A new algorithm for suboptimal stochastic control
M measurement optimal feedback control algorithm for stochastic discrete time systems, considering nonlinear plant, constrained controls, nonquadratic cost and simulations
Curry, R. E.↗
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Results for “Stochastic systems”
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.
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Combined problem of filtering and optimization with cross-correlated noise
Linear stochastic continuous feedback system with white noise and control input, investigating combined problem of filtering and optimal control
Boland, J. S., III↗
Performance limitations of an inertial aircraft lateral guidance system subject to random gusts
Inertial aircraft lateral guidance system limitations in stochastic gust environment, comparing configurations using aileron or differential spoilers
Mackinnon, D.↗
Control optimization, stabilization and computer algorithms for aircraft applications
Computationally useful algorithms are considered that can aid the control engineer in designing systems control in linear time invariant dynamics for aircraft applications. Structural aspects of system identification, matrix parameterization, and the effect of feedback on identifiability of systems. Adaptive and stochastic control model constructions are projected, and a method for approximate identification of aircraft characteristics and subsequent generation of control signals is outlined.
Mitter, S. K.↗
Approximations to and local properties of diffusions with discontinuous controls
The paper discusses several properties of control systems defined by stochastic differential equations, which are defined by the method of Girsanov, using a transformation of measures, and where the controls are discontinuous. Uniqueness of the multivariate distributions of the process is proved, and it is shown that the process is a limit, in a natural sense, of a certain discrete time approximation. Other questions, concerning the effects on the distributions of the paths, and of the cost of approximating the control by a smooth control and concerning local properties of the solution, are discussed.
Kushner, H. J.↗
Pioneer 10 search for gravitational waves - Limits on a possible isotropic cosmic background of radiation in the microhertz region
The nature of the response of the Doppler tracking system to a stochastic background of gravitational radiation is discussed. Using data acquired in 1981 by the Deep Space Network with the Pioneer 10 spacecraft, interesting upper limits are placed on the energy density of the background in three frequency bands extending from 7 x 10 to the -7th to 10 to the -4th Hz, a region that has been inaccessible previously by any technique.
Anderson, J. D.↗
Dynamic features of combustion
The dynamic features of combustion are discussed for four important cases: ignition, inflammation, explosion, and detonation. Ignition, the initiation of a self-sustained exothermic process, is considered in the simplest case of a closed thermodynamic system and its stochastic distribution. Inflammation, the initiation and propagation of self-sustained flames, is presented for turbulent flow. Explosion, the dynamic effects caused by the deposition of exothermic energy in a compressible medium, is illustrated by self-similar blast waves with energy deposition at the front and the adiabatic non-self-similar wave. Detonation, the most comprehensive illustration of all the dynamic effects of combustion, is discussed with a phenomenological account of the development and structure of the wave.
Oppenheim, A. K.↗
Stardust Navigation Covariance Analysis
The Stardust spacecraft was launched on February 7, 1999 aboard a Boeing Delta-II rocket. Mission participants include the National Aeronautics and Space Administration (NASA), the Jet Propulsion Laboratory (JPL), Lockheed Martin Astronautics (LMA) and the University of Washington. The primary objective of the mission is to collect in-situ samples of the coma of comet Wild-2 and return those samples to the Earth for analysis. Mission design and operational navigation for Stardust is performed by the Jet Propulsion Laboratory (JPL). This paper will describe the extensive JPL effort in support of the Stardust pre-launch analysis of the orbit determination component of the mission covariance study. A description of the mission and it's trajectory will be provided first, followed by a discussion of the covariance procedure and models. Predicted accuracy's will be examined as they relate to navigation delivery requirements for specific critical events during the mission. Stardust was launched into a heliocentric trajectory in early 1999. It will perform an Earth Gravity Assist (EGA) on January 15, 2001 to acquire an orbit for the eventual rendezvous with comet Wild-2. The spacecraft will fly through the coma (atmosphere) on the dayside of Wild-2 on January 2, 2004. At that time samples will be obtained using an aerogel collector. After the comet encounter Stardust will return to Earth when the Sample Return Capsule (SRC) will separate and land at the Utah Test Site (UTTR) on January 15, 2006. The spacecraft will however be deflected off into a heliocentric orbit. The mission is divided into three phases for the covariance analysis. They are 1) Launch to EGA, 2) EGA to Wild-2 encounter and 3) Wild-2 encounter to Earth reentry. Orbit determination assumptions for each phase are provided. These include estimated and consider parameters and their associated a-priori uncertainties. Major perturbations to the trajectory include 19 deterministic and statistical maneuvers planned for the mission. The spacecraft is three axis stabilized and has unbalanced thrusters for attitude control. Accelerations due to the attitude control system are treated stochastically. The tracking scenario for the study is patterned after the actual schedule employed during the different phases of the mission. Conventional X-band two-way Doppler and SRA range data was simulated and the standard accuracy for these data types was assumed throughout most of the mission. However, a deweighting scheme was used for the Doppler data during times of low Sun-Earth-Probe angles, especially in the case of the DSM. Optical data is assumed to be available starting at 50 days prior to the comet encounter. The optical data will be used to improve the ephemeris of Wild-2, which is considered crucial to properly target the comet flyby. Results of the covariance analysis are presented for all mission phases. Navigation capability will be discussed in terms of the uncertainty in the encounter B-Plane (B.R and B.T) and linearized time of flight. Delivery errors based on the final maneuver prior to the comet encounter will be presented. The most stringent navigation requirement is for the Earth reentry. The uncertainty in the flight path angle must be less than 0.02 degree (orbit determination and maneuver performance) to assure successful recovery of the SRC. Results presented show that this requirement can be met.
