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At least 253 records · Page 14

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.↗

Control of large flexible structures - An experiment on the NASA Mini-Mast facility

The output variance constraint controller design procedure is integrated with model reduction by modal cost analysis. A procedure is given for tuning MIMO controller designs to find the maximal rms performance of the actual system. Controller designs based on a finite-element model of the system are compared with controller designs based on an identified model (obtained using the Q-Markov Cover algorithm). The identified model and the finite-element model led to similar closed-loop performance, when tested in the Mini-Mast facility at NASA Langley.

Hsieh, Chen↗

Operations on Graphical Models with Plates

This paper explains how graphical models, for instance Bayesian or Markov networks, can be extended to model problems in data analysis and learning. This provides a unified framework that combines lessons learned from the artificial intelligence, statistical and connectionist communities. This also offers a set of principles for developing a software generator for data analysis, whereby a learning or discovery system can be compiled from specifications. Many of the popular learning algorithms can be compiled in this way from graphical specifications. While in a sense this paper is a multidisciplinary review of learning, the main contribution here is the presentation of the material within the unifying framework of graphical models, and the observation that, as a result, the process of developing learning algorithms can be partly automated.

Buntine, Wray L.↗

A Component-Level Model of Automatic Dependent Surveillance - Broadcast (ADS-B)

Automatic Dependent Surveillance – Broadcast (ADS-B) is being employed in numerous peer-to-peer initiatives attempting to expand the capacity of the National Airspace System (NAS) or enable mixed operations of manned and unmanned vehicles. Safety assessments of these initiatives rely, in part, on modeling the accuracy of ADS-B in reporting the position and direction of an ownship and surrounding traffic. Frequently, these initiatives utilize a position uncertainty model that applies a reported ADS-B estimation position uncertainty (EPU) value to a Rayleigh distribution and uses a Gauss-Markov random walk to add error to the ADS-B output of a vehicle. This model of ADS-B state error is easy to implement and apply to numerous problems. However, it has a couple of draw-backs. First, the ADS-B state errors are equally probable in all directions. This is a good assumption in situations where aircraft maneuvering is not constrained. However, in situations where the aircraft maneuvering is constrained such as landing, the error distribution is likely to exhibit directionality and the non-directional model may skew results especially when assessing very low probabilities (e.g., 10(exp -9)) of catastrophic encounters. Second, the model does not account for processing latency in the receiving aircraft. NASA Langley Research Center (LaRC) recently examined the feasibility of decreasing the spacing of aircraft on parallel approaches to runways separated by as little as 700 feet. For Monte-Carlo analysis using a high-fidelity simulation of a large transport, LaRC started with a Gauss-Markov model of ADS-B error but then developed a component level model of ADS-B error to increase the fidelity of results.

Madden, Michael M.↗

Operations for Learning with Graphical Models

This paper is a multidisciplinary review of empirical, statistical learning from a graphical model perspective. Well-known examples of graphical models include Bayesian net- works, directed graphs representing a Markov chain, and undirected networks representing a Markov field. These graphical models are extended to model data analysis and empirical learning using the notation of plates. Graphical operations for simplifying and manipulating a problem are provided including decomposition, differentiation, and the manipulation of probability models from the exponential family. These operations adapt existing techniques from statistics and automatic differentiation to graphs. Two standard algorithm schemes for learning are reviewed in a graphical framework: Gibbs sampling and the expectation maximization algorithm. Some algorithms are developed in this graphical framework including a generalized version of linear regression, techniques for feed-forward networks, and learning Gaussian and discrete Bayesian networks from data. The paper concludes by sketching some implications for data analysis and summarizing some popular algorithms that fall within the framework presented. The main original contributions here are the decomposition techniques and the demonstration that graphical models provide a framework for understanding and developing complex learning algorithms.

