Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Markov models”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 343 records · Page 19

Optimal Limited Contingency Planning

For a given problem, the optimal Markov policy over a finite horizon is a conditional plan containing a potentially large number of branches. However, there are applications where it is desirable to strictly limit the number of decision points and branches in a plan. This raises the question of how one goes about finding optimal plans containing only a limited number of branches. In this paper, we present an any-time algorithm for optimal k-contingency planning. It is the first optimal algorithm for limited contingency planning that is not an explicit enumeration of possible contingent plans. By modelling the problem as a partially observable Markov decision process, it implements the Bellman optimality principle and prunes the solution space. We present experimental results of applying this algorithm to some simple test cases.

Meuleau, Nicolas↗

Computational Inference of Vibratory System with Incomplete Modal Information Using Parallel, Interactive and Adaptive Markov Chains

Inverse analysis of vibratory system is an important subject in fault identification, model updating, and robust design and control. It is challenging subject because 1) the problem is oftentimes underdetermined while the measurements are limited and/or incomplete; 2) many combinations of parameters may yield results that are similar with respect to actual response measurements; and 3) uncertainties inevitably exist. The aim of this research is to leverage upon computational intelligence through statistical inference to facilitate an enhanced, probabilistic framework using incomplete modal response measurement. This new framework is built upon efficient inverse identification through optimization, whereas Bayesian inference is employed to account for the effect of uncertainties. To overcome the computational cost barrier, we adopt Markov chain Monte Carlo (MCMC) to characterize the target function/distribution. Instead of using single Markov chain in conventional Bayesian approach, we develop a new sampling theory with multiple parallel, interactive and adaptive Markov chains and incorporate it into Bayesian inference. This can harness the collective power of these Markov chains to realize the concurrent search of multiple local optima. The number of required Markov chains and their respective initial model parameters are automatically determined via Monte Carlo simulation-based sample pre-screening followed by K-means clustering analysis. These enhancements can effectively address the aforementioned challenges in finite element inverse analysis. The validity of this framework is systematically demonstrated through case studies.

K Zhou↗

ALTKAL: An optimum linear filter for GEOS-3 altimeter data

ALTKAL is a computer program designed to smooth sea surface height data obtained from the GEOS 3 altimeter, and to produce minimum variance estimates of sea surface height and sea surface slopes, along with their standard derivations. The program operates by processing the data through a Kalman filter in both the forward and backward directions, and optimally combining the results. The sea surface height signal is considered to have a geoid signal, modeled by a third order Gauss-Markov process, corrupted by additive white noise. The governing parameters for the signal and noise processes are the signal correlation length and the signal-to-noise ratio. Mathematical derivations of the filtering and smoothing algorithms are presented. The smoother characteristics are illustrated by giving the frequency response, the data weighting sequence and the transfer function of a realistic steady-state smoother example. Based on nominal estimates for geoidal undulation amplitude and correlation length, standard deviations for the estimated sea surface height and slope are 12 cm and 3 arc seconds, respectively.

Fang, B. T.↗

Sampling error study for rainfall estimate by satellite using a stochastic model

In a parameter study of satellite orbits, sampling errors of area-time averaged rain rate due to temporal sampling by satellites were estimated. The sampling characteristics were studied by accounting for the varying visiting intervals and varying fractions of averaging area on each visit as a function of the latitude of the grid box for a range of satellite orbital parameters. The sampling errors were estimated by a simple model based on the first-order Markov process of the time series of area averaged rain rates. For a satellite of nominal Tropical Rainfall Measuring Mission (Thiele, 1987) carrying an ideal scanning microwave radiometer for precipitation measurements, it is found that sampling error would be about 8 to 12 pct of estimated monthly mean rates over a grid box of 5 X 5 degrees. It is suggested that an observation system based on a low inclination satellite combined with a sunsynchronous satellite simultaneously might be the best candidate for making precipitation measurements from space.

