compensator design for a high-order plant.

Hsia, Wei-Shen↗

Status of dual control theory

Theoretical studies of decision making and stochastic processes are discussed. Several approaches are described for an improved performing control method. It is shown that control performance is highly dependent on the knowledge of the unknown parameters in the system.

Tse, E.↗

Stochastic Simulation of Mudcrack Damage Formation in an Environmental Barrier Coating

The FEAMAC/CARES program, which integrates finite element analysis (FEA) with the MAC/GMC (Micromechanics Analysis Code with Generalized Method of Cells) and the CARES/Life (Ceramics Analysis and Reliability Evaluation of Structures / Life Prediction) programs, was used to simulate the formation of mudcracks during the cooling of a multilayered environmental barrier coating (EBC) deposited on a silicon carbide substrate. FEAMAC/CARES combines the MAC/GMC multiscale micromechanics analysis capability (primarily developed for composite materials) with the CARES/Life probabilistic multiaxial failure criteria (developed for brittle ceramic materials) and Abaqus (Dassault Systèmes) FEA. In this report, elastic modulus reduction of randomly damaged finite elements was used to represent discrete cracking events. The use of many small-sized low-aspect-ratio elements enabled the formation of crack boundaries, leading to development of mudcrack-patterned damage. Finite element models of a disk-shaped three-dimensional specimen and a twodimensional model of a through-the-thickness cross section subjected to progressive cooling from 1,300 °C to an ambient temperature of 23 °C were made. Mudcrack damage in the coating resulted from the buildup of residual tensile stresses between the individual material constituents because of thermal expansion mismatches between coating layers and the substrate. A two-parameter Weibull distribution characterized the coating layer stochastic strength response and allowed the effect of the Weibull modulus on the formation of damage and crack segmentation lengths to be studied. The spontaneous initiation of cracking and crack coalescence resulted in progressively smaller mudcrack cells as cooling progressed, consistent with a fractal-behaved fracture pattern. Other failure modes such as delamination, and possibly spallation, could also be reproduced. The physical basis assumed and the heuristic approach employed, which involves a simple stochastic cellular automaton methodology to approximate the crack growth process, are described. The results ultimately show that a selforganizing mudcrack formation can derive from a Weibull distribution that is used to describe the stochastic strength response of the bulk brittle ceramic material layers of an EBC.

Nemeth, Noel N.↗

A Monte Carlo approach to the analysis of control system robustness

Stochastic robustness, a simple technique used to estimate the stability and performance robustness of linear, time-invariant systems, is described. The scalar probability of instability is introduced as a measure of stability robustness. Examples are given of stochastic performance robustness measures based on classical time-domain specifications. The relationship between stochastic robustness measures and control system design parameters is discussed. The technique is demonstrated by analyzing an LQG/LTR system designed for a flexible robot arm. It is concluded that the analysis of stochastic robustness offers a good alternative to existing robustness metrics.

Ray, Laura R.↗

A Stochastic Cratering Model for Asteroid Surfaces

The observed cratering records on asteroid surfaces (four so far: Gaspra, Ida, Mathilde, and Eros [1-4]) provide us with important clues to their past bombardment histories. Previous efforts toward interpreting these records have led to two basic modeling styles for reproducing the statistics of the observed crater populations. The first, and most direct, method is to use Monte Carlo techniques [5] to stochastically populate a matrix-model test surface with craters as a function of time [6,7]. The second method is to use a more general, parameterized approach to duplicate the statistics of the observed crater population [8,9]. In both methods, several factors must be included beyond the simple superposing of circular features: (1) crater erosion by subsequent impacts, (2) infilling of craters by impact ejecta, and (3) crater degradation and era- sure due to the seismic effects of subsequent impacts. Here we present an updated Monte Carlo (stochastic) modeling approach, designed specifically with small- to medium-sized asteroids in mind.

