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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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At least 217 records · Page 12
All sourcesNASA NTRSDOE OSTI
NASA NTRS1975

Time-controlled descent guidance in uncertain winds

A procedure has been developed for constructing a statistical model of the altitude-dependent mean wind profile from the historical record of wind measurements at particular locations. The model is constructed by fitting a Markov process, with altitude as the stage variable, to the historical wind data. The wind model, together with the aircraft dynamics and the error characteristics of the navigation system, are incorporated in the design of a state estimator, which gives the minimum variance estimate of the aircraft state and the wind vector. The state and wind estimates are used as inputs to a linear feedback law for guiding the aircraft along the nominal trajectory. An example design of a time-constrained (4D RNAV) descent guidance system is presented, showing tracking accuracy, control activity, and probability of arrival time with and without the wind estimator.

Menga, G.↗
NASA NTRS1975

Estimation of unmodeled forces on a low-thrust space vehicle

The application of a sequential estimation algorithm, which compensates for random errors in the dynamic model, to the problem of estimating the state of a continuously thrusting solar electric propulsion space vehicle is investigated. The dynamic model errors, due to random anomalies in the propulsion system, are approximated successfully by both first order and second order Gauss-Markov processes to obtain a more accurate and stable orbit determination algorithm. The importance of correct dynamic and measurement modeling in achieving accurate estimates is demonstrated.

Tapley, B. D.↗
NASA NTRS1990

Closed-form solution of decomposable stochastic models

Markov and semi-Markov processes are increasingly being used in the modeling of complex reconfigurable systems (fault tolerant computers). The estimation of the reliability (or some measure of performance) of the system reduces to solving the process for its state probabilities. Such a model may exhibit numerous states and complicated transition distributions, contributing to an expensive and numerically delicate solution procedure. Thus, when a system exhibits a decomposition property, either structurally (autonomous subsystems), or behaviorally (component failure versus reconfiguration), it is desirable to exploit this decomposition in the reliability calculation. In interesting cases there can be failure states which arise from non-failure states of the subsystems. Equations are presented which allow the computation of failure probabilities of the total (combined) model without requiring a complete solution of the combined model. This material is presented within the context of closed-form functional representation of probabilities as utilized in the Symbolic Hierarchical Automated Reliability and Performance Evaluator (SHARPE) tool. The techniques adopted enable one to compute such probability functions for a much wider class of systems at a reduced computational cost. Several examples show how the method is used, especially in enhancing the versatility of the SHARPE tool.

Sjogren, Jon A.↗
DOE OSTI2025

Designing an Optimal Sensor Network via Minimizing Information Loss

Optimal experimental design is a classic topic in statistics, with many well-studied problems, applications, and solutions. The design problem we study is the placement of sensors to monitor spatiotemporal processes, explicitly accounting for the temporal dimension in our modeling and optimization. We observe that recent advancements in computational sciences often yield large datasets based on physics-based simulations, which are rarely leveraged in experimental design. We introduce a novel model-based sensor placement criterion, along with a highly-efficient optimization algorithm, which integrates physics-based simulations and Bayesian experimental design principles to identify sensor networks that “minimize information loss” from simulated data. Our technique relies on sparse variational inference and (separable) Gauss-Markov priors, and thus may adapt many techniques from Bayesian experimental design. We validate our method through a case study monitoring air temperature in Phoenix, Arizona, using state-of-the-art physics-based simulations. Our results show our framework to be superior to random or quasi-random sampling, particularly with a limited number of sensors. We conclude by discussing practical considerations and implications of our framework, including more complex modeling tools and real-world deployments.

54 ENVIRONMENTAL SCIENCES↗
NASA NTRS1984

Optimal inventories for overhaul of repairable redundant systems - A Markov decision model

A Markovian decision model was developed to calculate the optimal inventory of repairable spare parts for an avionics control system for commercial aircraft. Total expected shortage costs, repair costs, and holding costs are minimized for a machine containing a single system of redundant parts. Transition probabilities are calculated for each repair state and repair rate, and optimal spare parts inventory and repair strategies are determined through linear programming. The linear programming solutions are given in a table.

