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At least 73 records · Page 4

N-Player Stochastic Differential Games

Conditions are described which guarantee that the control strategies adopted by N players constitute an efficient solution, an equilibrium, or a core solution. The system dynamics are described by an Ito equation, and all players have perfect information. It was found that when the set of instantaneous joint costs and velocity vectors is convex, the conditions are necessary.

Varaiya, P.↗

Extracting scene feature vectors through modeling, volume 3

The remote estimation of the leaf area index of winter wheat at Finney County, Kansas was studied. The procedure developed consists of three activities: (1) field measurements; (2) model simulations; and (3) response classifications. The first activity is designed to identify model input parameters and develop a model evaluation data set. A stochastic plant canopy reflectance model is employed to simulate reflectance in the LANDSAT bands as a function of leaf area index for two phenological stages. An atmospheric model is used to translate these surface reflectances into simulated satellite radiance. A divergence classifier determines the relative similarity between model derived spectral responses and those of areas with unknown leaf area index. The unknown areas are assigned the index associated with the closest model response. This research demonstrated that the SRVC canopy reflectance model is appropriate for wheat scenes and that broad categories of leaf area index can be inferred from the procedure developed.

Berry, J. K.↗

Cloud field classification based on textural features

An essential component in global climate research is accurate cloud cover and type determination. Of the two approaches to texture-based classification (statistical and textural), only the former is effective in the classification of natural scenes such as land, ocean, and atmosphere. In the statistical approach that was adopted, parameters characterizing the stochastic properties of the spatial distribution of grey levels in an image are estimated and then used as features for cloud classification. Two types of textural measures were used. One is based on the distribution of the grey level difference vector (GLDV), and the other on a set of textural features derived from the MaxMin cooccurrence matrix (MMCM). The GLDV method looks at the difference D of grey levels at pixels separated by a horizontal distance d and computes several statistics based on this distribution. These are then used as features in subsequent classification. The MaxMin tectural features on the other hand are based on the MMCM, a matrix whose (I,J)th entry give the relative frequency of occurrences of the grey level pair (I,J) that are consecutive and thresholded local extremes separated by a given pixel distance d. Textural measures are then computed based on this matrix in much the same manner as is done in texture computation using the grey level cooccurrence matrix. The database consists of 37 cloud field scenes from LANDSAT imagery using a near IR visible channel. The classification algorithm used is the well known Stepwise Discriminant Analysis. The overall accuracy was estimated by the percentage or correct classifications in each case. It turns out that both types of classifiers, at their best combination of features, and at any given spatial resolution give approximately the same classification accuracy. A neural network based classifier with a feed forward architecture and a back propagation training algorithm is used to increase the classification accuracy, using these two classes of features. Preliminary results based on the GLDV textural features alone look promising.

Sengupta, Sailes Kumar↗

Lie theory and control systems defined on spheres

It is shown that in constructing a theory for the most elementary class of control problems defined on spheres, some results from the Lie theory play a natural role. To understand controllability, optimal control, and certain properties of stochastic equations, Lie theoretic ideas are needed. The framework considered here is the most natural departure from the usual linear system/vector space problems which have dominated control systems literature. For this reason results are compared with those previously available for the finite dimensional vector space case.

Brockett, R. W.↗

State equations for an n-body spacecraft

Considerable attention, in the open literature, is being focused on the problem of developing a suitable set of deterministic dynamical equations for a complex spacecraft. The present paper addresses the problem of determining a set of state equations for an n-body spacecraft. The approach used in obtaining the state equations involves the application and interpretation of advanced dynamical principles. This set of state equations can be effectively used in the development of a stochastic controller for the spacecraft (in this latter development, the deterministic model developed in the present paper will be appropriately corrupted by plant noise). The major effort in the paper revolves around the determination of the plant matrices and the specification of the state vector and the control vector.

Larson, V.↗

Static assignment of complex stochastic tasks using stochastic majorization

We consider the problem of statically assigning many tasks to a (smaller) system of homogeneous processors, where a task's structure is modeled as a branching process, and all tasks are assumed to have identical behavior. We show how the theory of majorization can be used to obtain a partial order among possible task assignments. Our results show that if the vector of numbers of tasks assigned to each processor under one mapping is majorized by that of another mapping, then the former mapping is better than the latter with respect to a large number of objective functions. In particular, we show how measurements of finishing time, resource utilization, and reliability are all captured by the theory. We also show how the theory may be applied to the problem of partitioning a pool of processors for distribution among parallelizable tasks.

