Stochastic compartmental analysis - Model and least squares estimation from time series data
Biomathematical model and least square estimation from time series data of discrete particle population in stochastic compartmental system
Hartley, H. O.↗
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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Stochastic modelling of remotely manned systems
Digital simulation models of remotely manned vehicles are discussed and recommendations for statistical validation of all the models are considered.
Ancker, C. J., Jr.↗
Aircraft adaptive learning control
The optimal control theory of stochastic linear systems is discussed in terms of the advantages of distributed-control systems, and the control of randomly-sampled systems. An optimal solution to longitudinal control is derived and applied to the F-8 DFBW aircraft. A randomly-sampled linear process model with additive process and noise is developed.
Lee, P. S. T.↗
Minimum information modelling of structural systems with uncertain parameters
Work is reviewed wherein the design of active structural control is formulated as the mean-square optimal control of a linear mechanical system with stochastic parameters. In practice, a complete probabilistic description of model parameters can never be provided by empirical determinations, and a suitable design approach must accept very limited a priori data on parameter statistics. In consequence, the mean-square optimization problem is formulated using a complete probability assignment which is made to be consistent with available data but maximally unconstrained otherwise through use of a maximum entropy principle. The ramifications of this approach for both robustness and large dimensionality are illustrated by consideration of the full-state feedback regulation problem.
Hyland, D. C.↗
Optimal interpolation and the Kalman filter
The estimation theory of stochastic-dynamic systems is described and used in a numerical study of optimal interpolation. The general form of data assimilation methods is reviewed. The Kalman-Bucy, KB filter, and optimal interpolation (OI) filters are examined for effectiveness in performance as gain matrices using a one-dimensional form of the shallow-water equations. Control runs in the numerical analyses were performed for a ten-day forecast in concert with the OI method. The effects of optimality, initialization, and assimilation were studied. It was found that correct initialization is necessary in order to localize errors, especially near boundary points. Also, the use of small forecast error growth rates over data-sparse areas was determined to offset inaccurate modeling of correlation functions near boundaries.
Cohn, S.↗
Filtered Mass Density Function for Design Simulation of High Speed Airbreathing Propulsion Systems
The objective of this research is to develop and implement new methodology for large eddy simulation of (LES) of high-speed reacting turbulent flows. We have just completed two (2) years of Phase I of this research. This annual report provides a brief and up-to-date summary of our activities during the period: September 1, 2000 through August 31, 2001. In the work within the past year, a methodology termed "velocity-scalar filtered density function" (VSFDF) is developed and implemented for large eddy simulation (LES) of turbulent flows. In this methodology the effects of the unresolved subgrid scales (SGS) are taken into account by considering the joint probability density function (PDF) of all of the components of the velocity and scalar vectors. An exact transport equation is derived for the VSFDF in which the effects of the unresolved SGS convection, SGS velocity-scalar source, and SGS scalar-scalar source terms appear in closed form. The remaining unclosed terms in this equation are modeled. A system of stochastic differential equations (SDEs) which yields statistically equivalent results to the modeled VSFDF transport equation is constructed. These SDEs are solved numerically by a Lagrangian Monte Carlo procedure. The consistency of the proposed SDEs and the convergence of the Monte Carlo solution are assessed by comparison with results obtained by an Eulerian LES procedure in which the corresponding transport equations for the first two SGS moments are solved. The unclosed SGS convection, SGS velocity-scalar source, and SGS scalar-scalar source in the Eulerian LES are replaced by corresponding terms from VSFDF equation. The consistency of the results is then analyzed for a case of two dimensional mixing layer.
Drozda, T. G.↗
A Language for Probabilistic Modeling of Scientific Data
We describe a portable container which allows specification of the probablistic relations between several varibles.
models structures Stochastic Systems Scientific Da↗
Complexity of life via collective mind
e mind is introduced as a set of simple intelligent units (say, neurons, or interacting agents), which can communicate by exchange of information without explicit global control. Incomplete information is compensated by a sequence of random guesses symmetrically distributed around expectations with prescribed variances. Both the expectations and variances are the invariants characterizing the whole class of agents. These invariants are stored as parameters of the collective mind, while they contribute into dynamical formalism of the agents' evolution, and in particular, into the reflective chains of their nested abstract images of the selves and non-selves. The proposed model consists of the system of stochastic differential equations in the Langevin form representing the motor dynamics, and the corresponding Fokker-Planck equation representing the mental dynamics (Motor dynamics describes the motion in physical space, while mental dynamics simulates the evolution of initial errors in terms of the probability density). The main departure of this model from Newtonian and statistical physics is due to a feedback from the mental to the motor dynamics which makes the Fokker-Planck equation nonlinear. Interpretation of this model from mathematical and physical viewpoints, as well as possible interpretation from biological, psychological, and social viewpoints are discussed. The model is illustrated by the dynamics of a dialog.