Schaefer, M. K.↗
NASA NTRS2019

Cellular Statistical Models of Broken Cloud Fields. Part IV: Effects of Pixel Size on Idealized Satellite Observations

In the fourth part of our “Cellular Statistical Models of Broken Cloud Fields” series we use the binary Markov processes framework for quantitative investigation of the effects of low resolution of idealized satellite observations on the statistics of the retrieved cloud masks. We assume that the cloud fields are Markovian and are characterized by the “actual” cloud fraction (CF) and scale length. We use two different models of observations: a simple discrete-point sampling and a more realistic “pixel” protocol. The latter is characterized by a state attribution function (SAF) which has the meaning of the probability that the pixel with a certain CF is declared cloudy in the observed cloud mask. The stochasticity of the SAF means that the cloud/clear attribution is not ideal and can be affected by external or unknown factors. We show that the observed cloud masks can be accurately described as Markov chains of pixels and use the master-matrix formalism (introduced in Part III of the series) for analytical computation of their parameters: the “observed” CF and scale length. This procedure allows us to establish a quantitative relationship (which is pixel-size dependent) between the actual and the observed cloud-field statistics. The feasibility of restoring the former from the latter is considered. The adequacy of our analytical approach to idealized observations is evaluated using numerical simulations. Comparison of the observed parameters of the simulated datasets with their theoretical expectations showed an agreement within 0.005 for the CF, while for the scale length it is within 1% in the sampling case and within 4% in the pixel case.

Mikhail D. Alexandrov↗
DOE OSTI2022

Parameter estimation for X-ray scattering analysis with Hamiltonian Markov Chain Monte Carlo

Bayesian-inference-based approaches, in particular the random-walk Markov Chain Monte Carlo (MCMC) method, have received much attention recently for X-ray scattering analysis. Hamiltonian MCMC, a state-of-the-art development in the field of MCMC, has become popular in recent years. It utilizes Hamiltonian dynamics for indirect but much more efficient drawings of the model parameters. We described the principle of the Hamiltonian MCMC for inversion problems in X-ray scattering analysis by estimating high-dimensional models for several motivating scenarios in small-angle X-ray scattering, reflectivity, and X-ray fluorescence holography. Hamiltonian MCMC with appropriate preconditioning can deliver superior performance over the random-walk MCMC, and thus can be used as an efficient tool for the statistical analysis of the parameter distributions, as well as model predictions and confidence analysis.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2020

A Bayesian Approach for Statistical–Physical Bulk Parameterization of Rain Microphysics. Part II: Idealized Markov Chain Monte Carlo Experiments

Observationally informed development of a new framework for bulk rain microphysics, the Bayesian Observationally Constrained Statistical–Physical Scheme (BOSS; described in Part I of this study), is demonstrated. This scheme’s development is motivated by large uncertainties in cloud and weather simulations associated with approximations and assumptions in existing microphysics schemes. Here, a proof-of-concept study is introduced using a Markov chain Monte Carlo sampling algorithm with BOSS to probabilistically estimate microphysical process rates and parameters directly from a set of synthetically generated rain observations. The framework utilized is an idealized steady-state one-dimensional column rainshaft model with specified column-top rain properties and a fixed thermodynamical profile. Different configurations of BOSS—flexibility being a key feature of this approach—are constrained via synthetic observations generated from a traditional three-moment bulk microphysics scheme. The ability to retrieve correct parameter values when the true parameter values are known is illustrated. For cases when there is no set of true parameter values, the accuracy of configurations of BOSS that have different levels of complexity is compared. It is found that addition of the sixth moment as a prognostic variable improves prediction of the third moment (proportional to bulk rain mass) and rain rate. In contrast, increasing process rate formulation complexity by adding more power terms has little benefit—a result that is explained using further-idealized experiments. BOSS rainshaft simulations are shown to well estimate the true process rates from constraint by bulk rain observations, with the further benefit of rigorously quantified uncertainty of these estimates.

58 GEOSCIENCES↗
DOE OSTI2022

Quantifying subsurface parameter and transport uncertainty using surrogate modelling and environmental tracers

Here, we combine physics-based groundwater reactive transport modelling with machine-learning techniques to quantify hydrogeological model and solute transport predictive uncertainties. We train an artificial neural network (ANN) on a dataset of groundwater hydraulic heads and 3 H concentrations generated using a high-fidelity groundwater reactive transport model. Using the trained ANN as a surrogate model to reproduce the input–output response of the high-fidelity reactive transport model, we quantify the posterior distributions of hydrogeological parameters and hydraulic forcing conditions using Markov chain Monte Carlo calibration against field observations of groundwater hydraulic heads and 3 H concentrations. We demonstrate the methodology with a model application that predicts Chlorofluorocarbon-12 (CFC-12) solute transport at a contaminated field site in Wyoming, United States. Our results show that including 3 H observations in the calibration dataset reduced the uncertainty in the estimated permeability field and infiltration rates, compared to calibration against hydraulic heads alone. However, predictive uncertainty quantification shows that CFC-12 transport predictions conditioned to the parameter posterior distributions cannot reproduce the field measurements. We found that calibrating the model to hydraulic head and 3 H observations results in groundwater mean ages that are too large to explain the observed CFC-12 concentrations. The coupling of the physics-based reactive transport model with the machine-learning surrogate model allows us to efficiently quantify model parameter and predictive uncertainties, which is typically computationally intractable using reactive transport models alone.

