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At least 73 records · Page 4

A Monte Carlo approach to the analysis of control system robustness

Stochastic robustness, a simple technique used to estimate the stability and performance robustness of linear, time-invariant systems, is described. The scalar probability of instability is introduced as a measure of stability robustness. Examples are given of stochastic performance robustness measures based on classical time-domain specifications. The relationship between stochastic robustness measures and control system design parameters is discussed. The technique is demonstrated by analyzing an LQG/LTR system designed for a flexible robot arm. It is concluded that the analysis of stochastic robustness offers a good alternative to existing robustness metrics.

Ray, Laura R.↗

Determining design gust loads for nonlinear aircraft similarity between methods based on matched filter theory and on stochastic simulation

This is a work-in-progress paper. It explores the similarity between the results from two different analysis methods - one deterministic, the other stochastic - for computing maximized and time-correlated gust loads for nonlinear aircraft. To date, numerical studies have been performed using two different nonlinear aircraft configurations. These studies demonstrate that results from the deterministic analysis method are realizable in the stochastic analysis method.

Scott, Robert C.↗

An empirical analysis of the distribution of overshoots in a stationary Gaussian stochastic process

The frequency distribution of overshoots in a stationary Gaussian stochastic process is analyzed. The primary processes involved in this analysis are computer simulation and statistical estimation. Computer simulation is used to simulate stationary Gaussian stochastic processes that have selected autocorrelation functions. An analysis of the simulation results reveals a frequency distribution for overshoots with a functional dependence on the mean and variance of the process. Statistical estimation is then used to estimate the mean and variance of a process. It is shown that for an autocorrelation function, the mean and the variance for the number of overshoots, a frequency distribution for overshoots can be estimated.

Carter, M. C.↗

Towards a Theory of Sampled-Data Piecewise-Deterministic Markov Processes

The analysis and design of practical control systems requires that stochastic models be employed. Analysis and design tools have been developed, for example, for Markovian jump linear continuous and discrete-time systems, piecewise-deterministic processes (PDP's), and general stochastic hybrid systems (GSHS's). These model classes have been used in many applications, including fault tolerant control and networked control systems. This paper presents initial results on the analysis of a sampled-data PDP representation of a nonlinear sampled-data system with a jump linear controller. In particular, it is shown that the state of the sampled-data PDP satisfies the strong Markov property. In addition, a relation between the invariant measures of a sampled-data system driven by a stochastic process and its associated discrete-time representation are presented. As an application, when the plant is linear with no external input, a sufficient testable condition for the convergence in distribution to the invariant delta Dirac measure is given.

Herencia-Zapana, Heber↗

On the use of stochastic process-based methods for the analysis of hyperspectral data

Further development in remote sensing technology requires refinement of information system design aspects, i.e., the ability to specify precisely the data to collect and the means to extract increasing amounts of information from the increasingly rich and complex data stream created. One of the principal directions of advance is that data from much larger numbers of spectral bands can be collected, but with significantly increased signal-to-noise ratio. The theory of stochastic or random processes may be applied to the modeling of second-order variations. A multispectral data set with a large number of spectral bands is analyzed using standard pattern recognition techniques. The data were classified using first a single spectral feature, then two, and continuing on with greater and greater numbers of features. Three different classification schemes are used: a standard maximum likelihood Gaussian scheme; the same approach with the mean values of all classes adjusted to be the same; and the use of a minimum distance to means scheme such that mean differences are used.

Landgrebe, David A.↗

Probabilistic Finite Element Development

The probabilistic finite element computer program known as Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) is being developed for the analysis of critical structural components for reusable space propulsion systems. First year efforts involve the formulation of the probabilistic analysis strategy and the development of a probabilistic linear analysis code. The ultimate goal of the 3-year program is the development of a finite element code capable of performing nonlinear dynamic analysis of structures having stochastic material properties, geometry, and boundary conditions and subjected to random loading. Three levels of sophistication are envisioned for the stochastic description of the structural problem, namely: (1) homogeneous random variable for stiffness, mass, damping, and external loading; (2) stochastic characterization of variables at the element level, with specified interelement correlations; and (3) stochastic interpolation of variables within a finite element. Two alternative probabilistic analysis methods will be developed, allowing for all three levels of modeling sophistication.