collective intelligence↗
Quantifying Methane Leak Emissions by Fused Airborne Imaging Spectroscopy with in Situ Surface Mobile and Airborne Observations of a California Producing Oil Field
Methane (CH4) emission budgets remain uncertain and are projected to grow as oil and gas production from short-lived wells increases and their subsequent transport through aging gas distribution networks. Orders-of-magnitude variations in temporal, spatial, and emission scales present a key challenge to leak detection and quantification. Also, the probability distributions for large and stochastic, leaky systems such as geological reservoirs (by natural migration-seeps) and petroleum production from those reservoirs remain largely unknown, needed to address current approach limitations. The scale of many petroleum systems favors remote sensing, but the sensitivity of such systems often precludes detection of weak emissions. Consequently, an accurate evaluation requires that the relative contribution from the emission "tails" of small leaks also be quantified, which is best carried out using high-sensitivity in situ methods. Fusion of remote sensing and in situ approaches leverages complementary capabilities to address these limitations. We show results from mobile surface (AMOG) and airborne in situ (AJAX) and thermal-infrared (TIR) hyperspectral imaging spectroscopy (Mako) data applied to a producing oil field in the California Central Valley near Bakersfield. AMOG is an automobile-based mobile lab that measures 13 trace gases, aerosol size distributions and vertical profiles, 3D winds and other meteorology, and atmospheric column measurements by solar spectroscopy at highway speeds. AJAX measures 5 trace gases and 3D winds at ~140 m/s. Mako is a broad-area TIR imaging spectrometer that can discriminate multiple gases present in each pixel acquired. In situ-derived, total field emissions were 31±16 Gg/yr CH4. This was compared with Mako-derived emissions from all plumes identified across the study site. We found that super-emitters were not the dominant emissions mode and the spatial pattern of plume locations from production infrastructure was correlated to geological structures.
Leifer, Ira↗
The role and use of the stochastic linear-quadratic-Gaussian problem in control system design.
The role of the linear-quadratic stochastic control problem in engineering design is reviewed in tutorial fashion. The design approach is motivated by considering the control of a nonlinear uncertain plant about a desired input-output response. It is demonstrated how a design philosophy based on (1) deterministic perturbation control, (2) stochastic state estimation, and (3) linearized stochastic control leads to an overall closed-loop control system. The emphasis of the paper is on the philosophy of the design process, the modeling issue, and the formulation of the problem; the results are given for the sake of completeness, but no proofs are included. The systematic off-line nature of the design process is stressed throughout.
Athans, M.↗
Stochastic availability analysis of operational data systems in the Deep Space Network
Existing availability models of standby redundant systems consider only an operator's performance and its interaction with the hardware performance. In the case of operational data systems in the Deep Space Network (DSN), in addition to an operator system interface, a controller reconfigures the system and links a standby unit into the network data path upon failure of the operating unit. A stochastic (Markovian) process technique is used to model and analyze the availability performance and occurrence of degradation due to partial failures are quantitatively incorporated into the model. Exact expressions of the steady state availability and proportion degraded performance measures are derived for the systems under study. The interaction among the hardware, operator, and controller performance parameters and that interaction's effect on data availability are evaluated and illustrated for an operational data processing system.
Issa, T. N.↗
Closed form evaluation of symmetric two-sided complex integrals
Evaluation of two-sided complex integrals is often required when analyzing linear systems to determine signal variances resulting from stochastic inputs and system noise bandwidths. Algebraic solutions of integrals in a closed matrix equation form, using coefficients of the numerator and denominator polynomials, are presented. The closed forms provide the possibility of obtaining some insight into parameter sensitivity in addition to greatly reducing the computational complexity required by the normal method of evaluation by residues.
