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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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At least 55 records · Page 3
All sourcesNASA NTRSDOE OSTI
NASA NTRS1978

Digital set point control of nonlinear stochastic systems

A technique for digital control of nonlinear stochastic plants is presented. The development achieves a practical digital algorithm with which the closed-loop system behaves in a classical Type I manner even with gross nonlinearities in the plant structure and low signal-to-noise power ratios. The design procedure is explained in detail and illustrated by an example whose simulated responses testify to the practicality of the approach.

Moose, R. L.↗
DOE OSTI2020

Dynamic Performance Enhancement for Nonlinear Stochastic Systems Using RBF Driven Nonlinear Compensation with Extended Kalman Filter

In this paper, a novel hybrid control method is proposed to enhance the control performance of the PI based control system for a class of nonlinear and non-Gaussian stochastic dynamic processes with unmeasurable states. Firstly, to enhance the tracking performance of the PI controller where the PI parameters are fixed in many actual control systems, the compensative signal is formed using the extended Kalman filter(EKF) based state estimator and driven by the radial basis function (RBF) neural network based compensator. In addition, the weights of RBF is trained to minimize the entropy criterion of tracking error as the process is subjected to non-Gaussian disturbances. Meanwhile, since the precise statistical property of noises is hard to obtain for many industrial processes, the kernel density estimation (KDE) technique is employed in this paper to estimate the entropy. The convergence of RBF network is discussed and the stability of the resulted closed-loop hybrid control system is analyzed in mean square sense. Finally, a numerical example and a practical system testing are given to illustrate the effectiveness of the proposed control method.

stochastic systems, PI Controller, Entropy, Extend↗
DOE OSTI2024

Minimum entropy filtering for a single output non-Gaussian stochastic system using state transformation

This paper presents a novel filter design for the single-output stochastic non-linear systems subjected to non-Gaussian noises and the proposed assumptions. Based on a state transformation, the unmeasurable states of the systems can be estimated where non-linear terms in the systems have been eliminated. It has been shown that the estimation error is linearly dynamical regarding to the presented vector-valued filter gain which can be optimised by minimising the entropy-based performance criterion. In addition, the convergence of the presented algorithm is analysed in mean-square sense and a numerical example is given to verify the effectiveness of the presented filtering algorithm. Meanwhile, the extended Kalman filter, unscented particle filter and minimum entropy filter are given for the comparisons of the filtering performance. Following the presented framework, some extensions of the presented filtering algorithm are discussed to indicate the flexibility of the filter design. The contribution of this paper can be summarised as establishing a novel minimum entropy filtering framework which consists of model transformation, entropy optimisation and convergence analysis.

42 ENGINEERING↗
NASA NTRS1985

Implicit dual control for general stochastic systems

A new implicit dual technique is presented for stochastic adaptive control synthesis. In this technique, denoted as the method of utility costs (MOUC), a new control policy is derived from a known starting control policy by using a single iteration in time-varying policy space. An important result is that the new control policy yields a corresponding improvement in adaptive performance relative to the known starting policy. Since the starting policy can be chosen arbitrarily, the new policy has potentially superior performance relative to any existing design. Unlike other implicit dual designs, the MOUC can be applied to systems having constrained inputs, discontinuities, discrete valued disturbances, as well as in situations where the variances of the associated process statistics are large. A numerical example is given in which a controller is synthesized to provide improved performance relative to the Open-Loop Feedback policy of Dreyfus.

Bayard, D. S.↗
NASA NTRS1980

Towards sub-optimal stochastic control of partially observable stochastic systems

The paper deals with a class of multidimensional stochastic control problems with noisy data and bounded controls encountered in aerospace design. The emphasis is on suboptimal design, the optimality being taken in quadratic mean sense. To that effect the problem is viewed as a stochastic version of the Lurie problem known from nonlinear control theory. The main result is a separation theorem (involving a nonlinear Kalman-like filter) suitable for Lurie-type approximations. The theorem allows for discontinuous characteristics. As a byproduct the existence of strong solutions to a class of non-Lipschitzian stochastic differential equations in n dimensions is proved.

