Optical stationary control of a linear system with state-dependent noise
Optical stationary control of linear control system with state dependent Gaussian noise
STOCHASTIC PROCESS↗
SEARCH · Engineering Papers
Results for “Stochastic systems”
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.
Reserve Model of Energy Storage in Day-ahead Joint Energy and Reserve Markets: A Stochastic UC Solution
With many favorable advantages including fast response ability in particular, utility-level energy storage systems (ESS) are being integrated into energy and reserve markets to help mitigate uncertain renewable resources and fluctuant demands. This paper discusses a stochastic unit commitment (UC) model to explore capabilities of ESSs in providing valuable grid services by simultaneously joining energy and reserve markets. The proposed reserve model of ESSs presents the following features: (i) two constraints are proposed to formulate ESS’s reserve provision ability in each hour via six operation modes, namely increasing/reducing the level of charge, switching to discharge, increasing/reducing the level of discharge, switching to charge; (ii) as an energy-limited asset, constraints on ESS’s reserve deliverability across multiple hours is introduced to hold enough state of charge (SOC) headroom and floor room, guaranteeing that reserves cleared in individual hours are continuously deliverable over multiple successive hours without violating operation limits. Furthermore, a scenario-based UC model, which addresses uncertainties of renewables and demands, is adopted to evaluate reserves provided by ESSs and generators. To effectively solve the stochastic UC problem, the progressive hedging algorithm with heuristic approaches is discussed. A 6-bus system and a modified IEEE 118-bus system are used to illustrate effectiveness of the proposed approaches.
25 ENERGY STORAGE↗
Passive stereo range imaging for semi-autonomous land navigation
The paper examines the use of stereo vision (SV) for obstacle detection in semiautonomous land navigation. Feature-based and field-based paradigms for SV are reviewed. The paper presents stochastic models and simple, efficient stereo matching algorithms for the field-based approach and describes a near-real-time vision system using these algorithms. Experimental results illustrate aspects of the stochastic models and lead to the first semiautonomous traversals of natural terrain to use SV for obstacle detection.
Matthies, Larry↗
Interactions of πK, ππK and KKπ systems at maximal isospin from lattice QCD
We study the interactions of systems of two and three nondegenerate mesons composed of pions and kaons at maximal isospin using lattice QCD, specifically $π^+K^+, π^+π^+K^+$ and $K^+K^+π^+$. Utilizing the stochastic LapH method, we determine the spectrum of these systems on two CLS $N_f$ = 2 + 1 ensembles with pion masses of 200 MeV and 340 MeV, and include many levels in different momentum frames. We constrain the K matrices describing two- and three-particle interactions by fitting the spectrum to the results predicted by the finite-volume formalism, including up to p waves. This requires also results for the $π^+π^+$ and $K^+K^+$ spectrum, which have been obtained previously on the same configurations. We explore different fitting strategies, comparing fits to energy shifts with fits to energies boosted to the rest frame, and also comparing simultaneous global fits to all relevant two- and three-particle channels to those where we first fit twoparticle channels and then add in the three-particle information. We provide the first determination of the three-particle K matrix in $π^+π^+K^+$ and $K^+K^+π^+$ systems, finding statistically significant nonzero results in most cases. We include s and $\textit{p}$ waves in the K matrix for $π^+K^+$ scattering, finding evidence for an attractive p-wave scattering length. We compare our results to Chiral Perturbation Theory, including an investigation of the impact of discretization errors, for which we provide the leading order predictions obtained using Wilson Chiral Perturbation Theory.
