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All sourcesNASA NTRSDOE OSTI
NASA NTRS1975

Parameter adaptive estimation of random processes

This paper is concerned with the parameter adaptive least squares estimation of random processes. The main result is a general representation theorem for the conditional expectation of a random variable on a product probability space. Using this theorem along with the general likelihood ratio expression, the least squares estimate of the process is found in terms of the parameter conditioned estimates. The stochastic differential for the a posteriori probability and the stochastic differential equation for the a posteriori density are found by using simple stochastic calculus on the representations obtained. The results are specialized to the case when the parameter has a discrete distribution. The results can be used to construct an implementable recursive estimator for certain types of nonlinear filtering problems. This is illustrated by some simple examples.

Caglayan, A. K.↗
NASA NTRS1982

Dynamical constraints on the formation and evolution of planetary bodies

The present investigation is concerned with a number of inferences as to the origin of planetary bodies, taking into account the present dynamical state of the solar system and some of the limitations which apply to the considered conclusions. Attention is given to the dynamical processes, specifically those processes which may have influenced the orbital or rotational properties of the planets and satellites. Collisional processes are explored, taking into consideration orbital spacing, planetary rotation, and stochastic effects. In connection with a discussion of the evolution of rotational motion, spin state evolution is investigated along with spin axis precession and resonance variation, and the Cassini states. The evolution of planetary orbits is also studied. The subjects considered are related to tides, secular resonances, disk dynamics, and disk-satellite interactions.

Harris, A. W.↗
NASA NTRS1985

Composite Loads Spectra for Select Space Propulsion Structural Components: Probabilistic Load Model Development

This effort is in support of the development of the expert system of computer codes to predict the loads on select structural components of a space propulsion engine. The development will be based primarily on the space shuttle main engine (SSME) test data base. Because of random variations of the many different sources of the loadings on the selected structural components and transients, a probabilistic approach to the problems was adopted. The goal of this task is to characterize all of the individual sources of loads at critical structural locations, such as the turbine blades, the transfer ducts, and liquid oxygen posts, using state-of-the-art probabilistic methods with varying levels of sophistication. The second phase of this work is the development of a composite load model based on a probabilistic synthesis of the individual load model previously developed. This model will be based on the stochastic combination of the load variables and not on the physical process for the combination of the individual loads to the composite load seen by the selected structural components.

Kurth, R.↗
NASA NTRS1987

VLA observations of rapid 6 cm flux variations in alpha Ori

The red supergiant star alpha Ori was monitored with the Very Large Array (VLA). Thirteen observations at 6 cm show stochastic variations, at the 30 to 40 percent level, with no long term trend. All data was clipped and tapered in AIPS to minimize differences between VLA arrays. The calibration source varied by less than 10 percent over the same interval. The VLA observations of alpha Ori were continued, as well as alpha Her and alpha Sco, at both 2 and 6 cm, to confirm this result and search for long term trends. The stochastic 6 cm flux behavior, with 30 to 40 percent changes on all timescales from the shortest interval of 10 days to the longest, seems at odds with the 400 day periodic variations in U-band photometry and Mg II UV fluxes reported by Dupree, et al. The observed 6 cm flux was 25 percent below the 6 cm flux reported earlier this decade. Several models for the outer atmosphere of alpha Ori place the 6 cm optical depth unity location at several stellar radii above the optical photosphere. The rapid, stochastic variations reported are difficult to reconcile with almost any global process, such as pulsation, Alfven waves or periastron passage.

Bookbinder, J. A.↗
NASA NTRS1990

Estimation and filtering for high-precision GPS positioning applications

Estimation of GPS satellite orbits and other parameters for high-accuracy geodetic and tracking applications is carried out with a multi-satellite batch sequential pseudo-epoch state process noise filter. Both square-root information filtering and UD factorized covariance filtering and smoothing formulations are implemented in the software to enhance numerical stability. The filtering algorithms have been arranged to take advantage of sparse matrices and other characteristics of the GPS measurement scenarios. The filter includes unique error evaluation capabilities to assess effects from mismodeling. Process noise plays a key role in the orbit determination for stochastic behavior of transmitter/receiver clocks, atmospheric-induced delay fluctuations, and unmodeled spacecraft accelerations. Present GPS orbit accuracy is better than 1 m, with ground baselines determined simultaneously to relative accuracy of 1.5 parts in 10 to the 8th over several thousand km distance.