Menon, Premkumar R.↗
Parallel computing for power system climate resiliency: Solving a large-scale stochastic capacity expansion problem with mpi-sppy
Here we propose a nodal stochastic generation and transmission expansion planning model that incorporates the output from high-resolution global climate models through load and generation availability scenarios. We implement our model in Pyomo and perform computational studies on a realistically-sized test case of the California electric grid in a high performance computing environment. We propose model reformulations and algorithm tuning to efficiently solve this large problem using a variant of the Progressive Hedging Algorithm. We utilize the parallelization capabilities and overall versatility of mpi-sppy, exploiting its hub-and-spoke architecture to concurrently obtain inner and outer bounds on an optimal expansion plan. Initial results show that instances with 360 representative days on a system with over 8,000 buses can be solved to within 5% of optimality in under 4 h of wall clock time, a first step towards solving a large-scale power system expansion planning problem across a wide range of climate-informed operational scenarios.
24 POWER TRANSMISSION AND DISTRIBUTION↗
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↗
A Continuum Dislocation Dynamics Crystal Plasticity Approach to Irradiated Body-Centered Cubic α-Iron
Radiation-induced embrittlement of reactor pressure vessel (RPV) steels can potentially limit the operating life of nuclear power plants. Over extended exposure to radiation doses, these body-centered cubic (BCC) irons demonstrate irradiation damage. Here, we present a continuum dislocation density (CDD) crystal plasticity model to capture the interaction among dislocations and self-interstitial atom (SIA) loops in α-iron. We demonstrate the importance of modeling cross slip using a combined stochastic Monte Carlo approach and the role of slip system strength anisotropy in capturing stochastic cross slip interactions. Through these captured interactions, the CDD crystal plasticity model can capture both the stress response and the physical evolution of dislocations on different slip system planes. Single-crystal verification experiments are used to calibrate the CDD crystal plasticity model, and a set of simplified polycrystalline simulations demonstrates the model’s ability to capture the stress response from tensile experiments on α-iron.
36 MATERIALS SCIENCE↗
Investigation for improving Global Positioning System (GPS) orbits using a discrete sequential estimator and stochastic models of selected physical processes
GEODYNII is a conventional batch least-squares differential corrector computer program with deterministic models of the physical environment. Conventional algorithms were used to process differenced phase and pseudorange data to determine eight-day Global Positioning system (GPS) orbits with several meter accuracy. However, random physical processes drive the errors whose magnitudes prevent improving the GPS orbit accuracy. To improve the orbit accuracy, these random processes should be modeled stochastically. The conventional batch least-squares algorithm cannot accommodate stochastic models, only a stochastic estimation algorithm is suitable, such as a sequential filter/smoother. Also, GEODYNII cannot currently model the correlation among data values. Differenced pseudorange, and especially differenced phase, are precise data types that can be used to improve the GPS orbit precision. To overcome these limitations and improve the accuracy of GPS orbits computed using GEODYNII, we proposed to develop a sequential stochastic filter/smoother processor by using GEODYNII as a type of trajectory preprocessor. Our proposed processor is now completed. It contains a correlated double difference range processing capability, first order Gauss Markov models for the solar radiation pressure scale coefficient and y-bias acceleration, and a random walk model for the tropospheric refraction correction. The development approach was to interface the standard GEODYNII output files (measurement partials and variationals) with software modules containing the stochastic estimator, the stochastic models, and a double differenced phase range processing routine. Thus, no modifications to the original GEODYNII software were required. A schematic of the development is shown. The observational data are edited in the preprocessor and the data are passed to GEODYNII as one of its standard data types. A reference orbit is determined using GEODYNII as a batch least-squares processor and the GEODYNII measurement partial (FTN90) and variational (FTN80, V-matrix) files are generated. These two files along with a control statement file and a satellite identification and mass file are passed to the filter/smoother to estimate time-varying parameter states at each epoch, improved satellite initial elements, and improved estimates of constant parameters.
