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At least 415 records · Page 23

Chance-Constrained Guidance With Non-Convex Constraints

Missions to small bodies, such as comets or asteroids, require autonomous guidance for descent to these small bodies. Such guidance is made challenging by uncertainty in the position and velocity of the spacecraft, as well as the uncertainty in the gravitational field around the small body. In addition, the requirement to avoid collision with the asteroid represents a non-convex constraint that means finding the optimal guidance trajectory, in general, is intractable. In this innovation, a new approach is proposed for chance-constrained optimal guidance with non-convex constraints. Chance-constrained guidance takes into account uncertainty so that the probability of collision is below a specified threshold. In this approach, a new bounding method has been developed to obtain a set of decomposed chance constraints that is a sufficient condition of the original chance constraint. The decomposition of the chance constraint enables its efficient evaluation, as well as the application of the branch and bound method. Branch and bound enables non-convex problems to be solved efficiently to global optimality. Considering the problem of finite-horizon robust optimal control of dynamic systems under Gaussian-distributed stochastic uncertainty, with state and control constraints, a discrete-time, continuous-state linear dynamics model is assumed. Gaussian-distributed stochastic uncertainty is a more natural model for exogenous disturbances such as wind gusts and turbulence than the previously studied set-bounded models. However, with stochastic uncertainty, it is often impossible to guarantee that state constraints are satisfied, because there is typically a non-zero probability of having a disturbance that is large enough to push the state out of the feasible region. An effective framework to address robustness with stochastic uncertainty is optimization with chance constraints. These require that the probability of violating the state constraints (i.e., the probability of failure) is below a user-specified bound known as the risk bound. An example problem is to drive a car to a destination as fast as possible while limiting the probability of an accident to 10(exp -7). This framework allows users to trade conservatism against performance by choosing the risk bound. The more risk the user accepts, the better performance they can expect.

FROM↗

Multispectral data acquisition and classification - Computer modeling for smart sensor design

In this paper a model of the processes involved in multispectral remote sensing and data classification is developed as a tool for designing and evaluating smart sensors. The model has both stochastic and deterministic elements and accounts for solar radiation, atmospheric radiative transfer, surface reflectance, sensor spectral reponses, and classification algorithms. Preliminary results are presented which indicate the validity and usefulness of this approach. Future capabilities of smart sensors will ultimately be limited by the accuracy with which multispectral remote sensing processes and their error sources can be computationally modeled.

Park, S. K.↗

Optimal ride control for the Twin Otter, STOL aircraft

An aircraft with low wing loading, such as the deHavilland, Twin Otter, exhibits a relatively large acceleration sensitivity to wind gusts. These undesirable aircraft motions can be reduced using an automatic ride control system. In this paper, the techniques of quadratic optimal control theory are utilized to investigate the capabilities of such a ride control system. The effects of the wind gusts on the aircraft can be modeled by a vector stochastic process containing seven states. The impact of this disturbance model on the optimal control system structure is assessed and comparison is made to a system without gust feedback.

Holley, W. E.↗

Spatial modelling of total storm rainfall

The spatial structure of the depth of rainfall from a stationary storm event is investigated by using point process techniques. Cells are assumed to be stationary and to be distributed in space either independently according to a Poisson process, or with clustering according to a Neyman-Scott scheme. Total storm rainfall at the centre of each cell is a random variable and rainfall is distributed around the centre in a way specified by a spread function that may incorporate random parameters. The mean, variance and covariance structure of the precipitation depth at a point are obtained for different spread functions. For exponentially distributed centre depth and a spread function having quadratically exponential decay, the total storm depth at any point in the field is shown to have a gamma distribution. The probability of zero rainfall at a point is investigated, as is the stochastic variability of model parameters from storm to storm. Data from the Upper Rio Guaire basin in Venezuela are used in illustration.

Rodriguez-Iturbe, I.↗

The insertion of human dynamics models in the flight control loops of V/STOL research aircraft. Appendix 2: The optimal control model of a pilot in V/STOL aircraft control loops

An overview is presented of research work focussed on the design and insertion of classical models of human pilot dynamics within the flight control loops of V/STOL aircraft. The pilots were designed and configured for use in integrated control system research and design. The models of human behavior that were considered are: McRuer-Krendel (a single variable transfer function model); and Optimal Control Model (a multi-variable approach based on optimal control and stochastic estimation theory). These models attempt to predict human control response characteristics when confronted with compensatory tracking and state regulation tasks. An overview, mathematical description, and discussion of predictive limitations of the pilot models is presented. Design strategies and closed loop insertion configurations are introduced and considered for various flight control scenarios. Models of aircraft dynamics (both transfer function and state space based) are developed and discussed for their use in pilot design and application. Pilot design and insertion are illustrated for various flight control objectives. Results of pilot insertion within the control loops of two V/STOL research aricraft (Sikorski Black Hawk UH-60A, McDonnell Douglas Harrier II AV-8B) are presented and compared against actual pilot flight data. Conclusions are reached on the ability of the pilot models to adequately predict human behavior when confronted with similar control objectives.