Richardson, J. E.↗

Stochastic process approximation for recursive estimation with guaranteed bound on the error covariance

An approach, is proposed for the design of approximate, fixed order, discrete time realizations of stochastic processes from the output covariance over a finite time interval, was proposed. No restrictive assumptions are imposed on the process; it can be nonstationary and lead to a high dimension realization. Classes of fixed order models are defined, having the joint covariance matrix of the combined vector of the outputs in the interval of definition greater or equal than the process covariance; (the difference matrix is nonnegative definite). The design is achieved by minimizing, in one of those classes, a measure of the approximation between the model and the process evaluated by the trace of the difference of the respective covariance matrices. Models belonging to these classes have the notable property that, under the same measurement system and estimator structure, the output estimation error covariance matrix computed on the model is an upper bound of the corresponding covariance on the real process. An application of the approach is illustrated by the modeling of random meteorological wind profiles from the statistical analysis of historical data.

Menga, G.↗

Integrated system identification and modal state estimation for control of flexible space structures

A novel approach of integrated system identification and modal state estimation is proposed for control of linear dynamical systems including flexible space structures. There are four steps involved in this approach. First, the relation between a stochastic state space model of a dynamical system and the coefficients of its autoregressive model with exogenous input is derived. Second, an adaptive least-squares transversal predictor is used to estimate the coefficients of the model. Third, a state space model and a steady state Kalman filter gain of the dynamical system are then identified from the coefficients of the model by using the eigensystem realization algorithm. Fourth, a modal state estimator is constructed using the modal parameters of the identified model. On-line implementation of this algorithm can continually improve the modal parameters and the filter gain. It can also gradually update the system model when the system characteristics are slowly changing. A numerical example is used to illustrate the feasibility of the new approach.

Chen, Chung-Wen↗

Wheat forecast economics effect study

A model to assess the value of improved information regarding the inventories, productions, exports, and imports of crop on a worldwide basis is discussed. A previously proposed model is interpreted in a stochastic control setting and the underlying assumptions of the model are revealed. In solving the stochastic optimization problem, the Markov programming approach is much more powerful and exact as compared to the dynamic programming-simulation approach of the original model. The convergence of a dual variable Markov programming algorithm is shown to be fast and efficient. A computer program for the general model of multicountry-multiperiod is developed. As an example, the case of one country-two periods is treated and the results are presented in detail. A comparison with the original model results reveals certain interesting aspects of the algorithms and the dependence of the value of information on the incremental cost function.

Mehra, R. K.↗

The insertion of human dynamics models in the flight control loops of V/STOL research aircraft. Appendix 2: The optimal control model of a pilot in V/STOL aircraft control loops

An overview is presented of research work focussed on the design and insertion of classical models of human pilot dynamics within the flight control loops of V/STOL aircraft. The pilots were designed and configured for use in integrated control system research and design. The models of human behavior that were considered are: McRuer-Krendel (a single variable transfer function model); and Optimal Control Model (a multi-variable approach based on optimal control and stochastic estimation theory). These models attempt to predict human control response characteristics when confronted with compensatory tracking and state regulation tasks. An overview, mathematical description, and discussion of predictive limitations of the pilot models is presented. Design strategies and closed loop insertion configurations are introduced and considered for various flight control scenarios. Models of aircraft dynamics (both transfer function and state space based) are developed and discussed for their use in pilot design and application. Pilot design and insertion are illustrated for various flight control objectives. Results of pilot insertion within the control loops of two V/STOL research aricraft (Sikorski Black Hawk UH-60A, McDonnell Douglas Harrier II AV-8B) are presented and compared against actual pilot flight data. Conclusions are reached on the ability of the pilot models to adequately predict human behavior when confronted with similar control objectives.

Zipf, Mark E.↗

Gaussian Process for Flight Delay Prediction: Learning a Stochastic Process

This paper presents a machine-learning approach to predict flight delays. Whereas neural networks are extensively studied for predictive capabilities, they involve non-intuitive design and extensive analysis, particularly in training and optimization processes. Instead, the proposed framework employs Gaussian Processes as a supervised learning technique for flight delay prediction. This data-driven approach trains the model using prior information, specifically the mean and covariance tied to existing data. The proposed Gaussian Process Regression (GPR) model employs the day of flight as a pivotal feature for delay forecasting. We analyze flights from various routes and gauge the accuracy of the presented learning technique by comparing the predicted delays with the actual ones. Given the inherent challenges in precisely forecasting delays, we predict the delays with a 95 % confidence interval. Also, an error propagation analysis in the prediction horizon is carried out to determine the optimal time frame for prediction. The proposed method for flight delay prediction is important as airlines can strategize flight operations and issue timely advisories.

stochastic↗