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At least 181 records · Page 10

Hidden Markov Models and Neural Networks for Fault Detection

Continuous online monitoring of complex dynamic systems is common in applications as diverse as industrial plant operations, telecommunications network, and biomedical health monitoring. For monitoring purposes, the exact nature of the system under observation is typically not relevant provided there exist some measurements or symptoms which provide diagnostics information regarding the underlying system state.

Markov Fault Detection↗

A tutorial on the CARE III approach to reliability modeling

The CARE 3 reliability model for aircraft avionics and control systems is described by utilizing a number of examples which frequently use state-of-the-art mathematical modeling techniques as a basis for their exposition. Behavioral decomposition followed by aggregration were used in an attempt to deal with reliability models with a large number of states. A comprehensive set of models of the fault-handling processes in a typical fault-tolerant system was used. These models were semi-Markov in nature, thus removing the usual restrictions of exponential holding times within the coverage model. The aggregate model is a non-homogeneous Markov chain, thus allowing the times to failure to posses Weibull-like distributions. Because of the departures from traditional models, the solution method employed is that of Kolmogorov integral equations, which are evaluated numerically.

Trivedi, K. S.↗

Battery State-of-Health Aware Path Planning for a Mars Rover

A rover mission consists of visiting waypoints to gather scientific samples based on set requirements. However, rovers face operational uncertainties during the mission, affecting the performance of its electrical and mechanical components and overall mission success. Hence, it is critical to have a decision-making framework that is aware of the health state of the components when planning the path of the vehicle. In particular, battery degradation, and consequently the battery State of Health (SOH), can affect the optimality of decisions made by the autonomous system in the long term. This paper presents a decision-making system that incorporates information on the energy drawn from the battery (based on the vehicle’s velocity), terrain conditions, and model-based prognostic modules to assess the impact on the battery’s state of charge (SoC). The decision-making system was formulated as a Markov Decision Process (MDP) to reach the goal destination by sending commands in a determined amount of time while maintaining the battery SoC within the policy stated. The MDP problem was programmed using the open-source framework POMDPs.jl, which has a variety of online and offline solvers. To solve the MDP problem online, we used Monte Carlo Tree Search (MCTS). Results from simulations demonstrate the effect that battery degradation and charging plans have on decision-making.

Prognostics↗

Probabilistic Discrete‐Time Models for Spreading Processes in Complex Networks: A Review

Abstract Research into network dynamics of spreading processes typically employs both discrete and continuous time methodologies. Although each approach offers distinct insights, integrating them can be challenging, particularly when maintaining coherence across different time scales. This review focuses on the Microscopic Markov Chain Approach (MMCA), a probabilistic f ramework originally designed for epidemic modeling. MMCA uses discrete dynamics to compute the probabilities of individuals transitioning between epidemiological states. By treating each time step—usually a day—as a discrete event, the approach captures multiple concurrent changes within this time frame. The approach allows to estimate the likelihood of individuals or populations being in specific states, which correspond to distinct epidemiological compartments. This review synthesizes key findings from the application of this approach, providing a comprehensive overview of its utility in understanding epidemic spread.

Granell, Clara↗

Efficient parametric analysis of performance measures for communication networks

Efficient techniques for estimating performance measures in communication networks in a steady-state or transient setting are developed. These techniques may be used in a simulation environment or in connection with real-time observations. For Markov chain models, the recently proposed standard clock approach is extended, and a class of real-time algorithms for simultaneously generating multiple sample paths under different parameter sets is presented. Attention is focused on the link crash time estimation problem, where a 'crash' is defined as the first time a buffer overflows, given some initial conditions. An algorithm for estimating crash times under various traffic shocks is derived, where all estimates are obtained in parallel to an actual network's normal operation. An algorithm for crash time estimation of a G/D/1 link model is also derived using a different (perturbation-analysis-based) approach. Finally, extensive simulation results are provided to validate the proposed algorithms and compare them to brute-force simulation.

Cassandras, Christos G.↗

An error-dependent model of instrument-scanning behavior in commercial airline pilots

A new flexible model of pilot instrument scanning behavior is presented which assumes that the pilot uses a set of deterministic scanning patterns on the pilot's perception of error in the state of the aircraft, and the pilot's knowledge of the interactive nature of the aircraft's systems. Statistical analyses revealed that a three stage Markov process composed of the pilot's three predicted lookpoints (LP), occurring 1/30, 2/30, and 3/30 of a second prior to each LP, accurately modelled the scanning behavior of 14 commercial airline pilots while flying steep turn maneuvers in a Boeing 737 flight simulator. The modelled scanning data for each pilot were not statistically different from the observed scanning data in comparisons of mean dwell time, entropy, and entropy rate. These findings represent the first direct evidence that pilots are using deterministic scanning patterns during instrument flight. The results are interpreted as direct support for the error dependent model and suggestions are made for further research that could allow for identification of the specific scanning patterns suggested by the model.

