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At least 451 records · Page 25

On the Stability of Jump-Linear Systems Driven by Finite-State Machines with Markovian Inputs

This paper presents two mean-square stability tests for a jump-linear system driven by a finite-state machine with a first-order Markovian input process. The first test is based on conventional Markov jump-linear theory and avoids the use of any higher-order statistics. The second test is developed directly using the higher-order statistics of the machine s output process. The two approaches are illustrated with a simple model for a recoverable computer control system.

Patilkulkarni, Sudarshan↗

Job-mix modeling and system analysis of an aerospace multiprocessor.

An aerospace guidance computer organization, consisting of multiple processors and memory units attached to a central time-multiplexed data bus, is described. A job mix for this type of computer is obtained by analysis of Apollo mission programs. Multiprocessor performance is then analyzed using: 1) queuing theory, under certain 'limiting case' assumptions; 2) Markov process methods; and 3) system simulation. Results of the analyses indicate: 1) Markov process analysis is a useful and efficient predictor of simulation results; 2) efficient job execution is not seriously impaired even when the system is so overloaded that new jobs are inordinately delayed in starting; 3) job scheduling is significant in determining system performance; and 4) a system having many slow processors may or may not perform better than a system of equal power having few fast processors, but will not perform significantly worse.

Mallach, E. G.↗

An all digital phase locked loop for synchronization of a sinusoidal signal embedded in white Gaussian noise

An all digital phase locked loop which tracks the phase of the incoming sinusoidal signal once per carrier cycle is proposed. The different elements and their functions and the phase lock operation are explained in detail. The nonlinear difference equations which govern the operation of the digital loop when the incoming signal is embedded in white Gaussian noise are derived, and a suitable model is specified. The performance of the digital loop is considered for the synchronization of a sinusoidal signal. For this, the noise term is suitably modelled which allows specification of the output probabilities for the two level quantizer in the loop at any given phase error. The loop filter considered increases the probability of proper phase correction. The phase error states in modulo two-pi forms a finite state Markov chain which enables the calculation of steady state probabilities, RMS phase error, transient response and mean time for cycle skipping.

Reddy, C. P.↗

Receiver processing for direct-detection optical communication systems.

A model that is sufficiently general to describe the predominant statistical characteristics of the output of many real optical detectors is formulated. This model is used to study the optimum receiver processing for direct-detection optical communication systems. In particular, the structures of detectors and estimators for filtered doubly stochastic Poisson processes (DSPP) observed in additive white Gaussian noise are considered. Representations for the posterior statistics of a vector Markov process that modulates the intensity of the DSPP are obtained.

Hoversten, E. V.↗

In Pursuit of Abundance Anomalies and the FIP Effect in Late-Type Stellar Coronae

Key EUVE and ASCA data have been retrieved from their respective archives. New software has been written in the IDL language to carry out data analysis and to interface with the relevant atomic physics databases. During the analysis of ASCA spectra, it was found that the abundances of elements other than Fe could not be constrained very well, and Fe abundances were not constrained unless the underlying emission measure distribution model was reasonably well-determined. Consequently, the study has concentrated on the quantity Fe/H. A method has been developed as a means of deriving Fe/H based on fitting the continuum to EUVE spectra, thereby using the Fe lines to determine the Fe abundance. A Monte Carlo Markov Chain algorithm was also developed to determine the emission measure distribution based on observed spectral lines. This is the first application of this type of monte carlo approach to this scientific problem. This work has resulted in three scientific publications, one of which published, one of which is now ready for submission and the other of which is still in preparation:

Drake, Jeremy↗

Symbolic Heuristic Search for Factored Markov Decision Processes

We describe a planning algorithm that integrates two approaches to solving Markov decision processes with large state spaces. State abstraction is used to avoid evaluating states individually. Forward search from a start state, guided by an admissible heuristic, is used to avoid evaluating all states. We combine these two approaches in a novel way that exploits symbolic model-checking techniques and demonstrates their usefulness for decision-theoretic planning.

Morris, Robert↗

Local neighborhood transition probability estimation and its use in contextual classification

The problem of incorporating spatial or contextual information into classifications is considered. A simple model that describes the spatial dependencies between the neighboring pixels with a single parameter, Theta, is presented. Expressions are derived for updating the posteriori probabilities of the states of nature of the pattern under consideration using information from the neighboring patterns, both for spatially uniform context and for Markov dependencies in terms of Theta. Techniques for obtaining the optimal value of the parameter Theta as a maximum likelihood estimate from the local neighborhood of the pattern under consideration are developed.

