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At least 127 records · Page 7

Angular-Rate Estimation Using Delayed Quaternion Measurements

This paper presents algorithms for estimating the angular-rate vector of satellites using quaternion measurements. Two approaches are compared one that uses differentiated quaternion measurements to yield coarse rate measurements, which are then fed into two different estimators. In the other approach the raw quaternion measurements themselves are fed directly into the two estimators. The two estimators rely on the ability to decompose the non-linear part of the rotas rotational dynamics equation of a body into a product of an angular-rate dependent matrix and the angular-rate vector itself. This non unique decomposition, enables the treatment of the nonlinear spacecraft (SC) dynamics model as a linear one and, thus, the application of a PseudoLinear Kalman Filter (PSELIKA). It also enables the application of a special Kalman filter which is based on the use of the solution of the State Dependent Algebraic Riccati Equation (SDARE) in order to compute the gain matrix and thus eliminates the need to compute recursively the filter covariance matrix. The replacement of the rotational dynamics by a simple Markov model is also examined. In this paper special consideration is given to the problem of delayed quaternion measurements. Two solutions to this problem are suggested and tested. Real Rossi X-Ray Timing Explorer (RXTE) data is used to test these algorithms, and results are presented.

Azor, R.↗

Complexity of Kronecker Operations on Sparse Matrices with Applications to the Solution of Markov Models

We present a systematic discussion of algorithms to multiply a vector by a matrix expressed as the Kronecker product of sparse matrices, extending previous work in a unified notational framework. Then, we use our results to define new algorithms for the solution of large structured Markov models. In addition to a comprehensive overview of existing approaches, we give new results with respect to: (1) managing certain types of state-dependent behavior without incurring extra cost; (2) supporting both Jacobi-style and Gauss-Seidel-style methods by appropriate multiplication algorithms; (3) speeding up algorithms that consider probability vectors of size equal to the "actual" state space instead of the "potential" state space.

Buchholz, Peter↗

Performance and state-space analyses of systems using Petri nets

The goal of any modeling methodology is to develop a mathematical description of a system that is accurate in its representation and also permits analysis of structural and/or performance properties. Inherently, trade-offs exist between the level detail in the model and the ease with which analysis can be performed. Petri nets (PN's), a highly graphical modeling methodology for Discrete Event Dynamic Systems, permit representation of shared resources, finite capacities, conflict, synchronization, concurrency, and timing between state changes. By restricting the state transition time delays to the family of exponential density functions, Markov chain analysis of performance problems is possible. One major drawback of PN's is the tendency for the state-space to grow rapidly (exponential complexity) compared to increases in the PN constructs. It is the state space, or the Markov chain obtained from it, that is needed in the solution of many problems. The theory of state-space size estimation for PN's is introduced. The problem of state-space size estimation is defined, its complexities are examined, and estimation algorithms are developed. Both top-down and bottom-up approaches are pursued, and the advantages and disadvantages of each are described. Additionally, the author's research in non-exponential transition modeling for PN's is discussed. An algorithm for approximating non-exponential transitions is developed. Since only basic PN constructs are used in the approximation, theory already developed for PN's remains applicable. Comparison to results from entropy theory show the transition performance is close to the theoretic optimum. Inclusion of non-exponential transition approximations improves performance results at the expense of increased state-space size. The state-space size estimation theory provides insight and algorithms for evaluating this trade-off.

Watson, James Francis, III↗

Hidden Markov Models and Neural Networks for Fault Detection

Continuous online monitoring of complex dynamic systems is common in applications as diverse as industrial plant operations, telecommunications network, and biomedical health monitoring. For monitoring purposes, the exact nature of the system under observation is typically not relevant provided there exist some measurements or symptoms which provide diagnostics information regarding the underlying system state.

Markov Fault Detection↗

A tutorial on the CARE III approach to reliability modeling

The CARE 3 reliability model for aircraft avionics and control systems is described by utilizing a number of examples which frequently use state-of-the-art mathematical modeling techniques as a basis for their exposition. Behavioral decomposition followed by aggregration were used in an attempt to deal with reliability models with a large number of states. A comprehensive set of models of the fault-handling processes in a typical fault-tolerant system was used. These models were semi-Markov in nature, thus removing the usual restrictions of exponential holding times within the coverage model. The aggregate model is a non-homogeneous Markov chain, thus allowing the times to failure to posses Weibull-like distributions. Because of the departures from traditional models, the solution method employed is that of Kolmogorov integral equations, which are evaluated numerically.

