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At least 217 records · Page 12

Neural pulse frequency modulation of an exponentially correlated Gaussian process

The effect of NPFM (Neural Pulse Frequency Modulation) on a stationary Gaussian input, namely an exponentially correlated Gaussian input, is investigated with special emphasis on the determination of the average number of pulses in unit time, known also as the average frequency of pulse occurrence. For some classes of stationary input processes where the formulation of the appropriate multidimensional Markov diffusion model of the input-plus-NPFM system is possible, the average impulse frequency may be obtained by a generalization of the approach adopted. The results are approximate and numerical, but are in close agreement with Monte Carlo computer simulation results.

Hutchinson, C. E.↗

Performance analysis of replication ALOHA for fading mobile communications channels

This paper describes an ALOHA random access protocol for fading communications channels. A two-state Markov model is used for the channel error process to account for the channel fading memory. The ALOHA protocol is modified to send multiple contiguous copies of a message at each transmission attempt. Both pure and slotted ALOHA channels are considered. The analysis is applicable to fading environments where the channel memory is short compared to the propagation delay. It is shown that smaller delay may be achieved using replications and, in noisy conditions, can also improve throughput.

Yan, Tsun-Yee↗

GUI to Facilitate Research on Biological Damage from Radiation

A graphical-user-interface (GUI) computer program has been developed to facilitate research on the damage caused by highly energetic particles and photons impinging on living organisms. The program brings together, into one computational workspace, computer codes that have been developed over the years, plus codes that will be developed during the foreseeable future, to address diverse aspects of radiation damage. These include codes that implement radiation-track models, codes for biophysical models of breakage of deoxyribonucleic acid (DNA) by radiation, pattern-recognition programs for extracting quantitative information from biological assays, and image-processing programs that aid visualization of DNA breaks. The radiation-track models are based on transport models of interactions of radiation with matter and solution of the Boltzmann transport equation by use of both theoretical and numerical models. The biophysical models of breakage of DNA by radiation include biopolymer coarse-grained and atomistic models of DNA, stochastic- process models of deposition of energy, and Markov-based probabilistic models of placement of double-strand breaks in DNA. The program is designed for use in the NT, 95, 98, 2000, ME, and XP variants of the Windows operating system.

Cucinotta, Frances A.↗

A measurement-based model of software reliability in a production environment

In this paper, a semi-Markov model is built to describe the software error and recovery process in a large mainframe system. The model is based on low-level error data from the MVS operating system running on an IBM 3081 machine. The semi-Markov model developed provides a quantification of system error characteristics and the interaction between different types of errors. As an example, a detailed model is provided, and an analysis is made of multiple errors, which constitute approximately an 17 percent of all software errors and result in considerable recovery overhead.

Hsueh, M. C.↗

Decentralized control of Markovian decision processes: Existence Sigma-admissable policies

The problem of formulating and analyzing Markov decision models having decentralized information and decision patterns is examined. Included are basic examples as well as the mathematical preliminaries needed to understand Markov decision models and, further, to superimpose decentralized decision structures on them. The notion of a variance admissible policy for the model is introduced and it is proved that there exist (possibly nondeterministic) optional policies from the class of variance admissible policies. Directions for further research are explored.

Greenland, A.↗

Square-root algorithm for evaluating mismodeled process noise

As the application of sequential filters has grown, the need has arisen to evaluate the sensitivity of these filters to mismodeling of the random process. A numerically reliable square-root algorithm is developed for calculating the covariances of estimates from a sequential filter which incorrectly models process noise. Mismodeling is restricted to the correlation time and standard deviation of a random process represented as a first-order Gauss-Markov sequence. Using a computer program which employs this algorithm, a sensitivity analysis was performed for several types of earth-based tracking data from an interplanetary spacecraft.

Thornton, C. L.↗

Discrete-time Markovian stochastic Petri nets

We revisit and extend the original definition of discrete-time stochastic Petri nets, by allowing the firing times to have a 'defective discrete phase distribution'. We show that this formalism still corresponds to an underlying discrete-time Markov chain. The structure of the state for this process describes both the marking of the Petri net and the phase of the firing time for each transition, resulting in a large state space. We then modify the well-known power method to perform a transient analysis even when the state space is infinite, subject to the condition that only a finite number of states can be reached in a finite amount of time. Since the memory requirements might still be excessive, we suggest a bounding technique based on truncation.

Ciardo, Gianfranco↗

A fast Karhunen-Loeve transform for a class of random processes

It is shown that for a class of finite first-order Markov signals, the Karhunen-Loeve (KL) transform for data compression is a set of periodic sine functions if the boundary values of the signal are fixed or known. These sine functions are shown to be related to the Fourier transform so that a fast Fourier transform algorithm can be used to implement the KL transform. Extension to two dimensions with reference to images with separable contravariance function is shown.