Ruzicka, G. J.↗
NASA NTRS1994

A new stochastic systems approach to structural integrity

This paper develops improved stochastic models for the description of a large variety of fatigue crack growth phenomena that occur in components of considerable importance to the functionality and reliability of complex engineering structures. In essence, the models are based on the McGill-Markov and Closure-Lognormal stochastic processes. Not only do these models have the capability of predicting the statistical dispersion of crack growth rates, they also, by incorporating the concept of crack closure, have the capability of transferring stochastic crack growth properties measured under ideal laboratory conditions to situations of industrial significance, such as those occurring under adverse loading and/or environmental conditions. The primary data required in order to be in a position to estimate the pertinent parameters of these stochastic models are obtained from a statistically significant number of replicate tests. In this paper, both the theory and the experimental technique are illustrated using a Ti-6Al-4V alloy. Finally, important structural integrity, reliability, availability and maintainability concepts are developed and illustrated.

Provan, James W.↗
NASA NTRS1972

On the determination of optimal costly measurement strategies for linear stochastic systems.

This paper presents the formulation of a class of optimization problems dealing with selecting, at each instant of time, one measurement provided by one out of many sensors. Each measurement has an associated measurement cost. The basic problem is then to select an optimal measurement policy, during a specified observation time interval, so that a weighted combination of prediction accuracy and accumulated observation cost is optimized. The current analysis is limited to the class of linear stochastic dynamic systems and measurement subsystems. The problem of selecting the optimal measurement strategy can be transformed into a deterministic optimal control problem. It is shown that the optimal measurement policy and the associated matched Kalman-type filter can be precomputed.

Athans, M.↗
DOE OSTI2020

Nonequilibrium steady state and heat transport in nonlinear open quantum systems: Stochastic influence action and functional perturbative analysis

In this paper, we show that a nonequilibrium steady state (NESS) exists at late times in open quantum systems with weak nonlinearity by following its nonequilibrium dynamics with a perturbative analysis. We consider an oscillator chain containing three-types of anharmonicity: cubic α- and quartic β-type Fermi–Pasta–Ulam–Tsingou (FPUT) nearest-oscillator interactions and the on-site (pinned) Klein–Gordon (KG) quartic self-interaction. Assuming weak nonlinearity, we introduce a stochastic influence action approach to the problem and obtain the energy flows in different junctures across the chain. The formal results obtained here can be used for quantum transport problems in weakly nonlinear quantum systems. For α-type anharmonicity, we observe that the first-order corrections do not play any role in the thermal transport in the NESS of the configuration we considered. For KG and β-types anharmonicity, we work out explicitly the case of two weakly nonlinearly coupled oscillators, with results scalable to any number of oscillators. We examine the late-time energy flows from one thermal bath to the other via the coupled oscillators, and show that both the zeroth- and the first-order contributions of the energy flows become constant in time at late times, signaling the existence of a late-time NESS to first order in nonlinearity. Our perturbative calculations provide a measure of the strength of nonlinearity for nonlinear open quantum systems, which may help control the mesoscopic heat transport distinct from or close to linear transport. Furthermore, our results also give a benchmark for the numerical challenge of simulating heat transport. Our setup and predictions can be implemented and verified by investigating heat flow in an array of Josephson junctions in the limit of large Josephson energy with the platform of circuit QED.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS1973

Modelling a particular class of stochastic systems

In this paper a method is given for obtaining a mathematical model of a class of black boxes having multiple inputs and multiple outputs in terms of Ito stochastic integral equations. This method is applicable to the class of black boxes having ergodic correlation functions when there is zero applied input. The point of view adopted in this paper is phenomenological in that it is desired that calculations made using the mathematical model should be 'close' to what is actually observed at the output of the black box.

