Engineering PapersSearch

SEARCH · Engineering Papers

Results for “Markov”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 55 records · Page 3

Spatio-temporal contextual classification based on Markov random field model

A contextural classifier based on a Markov random field model, which can utilize both spatial and temporal contexts, is investigated. Spatial and temporal neighbors are defined, and the class assignment of each pixel is assumed to be dependent only on the measurement vectors of itself and those of its spatial and temporal neighbors according to the Markov random field property. Only interpixel class dependency context is used in the classification. The joint prior probability of the classes of each pixel and its spatial and temporal neighbors are modeled by a Gibbs random field. The classification is performed in a recursive manner. Experiments with multi-temporal Thematic Mapper data show promising results.

Jeon, Byeungwoo

Semi-Markov Unreliability Range Evaluator

Semi-Markov Unreliability Range Evaluator, SURE, computer program is software tool for analysis of reconfigurable, fault-tolerant systems. Traditional reliability analyses based on aggregates of fault-handling and fault-occurrence models. SURE provides efficient means for calculating accurate upper and lower bounds for probabilities of death states for large class of semi-Markov mathematical models, and not merely those reduced to critical-pair architectures.

Butler, Ricky W.

Detecting Faults By Use Of Hidden Markov Models

Frequency of false alarms reduced. Faults in complicated dynamic system (e.g., antenna-aiming system, telecommunication network, or human heart) detected automatically by method of automated, continuous monitoring. Obtains time-series data by sampling multiple sensor outputs at discrete intervals of t and processes data via algorithm determining whether system in normal or faulty state. Algorithm implements, among other things, hidden first-order temporal Markov model of states of system. Mathematical model of dynamics of system not needed. Present method is "prior" method mentioned in "Improved Hidden-Markov-Model Method of Detecting Faults" (NPO-18982).

Smyth, Padhraic J.

Techniques for modeling the reliability of fault-tolerant systems with the Markov state-space approach

This paper presents a step-by-step tutorial of the methods and the tools that were used for the reliability analysis of fault-tolerant systems. The approach used in this paper is the Markov (or semi-Markov) state-space method. The paper is intended for design engineers with a basic understanding of computer architecture and fault tolerance, but little knowledge of reliability modeling. The representation of architectural features in mathematical models is emphasized. This paper does not present details of the mathematical solution of complex reliability models. Instead, it describes the use of several recently developed computer programs SURE, ASSIST, STEM, and PAWS that automate the generation and the solution of these models.

Butler, Ricky W.

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

A Measure-Theoretic Proof of the Markov Property for Hybrid Systems with Markovian Inputs

The behavior of a general hybrid system in discrete time can be represented by a non-linear difference equation x(k+1) = Fk(x(k), theta(k)), where theta(k) is assumed to be a finite state Markov chain. An important step in the stability analysis of these systems is to establish the Markov property of (x(k), theta(k)). There are, however, no complete proofs of this property which are simple to understand. This paper aims to correct this problem by presenting a complete and explicit proof, which uses only basic measure-theoretical concepts.

Tejada, Arturo

On the Markov Property for Nonlinear Discrete-Time Systems with Markovian Inputs

The behavior of a general hybrid system in discrete-time can be represented by a non-linear difference equation x(k + 1) = Fk(x(k), theta(k)), where theta(k) is assumed to be a finite-state Markov chain. An important step in the stability analysis of these systems is to establish the Markov property of (x(k), theta(k)). There are, however, no complete proofs of this property which are simple to understand. This paper aims to correct this problem by presenting a complete and explicit proof, which uses only fundamental measure-theoretical concepts.

Tejada, Arturo

Application and Evaluation of a Snowmelt Runoff Model in the Tamor River Basin, Eastern Himalaya Using a Markov Chain Monte Carlo (MCMC) Data Assimilation Approach

Previous studies have drawn attention to substantial hydrological changes taking place in mountainous watersheds where hydrology is dominated by cryospheric processes. Modelling is an important tool for understanding these changes but is particularly challenging in mountainous terrain owing to scarcity of ground observations and uncertainty of model parameters across space and time. This study utilizes a Markov Chain Monte Carlo data assimilation approach to examine and evaluate the performance of a conceptual, degree-day snowmelt runoff model applied in the Tamor River basin in the eastern Nepalese Himalaya. The snowmelt runoff model is calibrated using daily streamflow from 2002 to 2006 with fairly high accuracy (average Nash-Sutcliffe metric approx. 0.84, annual volume bias <3%). The Markov Chain Monte Carlo approach constrains the parameters to which the model is most sensitive (e.g. lapse rate and recession coefficient) and maximizes model fit and performance. Model simulated streamflow using an interpolated precipitation data set decreases the fractional contribution from rainfall compared with simulations using observed station precipitation. The average snowmelt contribution to total runoff in the Tamor River basin for the 2002-2006 period is estimated to be 29.7+/-2.9% (which includes 4.2+/-0.9% from snowfall that promptly melts), whereas 70.3+/-2.6% is attributed to contributions from rainfall. On average, the elevation zone in the 4000-5500m range contributes the most to basin runoff, averaging 56.9+/-3.6% of all snowmelt input and 28.9+/-1.1% of all rainfall input to runoff. Model simulated streamflow using an interpolated precipitation data set decreases the fractional contribution from rainfall versus snowmelt compared with simulations using observed station precipitation. Model experiments indicate that the hydrograph itself does not constrain estimates of snowmelt versus rainfall contributions to total outflow but that this derives from the degree-day melting model. Lastly, we demonstrate that the data assimilation approach is useful for quantifying and reducing uncertainty related to model parameters and thus provides uncertainty bounds on snowmelt and rainfall contributions in such mountainous watersheds.