Lichten, Stephen M.↗
NASA NTRS2002

Stochastic Models of Human Errors

Humans play an important role in the overall reliability of engineering systems. More often accidents and systems failure are traced to human errors. Therefore, in order to have meaningful system risk analysis, the reliability of the human element must be taken into consideration. Describing the human error process by mathematical models is a key to analyzing contributing factors. Therefore, the objective of this research effort is to establish stochastic models substantiated by sound theoretic foundation to address the occurrence of human errors in the processing of the space shuttle.

Elshamy, Maged↗
NASA NTRS1980

Optimal regulation in systems with stochastic time sampling

An optimal control theory that accounts for stochastic variable time sampling in a distributed microprocessor based flight control system is presented. The theory is developed by using a linear process model for the airplane dynamics and the information distribution process is modeled as a variable time increment process where, at the time that information is supplied to the control effectors, the control effectors know the time of the next information update only in a stochastic sense. An optimal control problem is formulated and solved for the control law that minimizes the expected value of a quadratic cost function. The optimal cost obtained with a variable time increment Markov information update process where the control effectors know only the past information update intervals and the Markov transition mechanism is almost identical to that obtained with a known and uniform information update interval.

Montgomery, R. C.↗
NASA NTRS1998

Improved Modeling of Finite-Rate Turbulent Combustion Processes in Research Combustors

The objective of this thesis is to further develop and test a stochastic model of turbulent combustion in recirculating flows. There is a requirement to increase the accuracy of multi-dimensional combustion predictions. As turbulence affects reaction rates, this interaction must be more accurately evaluated. In this work a more physically correct way of handling the interaction of turbulence on combustion is further developed and tested. As turbulence involves randomness, stochastic modeling is used. Averaged values such as temperature and species concentration are found by integrating the probability density function (pdf) over the range of the scalar. The model in this work does not assume the pdf type, but solves for the evolution of the pdf using the Monte Carlo solution technique. The model is further developed by including a more robust reaction solver, by using accurate thermodynamics and by more accurate transport elements. The stochastic method is used with Semi-Implicit Method for Pressure-Linked Equations. The SIMPLE method is used to solve for velocity, pressure, turbulent kinetic energy and dissipation. The pdf solver solves for temperature and species concentration. Thus, the method is partially familiar to combustor engineers. The method is compared to benchmark experimental data and baseline calculations. The baseline method was tested on isothermal flows, evaporating sprays and combusting sprays. Pdf and baseline predictions were performed for three diffusion flames and one premixed flame. The pdf method predicted lower combustion rates than the baseline method in agreement with the data, except for the premixed flame. The baseline and stochastic predictions bounded the experimental data for the premixed flame. The use of a continuous mixing model or relax to mean mixing model had little effect on the prediction of average temperature. Two grids were used in a hydrogen diffusion flame simulation. Grid density did not effect the predictions except for peak temperature and tangential velocity. The hybrid pdf method did take longer and required more memory, but has a theoretical basis to extend to many reaction steps which cannot be said of current turbulent combustion models.

VanOverbeke, Thomas J.↗
NASA NTRS1992

Dynamic rain fade compensation techniques for the advanced communications technology satellite

The dynamic and composite nature of propagation impairments that are incurred on earth-space communications links at frequencies in and above the 30/20 GHz Ka band necessitate the use of dynamic statistical identification and prediction processing of the fading signal in order to optimally estimate and predict the levels of each of the deleterious attenuation components. Such requirements are being met in NASA's Advanced Communications Technology Satellite (ACTS) project by the implementation of optimal processing schemes derived through the use of the ACTS Rain Attenuation Prediction Model and nonlinear Markov filtering theory. The ACTS Rain Attenuation Prediction Model discerns climatological variations on the order of 0.5 deg in latitude and longitude in the continental U.S. The time-dependent portion of the model gives precise availability predictions for the 'spot beam' links of ACTS. However, the structure of the dynamic portion of the model, which yields performance parameters such as fade duration probabilities, is isomorphic to the state-variable approach of stochastic control theory and is amenable to the design of such statistical fade processing schemes which can be made specific to the particular climatological location at which they are employed.