Jones, D. H.↗

NEAR: Neural Embeddings for Amino acid Relationships

Protein language models (PLMs) have recently demonstrated potential to supplant classical protein database search methods based on sequence alignment, but are slower than common alignment-based tools and appear to be prone to a high rate of false labeling. Here, we present NEAR, a method based on neural representation learning that is designed to improve both speed and accuracy of search for likely homologs in a large protein sequence database. NEAR’s ResNet embedding model is trained using contrastive learning guided by trusted sequence alignments. It computes per-residue embeddings for target and query protein sequences, and identifies alignment candidates with a pipeline consisting of residue-level k-NN search and a simple neighbor aggregation scheme. Tests on a benchmark consisting of trusted remote homologs and randomly shuffled decoy sequences reveal that NEAR substantially improves accuracy relative to state-of-the-art PLMs, with lower memory requirements and faster embedding and search speed. While these results suggest that the NEAR model may be useful for standalone homology detection with increased sensitivity over standard alignment-based methods, in this manuscript we focus on a more straightforward analysis of the model’s value as a high-speed pre-filter for sensitive annotation. In that context, NEAR is at least 5x faster than the pre-filter currently used in the widely-used profile hidden Markov model (pHMM) search tool HMMER3, and also outperforms the pre-filter used in our fast pHMM tool, nail.

59 BASIC BIOLOGICAL SCIENCES↗

Coarse-Grain Bandwidth Estimation Scheme for Large-Scale Network

A large-scale network that supports a large number of users can have an aggregate data rate of hundreds of Mbps at any time. High-fidelity simulation of a large-scale network might be too complicated and memory-intensive for typical commercial-off-the-shelf (COTS) tools. Unlike a large commercial wide-area-network (WAN) that shares diverse network resources among diverse users and has a complex topology that requires routing mechanism and flow control, the ground communication links of a space network operate under the assumption of a guaranteed dedicated bandwidth allocation between specific sparse endpoints in a star-like topology. This work solved the network design problem of estimating the bandwidths of a ground network architecture option that offer different service classes to meet the latency requirements of different user data types. In this work, a top-down analysis and simulation approach was created to size the bandwidths of a store-and-forward network for a given network topology, a mission traffic scenario, and a set of data types with different latency requirements. These techniques were used to estimate the WAN bandwidths of the ground links for different architecture options of the proposed Integrated Space Communication and Navigation (SCaN) Network. A new analytical approach, called the "leveling scheme," was developed to model the store-and-forward mechanism of the network data flow. The term "leveling" refers to the spreading of data across a longer time horizon without violating the corresponding latency requirement of the data type. Two versions of the leveling scheme were developed: 1. A straightforward version that simply spreads the data of each data type across the time horizon and doesn't take into account the interactions among data types within a pass, or between data types across overlapping passes at a network node, and is inherently sub-optimal. 2. Two-state Markov leveling scheme that takes into account the second order behavior of the store-and-forward mechanism, and the interactions among data types within a pass. The novelty of this approach lies in the modeling of the store-and-forward mechanism of each network node. The term store-and-forward refers to the data traffic regulation technique in which data is sent to an intermediate network node where they are temporarily stored and sent at a later time to the destination node or to another intermediate node. Store-and-forward can be applied to both space-based networks that have intermittent connectivity, and ground-based networks with deterministic connectivity. For groundbased networks, the store-and-forward mechanism is used to regulate the network data flow and link resource utilization such that the user data types can be delivered to their destination nodes without violating their respective latency requirements.

Cheung, Kar-Ming↗

Angular-Rate Estimation Using Star Tracker Measurements

This paper presents algorithms for estimating the angular-rate vector of satellites using quaternion measurements. Two approaches are compared, one that uses differentiated quatemion measurements to yield coarse rate measurements which are then fed into two different estimators. In the other approach the raw quatemion measurements themselves are fed directly into the two estimators. The two estimators rely on the ability to decompose the non-linear rate dependent part of the rotational dynamics equation of a rigid body into a product of an angular-rate dependent matrix and the angular-rate vector itself This decomposition, which is not unique, enables the treatment of the nonlinear spacecraft dynamics model as a linear one and, consequently, the application of a Pseudo-Linear Kalman Filter (PSELIKA). It also enables the application of a special Kalman filter which is based on the use of the solution of the State Dependent Algebraic Riccati Equation (SDARE) in order to compute the Kalman gain matrix and thus eliminates the need to propagate and update the filter covariance matrix. The replacement of the elaborate rotational dynamics by a simple first order Markov model is also examined. In this paper a special consideration is given to the problem of delayed quatemion measurements. Two solutions to this problem are suggested and tested. Real Rossi X-Ray Timing Explorer (RXTE) data is used to test these algorithms, and results of these tests are presented.