Goad, Clyde C.↗
Characterization of flow and transport in a fracture network at the EGS Collab field experiment through stochastic modeling of tracer recovery
Energy extraction from subsurface reservoirs is important for addressing the increasing energy demand and environmental concerns such as global warming. However, the characterization of subsurface reservoirs, particularly reservoirs dominated by fracture networks remains a challenge due to the lack of means to directly observe subsurface processes. This study explores the feasibility and efficacy of characterizing fracture flow and transport processes in an enhanced geothermal system (EGS) testbed through stochastic tracer modeling. There are two enabling factors that allow application of stochastic modeling to characterize a subsurface reservoir. First, an abundance of geological and geophysical measurements enables the development of a high-fidelity and well-constrained fracture network model. Second, high-performance computing (HPC) allows running massive realizations efficiently. Six conservative tracer tests were stochastically modeled and produced satisfactory realizations that successfully reproduce field tracer recovery data from each tracer test. The evolution of flow and transport processes in the fracture network was then analyzed from these satisfactory realizations. This work demonstrates that stochastic tracer modeling on a high-fidelity fracture network model is feasible and can provide important insights regarding flow and transport characteristics in subsurface fractured reservoirs.
58 GEOSCIENCES↗
Kinetically constrained freezing transition in a dipole-conserving system
Here, we study a stochastic lattice gas of particles in one dimension with strictly finite-range interactions that respect the fractonlike conservation laws of total charge and dipole moment. As the charge density is varied, the connectivity of the system's charge configurations under the dynamics changes qualitatively. We find two distinct phases: Near half filling the system thermalizes subdiffusively, with almost all configurations belonging to a single dynamically connected sector. As the charge density is tuned away from half filling there is a phase transition to a frozen phase, where locally active finite bubbles cannot exchange particles and the system fails to thermalize. The two phases exemplify what has recently been referred to as weak and strong Hilbert space fragmentation, respectively. We study the static and dynamic scaling properties of this weak-to-strong fragmentation phase transition in a kinetically constrained classical Markov circuit model, obtaining some conjectured exact critical exponents.
75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
Stochastic analysis of multiple-passband spectral classifications systems affected by observation errors
The classification of targets viewed by a pushbroom type multiple band spectral scanner by algorithms suitable for implementation in high speed online digital circuits is considered. A class of algorithms suitable for use with a pipelined classifier is investigated through simulations based on observed data from agricultural targets. It is shown that time distribution of target types is an important determining factor in classification efficiency.
Tsokos, C. P.↗
Stochastic measures of performance robustness in aircraft control systems
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Ray, Laura R.↗
Integration of Online Parameter Identification and Neural Network for In-Flight Adaptive Control
An indirect adaptive system has been constructed for robust control of an aircraft with uncertain aerodynamic characteristics. This system consists of a multilayer perceptron pre-trained neural network, online stability and control derivative identification, a dynamic cell structure online learning neural network, and a model following control system based on the stochastic optimal feedforward and feedback technique. The pre-trained neural network and model following control system have been flight-tested, but the online parameter identification and online learning neural network are new additions used for in-flight adaptation of the control system model. A description of the modification and integration of these two stand-alone software packages into the complete system in preparation for initial flight tests is presented. Open-loop results using both simulation and flight data, as well as closed-loop performance of the complete system in a nonlinear, six-degree-of-freedom, flight validated simulation, are analyzed. Results show that this online learning system, in contrast to the nonlearning system, has the ability to adapt to changes in aerodynamic characteristics in a real-time, closed-loop, piloted simulation, resulting in improved flying qualities.
Hageman, Jacob↗
Integration of Online Parameter Identification and Neural Network for In-Flight Adaptive Control
An indirect adaptive system has been constructed for robust control of an aircraft with uncertain aerodynamic characteristics. This system consists of a multilayer perceptron pre-trained neural network, online stability and control derivative identification, a dynamic cell structure online learning neural network, and a model following control system based on the stochastic optimal feedforward and feedback technique. The pre-trained neural network and model following control system have been flight-tested, but the online parameter identification and online learning neural network are new additions used for in-flight adaptation of the control system model. A description of the modification and integration of these two stand-alone software packages into the complete system in preparation for initial flight tests is presented. Open-loop results using both simulation and flight data, as well as closed-loop performance of the complete system in a nonlinear, six-degree-of-freedom, flight validated simulation, are analyzed. Results show that this online learning system, in contrast to the nonlearning system, has the ability to adapt to changes in aerodynamic characteristics in a real-time, closed-loop, piloted simulation, resulting in improved flying qualities.
Hageman, Jacob J.↗