The Control of Nonlinear Stochastic Control Systems Under Discounted Performance Criteria
Finite Markov chain control and numerical algorithm for optimal control
SEARCH · Engineering Papers
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.
Finite Markov chain control and numerical algorithm for optimal control
Theoretical results are presented for the buckling of anisotropic plates. The plates are subjected to simple and combined in-plane loading. The plates are made from fiber composite material of boron/aluminum or high-modulus graphite/resin. The results are presented in nondimensional form as buckling load against fiber orientation angle for various plate aspect ratios. The results indicate that buckling loads of boron/aluminum plates are independent of fiber direction if the plate aspect ratios are greater than about 1, and moderately dependent when this ratio is less than about 1. In addition, the results indicate that the buckling loads are independent of aspect ratio for plates with aspect ratios greater than about 2. Boron/ aluminum composite plates can resist buckling loads more efficiently than graphite/resin composites on a specific buckling stress basis. The numerical algorithm and a listing of the computer code used to obtain the results are included.
This paper considers the suboptimal stochastic control of linear discrete-time dynamical systems with unknown or stochastically varying parameters. The suboptimal scheme is based upon the use of the open-loop-feedback-optimal (O.L.F.O.) method. The state and parameter estimates are generated by an extended Kalman filter algorithm. Numerical results for first order systems are presented.
This paper considers the suboptimal stochastic control of linear discrete-time dynamical systems with uncertain or stochastically varying parameters. The suboptimal scheme is based upon the use of the open-loop-feedback-optimal (OLFO) method. The state and parameter estimates are generated by an extended Kalman filter algorithm. Numerical results for first-order systems are presented.
A wide range of eigenvalue problems encountered in practical structural engineering analyses is defined, in which the structures are assumed to be discretized by any suitable technique such as the finite-element method. A review of the usual numerical procedures for the solution of such eigenvalue problems is presented and is followed by an extensive account of recently developed eigenproblem solution procedures. Particular emphasis is placed on the new numerical algorithms and associated computer programs based on the Sturm sequence method. Eigenvalue algorithms developed for efficient solution of natural frequency and buckling problems of structures are presented, as well as some eigenvalue procedures formulated in connection with the solution of quadratic matrix equations associated with free vibration analysis of structures. A new algorithm is described for natural frequency analysis of damped structural systems.
This paper considers the suboptimal stochastic control of linear discrete-time dynamical systems with unknown or stochastically varying parameters. The suboptimal scheme is based upon the use of the open-loop-feedback-optimal method. The state and parameter estimates are generated by an extended Kalman filter algorithm. Numerical results for first-order systems are presented.
Theoretical foundations for understanding the problem of the termination of the solar wind are reexamined in the light of most recent findings concerning the states of the solar wind and the local interstellar medium. The investigation suggests that a simple extention of Parker's (1961) analytical model provides a useful approximate description of the combined solar wind, interstellar wind plasma flowfield under conditions presently thought to occur. A linear perturbation solution exhibiting both the effects of photoionization and charge exchange is obtained for the supersonic solar wind. A numerical algorithm is described for computing moments of the non-equilibrium hydrogen distribution function and associated source terms for the MHD equations. Computed using the algorithm in conjunction with the extended Parker solution to approximate the plasma flowfield, profiles of hydrogen number density are given in the solar wind along the upstream and downstream axes of flow with respect to the direction of the interstellar wind. Predictions of solar Lyman-alpha backscatter intensities to be observed at 1 a.u. have been computed, in turn, from a set of such hydrogen number density profiles varied over assumed conditions of the interstellar wind.
A derivation of the equations which govern the deformation of an arbitrarily curved and twisted space beam is presented. These equations differ from those of the classical theory in that (1) extensional effects are included; (2) the strain-displacement relations are derived; and (3) the expressions for the stress resultants are developed from the strain displacement relations. It is shown that the torsional stress resultant obtained by the classical approach is basically incorrect except when the cross-section is circular. The governing equations are given in the form of first-order differential equations. A numerical algorithm is given for obtaining the natural vibration characteristics and example problems are presented.
The ICASE research program is described in detail; it consists of four major categories: (1) efficient use of vector and parallel computers, with particular emphasis on the CDC STAR-100; (2) numerical analysis, with particular emphasis on the development and analysis of basic numerical algorithms; (3) analysis and planning of large-scale software systems; and (4) computational research in engineering and the natural sciences, with particular emphasis on fluid dynamics. The work in each of these areas is described in detail; other activities are discussed, a prognosis of future activities are included.