Nicol, David↗

Fokker-Planck response of stochastic satellites

The present investigation is concerned with the effects of stochastic geometry and random environmental torques on the pointing accuracy of spinning and three-axis stabilized satellites. The study of pointing accuracies requires a knowledge of the rates of error growth over and above any criteria for the asymptotic stability of the satellites. For this reason the investigation is oriented toward the determination of the statistical properties of the responses of the satellites. The geometries of the satellites are considered stochastic so as to have a phenomenological model of the motions of the flexible structural elements of the satellites. A widely used method of solving stochastic equations is the Fokker-Planck approach where the equations are assumed to define a Markoff process and the transition probability densities of the responses are computed directly as a function of time. The Fokker-Planck formulation is used to analyze the response vector of a rigid satellite.

Huang, T. C.↗

Stochastic process approximation for recursive estimation with guaranteed bound on the error covariance

An approach, is proposed for the design of approximate, fixed order, discrete time realizations of stochastic processes from the output covariance over a finite time interval, was proposed. No restrictive assumptions are imposed on the process; it can be nonstationary and lead to a high dimension realization. Classes of fixed order models are defined, having the joint covariance matrix of the combined vector of the outputs in the interval of definition greater or equal than the process covariance; (the difference matrix is nonnegative definite). The design is achieved by minimizing, in one of those classes, a measure of the approximation between the model and the process evaluated by the trace of the difference of the respective covariance matrices. Models belonging to these classes have the notable property that, under the same measurement system and estimator structure, the output estimation error covariance matrix computed on the model is an upper bound of the corresponding covariance on the real process. An application of the approach is illustrated by the modeling of random meteorological wind profiles from the statistical analysis of historical data.

Menga, G.↗

Filtered Mass Density Function for Design Simulation of High Speed Airbreathing Propulsion Systems

The objective of this research is to develop and implement new methodology for large eddy simulation of (LES) of high-speed reacting turbulent flows. We have just completed two (2) years of Phase I of this research. This annual report provides a brief and up-to-date summary of our activities during the period: September 1, 2000 through August 31, 2001. In the work within the past year, a methodology termed "velocity-scalar filtered density function" (VSFDF) is developed and implemented for large eddy simulation (LES) of turbulent flows. In this methodology the effects of the unresolved subgrid scales (SGS) are taken into account by considering the joint probability density function (PDF) of all of the components of the velocity and scalar vectors. An exact transport equation is derived for the VSFDF in which the effects of the unresolved SGS convection, SGS velocity-scalar source, and SGS scalar-scalar source terms appear in closed form. The remaining unclosed terms in this equation are modeled. A system of stochastic differential equations (SDEs) which yields statistically equivalent results to the modeled VSFDF transport equation is constructed. These SDEs are solved numerically by a Lagrangian Monte Carlo procedure. The consistency of the proposed SDEs and the convergence of the Monte Carlo solution are assessed by comparison with results obtained by an Eulerian LES procedure in which the corresponding transport equations for the first two SGS moments are solved. The unclosed SGS convection, SGS velocity-scalar source, and SGS scalar-scalar source in the Eulerian LES are replaced by corresponding terms from VSFDF equation. The consistency of the results is then analyzed for a case of two dimensional mixing layer.

Drozda, T. G.↗

Autonomous frequency domain identification: Theory and experiment

The analysis, design, and on-orbit tuning of robust controllers require more information about the plant than simply a nominal estimate of the plant transfer function. Information is also required concerning the uncertainty in the nominal estimate, or more generally, the identification of a model set within which the true plant is known to lie. The identification methodology that was developed and experimentally demonstrated makes use of a simple but useful characterization of the model uncertainty based on the output error. This is a characterization of the additive uncertainty in the plant model, which has found considerable use in many robust control analysis and synthesis techniques. The identification process is initiated by a stochastic input u which is applied to the plant p giving rise to the output. Spectral estimation (h = P sub uy/P sub uu) is used as an estimate of p and the model order is estimated using the produce moment matrix (PMM) method. A parametric model unit direction vector p is then determined by curve fitting the spectral estimate to a rational transfer function. The additive uncertainty delta sub m = p - unit direction vector p is then estimated by the cross spectral estimate delta = P sub ue/P sub uu where e = y - unit direction vectory y is the output error, and unit direction vector y = unit direction vector pu is the computed output of the parametric model subjected to the actual input u. The experimental results demonstrate the curve fitting algorithm produces the reduced-order plant model which minimizes the additive uncertainty. The nominal transfer function estimate unit direction vector p and the estimate delta of the additive uncertainty delta sub m are subsequently available to be used for optimization of robust controller performance and stability.