Chittineni, C. B.↗

The last three minutes - Issues in gravitational-wave measurements of coalescing compact binaries

Gravitational-wave interferometers are expected to monitor the last three minutes of inspiral and final coalescence of neutron star and black hole binaries at distances approaching cosmological, where the event rate may be many per year. Because the binary's accumulated orbital phase can be measured to a fractional accuracy much lower than 10 exp -3, and relativistic effects are large, the wave forms will be far more complex and carry more information than has been expected. Improved wave form modeling is needed as a foundation for extracting the waves' information, but is not necessary for wave detection.

Cutler, Curt↗

Solving problems by interrogating sets of knowledge systems: Toward a theory of multiple knowledge systems

The main purpose is to develop a theory for multiple knowledge systems. A knowledge system could be a sensor or an expert system, but it must specialize in one feature. The problem is that we have an exhaustive list of possible answers to some query (such as what object is it). By collecting different feature values, in principle, it should be possible to give an answer to the query, or at least narrow down the list. Since a sensor, or for that matter an expert system, does not in most cases yield a precise value for the feature, uncertainty must be built into the model. Also, researchers must have a formal mechanism to be able to put the information together. Researchers chose to use the Dempster-Shafer approach to handle the problems mentioned above. Researchers introduce the concept of a state of recognition and point out that there is a relation between receiving updates and defining a set valued Markov Chain. Also, deciding what the value of the next set valued variable is can be phrased in terms of classical decision making theory such as minimizing the maximum regret. Other related problems are examined.

Dekorvin, Andre↗

Markov Tracking for Agent Coordination

Partially observable Markov decision processes (POMDPs) axe an attractive representation for representing agent behavior, since they capture uncertainty in both the agent's state and its actions. However, finding an optimal policy for POMDPs in general is computationally difficult. In this paper we present Markov Tracking, a restricted problem of coordinating actions with an agent or process represented as a POMDP Because the actions coordinate with the agent rather than influence its behavior, the optimal solution to this problem can be computed locally and quickly. We also demonstrate the use of the technique on sequential POMDPs, which can be used to model a behavior that follows a linear, acyclic trajectory through a series of states. By imposing a "windowing" restriction that restricts the number of possible alternatives considered at any moment to a fixed size, a coordinating action can be calculated in constant time, making this amenable to coordination with complex agents.

Washington, Richard↗

Uncertainty Quantification of GEOS-5 L-band Radiative Transfer Model Parameters Using Bayesian Inference and SMOS Observations

Uncertainties in L-band (1.4 GHz) radiative transfer modeling (RTM) affect the simulation of brightness temperatures (Tb) over land and the inversion of satellite-observed Tb into soil moisture retrievals. In particular, accurate estimates of the microwave soil roughness, vegetation opacity and scattering albedo for large-scale applications are difficult to obtain from field studies and often lack an uncertainty estimate. Here, a Markov Chain Monte Carlo (MCMC) simulation method is used to determine satellite-scale estimates of RTM parameters and their posterior uncertainty by minimizing the misfit between long-term averages and standard deviations of simulated and observed Tb at a range of incidence angles, at horizontal and vertical polarization, and for morning and evening overpasses. Tb simulations are generated with the Goddard Earth Observing System (GEOS-5) and confronted with Tb observations from the Soil Moisture Ocean Salinity (SMOS) mission. The MCMC algorithm suggests that the relative uncertainty of the RTM parameter estimates is typically less than 25 of the maximum a posteriori density (MAP) parameter value. Furthermore, the actual root-mean-square-differences in long-term Tb averages and standard deviations are found consistent with the respective estimated total simulation and observation error standard deviations of m3.1K and s2.4K. It is also shown that the MAP parameter values estimated through MCMC simulation are in close agreement with those obtained with Particle Swarm Optimization (PSO).

MCMC↗

System identification for Space Station Freedom using observer/Kalman filter Markov parameters

The Modal Identification Experiment (MIE) is a proposed experiment to define the dynamic characteristics of Space Station Freedom. Previous studies emphasized free-decay modal identification. The feasibility of using a forced response method (Observer/Kalman Filter Identification (OKID)) is addressed. The interest in using OKID is to determine the input mode shape matrix which can be used for controller design or control-structure interaction analysis, and investigate if forced response methods may aid in separating closely spaced modes. A model of the SC-7 configuration of Space Station Freedom was excited using simulated control system thrusters to obtain acceleration output. It is shown that an 'optimum' number of outputs exists for OKID. To recover global mode shapes, a modified method called Global-Local OKID was developed. This study shows that using data from a long forced response followed by free-decay leads to the 'best' modal identification. Twelve out of the thirteen target modes were identified for such an output.