A numerical algorithm is presented for solving laminar, steady, supersonic interacting boundary-layer flows for quasi-three-dimensional configurations. The interaction problem is treated as a boundary-value problem and a salient feature of the scheme is the direct implementation of the downstream boundary condition. Solutions are presented for axisymmetric and swept (yawed) compression ramps for both adiabatic and heat transfer conditions over a Mach number range of 2-6. The results are in good agreement with experimental data and existing theories for axisymmetric cases. For the swept (yawed) configurations, lack of experimental data makes a direct comparison impossible, but the present solutions are found to be in qualitative agreement with earlier studies. In addition it is shown that the trends obtained here for the sweep effects are well predicted by a simple extension of the two-dimensional asymptotic theory.
A prediction method is developed for calculating distributions of surface heating rates, pressure and skin friction over a wavy wall in a two-dimensional supersonic flow. Of particular interest is the flow of thick turbulent boundary layers. The surface geometry and the flow conditions considered are such that there exists a strong interaction between the viscous and inviscid flow. First, using the interacting turbulent boundary layer equations, the problem is formulated in physical coordinates and then a reformulation of the governing equations in terms of Levy-Lees variables is given. Next, a numerical scheme for solving interacting boundary layer equations is adapted. A number of modifications which led to the improvement of the numerical algorithm are discussed. Finally, results are presented for flow over a train of up to six waves at various flow conditions.
A new time-dependent one-dimensional model of the stratospheric sulfate aerosol layer is developed. The model treats atmospheric photochemistry and aerosol physics in detail and includes the interaction between gases and particles explicitly. It is shown that the numerical algorithms used in the model are quite precise. Sensitivity studies and comparison with observations are made. The simulated aerosol physics generates a particle layer with most of the observed properties. The sensitivity of the calculated properties to changes in a large number of aeronomic aerosol parameters is discussed in some detail. The sensitivity analysis reveals areas where the aerosol model is most uncertain. New observations are suggested that might help resolve important questions about the origin of the stratospheric aerosol layer.
A multiple grid method for transonic flow calculations is developed. The proposed scheme incorporates a generalized alternating direction method as the smoothing algorithm. Numerical experiments indicate that this multigrid alternating direction method converges rapidly and reliably for a range of cases typical of the cruising regime up to the onset of drag rise. It also appears that the method can be readily generalized to treat three-dimensional flows.
Numerical solution of the three-dimensional incompressible Navier-Stokes equations is used to study the instability of a flat-plate boundary layer in a manner analogous to the vibrating-ribbon experiments. Flow-field structures are observed which are very similar to those found in the vibrating-ribbon experiment to which computational initial conditions have been matched. Streamwise periodicity is assumed in the simulation so that the evolution occurs in time, but the events which constitute the instability are so similar to the spatially occurring ones of the laboratory that it seems clear the physical processes involved are the same. A spectral and finite difference numerical algorithm is employed in the simulation.
The design of a failure detection and identification system consists of designing a robust residual generation process and a high performance decision making process. The design of these two processes are examined separately. Residual generation is based on analytical redundancy. Redundancy relations that are insensitive to modelling errors and noise effects are important for designing robust residual generation processes. The characterization of the concept of analytical redundancy in terms of a generalized parity space provides a framework in which a systematic approach to the determination of robust redundancy relations are developed. The Bayesian approach is adopted for the design of high performance decision processes. The FDI decision problem is formulated as a Bayes sequential decision problem. Since the optimal decision rule is incomputable, a methodology for designing suboptimal rules is proposed. A numerical algorithm is developed to facilitate the design and performance evaluation of suboptimal rules.
A high frequency extension of the unsteady, transonic code LTRAN2 was created and is evaluated by comparisons with experimental results. The experimental test case is a NACA 64A010 airfoil in pitching motion at a Mach number of 0.8 over a range of reduced frequencies. Comparisons indicate that the modified code is an improvement of the original LTRAN2 and provides closer agreement with experimental lift and moment coefficients. A discussion of the code modifications, which involve the addition of high frequency terms of the boundary conditions of the numerical algorithm, is included.
A theoretical analysis of the flow pattern at a solid surface in three dimensional supersonic flow is presented. The additional information necessary to overcome the nonuniqueness associated with the body tangency condition in three dimensions was developed. The analysis is based on the fact that three dimensional waves propagate locally exactly as they do in axisymmetric flow when viewed in the osculating plane to the streamline. The supersonic flow over an infinite swept corner is examined by both the classical solution and the three dimensional solution in the osculating plane and the results are shown to be identical. A simple numerical algorithm is proposed which accounts for the three wave surfaces that interact at a solid boundary.
This paper presents the details of a unified numerical algorithm and the associated computer program developed for the efficient determination of natural frequencies and modes of free vibration of structures. Both spinning and nonspinning structures with or without viscous and/or structural damping may be solved by the current procedure; in addition, the program is capable of solving static problems with multiple load cases as well as the quadratic matrix eigenproblem associated with a finite dynamic element structural discretization.