On the stability of randomly sampled systems
Randomly sampled linear systems stability with linear or nonlinear feedback loops, using stochastic Liapunov function method
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Randomly sampled linear systems stability with linear or nonlinear feedback loops, using stochastic Liapunov function method
A method of nonlinear stochastic control is applied to the problem of providing set-point control. The procedure is illustrated for a nonlinear second-order plant. The controller design uses a variation of the 'multiple-model adaptive control' approach. Specific problems related to the design are investigated, including learning time and set-point accuracy dependence on the number of approximating models, chord versus tangent approximations, and the a priori Markov switching parameter values. Simulations are provided for different situations under various levels of measurement noise.
The diffusion quantum Monte Carlo (QMC) method gives a stochastic solution to the Schroedinger equation. This approach is receiving increasing attention in chemical applications as a result of its high accuracy. However, reducing statistical uncertainty remains a priority because chemical effects are often obtained as small differences of large numbers. As an example, the single-triplet splitting of the energy of the methylene molecule CH sub 2 is given. The QMC algorithm was implemented on the CYBER 205, first as a direct transcription of the algorithm running on the VAX 11/780, and second by explicitly writing vector code for all loops longer than a crossover length C. The speed of the codes relative to one another as a function of C, and relative to the VAX, are discussed. The computational time dependence obtained versus the number of basis functions is discussed and this is compared with that obtained from traditional quantum chemistry codes and that obtained from traditional computer architectures.
A computational study of turbulent evaporating sprays is reported. The major focus is to examine the sensitivity of the vaporization behavior of turbulent sprays to the transient liquid-phase processes. Three models considered to represent these processes are the thin skin, infinite diffusion, and diffusion limit models. Favre-averaged equations with k-epsilon-g turbulence model are employed for the gas phase. The Lagrangian approach with a stochastic separated flow method is used for the liquid phase where the effects of gas turbulence on droplet trajectories and interphase transport rates are considered using random-walk computations. Also the variable-property effects are considered in detail. Results indicate that, depending upon the boiling temperature and heat of vaporization of the fuel considered, the vaporization behavior of turbulent sprays may be quite sensitive to the modeling of transient liquid-phase processes. Thus, it is important that for most hydrocarbon fuels these processes be adequately represented in any comprehensive spray computations. The present results also provide further support to the conclusions of earlier studies which have been based on simplified spray configurations.
AI (Artificial Intelligence) scheduling techniques for HST are presented in the form of the viewgraphs. The following subject areas are covered: domain; HST constraint timescales; HTS scheduling; SPIKE overview; SPIKE architecture; constraint representation and reasoning; use of suitability functions by scheduling agent; SPIKE screen example; advantages of suitability function framework; limiting search and constraint propagation; scheduling search; stochastic search; repair methods; implementation; and status.
This study involves the development of numerical modelling in spray combustion. These modelling efforts are mainly motivated to improve the computational efficiency in the stochastic particle tracking method as well as to incorporate the physical submodels of turbulence, combustion, vaporization, and dense spray effects. The present mathematical formulation and numerical methodologies can be casted in any time-marching pressure correction methodologies (PCM) such as FDNS code and MAST code. A sequence of validation cases involving steady burning sprays and transient evaporating sprays will be included.
A major limitation on the use of infrared horizon sensors for attitude determination is the variability of the height of the infrared Earth horizon. This variation includes a climatological component and a stochastic component of approximately equal importance. The climatological component shows regular variation with season and latitude. Models based on historical measurements have been used to compensate for these systematic changes. The stochastic component is analogous to tropospheric weather. It can cause extreme, localized changes that for a period of days, overwhelm the climatological variation. An algorithm has been developed to compensate partially for the climatological variation of horizon height and at least to mitigate the stochastic variation. This method uses attitude and horizon sensor data from spacecraft to update a horizon height history as a function of latitude. For spacecraft that depend on horizon sensors for their attitudes (such as the Total Ozone Mapping Spectrometer-Earth Probe-TOMS-EP) a batch least squares attitude determination system is used. It is assumed that minimizing the average sensor residual throughout a full orbit of data results in attitudes that are nearly independent of local horizon height variations. The method depends on the additional assumption that the mean horizon height over all latitudes is approximately independent of season. Using these assumptions, the method yields the latitude dependent portion of local horizon height variations. This paper describes the algorithm used to generate an empirical horizon height. Ideally, an international horizon height database could be established that would rapidly merge data from various spacecraft to provide timely corrections that could be used by all.
