Optimal measurement strategies for linear stochastic systems
Iterative digital computer algorithm for solving optimization problems for linear stochastic systems
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Iterative digital computer algorithm for solving optimization problems for linear stochastic systems
A constructive criterion for decoupling the steady states of linear multivariable systems is developed. The criterion consists of n(n-1) inequalities with the type numbers of the compensator transfer functions as the unknowns. These unknowns can be chosen to satisfy the inequalities and hence achieve a steady state decoupling scheme. It turns out that pure integrators in the loops play an important role. An extended root locus design method is then developed to take care of the stability and transient response. The overall procedure is applied to the compensation design for STOL C-8A aircraft in the approach mode.
State estimation is often a challenging task in distribution systems due to deploying a limited number of measurement devices. Moreover, the integration of precise distributionlevel phasor measurement unites, a.k.a micro-PMUs, along with inaccurate pseudo-measurements in state estimation introduces another challenge. These issues might decrease the efficiency of traditional standard weighted least squares (WLS) for distribution system state estimation. This paper proposes a novel linear distribution system state estimation with taken different types of measurements, including micro-PMU measurements and line current measurements, into account. To involve pseudomeasurements into the linear state estimation, a linearization method based on the Taylor’s approximation is adopted to reformulate pseudo-measurement functions in a linear form. The results obtained via numerical simulations show that the proposed linear state estimation method performs similarly to the standard nonlinear WLS estimator. In addition, the sensitivity analyses results show that our method has a better performance compared to WLS once a limited number of highly precise micro-PMUs are accompanied with inaccurate pseudo-measurements in state estimation.
We discuss linear system solvers invoking a messenger-field and compare them with (preconditioned) conjugate gradient approaches. We show that the messenger-field techniques correspond to fixed point iterations of an appropriately preconditioned initial system of linear equations. We then argue that a conjugate gradient solver applied to the same preconditioned system, or equivalently a preconditioned conjugate gradient solver using the same preconditioner and applied to the original system, will in general ensure at least a comparable and typically better performance in terms of the number of iterations to convergence and time-to-solution. We illustrate our conclusions with two common examples drawn from the cosmic microwave background (CMB) data analysis: Wiener filtering and map-making. In addition, and contrary to the standard lore in the CMB field, we show that the performance of the preconditioned conjugate gradient solver can depend significantly on the starting vector. In conclusion, this observation seems of particular importance in the cases of map-making of high signal-to-noise ratio sky maps and therefore should be of relevance for the next generation of CMB experiments.
Single Event Transients (SETs) originating in linear bipolar integrated circuits are known to undermine the reliability of electronic systems operating in the radiation environment of space. Ionizing particle radiation produces a variety of SETs in linear bipolar circuits. The extent to which these SETs threaten system reliability depends on both their shapes (amplitude and width) and their threshold energies. In general, SETs with large amplitudes and widths are the most likely to propagate from a bipolar circuit's output through a subsystem. The danger these SET pose is that, if they become latched in a follow-on circuit, they could cause an erroneous system response. Long-term exposure of linear bipolar circuits to particle radiation produces total ionizing dose (TID) and/or displacement damage dose (DDD) effects that are characterized by a gradual degradation in some of the circuit's electrical parameters. For example, an operational amplifier's gain-bandwidth product is reduced by exposure to ionizing radiation, and it is this reduction that contributes to the distortion of the SET shapes. In this paper, we compare SETs produced in a pristine LM124 operational amplifier with those produced in one exposed to ionizing radiation for three different operating configurations - voltage follower (VF), inverter with gain (IWG), and non-inverter with gain (NIWG). Each configuration produces a unique set of transient shapes that change following exposure to ionizing radiation. An important finding is that the changes depend on operating configuration; some SETs decrease in amplitude, some remain relatively unchanged, some become narrower and some become broader.
We construct a discretization of the phase portrait of a 3-dimensional dynamical system of biochemical kinetics with piecewise linear right-hand sides. We describe geometry of the phase portrait and construct an invariant piecewise linear surface bounded by a stable cycle of this system composed of eight linear segments.
