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At least 73 records · Page 4

The Behavior of Filters and Smoothers for Strongly Nonlinear Dynamics

The Kalman filter is the optimal filter in the presence of known Gaussian error statistics and linear dynamics. Filter extension to nonlinear dynamics is non trivial in the sense of appropriately representing high order moments of the statistics. Monte Carlo, ensemble-based, methods have been advocated as the methodology for representing high order moments without any questionable closure assumptions (e.g., Miller 1994). Investigation along these lines has been conducted for highly idealized dynamics such as the strongly nonlinear Lorenz (1963) model as well as more realistic models of the oceans (Evensen and van Leeuwen 1996) and atmosphere (Houtekamer and Mitchell 1998). A few relevant issues in this context are related to the necessary number of ensemble members to properly represent the error statistics and, the necessary modifications in the usual filter equations to allow for correct update of the ensemble members (Burgers 1998). The ensemble technique has also been applied to the problem of smoothing for which similar questions apply. Ensemble smoother examples, however, seem to quite puzzling in that results of state estimate are worse than for their filter analogue (Evensen 1997). In this study, we use concepts in probability theory to revisit the ensemble methodology for filtering and smoothing in data assimilation. We use Lorenz (1963) model to test and compare the behavior of a variety implementations of ensemble filters. We also implement ensemble smoothers that are able to perform better than their filter counterparts. A discussion of feasibility of these techniques to large data assimilation problems will be given at the time of the conference.

Zhu, Yanqiu

Probabilistic Risk Assessment: A Bibliography

Probabilistic risk analysis is an integration of failure modes and effects analysis (FMEA), fault tree analysis and other techniques to assess the potential for failure and to find ways to reduce risk. This bibliography references 160 documents in the NASA STI Database that contain the major concepts, probabilistic risk assessment, risk and probability theory, in the basic index or major subject terms, An abstract is included with most citations, followed by the applicable subject terms.

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Fault Tree Analysis: A Bibliography

Fault tree analysis is a top-down approach to the identification of process hazards. It is as one of the best methods for systematically identifying an graphically displaying the many ways some things can go wrong. This bibliography references 266 documents in the NASA STI Database that contain the major concepts. fault tree analysis, risk an probability theory, in the basic index or major subject terms. An abstract is included with most citations, followed by the applicable subject terms.

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Mathematical Analysis of Space Radiator Segmenting for Increased Reliability and Reduced Mass

Spacecraft for long duration deep space missions will need to be designed to survive micrometeoroid bombardment of their surfaces some of which may actually be punctured. To avoid loss of the entire mission the damage due to such punctures must be limited to small, localized areas. This is especially true for power system radiators, which necessarily feature large surface areas to reject heat at relatively low temperature to the space environment by thermal radiation. It may be intuitively obvious that if a space radiator is composed of a large number of independently operating segments, such as heat pipes, a random micrometeoroid puncture will result only in the loss of the punctured segment, and not the entire radiator. Due to the redundancy achieved by independently operating segments, the wall thickness and consequently the weight of such segments can be drastically reduced. Probability theory is used to estimate the magnitude of such weight reductions as the number of segments is increased. An analysis of relevant parameter values required for minimum mass segmented radiators is also included.

Juhasz, Albert J.

Lattice Duality: The Origin of Probability and Entropy

Bayesian probability theory is an inference calculus, which originates from a generalization of inclusion on the Boolean lattice of logical assertions to a degree of inclusion represented by a real number. Dual to this lattice is the distributive lattice of questions constructed from the ordered set of down-sets of assertions, which forms the foundation of the calculus of inquiry-a generalization of information theory. In this paper we introduce this novel perspective on these spaces in which machine learning is performed and discuss the relationship between these results and several proposed generalizations of information theory in the literature.

Knuth, Kevin H.

