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At least 271 records · Page 15
All sourcesNASA NTRSDOE OSTI
NASA NTRS2006

Towards a Theory of Sampled-Data Piecewise-Deterministic Markov Processes

The analysis and design of practical control systems requires that stochastic models be employed. Analysis and design tools have been developed, for example, for Markovian jump linear continuous and discrete-time systems, piecewise-deterministic processes (PDP's), and general stochastic hybrid systems (GSHS's). These model classes have been used in many applications, including fault tolerant control and networked control systems. This paper presents initial results on the analysis of a sampled-data PDP representation of a nonlinear sampled-data system with a jump linear controller. In particular, it is shown that the state of the sampled-data PDP satisfies the strong Markov property. In addition, a relation between the invariant measures of a sampled-data system driven by a stochastic process and its associated discrete-time representation are presented. As an application, when the plant is linear with no external input, a sufficient testable condition for the convergence in distribution to the invariant delta Dirac measure is given.

Herencia-Zapana, Heber↗
NASA NTRS1980

Reduced-order Kalman filtering with incomplete observability

Kalman filtering is considered with reference to linear stochastic dynamic systems without complete observability. It is shown that the canonical decomposition theorem can be extended to the stochastic case and the matrix Riccati equation of the Kalman filter is order-reducible if some states are not observable. The inclusion of unobservable states in Kalman filtering makes the unobservable states 'asymptotically' observable in the filter if these unobservable states are dynamically connected to observable states and asymptotically stable. The reduced-order Kalman filter saves computation time when compared to the conventional Kalman filter.

Yonezawa, K.↗
NASA NTRS1971

On stochastic control and optimal measurement strategies

The control of stochastic dynamic systems is studied with particular emphasis on those which influence the quality or nature of the measurements which are made to effect control. Four main areas are discussed: (1) the meaning of stochastic optimality and the means by which dynamic programming may be applied to solve a combined control/measurement problem; (2) a technique by which it is possible to apply deterministic methods, specifically the minimum principle, to the study of stochastic problems; (3) the methods described are applied to linear systems with Gaussian disturbances to study the structure of the resulting control system; and (4) several applications are considered.

Kramer, L. C.↗
NASA NTRS1971

Application of Monte Carlo techniques to optimization of high-energy beam transport in a stochastic environment

An algorithm employing a modified sequential random perturbation, or creeping random search, was applied to the problem of optimizing the parameters of a high-energy beam transport system. The stochastic solution of the mathematical model for first-order magnetic-field expansion allows the inclusion of state-variable constraints, and the inclusion of parameter constraints allowed by the method of algorithm application eliminates the possibility of infeasible solutions. The mathematical model and the algorithm were programmed for a real-time simulation facility; thus, two important features are provided to the beam designer: (1) a strong degree of man-machine communication (even to the extent of bypassing the algorithm and applying analog-matching techniques), and (2) extensive graphics for displaying information concerning both algorithm operation and transport-system behavior. Chromatic aberration was also included in the mathematical model and in the optimization process. Results presented show this method as yielding better solutions (in terms of resolutions) to the particular problem than those of a standard analog program as well as demonstrating flexibility, in terms of elements, constraints, and chromatic aberration, allowed by user interaction with both the algorithm and the stochastic model. Example of slit usage and a limited comparison of predicted results and actual results obtained with a 600 MeV cyclotron are given.

Parrish, R. V.↗
NASA NTRS1989

Guidance and Control strategies for aerospace vehicles

A neighboring optimal guidance scheme was devised for a nonlinear dynamic system with stochastic inputs and perfect measurements as applicable to fuel optimal control of an aeroassisted orbital transfer vehicle. For the deterministic nonlinear dynamic system describing the atmospheric maneuver, a nominal trajectory was determined. Then, a neighboring, optimal guidance scheme was obtained for open loop and closed loop control configurations. Taking modelling uncertainties into account, a linear, stochastic, neighboring optimal guidance scheme was devised. Finally, the optimal trajectory was approximated as the sum of the deterministic nominal trajectory and the stochastic neighboring optimal solution. Numerical results are presented for a typical vehicle. A fuel-optimal control problem in aeroassisted noncoplanar orbital transfer is also addressed. The equations of motion for the atmospheric maneuver are nonlinear and the optimal (nominal) trajectory and control are obtained. In order to follow the nominal trajectory under actual conditions, a neighboring optimum guidance scheme is designed using linear quadratic regulator theory for onboard real-time implementation. One of the state variables is used as the independent variable in reference to the time. The weighting matrices in the performance index are chosen by a combination of a heuristic method and an optimal modal approach. The necessary feedback control law is obtained in order to minimize the deviations from the nominal conditions.

