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Willsky, A. S.

Publications and source records attributed to Willsky, A. S..

At least 37 records · Page 2

Relationships between digital signal processing and control and estimation theory

Research areas associated with digital signal processing and control and estimation theory are identified. Particular attention is given to image processing, system identification problems (parameter identification, linear prediction, least squares, Kalman filtering), stability analyses (the use of the Liapunov theory, frequency domain criteria, passivity), and multiparameter systems, distributed processes, and random fields.

Willsky, A. S.↗

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.↗

Reliable dual-redundant sensor failure detection and identification for the NASA F-8 DFBW aircraft

A technique was developed which provides reliable failure detection and identification (FDI) for a dual redundant subset of the flight control sensors onboard the NASA F-8 digital fly by wire (DFBW) aircraft. The technique was successfully applied to simulated sensor failures on the real time F-8 digital simulator and to sensor failures injected on telemetry data from a test flight of the F-8 DFBW aircraft. For failure identification the technique utilized the analytic redundancy which exists as functional and kinematic relationships among the various quantities being measured by the different control sensor types. The technique can be used not only in a dual redundant sensor system, but also in a more highly redundant system after FDI by conventional voting techniques reduced to two the number of unfailed sensors of a particular type. In addition the technique can be easily extended to the case in which only one sensor of a particular type is available.

Deckert, J. C.↗

Relationships between digital signal processing and control and estimation theory

Research directions in the fields of digital signal processing and modern control and estimation theory are discussed. Stability theory, linear prediction and parameter identification, system synthesis and implementation, two-dimensional filtering, decentralized control and estimation, and image processing are considered in order to uncover some of the basic similarities and differences in the goals, techniques, and philosophy of the disciplines.

Willsky, A. S.↗

A sequential method for spline approximation with variable knots

In this paper we describe a method for approximating a waveform by a spline. The method is quite efficient, as the data are processed sequentially. The basis of the approach is to view the approximation problem as a question of estimation of a polynomial in noise, with the possibility of abrupt changes in the highest derivative. This allows us to bring several powerful statistical signal processing tools into play. We also present some initial results on the application of our technique to the processing of electrocardiograms, where the knot locations themselves may be some of the most important pieces of diagnostic information.

Mier Muth, A. M.↗

The stochastic control of the F-8C aircraft using a multiple model adaptive control /MMAC/ method. I - Equilibrium flight

The purpose of this paper is to summarize some results obtained for the adaptive control of the F-8C aircraft using the so-called MMAC method. The discussion includes the selection of the performance criteria for both the lateral and the longitudinal dynamics, the design of the Kalman filters for different flight conditions, the 'identification' aspects of the design using hypothesis testing ideas, and the performance of the closed-loop adaptive system.

Athans, M.↗

F-8 DFBW sensor failure identification using analytic redundancy

The structure of a sensor failure detection and identification system designed for the NASA F-8 DFBW aircraft is outlined. The system is for use in a dual-redundant environment, and it takes maximal advantage of all functional relationships among the sensed variables. The identification logic uses the quality sequential probability ratio, which provides a useful on-line measure of confidence in the various forms of analytic redundancy. Preliminary simulation results indicate good behavior of the analytic decision statistic, based on the sequential probability ratio test.

Deckert, J. C.↗

Optimal filtering and filter stability of linear stochastic delay systems

Optimal filtering equations are obtained for very general linear stochastic delay systems. 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.-S.↗

Analysis of bilinear noise models in circuits and devices

There are a number of applications in which linear noise models are inappropriate. In the paper, the use of bilinear noise models in circuits and devices is considered. Several physical problems are studied in this framework. These include circuits involving varying parameters (such as variable resistance circuits constructed using field-effect transistors), the effect of switching jitter on sampled data system performance and communication systems involving voltage-controlled oscillators and phase-lock loops. In addition, several types of analytical techniques for stochastic bilinear systems are considered. Specifically, the moment equations of Brockett for bilinear systems driven by white noise are discussed, and closed-form expressions for certain bilinear systems (those that evolve an Abelian or solvable Lie groups) driven by white or colored noise are derived. In addition, an approximate statistical technique involving the use of harmonic expansions is described.