Jain, A. K.↗

Unsupervised Detection of Planetary Craters by a Marked Point Process

With the launch of several planetary missions in the last decade, a large amount of planetary images is being acquired. Preferably, automatic and robust processing techniques need to be used for data analysis because of the huge amount of the acquired data. Here, the aim is to achieve a robust and general methodology for crater detection. A novel technique based on a marked point process is proposed. First, the contours in the image are extracted. The object boundaries are modeled as a configuration of an unknown number of random ellipses, i.e., the contour image is considered as a realization of a marked point process. Then, an energy function is defined, containing both an a priori energy and a likelihood term. The global minimum of this function is estimated by using reversible jump Monte-Carlo Markov chain dynamics and a simulated annealing scheme. The main idea behind marked point processes is to model objects within a stochastic framework: Marked point processes represent a very promising current approach in the stochastic image modeling and provide a powerful and methodologically rigorous framework to efficiently map and detect objects and structures in an image with an excellent robustness to noise. The proposed method for crater detection has several feasible applications. One such application area is image registration by matching the extracted features.

Troglio, G.↗

Emulator-based Bayesian calibration of a subglacial drainage model

Subglacial drainage models, often motivated by the relationship between hydrology and ice flow, sensitively depend on numerous unconstrained parameters. We explore using borehole water-pressure time series to calibrate the uncertain parameters of a popular subglacial drainage model, taking a Bayesian perspective to quantify the uncertainty in parameter estimates and in the calibrated model predictions. To reduce the computation time associated with Markov Chain Monte Carlo sampling, we construct a fast Gaussian process emulator to stand in for the subglacial drainage model. We first carry out a calibration experiment using synthetic observations consisting of model simulations with hidden parameter values as a demonstration of the method. Using real borehole water pressures measured in western Greenland, we find meaningful constraints on four of the eight model parameters and a factor-of-three reduction in uncertainty of the calibrated model predictions. These experiments illustrate Gaussian process-based Bayesian inference as a useful tool for calibration and uncertainty quantification of complex glaciological models using field data. However, significant differences between the calibrated model and the borehole data suggest that structural limitations of the model, rather than poorly constrained parameters or computational cost, remain the most important constraint on subglacial drainage modelling.

58 GEOSCIENCES↗

Particle Analysis Pitfalls

This viewgraph presentation reviews the use of particle analysis to assist in preparing for the 4th Hubble Space Telescope (HST) Servicing mission. During this mission the Space Telescope Imaging Spectrograph (STIS) will be repaired. The particle analysis consisted of Finite element mesh creation, Black-body viewfactors generated using I-DEAS TMG Thermal Analysis, Grey-body viewfactors calculated using Markov method, Particle distribution modeled using an iterative Monte Carlo process, (time-consuming); in house software called MASTRAM, Differential analysis performed in Excel, and Visualization provided by Tecplot and I-DEAS. Several tests were performed and are reviewed: Conformal Coat Particle Study, Card Extraction Study, Cover Fastener Removal Particle Generation Study, and E-Graf Vibration Particulate Study. The lessons learned during this analysis are also reviewed.

Hughes, David↗

Deep Space Optical Link ARQ Performance Analysis

Substantial advancements have been made toward the use of optical communications for deep space exploration missions, promising a much higher volume of data to be communicated in comparison with present -day Radio Frequency (RF) based systems. One or more ground-based optical terminals are assumed to communicate with the spacecraft. Both short-term and long-term link outages will arise due to weather at the ground station(s), space platform pointing stability, and other effects. To mitigate these outages, an Automatic Repeat Query (ARQ) retransmission method is assumed, together with a reliable back channel for acknowledgement traffic. Specifically, the Licklider Transmission Protocol (LTP) is used, which is a component of the Disruption-Tolerant Networking (DTN) protocol suite that is well suited for high bandwidth-delay product links subject to disruptions. We provide an analysis of envisioned deep space mission scenarios and quantify buffering, latency and throughput performance, using a simulation in which long-term weather effects are modeled with a Gilbert -Elliot Markov chain, short-term outages occur as a Bernoulli process, and scheduled outages arising from geometric visibility or operational constraints are represented. We find that both short- and long-term effects impact throughput, but long-term weather effects dominate buffer sizing and overflow losses as well as latency performance.

optical space communications↗

Deep Space Optical Link ARQ Performance Analysis

Substantial advancements have been made toward the use of optical communications for deep space exploration missions, promising a much higher volume of data to be communicated in comparison with present-day Radio Frequency (RF) based systems. One or more ground-based optical terminals are assumed to communicate with the spacecraft. Both short-term and long-term link outages will arise due to weather at the ground station(s), space platform pointing stability, and other effects. To mitigate these outages, an Automatic Repeat Query (ARQ) retransmission method is assumed, together with a reliable back channel for acknowledgement traffic. Specifically, the Licklider Transmission Protocol (LTP) is used, which is a component of the Disruption-Tolerant Networking (DTN) protocol suite that is well suited for high bandwidth-delay product links subject to disruptions. We provide an analysis of envisioned deep space mission scenarios and quantify buffering, latency and throughput performance, using a simulation in which longterm weather effects are modeled with a Gilbert-Elliot Markov chain, short-term outages occur as a Bernoulli process, and scheduled outages arising from geometric visibility or operational constraints are represented. We find that both short- and long-term effects impact throughput, but long-term weather effects dominate buffer sizing and overflow losses as well as latency performance.

buffer analysis↗

Generation and analysis of large reliability models

An effort has been underway for several years at NASA's Langley Research Center to extend the capability of Markov modeling techniques for reliability analysis to the designers of highly reliable avionic systems. This effort has been focused in the areas of increased model abstraction and increased computational capability. The reliability model generator (RMG), a software tool which uses as input a graphical, object-oriented block diagram of the system, is discussed. RMG uses an automated failure modes-effects analysis algorithm to produce the reliability model from the graphical description. Also considered is the ASSURE software tool, a parallel processing program which uses the ASSIST modeling language and SURE semi-Markov solution technique. An executable failure modes-effects analysis is used by ASSURE. The successful combination of the power of graphical representation, automated model generation, and parallel computation leads to the conclusion that large system architectures can now be analyzed.