73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
Resilience-Oriented DG Siting and Sizing Considering Stochastic Scenario Reduction
In this paper, a fuel-based distributed generator (DG) allocation strategy is proposed to enhance the distribution system resilience against extreme weather. The long-term planning problem is formulated as a two-stage stochastic mixed-integer programming (SMIP). The first stage is to make decisions of DG siting and sizing under the given budget constraint. In the second stage, a post-extreme-event-restoration (PEER) is employed to minimize the operating cost in an uncertain fault scenario. In particular, this study proposes a method to select the most representative scenarios for the SMIP. First, a Monte Carlo Simulation (MCS) is introduced to generate sufficient scenarios considering random fault locations and load profiles. Then, the number of scenarios is reduced by the K-means clustering algorithm. The advantage of scenario reduction is to make a trade-off between accuracy and computational efficiency. Finally, the SMIP is solved by the progressive hedging algorithm. Here, the case studies of the IEEE 33-bus and 123-bus test systems demonstrate the effectiveness of the proposed algorithm in reducing the expected energy not served (EENS), which is a critical criterion of resilience.
42 ENGINEERING↗
An improved Method for Determining Transient Fuel Dilution of Oil in an Internal-Combustion Engine Using Laser-Induced Florescence and Multivariate Least Square Calibration
An optical diagnostic, based on laser-induced fluorescence (LIF), has been developed for on-engine measurements of real-time fuel dilution of engine oil or fuel in oil (FIO). Fuel dilution of oil is broadly relevant to advancing engine technology including durability, calibration, and catalyst-system management, and believed to promote destructive stochastic pre-ignition (SPI) during high-load engine operations. While standard (e.g., ASTM D3524-90) methods are not capable of real-time transient measurements, the LIF technique resolves transient dilution on the minutes time scale. We have expanded on our original FIO instrument development by introducing an improved analysis based on multivariate least square chemometrics analysis. The measurement uses a fuel dye (180–1300 parts per million, by mass) and monitors for its presence in the oil using 532 nm excitation and LIF. While the original FIO instrument utilized a two-color ratio method for analysis, the improved chemometric analysis uses the fully resolved LIF dye spectra to provide better predictive FIO accuracy (>92%) over a wide FIO range (1.5–14%) typical of engine application. We also investigate the effect of oil temperature on the LIF signal. Limited engine applications for demonstrating and validating the improved FIO instrument are shown, and the related data used to quantify practical detection limit and sensitivity. The improved analysis is insensitive to laser power fluctuation and change in detector integration time, providing an excellent FIO sensitivity (1–2%) and detection limit (0.01 %FIO) over a wide range of loads and injection timings, illustrating this updated approach to be a promising tool for advancing engine technology.
42 ENGINEERING↗
Generalized Bayesian Framework for Evaluation of Integral Benchmark Experiments
A recently published generalized Bayesian optimization framework has provided a way to retract any or all of the three common assumptions underlying the conventional Generalized Linear Least Squares (GLLS) optimization method based on the concepts introduced in Ref. [2]. These assumptions are: 1. Perfection: The model used for data evaluation and the prior probability distribution function (PDF) of generalized data are perfect. 2. Normality: The prior and posterior PDF are normal. 3. Linearity: The model is linear. In this work we outline how the framework in [1] could be directly adopted for improved evaluation of nuclear criticality integral benchmark experiments (IBEs) by: 1. Removing the first assumption alone by utilizing the concept of imperfections introduced in [1] to enable evaluation in the presence of discrepancies between the data and model or of missing covariance information by a GLLS method that will be seen as a generalization of the conventional GLLS method employed by the TSURFER code, and by 2. Removing the remaining two assumptions by implementing a Markov Chain Monte Carlo method for computation of the posterior PDF in the SAMPLER code, where TSURFER and SAMPLER are the uncertainty quantification (UQ) codes for IBEs in the SCALE code system based on the GLLS and the stochastic method, respectively. The graphic in Figure 1 categorizes the methods discussed in terms of the assumptions that they employ to determine posterior PDFs.