Buntine, Wray L.↗

Bayesian Estimation of Earth’s Undiscovered Mineralogical Diversity Using Noninformative Priors

Recently, statistical distributions have been explored to provide estimates of the mineralogical diversity of Earth, and Earth-like planets. In this paper, a Bayesian approach is introduced to estimate Earth’s undiscovered mineralogical diversity. Samples are generated from a posterior distribution of the model parameters using Markov chain Monte Carlo simulations such that estimates and inference are directly obtained. It was previously shown that the mineral species frequency distribution conforms to a generalized inverse Gauss–Poisson (GIGP) large number of rare events model. Even though the model fit was good, the population size estimate obtained by using this model was found to be unreasonably low by mineralogists. In this paper, several zero-truncated, mixed Poisson distributions are fitted and compared, where the Poisson-lognormal distribution is found to provide the best fit. Subsequently, the population size estimates obtained by Bayesian methods are compared to the empirical Bayes estimates. Species accumulation curves are constructed and employed to estimate the population size as a function of sampling size. Finally, the relative abundances, and hence the occurrence probabilities of species in a random sample, are calculated numerically for all mineral species in Earth’s crust using the Poisson-lognormal distribution. These calculations are connected and compared to the calculations obtained in a previous paper using the GIGP model for which mineralogical criteria of an Earth-like planet were given.

Bayesian statistics↗

Probabilistic modeling of solar power systems

The author presents a probabilistic approach based on Markov chain theory to model stand-alone photovoltaic power systems and predict their long-term service performance. The major advantage of this approach is that it allows designers and developers of these systems to analyze the system performance as well as the battery subsystem performance in the long run and determine the system design requirements that meet a specified service performance level. The methodology presented is illustrated by using data for a radio repeater system for the Boston, Massachusetts, location.

Safie, Fayssal M.↗

Application and Evaluation of a Snowmelt Runoff Model in the Tamor River Basin, Eastern Himalaya Using a Markov Chain Monte Carlo (MCMC) Data Assimilation Approach

Previous studies have drawn attention to substantial hydrological changes taking place in mountainous watersheds where hydrology is dominated by cryospheric processes. Modelling is an important tool for understanding these changes but is particularly challenging in mountainous terrain owing to scarcity of ground observations and uncertainty of model parameters across space and time. This study utilizes a Markov Chain Monte Carlo data assimilation approach to examine and evaluate the performance of a conceptual, degree-day snowmelt runoff model applied in the Tamor River basin in the eastern Nepalese Himalaya. The snowmelt runoff model is calibrated using daily streamflow from 2002 to 2006 with fairly high accuracy (average Nash-Sutcliffe metric approx. 0.84, annual volume bias <3%). The Markov Chain Monte Carlo approach constrains the parameters to which the model is most sensitive (e.g. lapse rate and recession coefficient) and maximizes model fit and performance. Model simulated streamflow using an interpolated precipitation data set decreases the fractional contribution from rainfall compared with simulations using observed station precipitation. The average snowmelt contribution to total runoff in the Tamor River basin for the 2002-2006 period is estimated to be 29.7+/-2.9% (which includes 4.2+/-0.9% from snowfall that promptly melts), whereas 70.3+/-2.6% is attributed to contributions from rainfall. On average, the elevation zone in the 4000-5500m range contributes the most to basin runoff, averaging 56.9+/-3.6% of all snowmelt input and 28.9+/-1.1% of all rainfall input to runoff. Model simulated streamflow using an interpolated precipitation data set decreases the fractional contribution from rainfall versus snowmelt compared with simulations using observed station precipitation. Model experiments indicate that the hydrograph itself does not constrain estimates of snowmelt versus rainfall contributions to total outflow but that this derives from the degree-day melting model. Lastly, we demonstrate that the data assimilation approach is useful for quantifying and reducing uncertainty related to model parameters and thus provides uncertainty bounds on snowmelt and rainfall contributions in such mountainous watersheds.

runoff↗

An efficient system for reliably transmitting image and video data over low bit rate noisy channels

