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Results for “Stochastic nonlinear systems”

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.

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All sourcesNASA NTRSDOE OSTI
NASA NTRS1975

Estimation and Analysis of Nonlinear Stochastic Systems

The algebraic and geometric structures of certain classes of nonlinear stochastic systems were exploited in order to obtain useful stability and estimation results. The class of bilinear stochastic systems (or linear systems with multiplicative noise) was discussed. The stochastic stability of bilinear systems driven by colored noise was considered. Approximate methods for obtaining sufficient conditions for the stochastic stability of bilinear systems evolving on general Lie groups were discussed. Two classes of estimation problems involving bilinear systems were considered. It was proved that, for systems described by certain types of Volterra series expansions or by certain bilinear equations evolving on nilpotent or solvable Lie groups, the optimal conditional mean estimator consists of a finite dimensional nonlinear set of equations. The theory of harmonic analysis was used to derive suboptimal estimators for bilinear systems driven by white noise which evolve on compact Lie groups or homogeneous spaces.

Marcus, S. I.↗
NASA NTRS1977

Control of nonlinear stochastic systems using adaptive estimation

A general procedure for the design of a digital controller for nonlinear stochastic systems is presented; the emphasis is on development of partitioned-adaptive control techniques which provide rapid tracking of the system state vector to follow rapid trajectory variations. Tests involving the control of a low-order nonlinear oscillator suggest that the procedure yields an effective method for achieving closed-loop performance, despite the difficulty of the control problem

Vanlandingham, H. F.↗
NASA NTRS1978

Digital set point control of nonlinear stochastic systems

A technique for digital control of nonlinear stochastic plants is presented. The development achieves a practical digital algorithm with which the closed-loop system behaves in a classical Type I manner even with gross nonlinearities in the plant structure and low signal-to-noise power ratios. The design procedure is explained in detail and illustrated by an example whose simulated responses testify to the practicality of the approach.

Moose, R. L.↗
NASA NTRS1971

Closed-loop control of stochastic nonlinear systems

Technique resolves problems in complex control systems, such as those used for space vehicle guidance and control. Main disadvantage of procedure is that it is only appropriate in situations where trajectory concept is valid.

Schmidt, G. T.↗
NASA NTRS1983

A separated bias identification and state estimation algorithm for nonlinear systems

A computational algorithm for the identification of biases in discrete-time, nonlinear, stochastic systems is derived by extending the separate bias estimation results for linear systems to the extended Kalman filter formulation. The merits of the approach are illustrated by identifying instrument biases using a terminal configured vehicle simulation.

Caglayan, A. K.↗
NASA NTRS1983

A bias identification and state estimation methodology for nonlinear systems

A computational algorithm for the identification of input and output biases in discrete-time nonlinear stochastic systems is derived by extending the separate bias estimation results for linear systems to the extended Kalman filter formulation. The merits of the approach are illustrated by identifying instrument biases using a terminal configured vehicle simulation.

Caglayan, A. K.↗
NASA NTRS1993

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.↗
NASA NTRS1978

Estimation and filter stability of stochastic delay systems

Linear and nonlinear filtering for stochastic delay systems are studied. A representation theorem for conditional moment functionals is obtained, which, in turn, is used to derive stochastic differential equations describing the optimal linear or nonlinear filter. A complete characterization of the optimal filter is given for linear systems with Gaussian noise. Stability of the optimal filter is studied in the case where there are no delays in the observations. Using the duality between linear filtering and control, asymptotic stability of the optimal filter is proved. Finally, the cascade of the optimal filter and the deterministic optimal quadratic control system is shown to be asymptotically stable as well.

Kwong, R. H.↗
NASA NTRS2004

Stochastic Stability of Nonlinear Sampled Data Systems with a Jump Linear Controller

This paper analyzes the stability of a sampled- data system consisting of a deterministic, nonlinear, time- invariant, continuous-time plant and a stochastic, discrete- time, jump linear controller. The jump linear controller mod- els, for example, computer systems and communication net- works that are subject to stochastic upsets or disruptions. This sampled-data model has been used in the analysis and design of fault-tolerant systems and computer-control systems with random communication delays without taking into account the inter-sample response. To analyze stability, appropriate topologies are introduced for the signal spaces of the sampled- data system. With these topologies, the ideal sampling and zero-order-hold operators are shown to be measurable maps. This paper shows that the known equivalence between the stability of a deterministic, linear sampled-data system and its associated discrete-time representation as well as between a nonlinear sampled-data system and a linearized representation holds even in a stochastic framework.

Gonzalez, Oscar R.↗
NASA NTRS1990

Determining structural performance

An overview of the methods and concepts developed to enhance and predict structural dynamic characteristics of advanced aeropropulsion systems is presented. Aeroelasticity, vibration control, dynamic systems, and computational structural methods are four disciplines that make up the structural dynamic effort at LeRC. The aeroelasticity program develops analytical and experimental methods for minimizing flutter and forced vibration of aerospace propulsion systems. Both frequency domain and time domain methods were developed for applications on the turbofan, turbopump, and advanced turboprop. In order to improve life and performance, the vibration control program conceives, analyzes, develops, and demonstrates new methods for controlling vibrations in aerospace systems. Active and passive vibration control is accomplished with electromagnetic dampers, magnetic bearings, and piezoelectric crystals to control rotor vibrations. The dynamic systems program analyzes and verifies the dynamics of interacting systems, as well as develops concepts and methods for high-temperature dynamic seals. Work in this field involves the analysis and parametric identification of large, nonlinear, damped, stochastic systems. The computational structural methods program exploits modern computer science as an aid to the solutions of structural problems.

Ernst, Michael A.↗
NASA NTRS1975

Structural Properties and Estimation of Delay Systems

Two areas in the theory of delay systems were studied: structural properties and their applications to feedback control, and optimal linear and nonlinear estimation. The concepts of controllability, stabilizability, observability, and detectability were investigated. The property of pointwise degeneracy of linear time-invariant delay systems is considered. Necessary and sufficient conditions for three dimensional linear systems to be made pointwise degenerate by delay feedback were obtained, while sufficient conditions for this to be possible are given for higher dimensional linear systems. These results were applied to obtain solvability conditions for the minimum time output zeroing control problem by delay feedback. A representation theorem is given for conditional moment functionals of general nonlinear stochastic delay systems, and stochastic differential equations are derived for conditional moment functionals satisfying certain smoothness properties.

Kwong, R. H. S.↗