Yam, Yeung↗

Supercomputer optimizations for stochastic optimal control applications

Supercomputer optimizations for a computational method of solving stochastic, multibody, dynamic programming problems are presented. The computational method is valid for a general class of optimal control problems that are nonlinear, multibody dynamical systems, perturbed by general Markov noise in continuous time, i.e., nonsmooth Gaussian as well as jump Poisson random white noise. Optimization techniques for vector multiprocessors or vectorizing supercomputers include advanced data structures, loop restructuring, loop collapsing, blocking, and compiler directives. These advanced computing techniques and superconducting hardware help alleviate Bellman's curse of dimensionality in dynamic programming computations, by permitting the solution of large multibody problems. Possible applications include lumped flight dynamics models for uncertain environments, such as large scale and background random aerospace fluctuations.

Chung, Siu-Leung↗

Electron Scattering by Low-frequency Whistler Waves at Earth’s Bow Shock

Electrons are accelerated to nonthermal energies at shocks in space and astrophysical environments. While shock drift acceleration (SDA) has been considered a key process of electron acceleration at Earth’s bow shock, it has also been recognized that SDA needs to be combined with an additional stochastic process to explain the observed power-law energy spectra. Here, we show mildly energetic (∼0.5 keV) electrons are locally scattered (and accelerated while being confined) by magnetosonic-whistler waves within the shock transition layer, especially when the shock angle is large (θ(sub Bn) approximately equal or greater than 70°). When measured by the Magnetospheric Multiscale mission at a high cadence, ∼0.5 keV electron flux increased exponentially in the shock transition layer. However, the flux profile was not entirely smooth and the fluctuation showed temporal/spectral association with large-amplitude (δB/B ~ 0.3), low-frequency (approximately equal or less than 0.1 Ω(sub ce) where Ω(sub ce) is the cyclotron frequency), obliquely propagating (θ(sub kB) ~ 30°–60°, where θ(sub kB) is the angle between the wave vector and background magnetic field) whistler waves, indicating that the particles were interacting with the waves. Particle simulations demonstrate that, although linear cyclotron resonances with ∼0.5 keV electrons are unlikely due to the obliquity and low frequencies of the waves, the electrons are still scattered beyond 90° pitch angle by (1) resonant mirroring (transit-time damping), (2) non-resonant mirroring, and (3) subharmonic cyclotron resonances. Such coupled nonlinear scattering processes are likely to provide the stochasticity needed to explain the power-law formation.

Oka, M.↗

Tradeoff methods in multiobjective insensitive design of airplane control systems

The latest results of an ongoing study of computer-aided design of airplane control systems are given. Constrained minimization algorithms are used, with the design objectives in the constraint vector. The concept of Pareto optimiality is briefly reviewed. It is shown how an experienced designer can use it to find designs which are well-balanced in all objectives. Then the problem of finding designs which are insensitive to uncertainty in system parameters are discussed, introducing a probabilistic vector definition of sensitivity which is consistent with the deterministic Pareto optimal problem. Insensitivity is important in any practical design, but it is particularly important in the design of feedback control systems, since it is considered to be the most important distinctive property of feedback control. Methods of tradeoff between deterministic and stochastic-insensitive (SI) design are described, and tradeoff design results are presented for the example of the a Shuttle lateral stability augmentation system. This example is used because careful studies have been made of the uncertainty in Shuttle aerodynamics. Finally, since accurate statistics of uncertain parameters are usually not available, the effects of crude statistical models on SI designs are examined.