Linear controllers are designed to regulate the end effector of the Space Shuttle Remote Manipulator System (SRMS) operating in position hold mode. Design techniques used include H2 and H-infinity optimization. The nonlinear SRMS is linearized by modeling the effects of the significant nonlinearities as uncertain parameters. Each regulator design is evaluated for robust stability using both the small gain theorem with an H-infinity norm and the less conservative mu-analysis test. Regulator designs offer significant improvement over the current system for the nominal plant. Unfortunately, the SRMS model suffers from lightly damped poles with real parametric uncertainty. Under such conditions, the mu-analysis test, which allows for complex perturbations, cannot guarantee robust stability.
The control of linear continuous dynamical systems is investigated as a problem of limited state feedback control. The equations which describe the structure of an observer are developed constrained to time-invarient systems. The optimal control problem is formulated, accounting for the uncertainty in the design parameters. Expressions for bounds on closed loop stability are also developed. The results indicate that very little uncertainty may be tolerated before divergence occurs in the recursive computation algorithms, and the derived stability bound yields extremely conservative estimates of regions of allowable parameter variations.
Simulated lightning strike testing of the systems tunnel linear shaped charge (LSC) was performed at the Thiokol Lightning Test Complex in Wendover, Utah, on 23 Jun. 1989. The test article consisted of a 160-in. section of the LSC enclosed within a section of the systems tunnel. The systems tunnel was bonded to a section of a solid rocket motor case. All test article components were full scale. The systems tunnel cover of the test article was subjected to three discharges (each discharge was over a different grounding strap) from the high-current generator. The LSC did not detonate. All three grounding straps debonded and violently struck the LSC through the openings in the systems tunnel floor plates. The LSC copper surface was discolored around the areas of grounding strap impact, and arcing occurred at the LSC clamps and LSC ends. This test verified that the present flight configuration of the redesigned solid rocket motor systems tunnel, when subjected to simulated lightning strikes with peak current levels within 71 percent of the worst-case lightning strike condition of NSTS-07636, is adequate to prevent LSC ignition. It is therefore recommended that the design remain unchanged.
Controllability for linear and nonlinear systems
This is probably the first thing I’d suggest anyone learns about adiabatic transitions because it tells you how a linear system reacts to an arbitrary forcing function. Not all systems are linear but they are usually locally linear near their stable fixed point. I think Scott Berg pointed out the relation to the Fourier transform to me and there’s probably literature about this under generic dynamical systems.
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.
The primary goal of this project is to study and develop robust iterative methods for solving linear systems of equations and least squares systems. The focus of the Minnesota team is on algorithms development, robustness issues, and on tests and validation of the methods on realistic problems. 1. The project begun with an investigation on how to practically update a preconditioner obtained from an ILU-type factorization, when the coefficient matrix changes. 2. We investigated strategies to improve robustness in parallel preconditioners in a specific case of a PDE with discontinuous coefficients. 3. We explored ways to adapt standard preconditioners for solving linear systems arising from the Helmholtz equation. These are often difficult linear systems to solve by iterative methods. 4. We have also worked on purely theoretical issues related to the analysis of Krylov subspace methods for linear systems. 5. We developed an effective strategy for performing ILU factorizations for the case when the matrix is highly indefinite. The strategy uses shifting in some optimal way. The method was extended to the solution of Helmholtz equations by using complex shifts, yielding very good results in many cases. 6. We addressed the difficult problem of preconditioning sparse systems of equations on GPUs. 7. A by-product of the above work is a software package consisting of an iterative solver library for GPUs based on CUDA. This was made publicly available. It was the first such library that offers complete iterative solvers for GPUs. 8. We considered another form of ILU which blends coarsening techniques from Multigrid with algebraic multilevel methods. 9. We have released a new version on our parallel solver - called pARMS [new version is version 3]. As part of this we have tested the code in complex settings - including the solution of Maxwell and Helmholtz equations and for a problem of crystal growth.10. As an application of polynomial preconditioning we considered the problem of evaluating f(A)v which arises in statistical sampling. 11. As an application to the methods we developed, we tackled the problem of computing the diagonal of the inverse of a matrix. This arises in statistical applications as well as in many applications in physics. We explored probing methods as well as domain-decomposition type methods. 12. A collaboration with researchers from Toulouse, France, considered the important problem of computing the Schur complement in a domain-decomposition approach. 13. We explored new ways of preconditioning linear systems, based on low-rank approximations.