Willsky, A. S.↗

Dual redundant sensor FDI techniques applied to the NASA F8C DFBW aircraft

An onboard failure detection and identification (FDI) technique for dual redundant sensors on the NASA F8C digital fly-by-wire (DFBW) aircraft is presented. The failure of one of a pair of sensors of the same type is detected by a direct redundancy trigger which observes the difference between the outputs of these two sensors. Identification of the failed sensor is accomplished utilizing the analytic redundancy that exists as kinematic and functional relationships among the variables being measured by dissimilar instruments. In addition, identification of generic failures, common to both instruments of a given type, is accomplished by using a time trigger to periodically initiate analytic redundancy failure identification tests for individual sensors. The basic form of these tests is the comparison of the measurement of a variable using the suspect instrument with another measurement of the same variable obtained using other instrument types.

Desai, M. N.↗

Digital signal processing and control and estimation theory -- Points of tangency, area of intersection, and parallel directions

A number of current research directions in the fields of digital signal processing and modern control and estimation theory were studied. Topics such as stability theory, linear prediction and parameter identification, system analysis and implementation, two-dimensional filtering, decentralized control and estimation, image processing, and nonlinear system theory were examined in order to uncover some of the basic similarities and differences in the goals, techniques, and philosophy of the two disciplines. An extensive bibliography is included.

Willsky, A. S.↗

A reliable dual-redundant sensor FDI system for the NASA F8C-DFBW aircraft

In this paper we outline the structure of a sensor failure detection and identification (FDI) system designed for the NASA F8C DFBW aircraft. The system is for use in a dual-redundant environment, and it takes maximal advantage of all functional and kinematic relationships among the sensed variables. The technique is reliable in that we have designed the system to account for a variety of unmodeled effects and have introduced a new concept - the quality sequential probability ratio (QSPR) - that provides a useful measure of our confidence in each test. The methodology used for determining detector parameters and the 'outer loop logic' for combining the various sources of information are described.

Deckert, J. C.↗

Status report on the generalized likelihood ratio failure detection technique, with application to the F-8 aircraft

The generalized likelihood ratio technique, a scheme for detecting and identifying abrupt changes in dynamic systems, is described in detail. Attention is given to distinguishability, detectability, and sensitivity to modeling errors. This failure detection technique is applied to a two-dimensional model of the F-8, flying at Mach .6 at 20,000 ft. in cumulus clouds.

Bueno, R.↗

A survey of design methods for failure detection in dynamic systems

A number of methods for the detection of abrupt changes (such as failures) in stochastic dynamical systems were surveyed. The class of linear systems were emphasized, but the basic concepts, if not the detailed analyses, carry over to other classes of systems. The methods surveyed range from the design of specific failure-sensitive filters, to the use of statistical tests on filter innovations, to the development of jump process formulations. Tradeoffs in complexity versus performance are discussed.

Willsky, A. S.↗

Two self-test methods applied to an inertial system problem

The paper describes two self-test procedures applied to the problem of estimating the biases in accelerometers and gyroscopes on an inertial platform. The first technique is the weighted sum-squared residual (WSSR) test, with which accelerator bias jumps are easily isolated, but gyro bias jumps are difficult to isolate. The WSSR method does not take full advantage of the knowledge of system dynamics. The other technique is a multiple hypothesis method developed by Buxbaum and Haddad (1969). It has the advantage of directly providing jump isolation information, but suffers from computational problems. It might be possible to use the WSSR to detect state jumps and then switch to the BH system for jump isolation and estimate compensation.

Willsky, A. S.↗

Algebraic methods in system theory

Investigations on problems of the type which arise in the control of switched electrical networks are reported. The main results concern the algebraic structure and stochastic aspects of these systems. Future reports will contain more detailed applications of these results to engineering studies.

Brockett, R. W.↗

Analysis of bilinear stochastic systems

Analysis of stochastic dynamical systems that involve multiplicative (bilinear) noise processes. After defining the systems of interest, consideration is given to the evolution of the moments of such systems, the question of stochastic stability, and estimation for bilinear stochastic systems. Both exact and approximate methods of analysis are introduced, and, in particular, the uses of Lie-theoretic concepts and harmonic analysis are discussed.

Willsky, A. S.↗