Trivedi, K. S.↗

Battery State-of-Health Aware Path Planning for a Mars Rover

A rover mission consists of visiting waypoints to gather scientific samples based on set requirements. However, rovers face operational uncertainties during the mission, affecting the performance of its electrical and mechanical components and overall mission success. Hence, it is critical to have a decision-making framework that is aware of the health state of the components when planning the path of the vehicle. In particular, battery degradation, and consequently the battery State of Health (SOH), can affect the optimality of decisions made by the autonomous system in the long term. This paper presents a decision-making system that incorporates information on the energy drawn from the battery (based on the vehicle’s velocity), terrain conditions, and model-based prognostic modules to assess the impact on the battery’s state of charge (SoC). The decision-making system was formulated as a Markov Decision Process (MDP) to reach the goal destination by sending commands in a determined amount of time while maintaining the battery SoC within the policy stated. The MDP problem was programmed using the open-source framework POMDPs.jl, which has a variety of online and offline solvers. To solve the MDP problem online, we used Monte Carlo Tree Search (MCTS). Results from simulations demonstrate the effect that battery degradation and charging plans have on decision-making.

Prognostics↗

Efficient parametric analysis of performance measures for communication networks

Efficient techniques for estimating performance measures in communication networks in a steady-state or transient setting are developed. These techniques may be used in a simulation environment or in connection with real-time observations. For Markov chain models, the recently proposed standard clock approach is extended, and a class of real-time algorithms for simultaneously generating multiple sample paths under different parameter sets is presented. Attention is focused on the link crash time estimation problem, where a 'crash' is defined as the first time a buffer overflows, given some initial conditions. An algorithm for estimating crash times under various traffic shocks is derived, where all estimates are obtained in parallel to an actual network's normal operation. An algorithm for crash time estimation of a G/D/1 link model is also derived using a different (perturbation-analysis-based) approach. Finally, extensive simulation results are provided to validate the proposed algorithms and compare them to brute-force simulation.

Cassandras, Christos G.↗

An error-dependent model of instrument-scanning behavior in commercial airline pilots

A new flexible model of pilot instrument scanning behavior is presented which assumes that the pilot uses a set of deterministic scanning patterns on the pilot's perception of error in the state of the aircraft, and the pilot's knowledge of the interactive nature of the aircraft's systems. Statistical analyses revealed that a three stage Markov process composed of the pilot's three predicted lookpoints (LP), occurring 1/30, 2/30, and 3/30 of a second prior to each LP, accurately modelled the scanning behavior of 14 commercial airline pilots while flying steep turn maneuvers in a Boeing 737 flight simulator. The modelled scanning data for each pilot were not statistically different from the observed scanning data in comparisons of mean dwell time, entropy, and entropy rate. These findings represent the first direct evidence that pilots are using deterministic scanning patterns during instrument flight. The results are interpreted as direct support for the error dependent model and suggestions are made for further research that could allow for identification of the specific scanning patterns suggested by the model.

Jones, D. H.↗

Coarse-Grain Bandwidth Estimation Scheme for Large-Scale Network

A large-scale network that supports a large number of users can have an aggregate data rate of hundreds of Mbps at any time. High-fidelity simulation of a large-scale network might be too complicated and memory-intensive for typical commercial-off-the-shelf (COTS) tools. Unlike a large commercial wide-area-network (WAN) that shares diverse network resources among diverse users and has a complex topology that requires routing mechanism and flow control, the ground communication links of a space network operate under the assumption of a guaranteed dedicated bandwidth allocation between specific sparse endpoints in a star-like topology. This work solved the network design problem of estimating the bandwidths of a ground network architecture option that offer different service classes to meet the latency requirements of different user data types. In this work, a top-down analysis and simulation approach was created to size the bandwidths of a store-and-forward network for a given network topology, a mission traffic scenario, and a set of data types with different latency requirements. These techniques were used to estimate the WAN bandwidths of the ground links for different architecture options of the proposed Integrated Space Communication and Navigation (SCaN) Network. A new analytical approach, called the "leveling scheme," was developed to model the store-and-forward mechanism of the network data flow. The term "leveling" refers to the spreading of data across a longer time horizon without violating the corresponding latency requirement of the data type. Two versions of the leveling scheme were developed: 1. A straightforward version that simply spreads the data of each data type across the time horizon and doesn't take into account the interactions among data types within a pass, or between data types across overlapping passes at a network node, and is inherently sub-optimal. 2. Two-state Markov leveling scheme that takes into account the second order behavior of the store-and-forward mechanism, and the interactions among data types within a pass. The novelty of this approach lies in the modeling of the store-and-forward mechanism of each network node. The term store-and-forward refers to the data traffic regulation technique in which data is sent to an intermediate network node where they are temporarily stored and sent at a later time to the destination node or to another intermediate node. Store-and-forward can be applied to both space-based networks that have intermittent connectivity, and ground-based networks with deterministic connectivity. For groundbased networks, the store-and-forward mechanism is used to regulate the network data flow and link resource utilization such that the user data types can be delivered to their destination nodes without violating their respective latency requirements.