Shin, Kyung-Sup↗

A new adaptive control approach for aerospace vehicles with parameter uncertainties

A new stochastic adaptive control structure is developed for the problem of combined parameter estimation and control of aerospace vehicles with changing parameters. Parameter uncertainties are modeled as first-order Gauss-Markov processes, and are introduced to the system dynamics through a small parameter. It is assumed that an accurate inertial measurement unit gives perfect measurements of the state variables. Since the stochastic system is assumed to be Gauss-Markov, the density function of the parameters given these measurements is conditionally Gaussian. Based on this conditionally Gaussian density, the problem of minimizing a quadratic cost over an infinite time horizon can be set up within the framework of stochastic optimal control theory. The optimal feedback control law is derived from a straightforward expansion of the Hamilton-Jacobi-Bellman equation, based on the LQG solution. The resulting nonlinear controller is applied to the pitch axis control of a space platform with uncertain moments of inertia and is shown to produce marked improvement over a fixed controller.

Hahn, Yungsun↗

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↗

Long-range correlations in nucleotide sequences

DNA sequences have been analysed using models, such as an n-step Markov chain, that incorporate the possibility of short-range nucleotide correlations. We propose here a method for studying the stochastic properties of nucleotide sequences by constructing a 1:1 map of the nucleotide sequence onto a walk, which we term a 'DNA walk'. We then use the mapping to provide a quantitative measure of the correlation between nucleotides over long distances along the DNA chain. Thus we uncover in the nucleotide sequence a remarkably long-range power law correlation that implies a new scale-invariant property of DNA. We find such long-range correlations in intron-containing genes and in nontranscribed regulatory DNA sequences, but not in complementary DNA sequences or intron-less genes.

NASA Discipline Cardiopulmonary↗

FIGS: spectral fitting constraints on the star formation history of massive galaxies since the cosmic noon

We constrain the stellar population properties of a sample of 52 massive galaxies – with stellar mass log (M(s)/M(⊙)) ≳ 10.5 – over the redshift range 0.5 < z < 2 by use of observer-frame optical and near-infrared slitless spectra from Hubble Space Telescope’s ACS and WFC3 grisms. The deep exposures (∼100 ks) allow us to target individual spectra of massive galaxies to F160W = 22.5 AB. Our spectral fitting approach uses a set of six base models adapted to the redshift and spectral resolution of each observation, and fits the weights of the base models, including potential dust attenuation, via a Markov Chain Monte Carlo method. Our sample comprises a mixed distribution of quiescent (19) and star-forming galaxies (33). We quantify the width of the age distribution (Δt) that is found to dominate the variance of the retrieved parameters according to principal component analysis. The population parameters follow the expected trend towards older ages with increasing mass, and Δt appears to weakly anticorrelate with stellar mass, suggesting a more efficient star formation at the massive end. As expected, the redshift dependence of the relative stellar age (measured in units of the age of the Universe at the source) in the quiescent sample rejects the hypothesis of a single burst (aka monolithic collapse). Radial colour gradients within each galaxy are also explored, finding a wider scatter in the star-forming subsample, but no conclusive trend with respect to the population parameters.