runoff

Markov Decision Process based Trajectory Planning for UAVs under Uncertain Wind Conditions

In this paper we propose a Markov Decision Process (MDP) algorithm for path-planning of Unmanned Aviation Vehicles (UAVs) under varying wind conditions. Solutions to path-planning for UAVs are becoming increasingly necessary as autonomous UAVs continue to enter commercial and government spaces. Path-planning is inherently challenging, as UAVs needs to account for dynamically changing flying conditions such as weather, obstacle or no-fly zones, degraded vehicle health and off-nominal battery power consumption. Machine learning methods such as Markov Decision Process (MDPs) have the potential to revolutionize how vehicles navigate in such uncertain environments. Previous papers have demonstrated the use of MDPs to optimize UAV path-planning for energy consumption under time-varying wind distribution. In this study, UAV trajectories from a pre-determined waypoint to target cell, will be computed on a 7X7 grid environment by optimizing parameters for mission assurance and safety limits in addition to the energy consumption, and operation time. The UAV navigates the grid by taking actions to move in either of the eight cardinal and intercardinal directions, under constant thrust profile. The next state of the UAV is calculated by considering its action, transition probability, obstacle cells and the wind speed magnitude and direction. Both constant and stochastic wind will be considered in this paper, the parameters being extracted from real wind measurements in proximity to an experimental UAV flight. One of the studies to be demonstrated in this paper is that as the unmanned airspace gets more complex with multiple vehicles and environmental uncertainties, trade-offs between energy consumption, operation time, risk tolerance, and mission assurance needs to be made. Further, MDPs are capable of fast computation of UAV trajectories under varying wind, hence making them suitable for in-flight path planners.

decision-making

Optimal CO 2 storage management considering safety constraints in multi-stakeholder multi-site GCS projects: A Markov game perspective

Geological carbon storage (GCS) projects could involve a diverse array of stakeholders or players from public, private, and regulatory sectors, each with different objectives and responsibilities. Given the complexity, scale, and long-term nature of GCS operations, determining whether individual stakeholders can independently optimize their interests — or whether collaborative coalition agreements are needed — remains a central question for effective GCS project planning and management. To access large, high-quality storage resources, future GCS deployment may increasingly occur in geologically connected sites, where shared geological features such as pressure space and reservoir pore capacity can lead to competitive behavior among stakeholders. In this work, we propose a paradigm based on Markov games to quantitatively investigate how different coalition structures affect the goals of stakeholders. We frame this multi-stakeholder multi-site problem as a multi-agent reinforcement learning problem with safety constraints. Our approach enables agents to learn optimal strategies while complying with safety regulations. We present an example where multiple operators are injecting CO 2 into their respective project areas in a geologically connected basin. To address the high computational cost of repeated simulations of high fidelity models, a previously developed surrogate model based on the Embed-to-Control (E2C) framework is employed. Our results demonstrate the effectiveness of the proposed framework in addressing optimal management of CO 2 storage when multiple stakeholders with different objectives and goals are involved.

58 GEOSCIENCES

Accelerating multilevel Markov Chain Monte Carlo using machine learning models

Here, this work presents an efficient approach for accelerating multilevel Markov Chain Monte Carlo (MCMC) sampling for large-scale problems using low-fidelity machine learning models. While conventional techniques for large-scale Bayesian inference often substitute computationally expensive high-fidelity models with machine learning models, thereby introducing approximation errors, our approach offers a computationally efficient alternative by augmenting high-fidelity models with low-fidelity ones within a hierarchical framework. The multilevel approach utilizes the low-fidelity machine learning model (MLM) for inexpensive evaluation of proposed samples thereby improving the acceptance of samples by the high-fidelity model. The hierarchy in our multilevel algorithm is derived from geometric multigrid hierarchy. We utilize an MLM to accelerate the coarse level sampling. Training machine learning model for the coarsest level significantly reduces the computational cost associated with generating training data and training the model. We present an MCMC algorithm to accelerate the coarsest level sampling using MLM and account for the approximation error introduced. We provide theoretical proofs of detailed balance and demonstrate that our multilevel approach constitutes a consistent MCMC algorithm. Additionally, we derive the expression for cost reduction due to machine learning model to facilitate cost analysis of the hierarchical sampling algorithm. Our technique is demonstrated on a standard benchmark inference problem in groundwater flow, where we estimate the probability density of a quantity of interest using a four-level MCMC algorithm. Our proposed algorithm accelerates multilevel sampling by a factor of two while achieving similar accuracy compared to sampling using the standard multilevel algorithm.

