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Results for “Stochastic process”
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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Optimal control of saturating systems with stochastic inputs
Optimal control of nonlinear saturating systems with stochastic inputs
Optical stationary control of a linear system with state-dependent noise
Optical stationary control of linear control system with state dependent Gaussian noise
Sample quadratic variation of sample continuous second order martingales Technical report no. 12
Sample quadratic variation of sample continuous second order martingales
Optimal stochastic control theory applied to interplanetary guidance
Optimal control of nonlinear dynamic system in presence of noise
Chain sampling inspection plans - ChSP-0,4 AND ChSP-1, 4 Technical report no. n-24
Two-stage chain sampling inspection plans
Stochastic models for multi-valued, multi- dimensional relations Semiannual status report, Jun. 16, 1966 - Jan. 15, 1967
Covered space, Riemann geometry extension, and partition function research on stochastic models for multivalued, multidimensional relations
The first passage probability and control
First-passage probability used as measure of performance in stochastic control problem - dynamic programming
Nonlinear filtering - The exact dynamical equations satisfied by the conditional mode
Nonlinear filtering - exact dynamical equations satisfied by conditional mode
GERT - Graphical Evaluation and Review Technique
Graphical evaluation and review technique to analyze networks with stochastic and logical properties
Approximations to optimal non-linear filters
Signal and noise problem as solution to nonlinear stochastic differential equations
Analysis and design of space vehicle flight control systems. Volume VI - Stochastic effects
Statistical methods for analyzing stochastic effects influencing design of space vehicle control systems
Generalized stochastic equations and their applications to plasmas
Modified Fokker-Planck equation describing particle distribution in random field for plasma heating applications
On optimum quantization.
Quantization error reduction for stochastic signals processing problems
Invariant imbedding and a matrix integral equation of neuronal networks.
A matrix Fredholm integral equation of neuronal networks is transformed into a Cauchy system suited for numerical and analytical studies. A special case is discussed, and a connection with the classical renewal integral equation of stochastic point processes is presented.
Observations of large transient magnetospheric electric fields
Transient electric field events were observed with the long, double probe instrumentation carried by the IMP-6 satellite. Nine, clearly defined, exceptionally large amplitude events are presented here. The events are observed in the midnight sector at geocentric distances 3.5 to .5.5 R sub e at middle latitudes within a magnetic L-shell range of 4.8 to 7.5. They usually have a total duration of one to several minutes, with peak power spectra amplitudes occurring at a frequency of about 0.3 Hz. The events occur under magnetically disturbed conditions, and in most cases they can be associated with negative dH/dt excursions at magnetic observatories located near the foot of the magnetic field line intersecting IMP-6. The magnetospheric motions calculated for these electric fields indicated a quasi-stochastical diffusive process rather than the general inward magnetospheric collapsing motion expected during the expansive phases of auroral substorm activity.
Observations of large transient magnetospheric electric fields
Transient electric field events were studied by means of the long double-probe instrumentation carried by the Imp 6 satellite, and nine clearly defined exceptionally large amplitude events are described. The events were observed in the midnight sector at geocentric distances of 3.5 to 5.5 earth radii at middle latitudes within a magnetic L shell range of 4.8 to 7.5; the duration is from one to several minutes with peak power spectra amplitudes occurring at a frequency of about 0.3 Hz. The events occur under magnetically disturbed conditions and are often associated with negative dH/dt excursions. The magnetospheric motions calculated for these electric fields indicate a quasi-stochastical diffusive process rather than the general inward magnetospheric collapsing motion expected during the expansive phases of auroral substorm activity. It is likely that the transient electric fields are responsible for the impulsive acceleration and injection of plasma to populate the outer radiation belt.
Model degradation effects on sensor failure detection
This paper discusses the effects of imperfect modeling on the detection and isolation of sensor failures. For systems with non-zero set points, deterministic inputs or non-zero noise biases, the model mismatch appears as a bias on the stochastic innovation process. This bias, if left unaccounted for, would be sufficient to declare a false alarm failure in one or more sensors. A practical design procedure based upon the Generalized Likelihood Ratio (GLR) form uses a finite data window sequential t-test to detect and isolate model mismatch effects and soft sensor failures. Application to an eighth order model of the QCSEE turbofan engine is discussed.