Ignacio Ferreras↗

Modeling Phase-Aligned Gamma-Ray and Radio Millisecond Pulsar Light Curves

Since the discovery of the first eight gamma-ray millisecond pulsars (MSPs) by the Fermi Large Area Telescope, this population has been steadily expanding. Four of the more recent detections, PSR J00340534, PSR J1939+2134 (B1937+21; the first MSP ever discovered), PSR J1959+2048 (B1957+20; the first discovery of a black widow system), and PSR J2214+3000, exhibit a phenomenon not present in the original discoveries: nearly phase-aligned radio and gamma-ray light curves (LCs). To account for the phase alignment, we explore models where both the radio and gamma-ray emission originate either in the outer magnetosphere near the light cylinder or near the polar caps. Using a Markov Chain Monte Carlo technique to search for best-fit model parameters, we obtain reasonable LC fits for the first three of these MSPs in the context of altitude-limited outer gap (alOG) and two-pole caustic (alTPC) geometries (for both gamma-ray and radio emission). These models differ from the standard outer gap (OG)/two-pole caustic (TPC) models in two respects: the radio emission originates in caustics at relatively high altitudes compared to the usual conal radio beams, and we allow both the minimum and maximum altitudes of the gamma-ray and radio emission regions to vary within a limited range (excluding the minimum gamma-ray altitude of the alTPC model, which is kept constant at the stellar radius, and that of the alOG model, which is set to the position-dependent null charge surface altitude). Alternatively, phase-aligned solutions also exist for emission originating near the stellar surface in a slot gap scenario (low-altitude slot gap (laSG) models). We find that the alTPC models provide slightly better LC fits than the alOG models, and both of these give better fits than the laSG models (for the limited range of parameters considered in the case of the laSG models). Thus, our fits imply that the phase-aligned LCs are likely of caustic origin, produced in the outer magnetosphere, and that the radio emission for these pulsars may come from close to the light cylinder. In addition, we were able to constrain the minimum and maximum emission altitudes with typical uncertainties of 30% of the light cylinder radius. Our results therefore describe a third gamma-ray MSP subclass, in addition to the two previously found by Venter et al.: those with LCs fit by standard OG/TPC models and those with LCs fit by pair-starved polar cap models.

Venter, C.↗

Determination of the Cosmic Distance Scale from Sunyaev-Zel'dovich Effect and Chandra X-ray Measurements of High Redshift Galaxy Clusters

We determine the distance to 38 clusters of galaxies in the redshift range 0.14 less than or equal to z less than or equal to 0.89 using X-ray data from Chandra and Sunyaev-Zeldovich Effect data from the Owens Valley Radio Observatory and the Berkeley-Illinois-Maryland Association interferometric arrays. The cluster plasma and dark matter distributions are analyzed using a hydrostatic equilibrium model that accounts for radial variations in density, temperature and abundance, and, the statistical and systematic errors of this method are quantified. The analysis is performed via a Markov chain Monte Carlo technique that provides simultaneous estimation of all model parameters. W

Bonamente, Massimiliano↗

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↗

Optimal inference with chaotic dynamics

Nonlinear mappings that exhibit chaotic, seemingly random, evolution have appeal as models of dynamic systems. Their deterministic evolution, vis-a-vis Markov evolutions, results in much simpler optimal detection and estimation algorithms. The variation of a chaotic parameter (mu) results in diverse evolutions, suggesting a simple but rich source of model variations. For the specific mapping examined, this latter possibility is problematic due to the extreme sensitivity on mu of the evolution in the chaotic regime.

Harger, R. O.↗

Perseveration effects in detection tasks with correlated decision intervals

An investigation of the behavior of the human decisionmaker is described for a task related to the problem of a pilot using a traffic situation display to avoid collisions. This sequential signal detection task is characterized by highly correlated signals with time varying strength. Experimental results are presented and the behavior of the observers is analyzed using the theory of Markov processes and classical signal detection theory. Mathematical models are developed which describe the main result of the experiment: that correlation in sequential signals induced perseveration in the observer response and a strong tendency to repeat their previous decision, even when they were wrong.