97 MATHEMATICS AND COMPUTING

Hierarchical Gaussian Random Field Sampling for Multilevel Markov Chain Monte Carlo: Coupling Stochastic Partial Differential Equation and the Karhunen–Loève Decomposition

This work introduces structure preserving hierarchical decompositions for sampling Gaussian random fields (GRFs) within the context of multilevel Bayesian inference in high-dimensional space. Existing scalable hierarchical sampling methods, such as those based on stochastic partial differential equations (SPDEs), often reduce the dimensionality of the sample space at the cost of accuracy of inference. Other approaches, such that those based on Karhunen-Loève (KL) expansions, offer sample space dimensionality reduction but sacrifice GRF representation accuracy and ergodicity of the Markov chain Monte Carlo (MCMC) sampler and are computationally expensive for high-dimensional problems. The proposed method integrates the dimensionality reduction capabilities of KL expansions with the scalability of SPDE-based sampling, thereby providing a robust, unified framework for high-dimensional uncertainty quantification (UQ) that is scalable and accurate, preserves ergodicity, and offers dimensionality reduction of the sample space. The hierarchy in our multilevel algorithm is derived from the geometric multigrid hierarchy. By constructing a hierarchical decomposition that maintains the covariance structure across the levels in the hierarchy, the approach enables efficient coarse-to-fine sampling while ensuring that all samples are drawn from the desired distribution. The effectiveness of the proposed method is demonstrated on a benchmark subsurface flow problem, demonstrating its effectiveness in improving computational efficiency and statistical accuracy. Furthermore, our proposed technique is more efficient and accurate and displays better convergence properties than existing methods for high-dimensional Bayesian inference problems.

Gaussian random fields

An FPGA-based hardware accelerator supporting sensitive sequence homology filtering with profile hidden Markov models

Abstract Background Sequence alignment lies at the heart of genome sequence annotation. While the BLAST suite of alignment tools has long held an important role in alignment-based sequence database search, greater sensitivity is achieved through the use of profile hidden Markov models (pHMMs). Here, we describe an FPGA hardware accelerator, called HAVAC, that targets a key bottleneck step (SSV) in the analysis pipeline of the popular pHMM alignment tool, HMMER. Results The HAVAC kernel calculates the SSV matrix at 1739 GCUPS on a $$\sim$$ ∼ $3000 Xilinx Alveo U50 FPGA accelerator card, $$\sim$$ ∼ 227× faster than the optimized SSV implementation in nhmmer . Accounting for PCI-e data transfer data processing, HAVAC is 65× faster than nhmmer’s SSV with one thread and 35× faster than nhmmer with four threads, and uses $$\sim$$ ∼ 31% the energy of a traditional high end Intel CPU. Conclusions HAVAC demonstrates the potential offered by FPGA hardware accelerators to produce dramatic speed gains in sequence annotation and related bioinformatics applications. Because these computations are performed on a co-processor, the host CPU remains free to simultaneously compute other aspects of the analysis pipeline.

59 BASIC BIOLOGICAL SCIENCES

Decision-making based on Markov decision process in integrated artificial reasoning framework—Part I: Theory

This paper presents a decision-making framework based on an integrated artificial reasoning framework and Markov decision process (MDP). The integrated artificial reasoning framework provides a physics-based approach that converts system information into state transition models, and the analysis result will be represented by the transition probabilities that can be used with an MDP to find a traceable and explainable optimal pathway. A dynamic Bayesian network (DBN) is well suited for representing the structure of an MDP. The causality information among process variables (or among subsystems) is mathematically represented in a DBN by the conditional probabilities of the node’s states provided different probabilities of the parent node’s states. To define node states in a physically understandable manner, we used multilevel flow modeling (MFM). An MFM follows the fundamental energy and mass conservation laws and supports the selection of process variables that represent the system of interest so that causal relations among process variables are properly captured. An MFM-based DBN supports developing state transition models in an MDP to capture the effect of process variables of system having physical relations. The operators of the target system can capture stochastic system dynamics as multiple subsystem state transitions based on their physical relations and uncertainties coming from component degradation or random failures. We analyzed a simplified exemplary system to illustrate an optimal operational policy using the suggested approach.

Markov decision process

Model Calibration with Markov Chain Monte Carlo Tutorial

The purpose of this tutorial is to demonstrate how to use Markov chain Monte Carlo (MCMC) to calibrate a model. By calibration, we mean the selection of model parameters (and, when relevant, structures). A common goal in model development and diagnostics is calibration, or the identification of model structures and parameters which are consistent with data. While models can be calibrated through hand-tuning parameters or minimizing simple error metrics such as root-mean-square-error (RMSE), these approaches can underrepresent the probabilistic nature of the data-generating process, as well as the potential for multiple model configurations to be consistent with the data. Probabilistic uncertainty quantification, which is the topic of this notebook, can address these concerns. This tutorial is presented as an appendix to the e-book: Addressing Uncertainty in MultiSector Dynamics Research.

Markov chain Monte Carlo