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Programs Help Create And Evaluate Markov Models

Pade Approximation With Scaling (PAWS) and Scaled Taylor Exponential Matrix (STEM) computer programs provide flexible, user-friendly, language-based interface for creation and evaluation of Markov models describing behaviors of fault-tolerant reconfigurable computer systems. Produce exact solution for probabilities of system failures and provide conservative estimates of numbers of significant digits in solutions. Also offer as part of bundled package with SURE and ASSIST, two other reliable analysis programs developed by Systems Validation Methods group at Langley Research Center.

Butler, Ricky W.↗

Search for Gravitational Waves From Scorpius X-1 in the Second Advanced LIGO Observing Run With an Improved Hidden Markov Model

We present results from a semi coherent search for continuous gravitational waves from the low-mass x-ray binary Scorpius X-1, using a hidden Markov model (HMM) to track spin wandering. This search improves on previous HMM-based searches of LIGO data by using an improved frequency domain matched filter, the J-statistic, and by analyzing data from Advanced LIGO’s second observing run. In the frequency range searched, from 60 to 650 Hz, we find no evidence of gravitational radiation. At 194.6 Hz, the most sensitive search frequency, we report an upper limit on gravitational wave strain (at 95% confidence) ofh95%0¼3.47×10−25when marginalizing over source inclination angle. This is the most sensitive search for Scorpius X-1, to date, that is specifically designed to be robust in the presence of spin wandering.

B P Abbott↗

Complexity of Kronecker Operations on Sparse Matrices with Applications to the Solution of Markov Models

We present a systematic discussion of algorithms to multiply a vector by a matrix expressed as the Kronecker product of sparse matrices, extending previous work in a unified notational framework. Then, we use our results to define new algorithms for the solution of large structured Markov models. In addition to a comprehensive overview of existing approaches, we give new results with respect to: (1) managing certain types of state-dependent behavior without incurring extra cost; (2) supporting both Jacobi-style and Gauss-Seidel-style methods by appropriate multiplication algorithms; (3) speeding up algorithms that consider probability vectors of size equal to the "actual" state space instead of the "potential" state space.

Buchholz, Peter↗

Determination of navigation FDI thresholds using a Markov model

A method for determining time-varying Failure Detection and Identification (FDI) thresholds for single sample decision functions is described in the context of a triplex system of inertial platforms. A cost function consisting of the probability of vehicle loss due to FDI decision errors is minimized. A discrete Markov model is constructed from which this cost can be determined as a function of the decision thresholds employed to detect and identify the first and second failures. Optimal thresholds are determined through the use of parameter optimization techniques. The application of this approach to threshold determination is illustrated for the Space Shuttle's inertial measurement instruments.

Walker, B. K.↗

Hidden Markov models for fault detection in dynamic systems

The invention is a system failure monitoring method and apparatus which learns the symptom-fault mapping directly from training data. The invention first estimates the state of the system at discrete intervals in time. A feature vector x of dimension k is estimated from sets of successive windows of sensor data. A pattern recognition component then models the instantaneous estimate of the posterior class probability given the features, p(w(sub i) (vertical bar)/x), 1 less than or equal to i isless than or equal to m. Finally, a hidden Markov model is used to take advantage of temporal context and estimate class probabilities conditioned on recent past history. In this hierarchical pattern of information flow, the time series data is transformed and mapped into a categorical representation (the fault classes) and integrated over time to enable robust decision-making.

Smyth, Padhraic J.↗

Hidden Markov models for fault detection in dynamic systems

The invention is a system failure monitoring method and apparatus which learns the symptom-fault mapping directly from training data. The invention first estimates the state of the system at discrete intervals in time. A feature vector x of dimension k is estimated from sets of successive windows of sensor data. A pattern recognition component then models the instantaneous estimate of the posterior class probability given the features, p(w(sub i) perpendicular to x), 1 less than or equal to i is less than or equal to m. Finally, a hidden Markov model is used to take advantage of temporal context and estimate class probabilities conditioned on recent past history. In this hierarchical pattern of information flow, the time series data is transformed and mapped into a categorical representation (the fault classes) and integrated over time to enable robust decision-making.

Smyth, Padhraic J.↗

A Markov model for NASA's Ground Communications Facility

A 'natural' way of constructing finite-state Markov chains (FSMC) is presented for those noise burst channels that can be modeled by them. In particular, a five-state Markov chain is given as a model of errors occurring at the Ground Communications Facility (GCF). A maximum likelihood procedure applicable to any FSMC is developed for estimating all the model parameters starting from the data of error runs. A few of the statistics important for estimating the performance of error control strategies on the channel are provided.