Initialization and Restart in Stochastic Local Search: Computing a Most Probable Explanation in Bayesian Networks

For hard computational problems, stochastic local search has proven to be a competitive approach to finding optimal or approximately optimal problem solutions. Two key research questions for stochastic local search algorithms are: Which algorithms are effective for initialization? When should the search process be restarted? In the present work we investigate these research questions in the context of approximate computation of most probable explanations (MPEs) in Bayesian networks (BNs). We introduce a novel approach, based on the Viterbi algorithm, to explanation initialization in BNs. While the Viterbi algorithm works on sequences and trees, our approach works on BNs with arbitrary topologies. We also give a novel formalization of stochastic local search, with focus on initialization and restart, using probability theory and mixture models. Experimentally, we apply our methods to the problem of MPE computation, using a stochastic local search algorithm known as Stochastic Greedy Search. By carefully optimizing both initialization and restart, we reduce the MPE search time for application BNs by several orders of magnitude compared to using uniform at random initialization without restart. On several BNs from applications, the performance of Stochastic Greedy Search is competitive with clique tree clustering, a state-of-the-art exact algorithm used for MPE computation in BNs.

Mengshoel, Ole J.

Sensor Selection for Aircraft Engine Performance Estimation and Gas Path Fault Diagnostics

This paper presents analytical techniques for aiding system designers in making aircraft engine health management sensor selection decisions. The presented techniques, which are based on linear estimation and probability theory, are tailored for gas turbine engine performance estimation and gas path fault diagnostics applications. They enable quantification of the performance estimation and diagnostic accuracy offered by different candidate sensor suites. For performance estimation, sensor selection metrics are presented for two types of estimators including a Kalman filter and a maximum a posteriori estimator. For each type of performance estimator, sensor selection is based on minimizing the theoretical sum of squared estimation errors in health parameters representing performance deterioration in the major rotating modules of the engine. For gas path fault diagnostics, the sensor selection metric is set up to maximize correct classification rate for a diagnostic strategy that performs fault classification by identifying the fault type that most closely matches the observed measurement signature in a weighted least squares sense. Results from the application of the sensor selection metrics to a linear engine model are presented and discussed. Given a baseline sensor suite and a candidate list of optional sensors, an exhaustive search is performed to determine the optimal sensor suites for performance estimation and fault diagnostics. For any given sensor suite, Monte Carlo simulation results are found to exhibit good agreement with theoretical predictions of estimation and diagnostic accuracies.

Gas Turbine Engines

Sensor Selection for Aircraft Engine Performance Estimation and Gas Path Fault Diagnostics

This paper presents analytical techniques for aiding system designers in making aircraft engine health management sensor selection decisions. The presented techniques, which are based on linear estimation and probability theory, are tailored for gas turbine engine performance estimation and gas path fault diagnostics applications. They enable quantification of the performance estimation and diagnostic accuracy offered by different candidate sensor suites. For performance estimation, sensor selection metrics are presented for two types of estimators including a Kalman filter and a maximum a posteriori estimator. For each type of performance estimator, sensor selection is based on minimizing the theoretical sum of squared estimation errors in health parameters representing performance deterioration in the major rotating modules of the engine. For gas path fault diagnostics, the sensor selection metric is set up to maximize correct classification rate for a diagnostic strategy that performs fault classification by identifying the fault type that most closely matches the observed measurement signature in a weighted least squares sense. Results from the application of the sensor selection metrics to a linear engine model are presented and discussed. Given a baseline sensor suite and a candidate list of optional sensors, an exhaustive search is performed to determine the optimal sensor suites for performance estimation and fault diagnostics. For any given sensor suite, Monte Carlo simulation results are found to exhibit good agreement with theoretical predictions of estimation and diagnostic accuracies.

Gas Turbine Engines

Sensor Selection for Aircraft Engine Performance Estimation and Gas Path Fault Diagnostics

This paper presents analytical techniques for aiding system designers in making aircraft engine health management sensor selection decisions. The presented techniques, which are based on linear estimation and probability theory, are tailored for gas turbine engine performance estimation and gas path fault diagnostics applications. They enable quantification of the performance estimation and diagnostic accuracy offered by different candidate sensor suites. For performance estimation, sensor selection metrics are presented for two types of estimators including a Kalman filter and a maximum a posteriori estimator. For each type of performance estimator, sensor selection is based on minimizing the theoretical sum of squared estimation errors in health parameters representing performance deterioration in the major rotating modules of the engine. For gas path fault diagnostics, the sensor selection metric is set up to maximize correct classification rate for a diagnostic strategy that performs fault classification by identifying the fault type that most closely matches the observed measurement signature in a weighted least squares sense. Results from the application of the sensor selection metrics to a linear engine model are presented and discussed. Given a baseline sensor suite and a candidate list of optional sensors, an exhaustive search is performed to determine the optimal sensor suites for performance estimation and fault diagnostics. For any given sensor suite, Monte Carlo simulation results are found to exhibit good agreement with theoretical predictions of estimation and diagnostic accuracies.