Crewmember adapted to the microgravity state may need to egress the vehicle within a few minutes for safety and operational reasons after g-transitions. The transition from one sensorimotor state to another consists of two main mechanisms: strategic and plastic-adaptive and have been demonstrated in astronauts returning after long duration space flight. Strategic modifications represent "early adaptation" -immediate and transitory changes in control that are employed to deal with short-term changes in the environment. If these modifications are prolonged then plastic-adaptive changes are evoked that modify central nervous system function, automating new behavioral responses. More importantly, this longer term adaptive recovery mechanism was significantly associated with their strategic ability to recover on the first day after return to Earth G. We are developing a method based on stochastic resonance (SR) to enhance information transfer by improving the brain's ability to detect vestibular signals especially when combined with balance training exercises for rapid improvement in functional skill, for standing and mobility. The countermeasure to improve post-flight balance and locomotor disturbances is a stimulus delivery system that is wearable/portable providing low imperceptible levels of white noise based binaural bipolar electrical stimulation of the vestibular system (stochastic vestibular stimulation, SVS). The techniques for improving signal detection using SVS may thus provide additional information to improve such strategic abilities and thus help in significantly reducing the number of days required to recover functional performance to preflight levels after long duration space flight. We have conducted a series of studies to document the efficacy of SVS stimulation on balance/locomotion tasks on unstable surfaces and motion tracking tasks during intra-vestibular system conflicts. In an initial study, we showed that SVS improved overall balance performance while standing on an unstable surface indicating that SVS may be sufficient to provide a comprehensive countermeasure approach for improving postural stability. In a second study, we showed that SVS improved locomotor performance on a treadmill mounted on an oscillating platform indicating that SVS may also be used to maximize locomotor performance during walking in unstable environments. In a third study, SVS was evaluated during an otolith-canal conflict scenario in a variable radius centrifuge at low frequency of oscillation (0.1 Hz) on both eye movements and perceptual responses (using a joystick) to track imposed oscillations. The variable radius centrifuge provides a selective tilting sensation that is detectable only by the otolith organs providing conflicting information from the canal organs of the vestibular system (intra-vestibular conflict). Results show that SVS significantly reduced the timing difference between both the eye movement responses as well as the perceptual tracking responses with respect to the imposed tilt sensations. These results indicate that SVS can improve performance in sensory conflict scenarios like that experienced during space flight. Such a SR countermeasure will act synergistically along with the pre-and in-flight adaptability training protocols providing an integrated, multi-disciplinary countermeasure capable of fulfilling multiple requirements making it a comprehensive and cost effective countermeasure approach to enhance sensorimotor capabilities following long-duration space flight.