73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
Modeling laser velocimeter signals as triply stochastic Poisson processes
Previous models of laser Doppler velocimeter (LDV) systems have not adequately described dual-scatter signals in a manner useful for analysis and simulation of low-level photon-limited signals. At low photon rates, an LDV signal at the output of a photomultiplier tube is a compound nonhomogeneous filtered Poisson process, whose intensity function is another (slower) Poisson process with the nonstationary rate and frequency parameters controlled by a random flow (slowest) process. In the present paper, generalized Poisson shot noise models are developed for low-level LDV signals. Theoretical results useful in detection error analysis and simulation are presented, along with measurements of burst amplitude statistics. Computer generated simulations illustrate the difference between Gaussian and Poisson models of low-level signals.
Mayo, W. T., Jr.↗
Computational modeling of multispectral remote sensing systems: Background investigations
A computational model of the deterministic and stochastic process of remote sensing has been developed based upon the results of the investigations presented. The model is used in studying concepts for improving worldwide environment and resource monitoring. A review of various atmospheric radiative transfer models is presented as well as details of the selected model. Functional forms for spectral diffuse reflectance with variability introduced are also presented. A cloud detection algorithm and the stochastic nature of remote sensing data with its implications are considered.
Aherron, R. M.↗
Gravitational radiation from primordial solitons and soliton-star binaries
The possibility that both the formation of nontopological solitons in a primordial second-order phase transition and binary systems of soliton stars could generate a stochastic gravitational-wave background is examined. The present contribution of gravitational radiation to the energy density of the universe from these processes is estimated for a number of different models. The detectability of such contributions from the timing measurements of the millisecond pulsar and spaceborne laser interferometry is briefly discussed and compared to other cosmological and local sources of background gravitational waves.
Gleiser, Marcelo↗
Experiments with recursive estimation in astronomical image processing
Recursive estimation concepts were applied to image enhancement problems since the 70's. However, very few applications in the particular area of astronomical image processing are known. These concepts were derived, for 2-dimensional images, from the well-known theory of Kalman filtering in one dimension. The historic reasons for application of these techniques to digital images are related to the images' scanned nature, in which the temporal output of a scanner device can be processed on-line by techniques borrowed directly from 1-dimensional recursive signal analysis. However, recursive estimation has particular properties that make it attractive even in modern days, when big computer memories make the full scanned image available to the processor at any given time. One particularly important aspect is the ability of recursive techniques to deal with non-stationary phenomena, that is, phenomena which have their statistical properties variable in time (or position in a 2-D image). Many image processing methods make underlying stationary assumptions either for the stochastic field being imaged, for the imaging system properties, or both. They will underperform, or even fail, when applied to images that deviate significantly from stationarity. Recursive methods, on the contrary, make it feasible to perform adaptive processing, that is, to process the image by a processor with properties tuned to the image's local statistical properties. Recursive estimation can be used to build estimates of images degraded by such phenomena as noise and blur. We show examples of recursive adaptive processing of astronomical images, using several local statistical properties to drive the adaptive processor, as average signal intensity, signal-to-noise and autocorrelation function. Software was developed under IRAF, and as such will be made available to interested users.
Busko, I.↗
Radiative transfer in a clumpy universe: The colors of high-redshift galaxies
We assess the effects of the stochastic attenuation produced by intervening QSO absorption systems on the broadband colors of galaxies at cosmological distances. We compute the H I opacity of a clumpy universe as a function of redshift, including scattering in resonant lines, such as Lyman alpha, Lyman beta, Lyman gamma, and higher order members, and Lyman-continuum absorption. Both the numerous, optically thin Lyman-alpha forest clouds and the rarer, optically thick Lyman limit systems are found to contribute to the obscuration of background sources. We study the mean properties of primeval galaxies at high redshift in four broad optical passbands, U(sub n), B, G, and R. Even if young galaxies radiated a significant amount of ionizing photons, the attenuation due to the accumulated photoelectric opacity along the path is so severe that sources beyond z approximately 3 will drop out of the U(sub n) image together. We also show that the observed B-R color of distant galaxies can be much redder than expected from a stellar population. At z approximately 3.5, the blanketing by discrete absorption lines in the Lyman series is so effective that background galaxies appear, on average, 1 mag fainter in B. By z approximately 4, the observed B magnitude increment due to intergalactic absorption exceeds 2 mag. By modeling the intrinsic UV spectral energy distribution of star-forming galaxies with a stellar population synthesis code, we show that the (B-R)(sub AB) approximately 0 criterion for identifying 'flat-spectrum,' metal-producing galaxies is biased against objects at z greater than 3. The continuum blanketing from the Lyman series produces a characteristic staircase profile in the transmitted power. We suggest that this cosmic Lyman decrement might be used as a tool to identify high-z galaxies.