Manning, Robert M.↗
NASA NTRS1994

Inter-Agency Consultative Group for Space Science (IACG): Handbook of Missions and Payloads

The ACE spacecraft design is based on the Charge Composition Explorer (CCE) built by Johns Hopkins University (JHU) and the Applied Physics Lab (APL) for the AMPTE program. ACE is designed as a spinning spacecraft with its spin axis aligned to the Earth-Sun axis. The ACE launch weight will be approx. 633 kg, including 105 kg of scientific instruments and 184 kg of propellant. Using a Delta-class expendable launch vehicle, ACE will be launched into an L1 libration point (240 R(sub e)) orbit. Telemetry will be 6.7 kbps average, using tape recorder storage with daily readout to DSN. The experiment power requirement is approximately 76 W nominal and 96 W peak. The prime objective of the ACE mission is: (1) to determine accurate elemental and isotropic abundances including solar matter, local interstellar matter and local galactic matter; (2) to study the origin of elements and evolutionary processing in galactic nucleosynthesis, galactic evolution, origin and evolution of the solar system; (3) to study coronal formation and solar-wind acceleration processes; and (4) to study particle acceleration and transport, including coronal shock acceleration, stochastic flare acceleration, interplanetary shock acceleration, and interstellar acceleration and propagation. To accomplish this objective, ACE will perform comprehensive and coordinated determinations of the elemental and isotopic composition of energetic nuclei accelerated on the Sun, in interplanetary space, and from galactic sources. These observations will span five decades in energy, from solar wind to galactic cosmic ray energies, and will cover the element range from H-1 to Zr-40. Comparison of these samples of matter will be used to study the origin and subsequent evolution of both solar system and galactic material by isolating the effects of fundamental processes that include nucleosynthesis, charged and neutral particle separation, bulk plasma acceleration, and the acceleration of suprathermal and high-energy particles.

Source record↗
NASA NTRS2014

Implementation of Statistical Process Control: Evaluating the Mechanical Performance of a Candidate Silicone Elastomer Docking Seal

The National Aeronautics and Space Administration has been developing a novel docking system to meet the requirements of future exploration missions to low-Earth orbit and beyond. A dynamic gas pressure seal is located at the main interface between the active and passive mating components of the new docking system. This seal is designed to operate in the harsh space environment, but is also to perform within strict loading requirements while maintaining an acceptable level of leak rate. In this study, a candidate silicone elastomer seal was designed, and multiple subscale test articles were manufactured for evaluation purposes. The force required to fully compress each test article at room temperature was quantified and found to be below the maximum allowable load for the docking system. However, a significant amount of scatter was observed in the test results. Due to the stochastic nature of the mechanical performance of this candidate docking seal, a statistical process control technique was implemented to isolate unusual compression behavior from typical mechanical performance. The results of this statistical analysis indicated a lack of process control, suggesting a variation in the manufacturing phase of the process. Further investigation revealed that changes in the manufacturing molding process had occurred which may have influenced the mechanical performance of the seal. This knowledge improves the chance of this and future space seals to satisfy or exceed design specifications.

docking seal↗
NASA NTRS1986

An optimal repartitioning decision policy

A central problem to parallel processing is the determination of an effective partitioning of workload to processors. The effectiveness of any given partition is dependent on the stochastic nature of the workload. The problem of determining when and if the stochastic behavior of the workload has changed enough to warrant the calculation of a new partition is treated. The problem is modeled as a Markov decision process, and an optimal decision policy is derived. Quantification of this policy is usually intractable. A heuristic policy which performs nearly optimally is investigated empirically. The results suggest that the detection of change is the predominant issue in this problem.

Nicol, D. M.↗
NASA NTRS1984

Predictions of spray combustion interactions

Mean and fluctuating phase velocities; mean particle mass flux; particle size; and mean gas-phase Reynolds stress, composition and temperature were measured in stationary, turbulent, axisymmetric, and flows which conform to the boundary layer approximations while having well-defined initial and boundary conditions in dilute particle-laden jets, nonevaporating sprays, and evaporating sprays injected into a still air environment. Three models of the processes, typical of current practice, were evaluated. The local homogeneous flow and deterministic separated flow models did not provide very satisfactory predictions over the present data base. In contrast, the stochastic separated flow model generally provided good predictions and appears to be an attractive approach for treating nonlinear interphase transport processes in turbulent flows containing particles (drops).

Shuen, J. S.↗
NASA NTRS1992

Fractals and cosmological large-scale structure

Observations of galaxy-galaxy and cluster-cluster correlations as well as other large-scale structure can be fit with a 'limited' fractal with dimension D of about 1.2. This is not a 'pure' fractal out to the horizon: the distribution shifts from power law to random behavior at some large scale. If the observed patterns and structures are formed through an aggregation growth process, the fractal dimension D can serve as an interesting constraint on the properties of the stochastic motion responsible for limiting the fractal structure. In particular, it is found that the observed fractal should have grown from two-dimensional sheetlike objects such as pancakes, domain walls, or string wakes. This result is generic and does not depend on the details of the growth process.