Winkelstein, R.↗
Radiative transfer theory for inhomogeneous media with random extinction and scattering coefficients
The small-angle scattering approximation of the scalar radiative transfer equation (RTE) is examined for the case where the extinction and scattering coefficients have a component that is a deterministic function of position along the propagation path and a component that is a random function of position transverse to the propagation direction. It is found that the resulting stochastic RTE can be reduced to a system of two stochastic integrodifferential equations for the average and fluctuating components of the radiant intensity. Two transfer equations are obtained describing the average radiant intensity and the spatial correlation function of the intensity fluctuations. The average intensity equation is then solved and applied to a simple propagation scenario. An approximate solution is also derived for the equation giving the correlation function. The developed equations can be applied to problems involving short wavelength electromagnetic wave propagation through media possessing the variable characteristics of turbulence and turbidity, such as plasmas, the atmosphere, and the ocean.
Manning, Robert M.↗
Two examples of applications of Kalman filtering to integrated systems of navigation
Two applications of optimal stochastic filters to navigation systems are described. The first is an air navigation system consisting of an inertial device (INS) and a Loran, plus an altimeter. The second is an application to a system of submarine navigation consisting of an inertial device (SINS) and an Omega plus a depth sensor.
Ferraro, A.↗
Communications systems research - Propagation studies
Two stochastic approximation procedures for identifying linear systems
Source record↗
Comparison of Wind-Tunnel and Flight Unsteady Pressure Stochastic Characteristics for the Space Launch System Artemis I Flight
Over the course of more than ten years, numerous wind-tunnel tests have been conducted to acquire data for characterizing the unsteady pressure environments expected to act on the Space Launch System Block 1 crew launch vehicle during ascent. These wind-tunnel tests of highly-instrumented rigid models are the current standard for the estimation of unsteady environments. Following the successful launch of the Artemis I mission, the extensive flight data acquired can be analyzed to evaluate the accuracy of unsteady pressure environments predicted in subscale wind-tunnel testing in comparison to the flight test data. In this paper, analyses focusing on data from several Space Launch System wind-tunnel tests and the Artemis I flight test are presented, including assessments of test-to-test, tunnel-to-tunnel, and tunnel-to-flight stochastic characteristics and preflight modeling validity based on wind-tunnel testing. In general, the fluctuating pressure environments measured during the several preflight subscale wind-tunnel tests compare favorably and provide relatively accurate estimates of the environments measured during flight. Discrepancies in fluctuating magnitudes, spatial extent of regions of unsteadiness, and narrowband frequency peaks are noted in the multibody region aft of the solid rocket booster forward attachment to the core stage.
wind-tunnel↗
Comparison of Wind-Tunnel and Flight Unsteady Pressure Stochastic Characteristics for the Space Launch System Artemis I Flight
Over the course of more than ten years, numerous wind-tunnel tests have been conducted to acquire data for characterizing the unsteady pressure environments expected to act on the Space Launch System Block 1 crew launch vehicle during ascent. These wind-tunnel tests of highly-instrumented rigid models are the current standard for the estimation of unsteady environments. Following the successful launch of the Artemis I mission, the extensive flight data acquired can be analyzed to evaluate the accuracy of unsteady pressure environments predicted in subscale wind-tunnel testing in comparison to the flight test data. In this paper, analyses focusing on data from several Space Launch System wind-tunnel tests and the Artemis I flight test are presented, including assessments of test-to-test, tunnel-to-tunnel, and tunnel-to-flight stochastic characteristics and preflight modeling validity based on wind-tunnel testing. In general, the fluctuating pressure environments measured during the several preflight subscale wind-tunnel tests compare favorably and provide relatively accurate estimates of the environments measured during flight. Discrepancies in fluctuating magnitudes, spatial extent of regions of unsteadiness, and narrowband frequency peaks are noted in the multibody region aft of the solid rocket booster forward attachment to the core stage.
wind-tunnel↗
Mathematical model of a flexible space shuttle vehicle
The development of a mathematical model of the lateral motion of a flexible space shuttle vehicle during ascent is described. The model was developed to perform control system synthesis using stochastic constrained optimization techniques. The goals of the control system synthesis are to demonstrate the applicability of the techniques and to discover any problems peculiar to the flexible nature of a shuttle vehicle. The equations of motion are derived. A brief description of the generation of numerical data is given. Explicit definitions and numerical values of trajectory data and coefficients appearing in the equations of motion are included.
Harvey, C. A.↗