Eyman, E. D.↗
DOE OSTI2021

Processing Aleatory and Epistemic Uncertainties in Experimental Data From Sparse Replicate Tests of Stochastic Systems for Real-Space Model Validation

This paper presents a practical methodology for propagating and processing uncertainties associated with random measurement and estimation errors (that vary from test-to-test) and systematic measurement and estimation errors (uncertain but similar from test-to-test) in inputs and outputs of replicate tests to characterize response variability of stochastically varying test units. Also treated are test condition control variability from test-to-test and sampling uncertainty due to limited numbers of replicate tests. These aleatory variabilities and epistemic uncertainties result in uncertainty on computed statistics of output response quantities. The methodology was developed in the context of processing experimental data for “real-space” (RS) model validation comparisons against model-predicted statistics and uncertainty thereof. The methodology is flexible and sufficient for many types of experimental and data uncertainty, offering the most extensive data uncertainty quantification (UQ) treatment of any model validation method the authors are aware of. It handles both interval and probabilistic uncertainty descriptions and can be performed with relatively little computational cost through use of simple and effective dimension- and order-adaptive polynomial response surfaces in a Monte Carlo (MC) uncertainty propagation approach. A key feature of the progressively upgraded response surfaces is that they enable estimation of propagation error contributed by the surrogate model. Sensitivity analysis of the relative contributions of the various uncertainty sources to the total uncertainty of statistical estimates is also presented. Finally, the methodologies are demonstrated on real experimental validation data involving all the mentioned sources and types of error and uncertainty in five replicate tests of pressure vessels heated and pressurized to failure. Simple spreadsheet procedures are used for all processing operations.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1975

Computation of output feedback gains for linear stochastic systems using the Zangnill-Powell Method

Because conventional optimal linear regulator theory results in a controller which requires the capability of measuring and/or estimating the entire state vector, it is of interest to consider procedures for computing controls which are restricted to be linear feedback functions of a lower dimensional output vector and which take into account the presence of measurement noise and process uncertainty. To this effect a stochastic linear model has been developed that accounts for process parameter and initial uncertainty, measurement noise, and a restricted number of measurable outputs. Optimization with respect to the corresponding output feedback gains was then performed for both finite and infinite time performance indices without gradient computation by using Zangwill's modification of a procedure originally proposed by Powell. Results using a seventh order process show the proposed procedures to be very effective.

Kaufman, H.↗
NASA NTRS1977

Computation of output feedback gains for linear stochastic systems using the Zangwill-Powell method

Because conventional optimal linear regulator theory results in a controller which requires the capability of measuring and/or estimating the entire state vector, it is of interest to consider procedures for computing controls which are restricted to be linear feedback functions of a lower dimensional output vector and which take into account the presence of measurement noise and process uncertainty. To this effect a stochastic linear model has been developed that accounts for process parameter and initial uncertainty, measurement noise, and a restricted number of measurable outputs. Optimization with respect to the corresponding output feedback gains was then performed for both finite and infinite time performance indices without gradient computation by using Zangwill's modification of a procedure originally proposed by Powell.

Kaufman, H.↗
DOE OSTI2025

Low‐dimensional manifold learning for uncertainty quantification in complex multi‐scale stochastic systems

Broadly speaking, the goals of the project are to develop techniques to use manifold learning to develop reduced‐order and surrogate models for "hyper‐reduction" of very high‐dimensional complex multi‐scale systems. This is being achieved by employing a newly proposed form of manifold projection and learning that leverages recent advancements in computational geometry and data‐driven modeling. In particular, we are applying a manifold projection technique to project the solutions of very high‐dimensional systems onto the so‐called Grassmannmanifold, a Reimannian manifold comprised of orthonormal matrices. We then apply data‐driven machine learning techniques to classify the solutions on the manifold (e.g. clustering techniques) according to their proximity on the manifold and leverage a further nonlinear dimension reduction to organize the structured data on the manifold. Finally, we are developing novel techniques that enable us to directly interpolate the hyper‐reduced data such that we can predict the solution of the complex, high‐ dimensional system without need to call the full expensive computational model. Given their adherence to the underlying structure of the solution of the physical system, it is expected that these approximate solutions will be sufficiently constrained so as to (approximately) adhere to physical principles.

97 MATHEMATICS AND COMPUTING↗