Crewmember adapted to the microgravity state may need to egress the vehicle within a few minutes for safety and operational reasons after gravitational transitions. The transition from one sensorimotor state to another consists of two main mechanisms: strategic and plastic-adaptive and have been demonstrated in astronauts returning after long duration space flight. Strategic modifications represent "early adaptation" - immediate and transitory changes in control that are employed to deal with short-term changes in the environment. If these modifications are prolonged then plastic-adaptive changes are evoked that modify central nervous system function, automating new behavioral responses. More importantly, this longer term adaptive recovery mechanism was significantly associated with their strategic ability to recover on the first day after return to Earth G. We are developing a method based on stochastic resonance to enhance information transfer by improving the brain's ability to detect vestibular signals (Vestibular Stochastic Resonance, VSR) especially when combined with balance training exercises such as sensorimotor adaptability (SA) training for rapid improvement in functional skill, for standing and mobility. This countermeasure to improve detection of vestibular signals is a stimulus delivery system that is wearable/portable providing low imperceptible levels of white noise based binaural bipolar electrical stimulation of the vestibular system (stochastic vestibular stimulation). To determine efficacy of vestibular stimulation on physiological and perceptual responses during otolith-canal conflicts and dynamic perturbations we have conducted a series of studies: We have shown that imperceptible binaural bipolar electrical stimulation of the vestibular system across the mastoids enhances balance performance in the mediolateral (ML) plane while standing on an unstable surface. We have followed up on the previous study showing VSR stimulation improved balance performance in both ML and anteroposterior planes while stimulating in the ML axis only. We have shown the efficacy of VSR stimulations on enhancing physiological and perceptual responses of whole-body orientation during low frequency perturbations (0.1 Hz) on the ocular motor system using a variable radius centrifuge on both physiological (using eye movements) and perceptual responses (using a joystick) to track imposed oscillations. The variable radius centrifuge provides a selective tilting sensation that is detectable only by the otolith organs providing conflicting information from the canal organs of the vestibular system (intra-vestibular conflict). These results indicate that VSR can improve performance in sensory conflict scenarios like that experienced during space flight. We have showed the efficacy of VSR stimulation to improve balance and locomotor control on subjects exposed to continuous, sinusoidal lateral motion of the support surface while walking on a treadmill while viewing perceptually matched linear optic flow. We have shown the safety of short term continuous use of up to 4 hours of VSR stimulation and its efficacy in improving balance and locomotor function in Parkinson's Disease patients. This technique for improving vestibular signal detection may thus provide additional information to improve strategic abilities. We hypothesize that VSR stimulation will act synergistically with SA training to improve adaptability by increased utilization of vestibular information and therefore serve to optimize and personalize the SA countermeasure prescription. This forms the basis of its usefulness both as a training modality and further help in significantly reducing the number of days required to recover functional performance to preflight levels after long duration space flight.
Interplanetary missions are often subject to difficult constraints, like solar phase angle upon arrival at the destination, velocity at arrival, and altitudes for flybys. Preliminary design of such missions is often conducted by solving the unconstrained problem and then filtering away solutions which do not naturally satisfy the constraints. However this can bias the search into non-advantageous regions of the solution space, so it can be better to conduct preliminary design with the full set of constraints imposed. In this work two stochastic global search methods are developed which are well suited to the constrained global interplanetary trajectory optimization problem.
Accurate specification of the model error covariances in data assimilation systems is a challenging issue. Ensemble land data assimilation methods rely on stochastic perturbations of input forcing and model prognostic fields for developing representations of input model error covariances. This article examines the limitations of using a single forcing dataset for specifying forcing uncertainty inputs for assimilating snow depth retrievals. Using an idealized data assimilation experiment, the article demonstrates that the use of hybrid forcing input strategies (either through the use of an ensemble of forcing products or through the added use of the forcing climatology) provide a better characterization of the background model error, which leads to improved data assimilation results, especially during the snow accumulation and melt-time periods. The use of hybrid forcing ensembles is then employed for assimilating snow depth retrievals from the AMSR2 (Advanced Microwave Scanning Radiometer 2) instrument over two domains in the continental USA with different snow evolution characteristics. Over a region near the Great Lakes, where the snow evolution tends to be ephemeral, the use of hybrid forcing ensembles provides significant improvements relative to the use of a single forcing dataset. Over the Colorado headwaters characterized by large snow accumulation, the impact of using the forcing ensemble is less prominent and is largely limited to the snow transition time periods. The results of the article demonstrate that improving the background model error through the use of a forcing ensemble enables the assimilation system to better incorporate the observational information.