Luo, Xiaochun↗
NASA NTRS1995

Interdecadal Variations in the Alaska Gyre

Climatic dynamic topography variations in the Alaska gyre during the period 1968-1990 are described with an objective analysis of more than 12000 STD and XBT stations, and COADS wind stress data Interannual the dynamic height and SST variations were correlated and were consistent with recently described large-scale climatic shifts in the North Pacific. The gyre was centered more to the east, circulation appeared stronger, and SST was lower during the early to mid-1970s than during the 1980s. The Aleutian low (NP and PNA indices) intensified during the interim, but the response did not appear as a gyre spinup. Instead, the associated wind stress anomalies forced a slowly varying dynamic height anomaly across the eastern and northern part of the gyre through Ekman convergence, which had the effect of displacing the gyre's low somewhat to the WSW in the 1980s. The wind curl spectrum was white, and the slow oceanic response was modeled as stochastic-forced climate variability with a simple first-order Markov autoregression process. Forcing was assumed to be Ekman pumping of the pycnocline, and the damping coefficient was estimated from the data to be approx. 1 yr. A hindcast with observed winds gave estimated dynamic height patterns similar to those observed, with a canonical correlation of 0.79 at 99% confidence. This response was weak in the western half of the gyre, where slow baroclinic variability may have been influenced by long Rossby wave propagation. A simple autoregression simulation using artificial white noise forcing shows the evolution of decadal variations similar in nature to those observed. This result, along with the low frequency correlation between dynamic height and SST, suggests that the upper-ocean climatic variability in this region is primarily wind forced.

Lagerloef, Gary S.E.↗
NASA NTRS2002

Interannual Variability of Martian Global Dust Storms: Simulations with a Low-Order Model of the General Circulation

We present simulations of the interannual variability of martian global dust storms (GDSs) with a simplified low-order model (LOM) of the general circulation. The simplified model allows one to conduct computationally fast long-term simulations of the martian climate system. The LOM is constructed by Galerkin projection of a 2D (zonally averaged) general circulation model (GCM) onto a truncated set of basis functions. The resulting LOM consists of 12 coupled nonlinear ordinary differential equations describing atmospheric dynamics and dust transport within the Hadley cell. The forcing of the model is described by simplified physics based on Newtonian cooling and Rayleigh friction. The atmosphere and surface are coupled: atmospheric heating depends on the dustiness of the atmosphere, and the surface dust source depends on the strength of the atmospheric winds. Parameters of the model are tuned to fit the output of the NASA AMES GCM and the fit is generally very good. Interannual variability of GDSs is possible in the IBM, but only when stochastic forcing is added to the model. The stochastic forcing could be provided by transient weather systems or some surface process such as redistribution of the sand particles in storm generating zones on the surface. The results are sensitive to the value of the saltation threshold, which hints at a possible feedback between saltation threshold and dust storm activity. According to this hypothesis, erodable material builds up its a result of a local process, whose effect is to lower the saltation threshold until a GDS occurs. The saltation threshold adjusts its value so that dust storms are barely able to occur.

Pankine, A. A.↗
NASA NTRS1973

A linear stochastic model of the human operator

A linear stochastic model of the human operator is developed and applied to the problem of piloted control of an aircraft. The pilot and aircraft are modeled as linear time-invariant systems containing both process and measurement noise. The loop closure by the pilot is determined by formulating the problem as an optimal stochastic control problem. The solution to the optimal control problem yields not only the pilot's optimal control output which he uses to control the vehicle, but also the optimal combination of his observations of the vehicle states upon which the pilot bases his control. A method is presented so that, using experimental pilot vehicle data, the cost functional which is minimized in the optimal control problem will be numerically equal to the pilot rating that the pilot would associate with the given vehicle and task.

Durrett, J. C.↗
NASA NTRS1973

Solution of the stochastic control problem in unbounded domains.

Bellman's dynamic programming equation for the optimal index and control law for stochastic control problems is a parabolic or elliptic partial differential equation frequently defined in an unbounded domain. Existing methods of solution require bounded domain approximations, the application of singular perturbation techniques or Monte Carlo simulation procedures. In this paper, using the fact that Poisson impulse noise tends to a Gaussian process under certain limiting conditions, a method which achieves an arbitrarily good approximate solution to the stochastic control problem is given. The method uses the two iterative techniques of successive approximation and quasi-linearization and is inherently more efficient than existing methods of solution.

Robinson, P.↗