Adeyemi, O.↗

Using Markov Models of Fault Growth Physics and Environmental Stresses to Optimize Control Actions

A generalized Markov chain representation of fault dynamics is presented for the case that available modeling of fault growth physics and future environmental stresses can be represented by two independent stochastic process models. A contrived but representatively challenging example will be presented and analyzed, in which uncertainty in the modeling of fault growth physics is represented by a uniformly distributed dice throwing process, and a discrete random walk is used to represent uncertain modeling of future exogenous loading demands to be placed on the system. A finite horizon dynamic programming algorithm is used to solve for an optimal control policy over a finite time window for the case that stochastic models representing physics of failure and future environmental stresses are known, and the states of both stochastic processes are observable by implemented control routines. The fundamental limitations of optimization performed in the presence of uncertain modeling information are examined by comparing the outcomes obtained from simulations of an optimizing control policy with the outcomes that would be achievable if all modeling uncertainties were removed from the system.

Bole, Brian↗

Markov Modeling of Component Fault Growth over a Derived Domain of Feasible Output Control Effort Modifications

This paper introduces a novel Markov process formulation of stochastic fault growth modeling, in order to facilitate the development and analysis of prognostics-based control adaptation. A metric representing the relative deviation between the nominal output of a system and the net output that is actually enacted by an implemented prognostics-based control routine, will be used to define the action space of the formulated Markov process. The state space of the Markov process will be defined in terms of an abstracted metric representing the relative health remaining in each of the system s components. The proposed formulation of component fault dynamics will conveniently relate feasible system output performance modifications to predictions of future component health deterioration.

Bole, Brian↗

Hidden Markov Models and Neural Networks for Fault Detection

Continuous online monitoring of complex dynamic systems is common in applications as diverse as industrial plant operations, telecommunications network, and biomedical health monitoring. For monitoring purposes, the exact nature of the system under observation is typically not relevant provided there exist some measurements or symptoms which provide diagnostics information regarding the underlying system state.

Markov Fault Detection↗

A Markov model reduction technique for fault tolerant processor reliability analysis

A fault tolerant processor (FTP) plays a key role in many high performance, safety-critical control system applications. Realistic modeling of an FTP is crucial to gaining a high degree of confidence in the reliability and safety analysis of such a system. While fidelity is clearly a major consideration, a practical model must also be kept to a moderate size to allow its incorporation into the overall system model. This paper presents a systematic reduction technique that starts from a complex, detailed model of a triple, redundant FTP and produces a low order approximation of very high accuracy. The existence of two distinct time scales represents the key to the success of the technique. No eigenvalue solution or coordinate transformation are needed. The reduced model captures all the important features of the detailed model, is amenable to an analytical solution and provides insight into the reconfiguration behavior of an FTP.

Schor, Andrei L.↗

An Introduction to Markov Modeling: Concepts and Uses

Kharkov modeling is a modeling technique that is widely useful for dependability analysis of complex fault tolerant systems. It is very flexible in the type of systems and system behavior it can model. It is not, however, the most appropriate modeling technique for every modeling situation. The first task in obtaining a reliability or availability estimate for a system is selecting which modeling technique is most appropriate to the situation at hand. A person performing a dependability analysis must confront the question: is Kharkov modeling most appropriate to the system under consideration, or should another technique be used instead? The need to answer this gives rise to other more basic questions regarding Kharkov modeling: what are the capabilities and limitations of Kharkov modeling as a modeling technique? How does it relate to other modeling techniques? What kind of system behavior can it model? What kinds of software tools are available for performing dependability analyses with Kharkov modeling techniques? These questions and others will be addressed in this tutorial.

Boyd, Mark A.↗

Protein Kinase Classification with 2866 Hidden Markov Models and One Support Vector Machine

The main application considered in this paper is predicting true kinases from randomly permuted kinases that share the same length and amino acid distributions as the true kinases. Numerous methods already exist for this classification task, such as HMMs, motif-matchers, and sequence comparison algorithms. We build on some of these efforts by creating a vector from the output of thousands of structurally based HMMs, created offline with Pfam-A seed alignments using SAM-T99, which then must be combined into an overall classification for the protein. Then we use a Support Vector Machine for classifying this large ensemble Pfam-Vector, with a polynomial and chisquared kernel. In particular, the chi-squared kernel SVM performs better than the HMMs and better than the BLAST pairwise comparisons, when predicting true from false kinases in some respects, but no one algorithm is best for all purposes or in all instances so we consider the particular strengths and weaknesses of each.

Weber, Ryan↗