This research project is intended to develop an efficient system for reliably transmitting image and video data over low bit rate noisy channels. The basic ideas behind the proposed approach are the following: employ statistical-based image modeling to facilitate pre- and post-processing and error detection, use spare redundancy that the source compression did not remove to add robustness, and implement coded modulation to improve bandwidth efficiency and noise rejection. Over the last six months, progress has been made on various aspects of the project. Through our studies of the integrated system, a list-based iterative Trellis decoder has been developed. The decoder accepts feedback from a post-processor which can detect channel errors in the reconstructed image. The error detection is based on the Huber Markov random field image model for the compressed image. The compression scheme used here is that of JPEG (Joint Photographic Experts Group). Experiments were performed and the results are quite encouraging. The principal ideas here are extendable to other compression techniques. In addition, research was also performed on unequal error protection channel coding, subband vector quantization as a means of source coding, and post processing for reducing coding artifacts. Our studies on unequal error protection (UEP) coding for image transmission focused on examining the properties of the UEP capabilities of convolutional codes. The investigation of subband vector quantization employed a wavelet transform with special emphasis on exploiting interband redundancy. The outcome of this investigation included the development of three algorithms for subband vector quantization. The reduction of transform coding artifacts was studied with the aid of a non-Gaussian Markov random field model. This results in improved image decompression. These studies are summarized and the technical papers included in the appendices.

Costello, Daniel J., Jr.↗

SO2 on Venus: A final cross-calibration with Pioneer Venus

In our previous report, we noted that we had successfully completed all of the IUE observations which were proposed. A total of 7 Venus spectra were obtained. In the present reporting period, essentially all of the associated data reduction and analysis activities were completed, and Drs. Stern, Barker, and Na met to collaborate on data interpretation. The model atmosphere used in this analysis is similar to the one used in the analysis of the Pioneer Venus observations (Esposito, et al. 1979, 1988) and the previous IUE observations (Na, et al. 1990). In this model, sulfuric acid aerosols with a radius of about 1 micron are mixed uniformly with Rayleigh scattering gases throughout the cloud layer. There are two wavelength-independent absorbers. First, the aerosols are assumed to have a single scattering albedo of 0.98, and second a pure absorbing layer with an optical depth of 0.2 is added at an altitude of 75 mbar. The variable parameters in this model are the mixing ratios of SO2 at the cloud top (40 mbar level), and the scale height of SO2 at the same altitude. Model spectra were calculated using a radiative transfer code utilizing a Markov Chain method. Each model calculation takes into account the multiple scattering and the vertical inhomogeneity of the atmosphere. We reported those initial results at the 1992 meeting of the AAS Division of Planetary Sciences (Barker, Stern, and Na 1992) The important finding we have reached is that the 1991 IUE observations indicate that the long-term decline in Venus SO2 abundance has either halted or reversed. Our simultaneous groundbased measurements made on the McDonald Observatory 2.7 m corroborate this result. We are now preparing a paper describing these IUE results for publication in Icarus. With the IUE results reduced, we are also beginning a project to compare the 1991 IUE results to Pioneer Venus UV spectra made on the same dates.

Stern, S. Alan↗

Parallelizing Timed Petri Net simulations

The possibility of using parallel processing to accelerate the simulation of Timed Petri Nets (TPN's) was studied. It was recognized that complex system development tools often transform system descriptions into TPN's or TPN-like models, which are then simulated to obtain information about system behavior. Viewed this way, it was important that the parallelization of TPN's be as automatic as possible, to admit the possibility of the parallelization being embedded in the system design tool. Later years of the grant were devoted to examining the problem of joint performance and reliability analysis, to explore whether both types of analysis could be accomplished within a single framework. In this final report, the results of our studies are summarized. We believe that the problem of parallelizing TPN's automatically for MIMD architectures has been almost completely solved for a large and important class of problems. Our initial investigations into joint performance/reliability analysis are two-fold; it was shown that Monte Carlo simulation, with importance sampling, offers promise of joint analysis in the context of a single tool, and methods for the parallel simulation of general Continuous Time Markov Chains, a model framework within which joint performance/reliability models can be cast, were developed. However, very much more work is needed to determine the scope and generality of these approaches. The results obtained in our two studies, future directions for this type of work, and a list of publications are included.