Madau, Piero↗
Surface Dust Redistribution on Mars as Observed by the Mars Global Surveyor
The global redistribution of dust by the atmosphere is geologically and climatologically important. Dust deposition and removal at the surface represents ongoing sedimentary geology: a vestige of aeolian processes responsible for the concentration of vast dustsheets and potentially for ancient layered units at various locations on Mars. The varying amount of dust on the surface has also long been hypothesized as a factor in determining whether regional or global dust storms occur in a given year. Indeed, the atmosphere has a very short, sub-seasonal time-scale (or memory) and as such, any inter-annual variability in the climate system that is not simply ascribable to stochastic processes, must involve changing conditions on the surface. An excellent, multi-year dataset is provided by the Mars Global Surveyor (MGS) Thermal Emission Spectrometer (TES) and the Mars Orbiter Camera Wide Angle imager (MOC-WA). This dataset allows investigation into the degree to which surface dust deposits on Mars really change: over decadal time scales, over the course of the annual cycle, and as a result of global and regional dust storms. The MGS mapping orbit data set extends over almost 3 Martian years at the time of writing. These data sets include one global dust storm and smaller regional storms (one in the first TES mapping year and two in the third).
Szwast, M. A.↗
Orbit Determination for the Lunar Reconnaissance Orbiter Using an Extended Kalman Filter
Orbit determination (OD) analysis results are presented for the Lunar Reconnaissance Orbiter (LRO) using a commercially available Extended Kalman Filter, Analytical Graphics' Orbit Determination Tool Kit (ODTK). Process noise models for lunar gravity and solar radiation pressure (SRP) are described and OD results employing the models are presented. Definitive accuracy using ODTK meets mission requirements and is better than that achieved using the operational LRO OD tool, the Goddard Trajectory Determination System (GTDS). Results demonstrate that a Vasicek stochastic model produces better estimates of the coefficient of solar radiation pressure than a Gauss-Markov model, and prediction accuracy using a Vasicek model meets mission requirements over the analysis span. Modeling the effect of antenna motion on range-rate tracking considerably improves residuals and filter-smoother consistency. Inclusion of off-axis SRP process noise and generalized process noise improves filter performance for both definitive and predicted accuracy. Definitive accuracy from the smoother is better than achieved using GTDS and is close to that achieved by precision OD methods used to generate definitive science orbits. Use of a multi-plate dynamic spacecraft area model with ODTK's force model plugin capability provides additional improvements in predicted accuracy.
Orbit Determination↗
Generalized Bayesian Framework for Evaluation of Integral Benchmark Experiments
A recently published generalized Bayesian optimization framework has provided a way to retract any or all of the three common assumptions underlying the conventional Generalized Linear Least Squares (GLLS) optimization method based on the concepts introduced in reference two. These assumptions are: 1. Perfection: The model used for data evaluation and the prior probability distribution function (PDF) of generalized* data are perfect; 2. Normality: The prior and posterior PDF are normal; and 3. Linearity: The model is linear. In this work we outline how the framework in 1 could be directly adopted for improved evaluation of nuclear criticality integral benchmark experiments (IBEs) by: 1. Removing the first assumption alone by utilizing the concept of imperfections introduced in 1 to enable evaluation in the presence of discrepancies between the data and model or of missing covariance information by a GLLS method that will be seen as a generalization of the conventional GLLS method employed by the TSURFER code, and by 2. Removing the remaining two assumptions by implement- ing a Markov Chain Monte Carlo method for computation of the posterior PDF in the SAMPLER code, where TSURFER and SAMPLER are the uncertainty quantification (UQ) codes for IBEs in the SCALE code system based on the GLLS, and the stochastic method, respectively.