Hibey, J. L.↗
NASA NTRS1976

Analysis of bilinear noise models in circuits and devices

There are a number of applications in which linear noise models are inappropriate. In the paper, the use of bilinear noise models in circuits and devices is considered. Several physical problems are studied in this framework. These include circuits involving varying parameters (such as variable resistance circuits constructed using field-effect transistors), the effect of switching jitter on sampled data system performance and communication systems involving voltage-controlled oscillators and phase-lock loops. In addition, several types of analytical techniques for stochastic bilinear systems are considered. Specifically, the moment equations of Brockett for bilinear systems driven by white noise are discussed, and closed-form expressions for certain bilinear systems (those that evolve an Abelian or solvable Lie groups) driven by white or colored noise are derived. In addition, an approximate statistical technique involving the use of harmonic expansions is described.

Willsky, A. S.↗
NASA NTRS2015

Estimation of an Optimal Stimulus Amplitude for Using Vestibular Stochastic Stimulation to Improve Balance Function

Sensorimotor changes such as postural and gait instabilities can affect the functional performance of astronauts when they transition across different gravity environments. We are developing a method, based on stochastic resonance (SR), to enhance information transfer by applying non-zero levels of external noise on the vestibular system (vestibular stochastic resonance, VSR). The goal of this project was to determine optimal levels of stimulation for SR applications by using a defined vestibular threshold of motion detection.

Goel, R.↗
NASA NTRS2004

Stochastic Stability of Nonlinear Sampled Data Systems with a Jump Linear Controller

This paper analyzes the stability of a sampled- data system consisting of a deterministic, nonlinear, time- invariant, continuous-time plant and a stochastic, discrete- time, jump linear controller. The jump linear controller mod- els, for example, computer systems and communication net- works that are subject to stochastic upsets or disruptions. This sampled-data model has been used in the analysis and design of fault-tolerant systems and computer-control systems with random communication delays without taking into account the inter-sample response. To analyze stability, appropriate topologies are introduced for the signal spaces of the sampled- data system. With these topologies, the ideal sampling and zero-order-hold operators are shown to be measurable maps. This paper shows that the known equivalence between the stability of a deterministic, linear sampled-data system and its associated discrete-time representation as well as between a nonlinear sampled-data system and a linearized representation holds even in a stochastic framework.

Gonzalez, Oscar R.↗
NASA NTRS1992

Stochastic stability properties of jump linear systems

Jump linear systems are defined as a family of linear systems with randomly jumping parameters (usually governed by a Markov jump process) and are used to model systems subject to failures or changes in structure. The authors study stochastic stability properties in jump linear systems and the relationship among various moment and sample path stability properties. It is shown that all second moment stability properties are equivalent and are sufficient for almost sure sample path stability, and a testable necessary and sufficient condition for second moment stability is derived. The Lyapunov exponent method for the study of almost sure sample stability is discussed, and a theorem which characterizes the Lyapunov exponents of jump linear systems is presented.

Feng, Xiangbo↗
NASA NTRS1991

Stochastic robustness of linear time-invariant control systems

A simple numerical procedure for estimating the stochastic robustness of a linear, time-invariant system is described. Monte Carlo evaluation of the system's eigenvalues allows the probability of instability and the related stochastic root locus to be estimated. This definition of robustness is an alternative to existing deterministic definitions that address both structured and unstructured parameter variations directly. This analysis approach treats not only Gaussian parameter uncertainties but also non-Gaussian cases, including uncertain-but-bounded variations. Trivial extensions of the procedure permit alternate discriminants to be considered. Thus the probabilities that stipulated degrees of instability will be exceeded or that closed-loop roots will leave desirable regions can also be estimated. Results are particularly amenable to graphical presentation.

Stengel, Robert F.↗
NASA NTRS1991

Technical notes and correspondence: Stochastic robustness of linear time-invariant control systems

A simple numerical procedure for estimating the stochastic robustness of a linear time-invariant system is described. Monte Carlo evaluations of the system's eigenvalues allows the probability of instability and the related stochastic root locus to be estimated. This analysis approach treats not only Gaussian parameter uncertainties but non-Gaussian cases, including uncertain-but-bounded variation. Confidence intervals for the scalar probability of instability address computational issues inherent in Monte Carlo simulation. Trivial extensions of the procedure admit consideration of alternate discriminants; thus, the probabilities that stipulated degrees of instability will be exceeded or that closed-loop roots will leave desirable regions can also be estimated. Results are particularly amenable to graphical presentation.

