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At least 109 records · Page 6

Guaranteed robustness properties of multivariable nonlinear stochastic optimal regulators

The robustness of optimal regulators for nonlinear, deterministic and stochastic, multi-input dynamical systems is studied under the assumption that all state variables can be measured. It is shown that, under mild assumptions, such nonlinear regulators have a guaranteed infinite gain margin; moreover, they have a guaranteed 50 percent gain reduction margin and a 60 degree phase margin, in each feedback channel, provided that the system is linear in the control and the penalty to the control is quadratic, thus extending the well-known properties of LQ regulators to nonlinear optimal designs. These results are also valid for infinite horizon, average cost, stochastic optimal control problems.

Tsitsiklis, J. N.↗

Minimum-energy control of a class of electrically driven vehicles.

A minimum-energy controller is designed and built for a class of electrically driven vehicles according to the theoretical concepts determined by the application of modern control theory. Theoretical results are obtained by making several justifiable assumptions in the dynamical equations of the system and solving the resulting stochastic optimal control problem by Bellman's dynamic programming technique. Several practical and economical considerations are taken into account for the mechanization of the minimum-energy control law.

Sahinkaya, Y. E.↗

Optimal stochastic control.

Optimal stochastic control of small dynamic systems described by random differential equations, noting selective bibliography on several subjects

Wonham, W. M.↗

Stochastic modeling of the time-advanced equations for climate dynamics

Long term, climatologically significant statistical properties of the atmospheric component of the climate system are examined in an effort to correctly and efficiently incorporate this component into larger models for climate that include oceanic and cryospheric influences and deal realistically with climate replication. The magnetic of the unpredictable (noise) component of long term atmospheric behavior is also studied in order to develop the potential for viable climatological forecasting.

Laurmann, J. A.↗

The discrete-time compensated Kalman filter

A suboptimal dynamic compensator to be used in conjunction with the ordinary discrete-time Kalman filter is derived. The resultant compensated Kalman filter has the property that steady-state bias estimation errors, resulting from modelling errors, are eliminated. The implementation of the compensated Kalman filter involves the use of accumulators in the residual channels in addition to the nominal dynamic model of the stochastic system.

Lee, W.-H.↗

Stochastic modeling of the time-averaged equations for climate dynamics

Two analyses on climate dynamics are presented, both based on a simplified set of barotropic equations for representing large scale non-linear atmospheric circulation characteristics. The statistical properties of the set of equations were investigated for small values of a parameter k sub o, corresponding to the physical case of large zonal westerlies and relatively weak eddy motions. The effect of seasonal type forcing on the solution of these equations was also studied and some preliminary numerical results are presented.

Spreiter, J. R.↗

The CO/SiO radiative instability in cool star atmospheres revisited

We revisit the formation of radiative instabilities in cool star atmospheres and compare our results with those given by Muchmore, Nuth, & Stencel. We have considered the combined influence of CO and SiO molecules and have computed models for a grid of effective temperatures and geometrical dilution factors for the stellar radiation. Our results are based on the analysis of the energy balance of gas elements with prescribed thermodynamic properties. Our results show that radiative instabilities are most likely primarily caused by CO, whereas SiO is expected to play only a minor role, except when the CO density is reduced compared to Local Thermodynamic Equilibrium (LTE) values or the CO band can be assumed to be optically thick. The onset of radiative instabilities is expected to be strongly modified when dynamic phenomena such as stochastic shocks are present. Our results provide strong evidence that dust formation can most likely occur via a radiative instability alone. Therefore, we present a revised version of the Muchmore et al. dust formation paradigm, which also considers hydrodynamic cooling. The new paradigm is particularly relevant in cases where dust is formed relatively close to the stellar photosphere.

Cuntz, M.↗

The Principle of Energetic Consistency

A basic result in estimation theory is that the minimum variance estimate of the dynamical state, given the observations, is the conditional mean estimate. This result holds independently of the specifics of any dynamical or observation nonlinearity or stochasticity, requiring only that the probability density function of the state, conditioned on the observations, has two moments. For nonlinear dynamics that conserve a total energy, this general result implies the principle of energetic consistency: if the dynamical variables are taken to be the natural energy variables, then the sum of the total energy of the conditional mean and the trace of the conditional covariance matrix (the total variance) is constant between observations. Ensemble Kalman filtering methods are designed to approximate the evolution of the conditional mean and covariance matrix. For them the principle of energetic consistency holds independently of ensemble size, even with covariance localization. However, full Kalman filter experiments with advection dynamics have shown that a small amount of numerical dissipation can cause a large, state-dependent loss of total variance, to the detriment of filter performance. The principle of energetic consistency offers a simple way to test whether this spurious loss of variance limits ensemble filter performance in full-blown applications. The classical second-moment closure (third-moment discard) equations also satisfy the principle of energetic consistency, independently of the rank of the conditional covariance matrix. Low-rank approximation of these equations offers an energetically consistent, computationally viable alternative to ensemble filtering. Current formulations of long-window, weak-constraint, four-dimensional variational methods are designed to approximate the conditional mode rather than the conditional mean. Thus they neglect the nonlinear bias term in the second-moment closure equation for the conditional mean. The principle of energetic consistency implies that, to precisely the extent that growing modes are important in data assimilation, this term is also important.