Schy, A. A.↗

Loss of Control Detection for Commercial Transports Using Conditional Variational Autoencoders

This work describes a detector for the loss of control of a commercial transport in flight. The detector has a belief state defined by the latent variable stochastic modeling of a conditional variational autoencoder (CVAE) constructed with bidirectional recurrent layers. In 2000, the Boeing Company and the NASA Langley Research Center jointly developed a quantitative set of metrics for defining loss-of-control (LOC) for a commercial transport. We use the thresholds for these quantitative metrics to define a condition vector for training the CVAE. We demonstrate through experimentation that reconstruction probability is an accurate indicator that the vehicle has shifted to an LOC state. Second, we introduce a technique for inferring that the vehicle is experiencing a flight state change is approaching by measuring a shift in the sampling Gaussian distributions of the latent space. We provide an analysis of its applicability to flight data from a NASA generic commercial transport-type aircraft.

Newton H Campbell↗

Loss of Control Detection for Commercial Transport Aircraft Using Conditional Variational Autoencoders

This work describes a detector for the loss of control condition of a commercial transport in flight. The detector has a belief state defined by the latent variable stochastic modeling of a conditional variational autoencoder (CVAE) constructed with bidirectional recurrent layers. In 2000, the Boeing Company and the NASA Langley Research Center jointly developed a quantitative set of metrics for defining loss-of-control (LOC) for a commercial transport. We use the thresholds for these quantitative metrics to define a condition vector for training the CVAE. First, we demonstrate through experimentation that reconstruction probability is an accurate indicator that the vehicle has shifted to an LOC state. Second, we introduce a technique for inferring that the vehicle is approaching a flight state change by measuring a shift in the sampling distributions of the CVAE latent space. The sampling distributions for flight observations that are approaching envelope limits are localized to external areas of the latent space. We provide an analysis of its applicability to flight data from NASA’s dynamically-scaled generic transport model (GTM) aircraft.

Loss of control↗

Instantaneous and time-averaged dispersion and measurement models for estimation theory applications with elevated point source plumes

Estimation theory, which originated in guidance and control research, is applied to the analysis of air quality measurements and atmospheric dispersion models to provide reliable area-wide air quality estimates. A method for low dimensional modeling (in terms of the estimation state vector) of the instantaneous and time-average pollutant distributions is discussed. In particular, the fluctuating plume model of Gifford (1959) is extended to provide an expression for the instantaneous concentration due to an elevated point source. Individual models are also developed for all parameters in the instantaneous and the time-average plume equations, including the stochastic properties of the instantaneous fluctuating plume.

Diamante, J. M.↗

A distributed Petri Net controller for a dual arm testbed

This thesis describes the design and functionality of a Distributed Petri Net Controller (DPNC). The controller runs under X Windows to provide a graphical interface. The DPNC allows users to distribute a Petri Net across several host computers linked together via a TCP/IP interface. A sub-net executes on each host, interacting with the other sub-nets by passing a token vector from host to host. One host has a command window which monitors and controls the distributed controller. The input to the DPNC is a net definition file generated by Great SPN. Thus, a net may be designed, analyzed and verified using this package before implementation. The net is distributed to the hosts by tagging transitions that are host-critical with the appropriate host number. The controller will then distribute the remaining places and transitions to the hosts by generating the local nets, the local marking vectors and the global marking vector. Each transition can have one or more preconditions which must be fulfilled before the transition can fire, as well as one or more post-processes to be executed after the transition fires. These implement the actual input/output to the environment (machines, signals, etc.). The DPNC may also be used to simulate a Great SPN net since stochastic and deterministic firing rates are implemented in the controller for timed transitions.

Bjanes, Atle↗

Stochastic control system parameter identifiability

The parameter identification problem of general discrete time, nonlinear, multiple input/multiple output dynamic systems with Gaussian white distributed measurement errors is considered. The knowledge of the system parameterization was assumed to be known. Concepts of local parameter identifiability and local constrained maximum likelihood parameter identifiability were established. A set of sufficient conditions for the existence of a region of parameter identifiability was derived. A computation procedure employing interval arithmetic was provided for finding the regions of parameter identifiability. If the vector of the true parameters is locally constrained maximum likelihood (CML) identifiable, then with probability one, the vector of true parameters is a unique maximal point of the maximum likelihood function in the region of parameter identifiability and the constrained maximum likelihood estimation sequence will converge to the vector of true parameters.

Lee, C. H.↗