Zipf, Mark E.↗

Filtered Mass Density Function for Design Simulation of High Speed Airbreathing Propulsion Systems

The objective of this research is to develop and implement new methodology for large eddy simulation of (LES) of high-speed reacting turbulent flows. We have just completed two (2) years of Phase I of this research. This annual report provides a brief and up-to-date summary of our activities during the period: September 1, 2000 through August 31, 2001. In the work within the past year, a methodology termed "velocity-scalar filtered density function" (VSFDF) is developed and implemented for large eddy simulation (LES) of turbulent flows. In this methodology the effects of the unresolved subgrid scales (SGS) are taken into account by considering the joint probability density function (PDF) of all of the components of the velocity and scalar vectors. An exact transport equation is derived for the VSFDF in which the effects of the unresolved SGS convection, SGS velocity-scalar source, and SGS scalar-scalar source terms appear in closed form. The remaining unclosed terms in this equation are modeled. A system of stochastic differential equations (SDEs) which yields statistically equivalent results to the modeled VSFDF transport equation is constructed. These SDEs are solved numerically by a Lagrangian Monte Carlo procedure. The consistency of the proposed SDEs and the convergence of the Monte Carlo solution are assessed by comparison with results obtained by an Eulerian LES procedure in which the corresponding transport equations for the first two SGS moments are solved. The unclosed SGS convection, SGS velocity-scalar source, and SGS scalar-scalar source in the Eulerian LES are replaced by corresponding terms from VSFDF equation. The consistency of the results is then analyzed for a case of two dimensional mixing layer.

Drozda, T. G.↗

Optimal Estimation of Clock Values and Trends from Finite Data

We show how to solve two problems of optimal linear estimation from a finite set of phase data. Clock noise is modeled as a stochastic process with stationary dth increments. The covariance properties of such a process are contained in the generalized autocovariance function (GACV). We set up two principles for optimal estimation: with the help of the GACV, these principles lead to a set of linear equations for the regression coefficients and some auxiliary parameters. The mean square errors of the estimators are easily calculated. The method can be used to check the results of other methods and to find good suboptimal estimators based on a small subset of the available data.

stationary increments↗

Multi-Scale Fractal Analysis of Image Texture and Pattern

Fractals embody important ideas of self-similarity, in which the spatial behavior or appearance of a system is largely independent of scale. Self-similarity is defined as a property of curves or surfaces where each part is indistinguishable from the whole, or where the form of the curve or surface is invariant with respect to scale. An ideal fractal (or monofractal) curve or surface has a constant dimension over all scales, although it may not be an integer value. This is in contrast to Euclidean or topological dimensions, where discrete one, two, and three dimensions describe curves, planes, and volumes. Theoretically, if the digital numbers of a remotely sensed image resemble an ideal fractal surface, then due to the self-similarity property, the fractal dimension of the image will not vary with scale and resolution. However, most geographical phenomena are not strictly self-similar at all scales, but they can often be modeled by a stochastic fractal in which the scaling and self-similarity properties of the fractal have inexact patterns that can be described by statistics. Stochastic fractal sets relax the monofractal self-similarity assumption and measure many scales and resolutions in order to represent the varying form of a phenomenon as a function of local variables across space. In image interpretation, pattern is defined as the overall spatial form of related features, and the repetition of certain forms is a characteristic pattern found in many cultural objects and some natural features. Texture is the visual impression of coarseness or smoothness caused by the variability or uniformity of image tone or color. A potential use of fractals concerns the analysis of image texture. In these situations it is commonly observed that the degree of roughness or inexactness in an image or surface is a function of scale and not of experimental technique. The fractal dimension of remote sensing data could yield quantitative insight on the spatial complexity and information content contained within these data. A software package known as the Image Characterization and Modeling System (ICAMS) was used to explore how fractal dimension is related to surface texture and pattern. The ICAMS software was verified using simulated images of ideal fractal surfaces with specified dimensions. The fractal dimension for areas of homogeneous land cover in the vicinity of Huntsville, Alabama was measured to investigate the relationship between texture and resolution for different land covers.