Stengel, Robert F.↗
DOE OSTI2025

Reliability Analysis of Power Grids Considering Component Failures of Variable Energy Resources

This paper proposes an improved model for the reliability assessment of power systems considering component failures of variable energy resources (VER). The inherent intermittency of VER such as solar photovoltaic (PV) and wind farms, along with their susceptibility to component failures, present significant challenges to reliable system operation. These issues, combined with power grid operation and network constraints, complicate the reliable operation of VER-integrated power systems. Here, to address these concerns, this paper introduces a reliability assessment framework that considers VER input variability, its impact on component availability, and their resulting impact on overall system reliability. Stochastic models based on discrete Markov processes are developed to incorporate variable irradiance, wind speeds, and their effects on PV and wind component failure rates. A next-event and state transition-based approach is then developed to integrate the stochastic models into a mixed-timing sequential Monte Carlo simulation framework for composite reliability assessment. Case studies on the RTS-GMLC system demonstrate the effectiveness of the proposed model in evaluating the reliability of VER-integrated systems.

Pandit, Dilip [Sandia National Laboratories (SNL-N↗
DOE OSTI2022

Optimization of Integrated Energy Systems

Integrated energy systems that couple nuclear power plants with additional products including hydrogen, storage, or synthetic fuels provide a more flexible energy source that can be more economical than generating electricity alone. Determining the size and shape of these systems and optimizing their operation is challenging. INL, through the IES program, has developed optimization software to help solve these challenges. Holistic Energy Resource Optimization Network (HERON) is a software tool to optimize the size and capacity of integrated energy systems using stochastic optimization. Optimization of Real-time Capacity Allocation (ORCA) is a software tool under development to perform real-time economic optimization of these systems using economic model predictive control. An overview of these tools and a discussion of their optimization methods will be presented in this talk.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1982

Methods of sequential estimation for determining initial data in numerical weather prediction

Numerical weather prediction (NWP) is an initial-value problem for a system of nonlinear differential equations, in which initial values are known incompletely and inaccurately. Observational data available at the initial time must therefore be supplemented by data available prior to the initial time, a problem known as meteorological data assimilation. A further complication in NWP is that solutions of the governing equations evolve on two different time scales, a fast one and a slow one, whereas fast scale motions in the atmosphere are not reliably observed. This leads to the so called initialization problem: initial values must be constrained to result in a slowly evolving forecast. The theory of estimation of stochastic dynamic systems provides a natural approach to such problems. For linear stochastic dynamic models, the Kalman-Bucy (KB) sequential filter is the optimal data assimilation method, for linear models, the optimal combined data assimilation-initialization method is a modified version of the KB filter.

Cohn, S. E.↗
DOE OSTI2020

Quantifying Load Uncertainty Using Real Smart Meter Data

As we get closer to customers in distribution systems, load stochasticity increases. In the past, due to lack of real-time data, the comprehensive knowledge of load behavior was limited, and simplistic assumptions had to be made for distribution system modeling and analysis, especially in the processes of network design and expansion. With the deployment of Advanced Metering Infrastructure (AMI), ample real-time smart meter data has become available to utilities. In this paper, using real hourly smart meter data, we have quantified load uncertainty in terms of average, maximum and maximum noncoincident demands on a daily basis, as well as load factor and diversity factor. These uncertainty metrics are examined for individual residential, commercial and industrial customers, as well as distribution transformers serving residential customers. This paper provides a benchmark on load uncertainty quantification for practicing engineers and researchers.

Bu, Fankun↗
DOE OSTI2024

Large-scale atomistic model construction of subbituminous and bituminous coals for solvent extraction simulations with reactive molecular dynamics

Large-scale atomistic models for complex polycyclic aromatic hydrocarbon systems help understand the chemical properties and behaviors of complex feedstocks such as coal or petroleum. However, the development and utilization of large-scale models remain limited due to the difficulty in achieving the varied structural characteristics necessary to capture stochastic nature of these feedstocks. Here we demonstrate a systematic workflow to construct stochastic molecular systems from a broad analytical suite: high-resolution transmission electron microscopy (HRTEM), carbon-13 nuclear magnetic resonance spectroscopy ( 13 C NMR), laser desorption ionization mass spectroscopy (LDI-MS), and elemental analysis. We present a model construction and analysis utility of a new Python-based module. We selected one subbituminous and three high-volatile bituminous coals to construct large-scale models (~40,000 atoms). The constructed models were utilized to examine the affinity for solvent extraction (naphthalene or tetralin) and the effect of structural properties (e.g., aromatic cluster size, functional groups, and cross-linking) in reactive molecular dynamics simulations. Complex chemical reactions were monitored with bond order transitions, intermediates formation, and mass distributions. Reactive molecular dynamics simulations suggest a plausible chemical extraction process and products for the complex fossil feedstocks. The results indicated that radical formations with bond breaking of bridging oxygens and carbons were required at high temperatures to facilitate hydrogeneration and extraction of gas molecules from radical-free molecules. We observed that aliphatic chains of tetralin were easily decomposed and combined with radicals to form small size of molecules with aryl bonding, mainly increasing molecules in the 500–1000 Da, while naphthalene had little impact on chemical extraction process.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