What You Will Learn: The focus is on payload imaging performance due to pointing motion. Some historical background on pointing performance analysis is given. The Optical Transfer Function (OTF) and Modulation Transfer Function (MTF) are defined. The imaging performance due to pointing motion is measured by image motion optical transfer functions (IM OTF). IM OTFs are defined for displacement, smear, and jitter motions, which are all rigorously defined. Deterministic and Statistical IM OTFs are briefly derived and graphically illustrated and compared. The IM OTFs are parameterized by pointing error metrics(PEM), which are means and covariances of displacement, smear, and jitter. Emphasis is on procedures and algorithms to evaluate the image motion optical transfer functions and pointing error metrics. Three procedures are covered, which depend on whether the pointing error data is from time-domain simulation, frequency-domain analysis, or stochastic modeling. A method to evaluate the relative contribution of disturbance sources and to identify the most significant contributors is presented. The presentation includes pertinent discussion of flexible structures and control-structure interaction. No single book can adequately cover this subject, so a book is not required for the course. A list of selected articles, reports, documents, and books is provided for reference and further study. Mathis kept to the minimum necessary to convey principles; lengthy derivations are left to the reference material. Graphics are used to illustrate concepts. As with any such learning endeavor, the knowledge gained will be retained and strengthened through actual practice.c©2019–2021 Mark E. Pittelkau— 5
Computations of cosmic-ray transport based upon finite-difference methods are afflicted by instabilities, inaccuracies, and artifacts. To avoid these problems, researchers developed a Monte Carlo formulation which is closely related not only to the finite-difference formulation, but also to the underlying physics of transport phenomena. Implementations of this approach are currently running on the Massively Parallel Processor at Goddard Space Flight Center, whose enormous computing power overcomes the poor statistical accuracy that usually limits the use of stochastic methods. These simulations have progressed to a stage where they provide a useful and realistic picture of solar energetic particle propagation in interplanetary space.
A simple and fast algorithm for generating two correlated stochastic twodimensional (2D) cloud fields is described. The algorithm is illustrated with two broken cumulus cloud fields: cloud optical depth and cloud top height retrieved from Moderate Resolution Imaging Spectrometer (MODIS). Only two 2D fields are required as an input. The algorithm output is statistical realizations of these two fields with approximately the same correlation and joint distribution functions as the original ones. The major assumption of the algorithm is statistical isotropy of the fields. In contrast to fractals and the Fourier filtering methods frequently used for stochastic cloud modeling, the proposed method is based on spectral models of homogeneous random fields. For keeping the same probability density function as the (first) original field, the method of inverse distribution function is used. When the spatial distribution of the first field has been generated, a realization of the correlated second field is simulated using a conditional distribution matrix. This paper is served as a theoretical justification to the publicly available software that has been recently released by the authors and can be freely downloaded from http://i3rc.gsfc.nasa.gov/Public codes clouds.htm. Though 2D rather than full 3D, stochastic realizations of two correlated cloud fields that mimic statistics of given fields have proved to be very useful to study 3D radiative transfer features of broken cumulus clouds for better understanding of shortwave radiation and interpretation of the remote sensing retrievals.
A new covariance analysis method is presented that is suitable for the evaluation of multiple impulsive controllers acting on some stochastic process x. The method accommodates batch and sequential estimators with equal ease and accounts for time-delay effects in a natural manner. The formalism is developed in terms of a generalized state vector that is formed from the system state vector x, augmented by various fixed epoch estimates, and a data vector formed from discrete time observations of the system. Recursions are developed for time transition, measurement incorporation, and impulsive control updating of the generalized covariance matrix. Means of limiting the dimensional growth of the generalized state vector via the processes of estimator epoch adjustment and measurement vector deflation are described and the application of numerically stable matrix factorization methods to the generalized covariance recursions is outlined. The method is applied to the Magellan spacecraft to demonstrate the capability of ground-based optimal estimation and control of gyro/star scanner misalignment.
An account is given of illustrative applications of genetic algorithms and simulated annealing methods in structural optimization. The advantages of such stochastic search methods over traditional mathematical programming strategies are emphasized; it is noted that these methods offer a significantly higher probability of locating the global optimum in a multimodal design space. Both genetic-search and simulated annealing can be effectively used in problems with a mix of continuous, discrete, and integer design variables.
Optimal control problems for Markov chains solved by iterative method, using nonlinear finite difference equations to approximate degenerate elliptic functions
A novel method is presented for identifying a state-space model and a state estimator for linear stochastic systems from input and output data. The method is primarily based on the relationship between the state-space model and the finite-difference model of linear stochastic systems derived through projection filters. It is proved that least-squares identification of a finite difference model converges to the model derived from the projection filters. System pulse response samples are computed from the coefficients of the finite difference model.