Nicol, David M.↗

Worst error performance of continuous Kalman filters

The worst error performance of estimation filters is investigated for continuous systems in this paper. The pathological performance study, without assuming any dynamical model such as Markov processes for perturbations, except for its bounded amplitude, will give practical and dependable criteria in establishing the navigation and maneuver strategy in deep space missions.

Nishimura, T.↗

FTMP - A highly reliable Fault-Tolerant Multiprocessor for aircraft

The FTMP (Fault-Tolerant Multiprocessor) is a complex multiprocessor computer that employs a form of redundancy related to systems considered by Mathur (1971), in which each major module can substitute for any other module of the same type. Despite the conceptual simplicity of the redundancy form, the implementation has many intricacies owing partly to the low target failure rate, and partly to the difficulty of eliminating single-fault vulnerability. An extensive analysis of the computer through the use of such modeling techniques as Markov processes and combinatorial mathematics shows that for random hard faults the computer can meet its requirements. It is also shown that the maintenance scheduled at intervals of 200 hr or more can be adequate most of the time.

Hopkins, A. L., Jr.↗

Power spectral ensity of markov texture fields

Texture is an important image characteristic. A variety of spatial domain techniques were proposed for extracting and utilizing textural features for segmenting and classifying images. for the most part, these spatial domain techniques are ad hos in nature. A markov random field model for image texture is discussed. A frequency domain description of image texture is derived in terms of the power spectral density. This model is used for designing optimum frequency domain filters for enhancing, restoring and segmenting images based on their textural properties.

Shanmugan, K. S.↗

An optimal repartitioning decision policy

A central problem to parallel processing is the determination of an effective partitioning of workload to processors. The effectiveness of any given partition is dependent on the stochastic nature of the workload. The problem of determining when and if the stochastic behavior of the workload has changed enough to warrant the calculation of a new partition is treated. The problem is modeled as a Markov decision process, and an optimal decision policy is derived. Quantification of this policy is usually intractable. A heuristic policy which performs nearly optimally is investigated empirically. The results suggest that the detection of change is the predominant issue in this problem.

Nicol, D. M.↗

A statistical rain attenuation prediction model with application to the advanced communication technology satellite project. 3: A stochastic rain fade control algorithm for satellite link power via non linear Markow filtering theory

The dynamic and composite nature of propagation impairments that are incurred on Earth-space communications links at frequencies in and above 30/20 GHz Ka band, i.e., rain attenuation, cloud and/or clear air scintillation, etc., combined with the need to counter such degradations after the small link margins have been exceeded, necessitate the use of dynamic statistical identification and prediction processing of the fading signal in order to optimally estimate and predict the levels of each of the deleterious attenuation components. Such requirements are being met in NASA's Advanced Communications Technology Satellite (ACTS) Project by the implementation of optimal processing schemes derived through the use of the Rain Attenuation Prediction Model and nonlinear Markov filtering theory.

Manning, Robert M.↗

Substructure system identification and synthesis

This paper explores the possibility of performing system identification at the substructure level and then synthesizing the results to obtain a mathematical model for the assembled structure. The study here shows that in order to enforce interface compatibility and equilibrium conditions to the substructure test data, it is necessary to place collocated actuator/sensor pair at every interface degree-of-freedom. Procedures for assembling substructure transfer function data, substructure state-space models, and substructure Markov parameters are presented. Testing difficulties and possible solutions are also discussed. A numerical simulation example is included to illustrate the proposed substructure synthesis methods.

Su, Tzu-Jeng↗

Exact Solutions to Time-dependent Mdps

We describe an extension of the Markov decision process model in which a continuous time dimension is included in the state space. This allows for the representation and exact solution of a wide range of problems in which transitions or rewards vary over time. We examine problems based on route planning with public transportation and telescope observation scheduling.

Boyan, Justin A.↗