Papadopoulos, Michael↗

Studies of Cosmic Ray Modulation and Energetic Particle Propagation in Time-Dependent 3-Dimensional Heliospheric Magnetic Fields

The primary goal of this project was to perform theoretical calculations of propagation of cosmic rays and energetic particles in 3-dimensional heliospheric magnetic fields. We used Markov stochastic process simulation to achieve to this goal. We developed computation software that can be used to study particle propagation in, as two examples of heliospheric magnetic fields that have to be treated in 3 dimensions, a heliospheric magnetic field suggested by Fisk (1996) and a global heliosphere including the region beyond the termination shock. The results from our model calculations were compared with particle measurements from Ulysses, Earth-based spacecraft such as IMP-8, WIND and ACE, Voyagers and Pioneers in outer heliosphere for tests of the magnetic field models. We particularly looked for features of particle variations that can allow us to significantly distinguish the Fisk magnetic field from the conventional Parker spiral field. The computer code will eventually lead to a new generation of integrated software for solving complicated problems of particle acceleration, propagation and modulation in realistic 3-dimensional heliosphere of realistic magnetic fields and the solar wind with a single computation approach.

Zhang, Ming↗

Back to the Future: Consistency-Based Trajectory Tracking

Given a model of a physical process and a sequence of commands and observations received over time, the task of an autonomous controller is to determine the likely states of the process and the actions required to move the process to a desired configuration. We introduce a representation and algorithms for incrementally generating approximate belief states for a restricted but relevant class of partially observable Markov decision processes with very large state spaces. The algorithm presented incrementally generates, rather than revises, an approximate belief state at any point by abstracting and summarizing segments of the likely trajectories of the process. This enables applications to efficiently maintain a partial belief state when it remains consistent with observations and revisit past assumptions about the process' evolution when the belief state is ruled out. The system presented has been implemented and results on examples from the domain of spacecraft control are presented.

Kurien, James↗

Black Hole Mergers as Probes of Structure Formation

Observations of gravitational waves from massive black hole (MBH) mergers can provide us with important clues about the era of structure formation in the early universe. Previous research in this field has been limited to calculating merger rates of MBHs using different models where many assumptions are made about the specific values of physical parameters of the mergers, resulting in merger rate estimates that span 5 to 6 orders of magnitude. We develop a semi-analytical, phenomenological model that includes plausible combinations of several physical parameters involved in the mergers. which we then turn around to determine how well LISA observations will be able to enhance our understanding of the universe during the critical z approximately equal to 5-30 structure formation era. We do this by generating synthetic LISA observable data (masses, redshifts, merger rates), which are then analyzed using a Markov Chain Monte Carlo (MCMC) method. This allows us to constrain the physical parameters of the mergers.

Alicea-Munoz, Emily↗

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.↗

GEM: Statistical weather forecasting procedure

The objective of the Generalized Exponential Markov (GEM) Program was to develop a weather forecast guidance system that would: predict between 0 to 6 hours all elements in the airways observations; respond instantly to the latest observed conditions of the surface weather; process these observations at local sites on minicomputing equipment; exceed the accuracy of current persistence predictions at the shortest prediction of one hour and beyond; exceed the accuracy of current forecast model output statistics inside eight hours; and be capable of making predictions at one location for all locations where weather information is available.

Robert G. Miller↗

Supercomputer optimizations for stochastic optimal control applications

Supercomputer optimizations for a computational method of solving stochastic, multibody, dynamic programming problems are presented. The computational method is valid for a general class of optimal control problems that are nonlinear, multibody dynamical systems, perturbed by general Markov noise in continuous time, i.e., nonsmooth Gaussian as well as jump Poisson random white noise. Optimization techniques for vector multiprocessors or vectorizing supercomputers include advanced data structures, loop restructuring, loop collapsing, blocking, and compiler directives. These advanced computing techniques and superconducting hardware help alleviate Bellman's curse of dimensionality in dynamic programming computations, by permitting the solution of large multibody problems. Possible applications include lumped flight dynamics models for uncertain environments, such as large scale and background random aerospace fluctuations.

Chung, Siu-Leung↗