Azor, R.↗

Angular-Rate Estimation using Star Tracker Measurements

This paper presents algorithms for estimating the angular-rate vector of satellites using quaternion measurements. Two approaches are compared, one that uses differentiated quaternion measurements to yield coarse rate measurements which are then fed into two different estimators. In the other approach the raw quaternion measurements themselves are fed directly into the two estimators. The two estimators rely on the ability to decompose the non-linear rate dependent part of the rotational dynamics equation of a rigid body into a product of an angular-rate dependent matrix and the angular-rate vector itself. This decomposition, which is not unique, enables the treatment of the nonlinear spacecraft dynamics model as a linear one and, consequently, the application of a Pseudo-Linear Kalman Filter (PSELIKA). It also enables the application of a special Kalman filter which is based on the use of the solution of the State Dependent Algebraic Riccati Equation (SDARE) in order to compute the Kalman gain matrix and thus eliminates the need to propagate and update the filter covariance matrix. The replacement of the elaborate rotational dynamics by a simple first order Markov model is also examined. In this paper a special consideration is given to the problem of delayed quaternion measurements. Two solutions to this problem are suggested and tested. Real Rossi X-Ray Timing Explorer (RXTE) data is used to test these algorithms, and results of these tests are presented.

Azor, R.↗

hIPPYlib-MUQ: A Bayesian Inference Software Framework for Integration of Data with Complex Predictive Models under Uncertainty

Bayesian inference provides a systematic framework for integration of data with mathematical models to quantify the uncertainty in the solution of the inverse problem. However, the solution of Bayesian inverse problems governed by complex forward models described by partial differential equations (PDEs) remains prohibitive with black-box Markov chain Monte Carlo (MCMC) methods. We present hIPPYlib-MUQ, an extensible and scalable software framework that contains implementations of state-of-the art algorithms aimed to overcome the challenges of high-dimensional, PDE-constrained Bayesian inverse problems. These algorithms accelerate MCMC sampling by exploiting the geometry and intrinsic low-dimensionality of parameter space via derivative information and low rank approximation. The software integrates two complementary open-source software packages, hIPPYlib and MUQ. hIPPYlib solves PDE-constrained inverse problems using automatically-generated adjoint-based derivatives, but it lacks full Bayesian capabilities. MUQ provides a spectrum of powerful Bayesian inversion models and algorithms, but expects forward models to come equipped with gradients and Hessians to permit large-scale solution. By combining these two complementary libraries, we created a robust, scalable, and efficient software framework that realizes the benefits of each and allows us to tackle complex large-scale Bayesian inverse problems across a broad spectrum of scientific and engineering disciplines. To illustrate the capabilities of hIPPYlib-MUQ, we present a comparison of a number of MCMC methods available in the integrated software on several high-dimensional Bayesian inverse problems. These include problems characterized by both linear and nonlinear PDEs, various noise models, and different parameter dimensions. The results demonstrate that large (~ 50×) speedups over conventional black box and gradient-based MCMC algorithms can be obtained by exploiting Hessian information (from the log-posterior), underscoring the power of the integrated hIPPYlib-MUQ framework.

97 MATHEMATICS AND COMPUTING↗

Making the Impossible Possible: Strategies for Fast POMDP Monitoring

Systems modeled as partially observable Markov decision processes (POMDPs) can be tracked quickly with three restrictions: all actions are grouped together, the out-degree of each system state is bounded by a constant, and the number of non-zero elements in the belief state is bounded by a (different) constant. With these restrictions, the tracking algorithm operates in constant time and linear space. The first restriction assumes that the action itself is unobservable. The second restriction defines a subclass of POMDPs that covers however a wide range of problems. The third restriction is an approximation technique that can lead to a potentially vexing problem: an observation may be received that has probability according to the restricted belief state. This problem of impossibility will cause the belief state to collapse. In this paper we discuss the tradeoffs between the constant bound on the belief state and the quality of the solution. We concentrate on strategies for overcoming the impossibility problem and demonstrate initial experimental results that indicate promising directions.

Washington, Richard↗

CHMMPP: A c++ library for constrained Hidden Markov Models

SAND2024-13027O The CHMMPP: A c++ Library for Constrained Hidden Markov Models (HMM) software supports the analysis of multivariate time series data to detect patterns using HMM. Many applications involve the detection and characterization of hidden or latent states in a complex system using observable states and variables. This software supports inference of latent states integrating both an HMM and application-specific constraints that reflect known relationships in hidden states. The CHMMPP software supports application-specific and generic methods for constrained inference. This includes a framework for customized Viterbi methods, constrained inference of hidden states with A* and integer programming methods, and various constraint-informed methods for learning HMM model parameters. CHMMPP focuses on supporting generic methods that enable the agile expression of complex sets of constraints that naturally arise in many real-world applications.