Bang-bang principle for linear control systems, considering generalizing from finite to infinite dimensional space
A class of direct inverse decomposition algorithms for solving systems of linear equations is presented. Their behavior in the presence of round-off errors is analyzed. It is shown that under some mild restrictions on their implementation, the class of direct inverse decomposition algorithms presented are equivalent in terms of the error complexity measures.
Quantum Phase Estimation (QPE) is a cardinal algorithm in quantum computing that plays a crucial role in various applications, including cryptography, molecular simulation, and solving systems of linear equations. However, the standard implementation of QPE faces challenges related to time complexity and circuit depth, which limit its practicality for large-scale computations. We introduce LuGo, a novel framework designed to enhance the performance of QPE by reducing circuit duplication, as well as using parallelization techniques to achieve faster generation of the QPE circuit and gate reduction. We validate the effectiveness of our framework by generating quantum linear solver circuits, which require both QPE and inverse QPE, to solve linear systems of equations. LuGo achieves significant improvements in both computational efficiency and hardware requirements without compromising on accuracy. Compared to a standard QPE implementation, LuGo reduces time consumption to generate a circuit that solves a 2 6 × 2 6 system matrix by a factor of 50.68 and over 31× reduction of quantum gates and circuit depth, with no fidelity loss on an ideal quantum simulator. Furthermore, we demonstrated the versatility and scalability of LuGo enabled HHL algorithm by simulating a canonical Hele-Shaw fluid problem using a quantum simulator. With these advantages, LuGo paves the way for more efficient implementations of QPE, enabling broader applications across several quantum computing domains.
Purpose: The Linear Boltzmann Transport Equation (LBTE) solved through statistical Monte Carlo (MC) method provides the accurate dose calculation in radiotherapy. This work is to investigate the alternative way for accurately solving LBTE using deterministic numerical method due to its possible advantage in computational speed from MC. Methods: Instead of using traditional spherical harmonics to approximate angular scattering kernel, our deterministic numerical method directly computes angular scattering weights, based on a new angular discretization method that utilizes linear finite element method on the local triangulation of unit angular sphere. As a Result, our angular discretization method has the unique advantage in positivity, i.e., to maintain all scattering weights nonnegative all the time, which is physically correct. Moreover, our method is local in angular space, and therefore handles the anisotropic scattering well, such as the forward-peaking scattering. To be compatible with image-guided radiotherapy, the spatial variables are discretized on the structured grid with the standard diamond scheme. After discretization, the improved sourceiteration method is utilized for solving the linear system without saving the linear system to memory. The accuracy of our 3D solver is validated using analytic solutions and benchmarked with Geant4, a popular MC solver. Results: The differences between Geant4 solutions and our solutions were less than 1.5% for various testing cases that mimic the practical cases. More details are available in the supporting document. Conclusion: We have developed a 3D LBTE solver based on a new angular discretization method that guarantees the positivity of scattering weights for physical correctness, and it has been benchmarked with Geant4 for photon dose calculation.
Herein, we consider the numerical solution of large systems of linear equations obtained from the stochastic Galerkin formulation of stochastic partial differential equations. We propose an iterative algorithm that exploits the Kronecker product structure of the linear systems. The proposed algorithm efficiently approximates the solutions in low-rank tensor format. Using standard Krylov subspace methods for the data in tensor format is computationally prohibitive due to the rapid growth of tensor ranks during the iterations. To keep tensor ranks low over the entire iteration process, we devise a rank-reduction scheme that can be combined with the iterative algorithm. The proposed rank-reduction scheme identifies an important subspace in the stochastic domain and compresses tensors of high rank on-the-fly during the iterations. The proposed reduction scheme is a coarse-grid method in that the important subspace can be identified inexpensively in a coarse spatial grid setting. The efficiency of the present method is displayed by numerical experiments on benchmark problems.