58 GEOSCIENCES↗
DOE OSTI2023

Bayesian projection pursuit regression

In projection pursuit regression (PPR), a univariate response variable is approximated by the sum of $M$ “ridge functions,” which are flexible functions of one-dimensional projections of a multivariate input variable. Traditionally, optimization routines are used to choose the projection directions and ridge functions via a sequential algorithm, and $M$ is typically chosen via cross-validation. Here, we introduce a novel Bayesian version of PPR, which has the benefit of accurate uncertainty quantification. To infer appropriate projection directions and ridge functions, we apply novel adaptations of methods used for the single ridge function case ($M$=1), called the Bayesian Single Index Model; and use a Reversible Jump Markov chain Monte Carlo algorithm to infer the number of ridge functions $M$. We evaluate the predictive ability of our model in 20 simulated scenarios and for 23 real datasets, in a bake-off against an array of state-of-the-art regression methods. Finally, we generalize this methodology and demonstrate the ability to accurately model multivariate response variables. Its effective performance indicates that Bayesian Projection Pursuit Regression is a valuable addition to the existing regression toolbox.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1993

On identified predictive control

Self-tuning control algorithms are potential successors to manually tuned PID controllers traditionally used in process control applications. A very attractive design method for self-tuning controllers, which has been developed over recent years, is the long-range predictive control (LRPC). The success of LRPC is due to its effectiveness with plants of unknown order and dead-time which may be simultaneously nonminimum phase and unstable or have multiple lightly damped poles (as in the case of flexible structures or flexible robot arms). LRPC is a receding horizon strategy and can be, in general terms, summarized as follows. Using assumed long-range (or multi-step) cost function the optimal control law is found in terms of unknown parameters of the predictor model of the process, current input-output sequence, and future reference signal sequence. The common approach is to assume that the input-output process model is known or separately identified and then to find the parameters of the predictor model. Once these are known, the optimal control law determines control signal at the current time t which is applied at the process input and the whole procedure is repeated at the next time instant. Most of the recent research in this field is apparently centered around the LRPC formulation developed by Clarke et al., known as generalized predictive control (GPC). GPC uses ARIMAX/CARIMA model of the process in its input-output formulation. In this paper, the GPC formulation is used but the process predictor model is derived from the state space formulation of the ARIMAX model and is directly identified over the receding horizon, i.e., using current input-output sequence. The underlying technique in the design of identified predictive control (IPC) algorithm is the identification algorithm of observer/Kalman filter Markov parameters developed by Juang et al. at NASA Langley Research Center and successfully applied to identification of flexible structures.

Bialasiewicz, Jan T.↗
DOE OSTI2020

Characterization of partially observed epidemics through Bayesian inference: application to COVID-19

We demonstrate a Bayesian method for the "real-time'" characterization and forecasting of partially observed COVID-19 epidemic. Characterization is the estimation of infection spread parameters using daily counts of symptomatic patients.The method is designed to help guide medical resource allocation in the early epoch of the outbreak. The estimation problem is posed as one of Bayesian inference and solved using a Markov chain Monte Carlo technique. The data used in this study was sourced before the arrival of the second wave of infection in July 2020. The proposed modeling approach, when applied at the country level, generally provides accurate forecasts at the regional, state and country level. The epidemiological model detected the flattening of the curve in California, after public health measures were instituted.The method also detected different disease dynamics when applied to specific region of New Mexico

60 APPLIED LIFE SCIENCES↗
NASA NTRS1991

Hidden Markov model analysis of force/torque information in telemanipulation

A model for the prediction and analysis of sensor information recorded during robotic performance of telemanipulation tasks is presented. The model uses the hidden Markov model to describe the task structure, the operator's or intelligent controller's goal structure, and the sensor signals. A methodology for constructing the model parameters based on engineering knowledge of the task is described. It is concluded that the model and its optimal state estimation algorithm, the Viterbi algorithm, are very succesful at the task of segmenting the data record into phases corresponding to subgoals of the task. The model provides a rich modeling structure within a statistical framework, which enables it to represent complex systems and be robust to real-world sensory signals.