Diagnosis

The Reliability Function

Mathematically, reliability is the probability of success. First, we will present the calculus needed to comprehend basic probability theory. Second, we will introduce The Reliability Function and its basic properties. Last, we will demonstrate The Reliability Function in a notional fatigue life example.

Reliability

Mathematical algorithms for approximate reasoning

Most state of the art expert system environments contain a single and often ad hoc strategy for approximate reasoning. Some environments provide facilities to program the approximate reasoning algorithms. However, the next generation of expert systems should have an environment which contain a choice of several mathematical algorithms for approximate reasoning. To meet the need for validatable and verifiable coding, the expert system environment must no longer depend upon ad hoc reasoning techniques but instead must include mathematically rigorous techniques for approximate reasoning. Popular approximate reasoning techniques are reviewed, including: certainty factors, belief measures, Bayesian probabilities, fuzzy logic, and Shafer-Dempster techniques for reasoning. A group of mathematically rigorous algorithms for approximate reasoning are focused on that could form the basis of a next generation expert system environment. These algorithms are based upon the axioms of set theory and probability theory. To separate these algorithms for approximate reasoning various conditions of mutual exclusivity and independence are imposed upon the assertions. Approximate reasoning algorithms presented include: reasoning with statistically independent assertions, reasoning with mutually exclusive assertions, reasoning with assertions that exhibit minimum overlay within the state space, reasoning with assertions that exhibit maximum overlay within the state space (i.e. fuzzy logic), pessimistic reasoning (i.e. worst case analysis), optimistic reasoning (i.e. best case analysis), and reasoning with assertions with absolutely no knowledge of the possible dependency among the assertions. A robust environment for expert system construction should include the two modes of inference: modus ponens and modus tollens. Modus ponens inference is based upon reasoning towards the conclusion in a statement of logical implication, whereas modus tollens inference is based upon reasoning away from the conclusion. These algorithms allow one to reason accurately with uncertain data. The above environment can replicate state-f-the-art expert system environments which provides a continuity between the current expert systems which cannot be validated or verified and future expert systems which should be both validated and verified

Murphy, John H.

Principles of communication engineering.

Textbook on communication engineering emphasizing random processes, information and detection theory, statistical communication theory, applications, etc

COMMUNICATION THEORY

Medium-range order and compositional correlation in metallic glasses

The compositional atomic ordering in metallic glasses was studied by simulation focusing on the medium-range order (MRO). Many metallic alloy liquids and glasses show MRO characterized by the oscillations in the atomic pair-distribution function (PDF) beyond the first peak, which decay exponentially with distance. To study the effects of the local chemical order on MRO, we examine the compositionally resolved PDF and its MRO for models of various binary metallic alloy glasses. We show that compositional ordering is limited mostly to the nearest-neighbor atoms and the MRO is largely independent of the compositional order. For some elements that strongly repel each other in the alloy, a second MRO periodicity is observed owing to the distinct correlations among them. These results are discussed in light of the idea that the MRO oscillations in the PDF describe the correlations in the atomic density fluctuations, rather than the detailed local atomic structure.

Atomic structure

Origins of prokaryotes, eukaryotes, mitochondria, and chloroplasts

A computer branching model is used to analyze cellular evolution. Attention is given to certain key amino acids and nucleotide residues (ferredoxin, 5s ribosomal RNA, and c-type cytochromes) because of their commonality over a wide variety of cell types. Each amino acid or nucleotide residue is a sequence in an inherited biological trait; and the branching method is employed to align sequences so that changes reflect substitution of one residue for another. Based on the computer analysis, the symbiotic theory of cellular evolution is considered the most probable. This theory holds that organelles, e.g., mitochondria and chloroplasts invaded larger bodies, e.g., bacteria, and combined functions to form eucaryotic cells.

Schwartz, R. M.