Hart, William↗

Improved Modeling in a Matlab-Based Navigation System

An innovative approach to autonomous navigation is available for low earth orbit satellites. The system is developed in Matlab and utilizes an Extended Kalman Filter (EKF) to estimate the attitude and trajectory based on spacecraft magnetometer and gyro data. Preliminary tests of the system with real spacecraft data from the Rossi X-Ray Timing Explorer Satellite (RXTE) indicate the existence of unmodeled errors in the magnetometer data. Incorporating into the EKF a statistical model that describes the colored component of the effective measurement of the magnetic field vector could improve the accuracy of the trajectory and attitude estimates and also improve the convergence time. This model is identified as a first order Markov process. With the addition of the model, the EKF attempts to identify the non-white components of the noise allowing for more accurate estimation of the original state vector, i.e. the orbital elements and the attitude. Working in Matlab allows for easy incorporation of new models into the EKF and the resulting navigation system is generic and can easily be applied to future missions resulting in an alternative in onboard or ground-based navigation.

Deutschmann, Julie↗

A stochastic-dynamical approach to the study of the natural variability of the climate

A method, suggested by Leith (1975), which employed stochastic-dynamic forecasts obtained from a general circulation model in such a way as to satisfy the definition of climatic noise, was used to validate assumptions accounting for the effects of external influences in estimating the climatic noise. Two assumptions were investigated: (1) that the weather fluctuations can be represented as a Markov process, and (2) that changing external conditions do not influence the atmosphere's statistical properties on short time scales. The general circulation model's simulation of the daily weather fluctuations was generated by performing integrations with prescribed climatological boundary conditions for random initial atmospheric states, with resulting dynamical forecasts providing an ensemble of simulated data for the autoregressive modeling of weather fluctuations. To estimate the climatic noise from the observational data (consisting of hourly values of sea level pressure and surface temperature at 54 U.S. stations for the month of January for the years 1949-1975) use of the short time-scale assumption is made. The simulated and observed data were found not to be consistent with either white noise or a Markov process of weather fluctuations. Good agreement was found between the results of the hypothetical testing of the simulated and the observed surface temperatures; and only partial support was found for the short time-scale assumption, i.e., for sea level pressure.

Straus, D. M.↗

An Observationally Trained Markov Model for MJO Propagation

A Markovian stochastic model is developed for studying the propagation of the Madden-Julian Oscillation (MJO). This model represents the daily changes in real time multivariate MJO (RMM) indices as random functions of their current state and background conditions. The probability distribution function of the RMM changes is obtained using a machine learning algorithm trained to maximize MJO forecast skills using observed daily indices of RMM and different modes of variability. Skillful forecasts are obtained for lead times between 8 and 27 days. Large ensemble simulations by the stochastic model show that with monsoonal changes in the background state, MJO propagation across the Maritime Continent (MC) is most likely to be disrupted in boreal spring and summer when MJO events propagate from favorable conditions over the Indian Ocean to unfavorable ones over the MC, and predictability is higher during spring and summer when MJO activity is away from the MC region.

54 ENVIRONMENTAL SCIENCES↗

On reliable control system designs

A mathematical model for use in the design of reliable multivariable control systems is discussed with special emphasis on actuator failures and necessary actuator redundancy levels. The model consists of a linear time invariant discrete time dynamical system. Configuration changes in the system dynamics are governed by a Markov chain that includes transition probabilities from one configuration state to another. The performance index is a standard quadratic cost functional, over an infinite time interval. The actual system configuration can be deduced with a one step delay. The calculation of the optimal control law requires the solution of a set of highly coupled Riccati-like matrix difference equations. Results can be used for off-line studies relating the open loop dynamics, required performance, actuator mean time to failure, and functional or identical actuator redundancy, with and without feedback gain reconfiguration strategies.

Birdwell, J. D.↗

Rainbow net analysis of VAXcluster system availability

A system modeling technique, Rainbow Nets, is used to evaluate the availability and mean-time-to-interrupt of the VAXcluster. These results are compared to the exact analytic results showing that reasonable accuracy is achieved through simulation. The complexity of the Rainbow Net does not increase as the number of processors increases, but remains constant, unlike a Markov model which expands exponentially. The constancy is achieved by using tokens with identity attributes (items) that can have additional attributes associated with them (features) which can exist in multiple states. The time to perform the simulation increases, but this is a polynomial increase rather than exponential. There is no restriction on distributions used for transition firing times, allowing real situations to be modeled more accurately by choosing the distribution which best fits the system performance and eliminating the need for simplifying assumptions.

Johnson, Allen M., Jr.↗