Nagtegaal, J.↗

Bayesian estimation - A sensitivity analysis

The robustness of the assigned prior distribution in a Bayesian estimation problem is examined. A Bayesian analysis for a stochastic intensity parameter of a Poisson distribution is summarized in which the natural conjugate is assigned as the prior distribution of the random parameter. The sensitivity analysis is carried out by assuming the existence of a true prior which is different in form from that of the assigned prior distribution. By using mean-squared error as a measure of performance, the ensuing Bayes decision function is compared to the corresponding minimum variance unbiased estimator. Results indicate that the Bayes estimator is largely robust to deviations from the assigned prior and remains squared-error superior to the MVU type within a broad region.

Canavos, G. C.↗

On the robustness of a Bayes estimate

This paper examines the robustness of a Bayes estimator with respect to the assigned prior distribution. A Bayesian analysis for a stochastic scale parameter of a Weibull failure model is summarized in which the natural conjugate is assigned as the prior distribution of the random parameter. The sensitivity analysis is carried out by the Monte Carlo method in which, although an inverted gamma is the assigned prior, realizations are generated using distribution functions of varying shape. For several distributional forms and even for some fixed values of the parameter, simulated mean squared errors of Bayes and minimum variance unbiased estimators are determined and compared. Results indicate that the Bayes estimator remains squared-error superior and appears to be largely robust to the form of the assigned prior distribution.

Canavos, G. C.↗

Understanding Variability in Mechanical Behavior of Adhesively Bonded Sandwich Joints due to Stochastic Material Damage

A mesoscale progressive damage analysis was applied to the analysis of recently tested adhesively bonded sandwich panels, in which ten nominally identical tension loaded panels failed in three different failure modes, with peakloads ranging from 13.0 –16.1 kips. A parametric finite element model for progressive damage analysis of an adhesively bonded joint (ABJ) considering matrix and fiber damage, and delamination cracks in unidirectional and fabric composite sections of the joint, as well as core crushing, and adhesive fracture was developed. The model was developed using Abaqus/Explicit and utilized continuum damage mechanics material models for intralaminar damage in the facesheet and doubler plies, cohesive elements for delamination and adhesive debonding, and discretized cells considering plasticity to model crushing of the aluminum honeycomb core. Analysis predictions obtained with a pristine model agreed well with the average experimental peak load, strain in the joint, and post-test damage states. Then, various methods to incorporate stochastic material variability into ABJ model were evaluated. These methods included simulation of pre-existing matrix damage, pre-existing adhesive porosity, and uniform modification of adhesive properties. These material and manufacturing defects changed the damage mode predictions in some cases. The analysis of stochastic strength due to the considered defects revealed unintuitive damage mode interaction in the ABJ, explaining some structure-property relationships observed experimentally.

Richard Larson↗

Stochastic Control Synthesis of Systems with Structured Uncertainty

This paper presents a study on the design of robust controllers by using random variables to model structured uncertainty for both SISO and MIMO feedback systems. Once the parameter uncertainty is prescribed with probability density functions, its effects are propagated through the analysis leading to stochastic metrics for the system's output. Control designs that aim for satisfactory performances while guaranteeing robust closed loop stability are attained by solving constrained non-linear optimization problems in the frequency domain. This approach permits not only to quantify the probability of having unstable and unfavorable responses for a particular control design but also to search for controls while favoring the values of the parameters with higher chance of occurrence. In this manner, robust optimality is achieved while the characteristic conservatism of conventional robust control methods is eliminated. Examples that admit closed form expressions for the probabilistic metrics of the output are used to elucidate the nature of the problem at hand and validate the proposed formulations.

Padula, Sharon L.↗

Expendable Launch Vehicle Studies

Analytical support studies of expendable launch vehicles concentrates on the stability of the dynamics during launch especially during or near the region of maximum dynamic pressure. The in-plane linearized dynamic equations of a generic launch vehicle with multiple flexible bending and fuel sloshing modes are developed. The design of a robust LQR controller based on the reduced order system is accomplished using the parameter perturbation technique. The ELV modeling and analysis team has spent the past three years working on the theoretical development and application of sensitivity analysis to solve eigenvalue problems associated with structural dynamics. Specific application areas include stochastic vibrations, viscously damped vibrations and nonlinear dynamics. In stochastic linear vibrations, sensitivity analysis methods have been developed which determined the expectation and variance of the response for given probability density functions of various stochastic parameters. Examples worked include beam vibrations with up to six stochastic parameters; and the eigensensitivity results differ little from those obtained, with much effect, from Monte Carlo techniques. For viscously damped vibrations, eigensensitivity analysis has given excellent results for homogeneous beams, modeled by either quadratic or quartic eigenvalue equations. Specific applications include Kevin and Maxwell-type viscoelastic beams.