Emerson, Charles W.↗

The Impact of ENSO on Extratropical Low Frequency Noise in Seasonal Forecasts

This study examines the uncertainty in forecasts of the January-February-March (JFM) mean extratropical circulation, and how that uncertainty is modulated by the El Nino/Southern Oscillation (ENSO). The analysis is based on ensembles of hindcasts made with an Atmospheric General Circulation Model (AGCM) forced with sea surface temperatures observed during; the 1983 El Nino and 1989 La Nina events. The AGCM produces pronounced interannual differences in the magnitude of the extratropical seasonal mean noise (intra-ensemble variability). The North Pacific, in particular, shows extensive regions where the 1989 seasonal mean noise kinetic energy (SKE), which is dominated by a "PNA-like" spatial structure, is more than twice that of the 1983 forecasts. The larger SKE in 1989 is associated with a larger than normal barotropic conversion of kinetic energy from the mean Pacific jet to the seasonal mean noise. The generation of SKE due to sub-monthly transients also shows substantial interannual differences, though these are much smaller than the differences in the mean flow conversions. An analysis of the Generation of monthly mean noise kinetic energy (NIKE) and its variability suggests that the seasonal mean noise is predominantly a statistical residue of variability resulting from dynamical processes operating on monthly and shorter times scales. A stochastically-forced barotropic model (linearized about the AGCM's 1983 and 1989 base states) is used to further assess the role of the basic state, submonthly transients, and tropical forcing, in modulating the uncertainties in the seasonal AGCM forecasts. When forced globally with spatially-white noise, the linear model generates much larger variance for the 1989 base state, consistent with the AGCM results. The extratropical variability for the 1989 base state is dominanted by a single eigenmode, and is strongly coupled with forcing over tropical western Pacific and the Indian Ocean, again consistent with the AGCM results. Linear calculations that include forcing from the AGCM variance of the tropical forcing and submonthly transients show a small impact on the variability over the Pacific/North American region compared with that of the base state differences.

Schubert, Siegfried D.↗

Identification of linear stochastic systems through projection filters

A novel method is presented for identifying a state-space model and a state estimator for linear stochastic systems from input and output data. The method is primarily based on the relationship between the state-space model and the finite-difference model of linear stochastic systems derived through projection filters. It is proved that least-squares identification of a finite difference model converges to the model derived from the projection filters. System pulse response samples are computed from the coefficients of the finite difference model.

Chen, Chung-Wen↗

The analytical design of spectral measurements for multispectral remote sensor systems

The author has identified the following significant results. In order to choose a design which will be optimal for the largest class of remote sensing problems, a method was developed which attempted to represent the spectral response function from a scene as accurately as possible. The performance of the overall recognition system was studied relative to the accuracy of the spectral representation. The spectral representation was only one of a set of five interrelated parameter categories which also included the spatial representation parameter, the signal to noise ratio, ancillary data, and information classes. The spectral response functions observed from a stratum were modeled as a stochastic process with a Gaussian probability measure. The criterion for spectral representation was defined by the minimum expected mean-square error.

Wiersma, D. J.↗

The discrete-time compensated Kalman filter

A suboptimal dynamic compensator to be used in conjunction with the ordinary discrete-time Kalman filter is derived. The resultant compensated Kalman filter has the property that steady-state bias estimation errors, resulting from modelling errors, are eliminated. The implementation of the compensated Kalman filter involves the use of accumulators in the residual channels in addition to the nominal dynamic model of the stochastic system.

Lee, W.-H.↗

Energy-balance climate models

An introductory survey of the global energy balance climate models is presented with an emphasis on analytical results. A sequence of increasingly complicated models involving ice cap and radiative feedback processes are solved and the solutions and parameter sensitivities are studied. The model parameterizations are examined critically in light of many current uncertainties. A simple seasonal model is used to study the effects of changes in orbital elements on the temperature field. A linear stability theorem and a complete nonlinear stability analysis for the models are developed. Analytical solutions are also obtained for the linearized models driven by stochastic forcing elements. In this context the relation between natural fluctuation statistics and climate sensitivity is stressed.

North, G. R.↗

Energy balance climate models

An introductory survey of the global energy balance climate models is presented with an emphasis on analytical results. A sequence of increasingly complicated models involving ice cap and radiative feedback processes are solved, and the solutions and parameter sensitivities are studied. The model parameterizations are examined critically in light of many current uncertainties. A simple seasonal model is used to study the effects of changes in orbital elements on the temperature field. A linear stability theorem and a complete nonlinear stability analysis for the models are developed. Analytical solutions are also obtained for the linearized models driven by stochastic forcing elements. In this context the relation between natural fluctuation statistics and climate sensitivity is stressed.

North, G. R.↗