Analysis and design of space vehicle flight control systems. Volume VI - Stochastic effects
Statistical methods for analyzing stochastic effects influencing design of space vehicle control systems
STATISTICAL ANALYSIS↗
SEARCH · Engineering Papers
Results for “Stochastic 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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Enabling site-specific well leakage risk estimation during geologic carbon sequestration using a modular deep-learning-based wellbore leakage model
Geologic carbon sequestration (GCS) is a promising technology for mitigating net carbon emissions and growing climate concern by storing CO 2 in reservoirs. Oil and gas brownfields are an attractive option for CO 2 storage, but these sites have many historical wellbores from petroleum production and can be a potential leakage pathway for CO 2 or formation brine. Therefore, risk management of GCS operations requires an assessment of potential well leakage. Due to the high uncertainty of the system, stochastic approaches are ideal for quantifying the range of risk behaviors, but they must be computationally efficient in the face of complex physics. Here, we develop a new physics-centric deep learning wellbore model to predict the leakage of CO 2 and brine through leaky wellbores. Multi-physics numerical simulations were used to generate data sets, and physics-informed features were introduced. Neural networks were optimized with an automated searching algorithm. Feature analysis quantifies the impact of each feature on model prediction and confirms the role of physics-inspired parameters. The model shows high predictive performance across a wide range of geologic and injection conditions and well attributes. In conclusion, a case study illustrates how the model is applied to assess well leakage in GCS operations.
58 GEOSCIENCES↗
Polynomial chaos expansions on principal geodesic Grassmannian submanifolds for surrogate modeling and uncertainty quantification
In this work we introduce a manifold learning-based surrogate modeling framework for uncertainty quantification in high-dimensional stochastic systems. Our first goal is to perform data mining on the available simulation data to identify a set of low-dimensional (latent) descriptors that efficiently parameterize the response of the high-dimensional computational model. To this end, we employ Principal Geodesic Analysis on the Grassmann manifold of the response to identify a set of disjoint principal geodesic submanifolds, of possibly different dimension, that captures the variation in the data. Since operations on the Grassmann require the data to be concentrated, we propose an adaptive algorithm based on Riemannian K-means and the minimization of the sample Fréchet variance on the Grassmann manifold to identify “local” principal geodesic submanifolds that represent different system behavior across the parameter space. Polynomial chaos expansion is then used to construct a mapping between the random input parameters and the projection of the response on these local principal geodesic submanifolds. Here, the method is demonstrated on four test cases, a toy-example that involves points on a hypersphere, a Lotka-Volterra dynamical system, a continuous-flow stirred-tank chemical reactor system, and a two-dimensional Rayleigh-Bénard convection problem.
42 ENGINEERING↗
Learning stochastic dynamics and predicting emergent behavior using transformers
We show that a neural network originally designed for language processing can learn the dynamical rules of a stochastic system by observation of a single dynamical trajectory of the system, and can accurately predict its emergent behavior under conditions not observed during training. We consider a lattice model of active matter undergoing continuous-time Monte Carlo dynamics, simulated at a density at which its steady state comprises small, dispersed clusters. We train a neural network called a transformer on a single trajectory of the model. The transformer, which we show has the capacity to represent dynamical rules that are numerous and nonlocal, learns that the dynamics of this model consists of a small number of processes. Forward-propagated trajectories of the trained transformer, at densities not encountered during training, exhibit motility-induced phase separation and so predict the existence of a nonequilibrium phase transition. Transformers have the flexibility to learn dynamical rules from observation without explicit enumeration of rates or coarse-graining of configuration space, and so the procedure used here can be applied to a wide range of physical systems, including those with large and complex dynamical generators.
97 MATHEMATICS AND COMPUTING↗
Near optimal control in the presence of small stochastic perturbations.
Optimal deterministic control of stochastic system corrected to include noise effects
RANDOM PROCESS↗
Optimal control in the presence of measurement uncertainties
Linear stochastic systems optimal feedback control with application to spacecraft minimum fuel midcourse guidance problems
Deyst, J. J., Jr.↗
Dynamic stability of thin elastic plates under the action of non-deterministic loads.