Bainum, P. M.↗

The structure of dilute combusting sprays

An experimental and theoretical study of drop processes in a turbulent flame is described. The experiments involved a monodisperse (105 and 180 micro m initial diameter) stream of methanol drops injected at the base of a turbulent methane-fueled diffusion flame burning in still air. The following measurements were made: mean and fluctuating phase velocities, mean drop number flux, drop-size distributions and mean gas-phase temperatures. Measurements were compared with predictions of two separated flow models: (1) deterministic separated flow, where drop-turbulence interactions are ignored; and (2) stochastic separated flow, where drop-turbulence interactions are considered using random-walk computations. The stochastic separated flow analysis yielded best agreement with measurements, since it provides for turbulent dispersion of drops which was important for present test conditions (and probably for most combusting sprays as well). Distinguishing the presence or absence of envelope flames around the drops, however, was relatively unimportant for present test conditions, since the drops spent most of their lifetime in fuel-rich regions of the flow where this distinction is irrelevant.

Shuen, J. S.↗

Flexural rigidity of the Basin and Range-Colorado Plateau-Rocky Mountain transition from coherence analysis of gravity and topography

Stochastic inversion for flexural loads and flexural rigidity of the continental elastic layer can be accomplished most effectively by using the coherence of gravity and topography. However, the spatial resolution of coherence analysis has been limited by use of two-dimensional periodogram spectra from very large (greater than 10(exp 5)sq km) windows that generally include multiple tectonic features. Using a two-dimensional spectral estimator based on the maximum entropy method, the spatial resolution of flexural proerties can be enhanced by a factor of 4 or more, enabling more detailed analysis at the scale of individual tectonic features. This new approach is used to map the spatial variation of flexural rigidity along the Basin and Range transition to the Colorado Plateau and Middle Rocky Mountains physiographic provinces. Large variations in flexural isostatic responses are found, with rigidities ranging from as low as 8.7 x 10(exp 20) N m (elastic thickness (T(sub e) = 4.6 km) in the Basin and Range to as high as 4.1 x 10(exp 24) N m T(sub e) = 77 km) in the Middle Rocky Mountains. These results compare favorably woith independent determinations of flexural rigidity in the region. Areas of low flexural rigidity correlate strongly with areas of high surface heat flow, as is expected from the contingence of flexural rigidity on a temperature-dependent flow law. Also, late Cenozoic normal faults with large displacements are found primarily in area of low flexural rigidity region. The highest flexural rigidity is found within the Archean Wyoming craton, where evidence suggests that deeply rooted cratonic lithosphere may play a role in determining the distribution of tectonism at the surface.

Lowery, Anthony R.↗

Particle-laden swirling free jets: Measurements and predictions

A theoretical and experimental investigation of single-phase and particle-laden weakly swirling jets was conducted. The jets were injected vertically downward from a 19 mm diameter tube with swirl numbers ranging from 0 to 0.33. The particle-laden jets had a single loading ratio (0.2) with particles having a SMD of 39 microns. Mean and fluctuating properties of both phases were measured using nonintrusive laser based methods while particle mass flux was measured using an isokinetic sampling probe. The continuous phase was analyzed using both a baseline kappa-epsilon turbulence model and an extended version with modifications based on the flux Richardson number to account for effects of streamline curvature. To highlight effects of interphase transport rates and particle/turbulence interactions, effects of the particles were analyzed as follows: (1) locally homogeneous flow (LHF) analysis, where interphase transport rates are assumed to be infinitely fast; (2) deterministic separated flow (DSF) analysis, where finite interphase transport rates are considered but particle/turbulence interactions are ignored; and (3) stochastic separated flow (SSF) analysis, where both effects are considered using random-walk computations.

Bulzan, D. L.↗