Gai, E. G.↗

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↗

Integrating Chlorophyll fapar and Nadir Photochemical Reflectance Index from EO-1/Hyperion to Predict Cornfield Daily Gross Primary Production

The concept of light use efficiency (Epsilon) and the concept of fraction of photosynthetically active ration (PAR) absorbed for vegetation photosynthesis (PSN), i.e., fAPAR (sub PSN), have been widely utilized to estimate vegetation gross primary productivity (GPP). It has been demonstrated that the photochemical reflectance index (PRI) is empirically related to ε. An experimental US Department of Agriculture (USDA) cornfield in Maryland was selected as our study field. We explored the potential of integrating fAPAR(sub chl) (defined as the fraction of PAR absorbed by chlorophyll) and nadir PRI (PRI(sub nadir)) to predict cornfield daily GPP. We acquired nadir or near-nadir EO-1/Hyperion satellite images that covered the cornfield and took nadir in-situ field spectral measurements. Those data were used to derive the PRI(sub nadir) and fAPAR (sub chl). The fAPAR (sub chl) is retrieved with the advanced radiative transfer model PROSAIL2 and the Metropolis approach, a type of Markov Chain Monte Carlo (MCMC) estimation procedure. We define chlorophyll light use efficiency Epsilon (sub chl) as the ratio of vegetation GPP as measured by eddy covariance techniques to PAR absorbed by chlorophyll (Epsilon(sub chl) = GPP/APAR (sub chl). Daily Epsilon (sub chl) retrieved with the EO-1 Hyperion images was regressed with a linear equation of PRI (sub nadir) Epsilon (sub chl) = Alpha × PRI (sub nadir) + Beta). The satellite Epsilon(sub chl- PRI (sub nadir) linear relationship for the cornfield was implemented to develop an integrated daily GPP model [GPP = (Alpha × PRI(sub nadir) + Beta) × fAPAR (sub chl) × PAR], which was evaluated with fAPAR (sub chl) and PRI (sub nadir) retrieved from field measurements. Daily GPP estimated with this fAPAR (sub chl-) PRI (nadir) integration model was strongly correlated with the observed tower in-situ daily GPP (R(sup 2) = 0.93); with a root mean square error (RMSE) of 1.71 g C mol−(sup -1) PPFD and coefficient of variation (CV) of 16.57%. Both seasonal Epsilon (sub chl) and PRI (sub nadir) were strongly correlated with fAPAR (sub chl ) retrieved from field measurements, which indicates that chlorophyll content strongly affects seasonal epsilon (sub chl) and PRI (sub nadir). We demonstrate the potential capacity to monitor GPP with space-based visible through shortwave infrared (VSWIR) imaging spectrometers such as NASA's soon to be decommissioned EO- 1/Hyperion and the future Hyperspectral Infrared Imager (HyspIRI).

HyspIRI↗

Improvement of observer/Kalman filter identification (OKID) by residual whitening

This paper presents a time-domain method to identify a state space model of a linear system and its corresponding observer/Kalman filter from a given set of general input-output data. The identified filter has the properties that its residual is minimized in the least squares sense, orthogonal to the time-shifted versions of itself, and to the given input-output data sequence. The connection between the state space model and a particular auto-regressive moving average description of a linear system is made in terms of the Kalman filter and a deadbeat gain matrix. The procedure first identifies the Markov parameters of an observer system, from which a state space model of the system and the filter gain are computed. The developed procedure is shown to improve results obtained by an existing observer/Kalman filter identification method, which is based on an auto-regressive model without the moving average terms. Numerical and experimental results are presented to illustrate the proposed method.

Phan, Minh↗

Unifying Model-Based and Reactive Programming within a Model-Based Executive

Real-time, model-based, deduction has recently emerged as a vital component in AI's tool box for developing highly autonomous reactive systems. Yet one of the current hurdles towards developing model-based reactive systems is the number of methods simultaneously employed, and their corresponding melange of programming and modeling languages. This paper offers an important step towards unification. We introduce RMPL, a rich modeling language that combines probabilistic, constraint-based modeling with reactive programming constructs, while offering a simple semantics in terms of hidden state Markov processes. We introduce probabilistic, hierarchical constraint automata (PHCA), which allow Markov processes to be expressed in a compact representation that preserves the modularity of RMPL programs. Finally, a model-based executive, called Reactive Burton is described that exploits this compact encoding to perform efficIent simulation, belief state update and control sequence generation.

Williams, Brian C.↗