Cohn, Stephen E.↗

Toward a Physical Characterization of Raindrop Collision Outcome Regimes

A comprehensive raindrop collision outcome regime diagram that delineates the physical conditions associated with the outcome regimes (i.e., bounce, coalescence, and different breakup types) of binary raindrop collisions is proposed. The proposed diagram builds on a theoretical regime diagram defined in the phase space of collision Weber numbers We and the drop diameter ratio p by including critical angle of impact considerations. In this study, the theoretical regime diagram is first evaluated against a comprehensive dataset for drop collision experiments representative of raindrop collisions in nature. Subsequently, the theoretical regime diagram is modified to explicitly describe the dominant regimes of raindrop interactions in (We, p) by delineating the physical conditions necessary for the occurrence of distinct types of collision-induced breakup (neck/filament, sheet, disk, and crown breakups) based on critical angle of impact consideration. Crown breakup is a subtype of disk breakup for lower collision kinetic energy that presents distinctive morphology. Finally, the experimental results are analyzed in the context of the comprehensive collision regime diagram, and conditional probabilities that can be used in the parameterization of breakup kernels in stochastic models of raindrop dynamics are provided.

Testik, F. Y.↗

Physical Model of Immune Inspired Computing

Artificial Immune System is a rapidly growing field of information processing and computing based upon immune inspired paradigns of nonlinear dynamics. This paper introduces stochastic models which mimic the phenomenology of basic functions of immune systems such as self-nonself discrimination, self-repair, predator-prey pursuit, and reproduction.

Immune↗

Advanced data assimilation in strongly nonlinear dynamical systems

Advanced data assimilation methods are applied to simple but highly nonlinear problems. The dynamical systems studied here are the stochastically forced double well and the Lorenz model. In both systems, linear approximation of the dynamics about the critical points near which regime transitions occur is not always sufficient to track their occurrence or nonoccurrence. Straightforward application of the extended Kalman filter yields mixed results. The ability of the extended Kalman filter to track transitions of the double-well system from one stable critical point to the other depends on the frequency and accuracy of the observations relative to the mean-square amplitude of the stochastic forcing. The ability of the filter to track the chaotic trajectories of the Lorenz model is limited to short times, as is the ability of strong-constraint variational methods. Examples are given to illustrate the difficulties involved, and qualitative explanations for these difficulties are provided. Three generalizations of the extended Kalman filter are described. The first is based on inspection of the innovation sequence, that is, the successive differences between observations and forecasts; it works very well for the double-well problem. The second, an extension to fourth-order moments, yields excellent results for the Lorenz model but will be unwieldy when applied to models with high-dimensional state spaces. A third, more practical method--based on an empirical statistical model derived from a Monte Carlo simulation--is formulated, and shown to work very well. Weak-constraint methods can be made to perform satisfactorily in the context of these simple models, but such methods do not seem to generalize easily to practical models of the atmosphere and ocean. In particular, it is shown that the equations derived in the weak variational formulation are difficult to solve conveniently for large systems.

Miller, Robert N.↗

On Choosing Between Two Probabilistic Choice Sub-models in a Dynamic Multitask Environment

An independent random utility model based on Thurstone's Theory of Comparative Judgment and a constant utility model based on Luce's Choice Axiom are reviewed in detail. Predictions from the two models are shown to be equivalent under certain restrictions on the distribution of the underlying random process. Each model is applied as a stochastic choice submodel in a dynamic, multitask, environment. Resulting choice probabilities are nearly identical, indicating that, despite their conceptual differences, neither model may be preferred over the other based solely on its predictive capability.

Soulsby, E. P.↗

Integrated system identification and modal state estimation for control of flexible space structures

A novel approach of integrated system identification and modal state estimation is proposed for control of linear dynamical systems including flexible space structures. There are four steps involved in this approach. First, the relation between a stochastic state space model of a dynamical system and the coefficients of its autoregressive model with exogenous input is derived. Second, an adaptive least-squares transversal predictor is used to estimate the coefficients of the model. Third, a state space model and a steady state Kalman filter gain of the dynamical system are then identified from the coefficients of the model by using the eigensystem realization algorithm. Fourth, a modal state estimator is constructed using the modal parameters of the identified model. On-line implementation of this algorithm can continually improve the modal parameters and the filter gain. It can also gradually update the system model when the system characteristics are slowly changing. A numerical example is used to illustrate the feasibility of the new approach.

Chen, Chung-Wen↗

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.↗