Hannaford, Blake↗
NASA NTRS2003

Symbolic Heuristic Search for Factored Markov Decision Processes

We describe a planning algorithm that integrates two approaches to solving Markov decision processes with large state spaces. State abstraction is used to avoid evaluating states individually. Forward search from a start state, guided by an admissible heuristic, is used to avoid evaluating all states. We combine these two approaches in a novel way that exploits symbolic model-checking techniques and demonstrates their usefulness for decision-theoretic planning.

Morris, Robert↗
NASA NTRS1973

An all digital phase locked loop for synchronization of a sinusoidal signal embedded in white Gaussian noise

An all digital phase locked loop which tracks the phase of the incoming sinusoidal signal once per carrier cycle is proposed. The different elements and their functions and the phase lock operation are explained in detail. The nonlinear difference equations which govern the operation of the digital loop when the incoming signal is embedded in white Gaussian noise are derived, and a suitable model is specified. The performance of the digital loop is considered for the synchronization of a sinusoidal signal. For this, the noise term is suitably modelled which allows specification of the output probabilities for the two level quantizer in the loop at any given phase error. The loop filter considered increases the probability of proper phase correction. The phase error states in modulo two-pi forms a finite state Markov chain which enables the calculation of steady state probabilities, RMS phase error, transient response and mean time for cycle skipping.

Reddy, C. P.↗
NASA NTRS1994

Hidden Markov models and neural networks for fault detection in dynamic systems

Neural networks plus hidden Markov models (HMM) can provide excellent detection and false alarm rate performance in fault detection applications, as shown in this viewgraph presentation. Modified models allow for novelty detection. Key contributions of neural network models are: (1) excellent nonparametric discrimination capability; (2) a good estimator of posterior state probabilities, even in high dimensions, and thus can be embedded within overall probabilistic model (HMM); and (3) simple to implement compared to other nonparametric models. Neural network/HMM monitoring model is currently being integrated with the new Deep Space Network (DSN) antenna controller software and will be on-line monitoring a new DSN 34-m antenna (DSS-24) by July, 1994.

Smyth, Padhraic↗
DOE OSTI2023

Diffusion growth mechanism of penta-twinned Ag nanocrystals from decahedral seeds

Crystals with penta-twinned structures can be produced from diverse fcc metals, but the mechanisms that control the final product shapes are still not well understood. By using the theory of absorbing Markov chains to account for the growth of penta-twinned decahedral seeds via atom deposition and surface diffusion, we predicted the formation of various types of products: decahedra, nanorods, and nanowires. We showed that the type of product depends on the morphology of the seed and that small differences between various seed morphologies can lead to significantly different products. For the case of uncapped decahedra seeds, we compared predictions from our model to nanowire morphologies obtained in two different experiments and obtained favorable agreement. Finally, possible extensions of our model are indicated.

36 MATERIALS SCIENCE↗
DOE OSTI2025

Uncovering heterogeneous intercommunity disease transmission from neutral allele frequency time series

The COVID-19 pandemic has underscored the need for accurate epidemic forecasting to predict pathogen spread, evolution, and evaluate intervention strategies. Forecast reliability hinges on detailed knowledge of disease transmission across population segments, which may be inferred from contact surveys or mobility data. However, these indirect approaches make it difficult to estimate rare transmissions between socially or geographically distant communities. We show that the steep ramp-up of genome sequencing surveillance during the pandemic can be leveraged to directly identify transmission patterns between geographically defined communities. Our approach uses a hidden Markov model to infer the fraction of infections a community imports from others based on how rapidly allele frequencies in the focal community converge to those in the donor communities. Applying this method to SARS-CoV-2 sequencing data from England and the United States, we uncover networks of intercommunity transmission that reflect geographical relationships while exposing significant long-range interactions. The scaling of importation rate with distance is consistent across both countries, yet weaker than expected based on mobility data, highlighting limitations of indirect inference. We show that transmission patterns can change between waves of variants of concern and analyze how the inferred heterogeneity in intercommunity transmission impacts evolutionary forecasts. While applied here to geographically defined communities, our approach could be applied to those defined by other traits (e.g., age, socioeconomic status), provided time-series data can be stratified accordingly. Overall, our study highlights population genomic time series data as a crucial record of epidemiological interactions, which can be deciphered using tree-free inference methods.

Okada, Takashi [Department of Physics; University ↗