Thin elastic plates dynamic stability under random distribution edge loading using theory of linear stochastic systems
Fontenot, L. L.↗
An analysis of the divergence problem in the Kalman filter.
Modeling errors in linear discrete stochastic system effects on Kalman filter state estimates
Price, C. F.↗
The effects of stability augmentation on the gust response of a STOL aircraft during a curved manual approach
The task of investigating the effect of SAS was formulated as two optimal control problems for stochastic systems: (1) to compute SAS gains with a rate model in the performance index algorithm; and (2) to calculate the pilot gains and system gust response using an optimal pilot model. Both problems were solved to yield reasonable low gains for the pilot and SAS, and the lateral directional mode poles and the longitudinal short period poles could be placed accurately by the model matching algorithm. Of the longitudinal (SAS) poles achieved, the vertical rms path error was least for the unaugmented poles. The lateral rms path error was an order of magnitude larger than the vertical error and showed a plus or minus 50 percent variation with SAS. It increased with dutch roll frequency and damping, and it decreased most significantly with increased roll stability. The variation in lateral error with bank angle for curved flight was also a significant function of the augmented poles.
Porter, M. B., Jr.↗
Specific-optimal control with a dual minimal-order observer-based compensator
The steady-state optimal control of a linear time-invariant stochastic system by means of a minimal-order dual-observer-based compensator is considered in this paper. The structure of the compensator is fixed while the associated gains are to be chosen so as to minimize a quadratic penalty on the plant state. Necessary and sufficient conditions for optimality are given, and an explicit solution is displayed. Salient features pertaining to the optimal system are: a decoupling property, a projection property, and an innovation property. Finally, it is shown that this design corresponds to a singular LQG problem, which is precisely the dual of another singular LQG problem: namely Newmann's problem. A complete picture is then given showing clearly the correspondence between the two designs.
Blanvillain, P. J.↗
The discrete-time compensated Kalman filter
A suboptimal dynamic compensator to be used in conjunction with the ordinary discrete-time Kalman filter is derived. The resultant compensated Kalman filter has the property that steady-state bias estimation errors, resulting from modelling errors, are eliminated. The implementation of the compensated Kalman filter involves the use of accumulators in the residual channels in addition to the nominal dynamic model of the stochastic system.
Lee, W.-H.↗
Stochastic control and the second law of thermodynamics
The second law of thermodynamics is studied from the point of view of stochastic control theory. We find that the feedback control laws which are of interest are those which depend only on average values, and not on sample path behavior. We are lead to a criterion which, when satisfied, permits one to assign a temperature to a stochastic system in such a way as to have Carnot cycles be the optimal trajectories of optimal control problems. Entropy is also defined and we are able to prove an equipartition of energy theorem using this definition of temperature. Our formulation allows one to treat irreversibility in a quite natural and completely precise way.
Brockett, R. W.↗
On-line methods for rotorcraft aeroelastic mode identification
The requirements for the on-line identification of rotorcraft aeroelastic blade modes from random response test data are presented. A recursive maximum likelihood (RML) technique is used in conjunction with a bandpass filter to identify isolated blade mode damping and frequency. The RML technique is demonstrated to have excellent convergence characteristics in random measurement noise and random process noise excitation. The RML identification technique uses an ARMA representation for the aeroelastic stochastic system and requires virtually no user interaction while providing accurate confidence bands on the parameter estimates. Comparisons are made with an off-line Newton type maximum likelihood algorithm which uses a state variable model representation. Results are presented from simulation random response data which quantify the identifed parameter convergence behavior for various levels of random excitation which is typical of wind tunnel turbulence levels. The RML technique is applied to hingless rotor test data from the NASA Langley Research Center Helicopter Hover Facility.
Molusis, J. A.↗
Effects of noise variance model on optimal feedback design and actuator placement
In optimal placement of actuators for stochastic systems, it is commonly assumed that the actuator noise variances are not related to the feedback matrix and the actuator locations. In this paper, we will discuss the limitation of that assumption and develop a more practical noise variance model. Various properties associated with optimal actuator placement under the assumption of this noise variance model are discovered through the analytical study of a second order system.