Aerospace electronics↗

Generalized master equation for particle transport in binary random media with renewal statistics

Particle transport in binary stochastic mixtures is classically modeled assuming Markovian or exponential mixing statistics but in many applications material memory invalidates the Markov assumption. For non-Markovian mixing characterized by alternating renewal processes, a transport-theoretic framework is presented that provides an exact description of transport in nonscattering random binary media with general non-exponential statistics. Our approach is to Markovianize the problem by augmenting the {material type, particle flux} state space with the age or distance from the last interface. A Chapman-Kolmogorov equation is formulated for the joint probability density of the material type, particle flux, and age, and subsequently reduced to a generalized Master equation (GME) in differential form. This constitutes the primary result of this work. A state-updating Monte Carlo algorithm consistent with the GME is developed and benchmarked against analytical solutions for multiple chord-length laws. For purely absorbing renewal statistical media, the GME reproduces analytical benchmarks for the equilibrium age distribution, interior mean/variance of material-conditioned fluxes, and boundary transmittance. Simulations further demonstrate that a Markov (exponential) approximation of non-exponential statistics can introduce large errors in transmittance and interior flux profiles. Lastly, the reintroduction of memory due to scattering is briefly addressed through heuristic considerations.

Fluctuations & noise↗

ASSIST user manual

Semi-Markov models can be used to analyze the reliability of virtually any fault-tolerant system. However, the process of delineating all the states and transitions in a complex system model can be devastatingly tedious and error prone. The Abstract Semi-Markov Specification Interface to the SURE Tool (ASSIST) computer program allows the user to describe the semi-Markov model in a high-level language. Instead of listing the individual model states, the user specifies the rules governing the behavior of the system, and these are used to generate the model automatically. A few statements in the abstract language can describe a very large, complex model. Because no assumptions are made about the system being modeled, ASSIST can be used to generate models describing the behavior of any system. The ASSIST program and its input language are described and illustrated by examples.

Johnson, Sally C.↗

GenAI4UQ: A software for forward and inverse uncertainty quantification using conditional generative AI

We introduce GenAI4UQ, a software package for forward and inverse uncertainty quantification in model calibration, parameter estimation, and ensemble forecasting. GenAI4UQ leverages a generative AI-based conditional modeling framework to address limitations of traditional inverse modeling techniques, such as Markov Chain Monte Carlo (MCMC) methods. By replacing computationally intensive iterative processes with a direct, learned mapping, GenAI4UQ enables efficient calibration of input parameters and generation of predictions directly from observations. The software supports rapid ensemble forecasting with robust uncertainty quantification while maintaining computational and storage efficiency. Built-in auto-tuning of hyperparameters simplifies model training, ensuring accessibility for users with varying expertise. Its versatile conditional generative framework is applicable across diverse scientific domains. While GenAI4UQ offers significant advantages in flexibility and efficiency, users should interpret its uncertainty estimates with caution in data-sparse scenarios, as the model may overestimate uncertainty—an effect common to all surrogate-based approaches including MCMC with surrogate models. Despite this, GenAI4UQ transforms inverse modeling by providing a fast, reliable, and user-friendly solution. It empowers researchers and practitioners to quickly estimate parameter distributions and generate model predictions for new observations, facilitating efficient decision-making and advancing the state of uncertainty quantification in computational modeling.

97 MATHEMATICS AND COMPUTING↗

Towards automatic Markov reliability modeling of computer architectures

The analysis and evaluation of reliability measures using time-varying Markov models is required for Processor-Memory-Switch (PMS) structures that have competing processes such as standby redundancy and repair, or renewal processes such as transient or intermittent faults. The task of generating these models is tedious and prone to human error due to the large number of states and transitions involved in any reasonable system. Therefore model formulation is a major analysis bottleneck, and model verification is a major validation problem. The general unfamiliarity of computer architects with Markov modeling techniques further increases the necessity of automating the model formulation. This paper presents an overview of the Automated Reliability Modeling (ARM) program, under development at NASA Langley Research Center. ARM will accept as input a description of the PMS interconnection graph, the behavior of the PMS components, the fault-tolerant strategies, and the operational requirements. The output of ARM will be the reliability of availability Markov model formulated for direct use by evaluation programs. The advantages of such an approach are (a) utility to a large class of users, not necessarily expert in reliability analysis, and (b) a lower probability of human error in the computation.

Liceaga, C. A.↗