73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
The tensor-train stochastic finite volume method for uncertainty quantification
The stochastic finite volume method offers an efficient one-pass approach for assessing uncertainty in hyperbolic conservation laws. Still, it struggles with the curse of dimensionality when dealing with multiple stochastic variables. Here, we introduce the stochastic finite volume method within the tensor-train framework to counteract this limitation. This integration, however, comes with its own set of difficulties, mainly due to the propensity for shock formation in hyperbolic systems. To overcome these issues, we have developed a tensor-train-adapted stochastic finite volume method that employs a global WENO reconstruction, making it suitable for such complex systems. This approach represents the first step in designing tensor-train techniques for hyperbolic systems and conservation laws involving shocks.
97 MATHEMATICS AND COMPUTING↗
Data-Driven Simulation-Based Planning for Electric Airport Shuttle Systems: A Real-World Case Study
Many airports are adopting battery electric buses in their shuttle fleets due to concerns over air quality and regulations. This study proposes a simulation-based optimization modeling framework to help airport shuttle operators effectively deploy electric buses. We evaluated a planned airport electric shuttle system with an event-driven simulator. Empirical data collected from existing systems were used to drive the simulations. We then proposed a simulation-based optimization model to determine the battery capacity, charging power, and number of chargers so that predefined objective(s) (e.g., minimizing total capital cost, minimizing emissions) are optimized. Compared to existing studies, the primary contribution of the proposed method is that it can model the real-world stochastic nature of operations in an electric bus system with much higher fidelity. To demonstrate the proposed modeling framework, we study a real-world shuttle system at the Dallas-Fort Worth International Airport, and present extensive numerical studies. When considering partial fleet electrification, the model can provide a set of Pareto optimal solutions. When considering full fleet electrification, the optimal solution requires a 50-kWh battery capacity and four 210-kW chargers, resulting in a total capital cost of $26,744,000. The results demonstrate that the proposed modeling framework can effectively optimize the planning of electric airport shuttle systems with partial or full fleet electrification.
ADVANCED PROPULSION SYSTEMS,ENERGY PLANNING, POLIC↗
A Novel Solution-Technique Applied to a Novel WAAS Architecture
The Federal Aviation Administration has embarked on an historic task of modernizing and significantly improving the national air transportation system. One system that uses the Global Positioning System (GPS) to determine aircraft navigational information is called the Wide Area Augmentation System (WAAS). This paper describes a reliability assessment of one candidate system architecture for the WAAS. A unique aspect of this study regards the modeling and solution of a candidate system that allows a novel cold sparing scheme. The cold spare is a WAAS communications satellite that is fabricated and launched after a predetermined number of orbiting satellite failures have occurred and after some stochastic fabrication time transpires. Because these satellites are complex systems with redundant components, they exhibit an increasing failure rate with a Weibull time to failure distribution. Moreover, the cold spare satellite build-time is Weibull and upon launch is considered to be a good-as-new system with an increasing failure rate and a Weibull time to failure distribution as well. The reliability model for this system is non-Markovian because three distinct system clocks are required: the time to failure of the orbiting satellites, the build time for the cold spare, and the time to failure for the launched spare satellite. A powerful dynamic fault tree modeling notation and Monte Carlo simulation technique with importance sampling are shown to arrive at a reliability prediction for a 10 year mission.
Bavuso, J.↗