Ruan, Mifang↗
Iterative LQG Controller Design Through Closed-Loop Identification
This paper presents an iterative Linear Quadratic Gaussian (LQG) controller design approach for a linear stochastic system with an uncertain open-loop model and unknown noise statistics. This approach consists of closed-loop identification and controller redesign cycles. In each cycle, the closed-loop identification method is used to identify an open-loop model and a steady-state Kalman filter gain from closed-loop input/output test data obtained by using a feedback LQG controller designed from the previous cycle. Then the identified open-loop model is used to redesign the state feedback. The state feedback and the identified Kalman filter gain are used to form an updated LQC controller for the next cycle. This iterative process continues until the updated controller converges. The proposed controller design is demonstrated by numerical simulations and experiments on a highly unstable large-gap magnetic suspension system.
Hsiao, Min-Hung↗
Effect of Finite Computational Domain on Turbulence Scaling Law in Both Physical and Spectral Spaces
The well-known translation between the power law of energy spectrum and that of the correlation function or the second order structure function has been widely used in analyzing random data. Here, we show that the translation is valid only in proper scaling regimes. The regimes of valid translation are different for the correlation function and the structure function. Indeed, they do not overlap. Furthermore, in practice, the power laws exist only for a finite range of scales. We show that this finite range makes the translation inexact even in the proper scaling regime. The error depends on the scaling exponent. The current findings are applicable to data analysis in fluid turbulence and other stochastic systems.
Hou, Thomas Y.↗
A Probabilistic Framework for the Validation and Certification of Computer Simulations
The paper presents a methodology for quantifying, propagating, and managing the uncertainty in the data required to initialize computer simulations of complex phenomena. The purpose of the methodology is to permit the quantitative assessment of a certification level to be associated with the predictions from the simulations, as well as the design of a data acquisition strategy to achieve a target level of certification. The value of a methodology that can address the above issues is obvious, specially in light of the trend in the availability of computational resources, as well as the trend in sensor technology. These two trends make it possible to probe physical phenomena both with physical sensors, as well as with complex models, at previously inconceivable levels. With these new abilities arises the need to develop the knowledge to integrate the information from sensors and computer simulations. This is achieved in the present work by tracing both activities back to a level of abstraction that highlights their commonalities, thus allowing them to be manipulated in a mathematically consistent fashion. In particular, the mathematical theory underlying computer simulations has long been associated with partial differential equations and functional analysis concepts such as Hilbert spares and orthogonal projections. By relying on a probabilistic framework for the modeling of data, a Hilbert space framework emerges that permits the modeling of coefficients in the governing equations as random variables, or equivalently, as elements in a Hilbert space. This permits the development of an approximation theory for probabilistic problems that parallels that of deterministic approximation theory. According to this formalism, the solution of the problem is identified by its projection on a basis in the Hilbert space of random variables, as opposed to more traditional techniques where the solution is approximated by its first or second-order statistics. The present representation, in addition to capturing significantly more information than the traditional approach, facilitates the linkage between different interacting stochastic systems as is typically observed in real-life situations.
Ghanem, Roger↗
Life Prediction Issues in Thermal/Environmental Barrier Coatings in Ceramic Matrix Composites
Issues and design requirements for the environmental barrier coating (EBC)/thermal barrier coating (TBC) life that are general and those specific to the NASA Ultra-Efficient Engine Technology (UEET) development program have been described. The current state and trend of the research, methods in vogue related to the failure analysis, and long-term behavior and life prediction of EBCITBC systems are reported. Also, the perceived failure mechanisms, variables, and related uncertainties governing the EBCITBC system life are summarized. A combined heat transfer and structural analysis approach based on the oxidation kinetics using the Arrhenius theory is proposed to develop a life prediction model for the EBC/TBC systems. Stochastic process-based reliability approach that includes the physical variables such as gas pressure, temperature, velocity, moisture content, crack density, oxygen content, etc., is suggested. Benefits of the reliability-based approach are also discussed in the report.
Shah, Ashwin R.↗