Cheung, Kar-Ming↗

Angular-Rate Estimation Using Star Tracker Measurements

This paper presents algorithms for estimating the angular-rate vector of satellites using quaternion measurements. Two approaches are compared, one that uses differentiated quatemion measurements to yield coarse rate measurements which are then fed into two different estimators. In the other approach the raw quatemion measurements themselves are fed directly into the two estimators. The two estimators rely on the ability to decompose the non-linear rate dependent part of the rotational dynamics equation of a rigid body into a product of an angular-rate dependent matrix and the angular-rate vector itself This decomposition, which is not unique, enables the treatment of the nonlinear spacecraft dynamics model as a linear one and, consequently, the application of a Pseudo-Linear Kalman Filter (PSELIKA). It also enables the application of a special Kalman filter which is based on the use of the solution of the State Dependent Algebraic Riccati Equation (SDARE) in order to compute the Kalman gain matrix and thus eliminates the need to propagate and update the filter covariance matrix. The replacement of the elaborate rotational dynamics by a simple first order Markov model is also examined. In this paper a special consideration is given to the problem of delayed quatemion measurements. Two solutions to this problem are suggested and tested. Real Rossi X-Ray Timing Explorer (RXTE) data is used to test these algorithms, and results of these tests are presented.

Azor, R.↗

Angular-Rate Estimation using Star Tracker Measurements

This paper presents algorithms for estimating the angular-rate vector of satellites using quaternion measurements. Two approaches are compared, one that uses differentiated quaternion measurements to yield coarse rate measurements which are then fed into two different estimators. In the other approach the raw quaternion measurements themselves are fed directly into the two estimators. The two estimators rely on the ability to decompose the non-linear rate dependent part of the rotational dynamics equation of a rigid body into a product of an angular-rate dependent matrix and the angular-rate vector itself. This decomposition, which is not unique, enables the treatment of the nonlinear spacecraft dynamics model as a linear one and, consequently, the application of a Pseudo-Linear Kalman Filter (PSELIKA). It also enables the application of a special Kalman filter which is based on the use of the solution of the State Dependent Algebraic Riccati Equation (SDARE) in order to compute the Kalman gain matrix and thus eliminates the need to propagate and update the filter covariance matrix. The replacement of the elaborate rotational dynamics by a simple first order Markov model is also examined. In this paper a special consideration is given to the problem of delayed quaternion measurements. Two solutions to this problem are suggested and tested. Real Rossi X-Ray Timing Explorer (RXTE) data is used to test these algorithms, and results of these tests are presented.

Azor, R.↗

Making the Impossible Possible: Strategies for Fast POMDP Monitoring

Systems modeled as partially observable Markov decision processes (POMDPs) can be tracked quickly with three restrictions: all actions are grouped together, the out-degree of each system state is bounded by a constant, and the number of non-zero elements in the belief state is bounded by a (different) constant. With these restrictions, the tracking algorithm operates in constant time and linear space. The first restriction assumes that the action itself is unobservable. The second restriction defines a subclass of POMDPs that covers however a wide range of problems. The third restriction is an approximation technique that can lead to a potentially vexing problem: an observation may be received that has probability according to the restricted belief state. This problem of impossibility will cause the belief state to collapse. In this paper we discuss the tradeoffs between the constant bound on the belief state and the quality of the solution. We concentrate on strategies for overcoming the impossibility problem and demonstrate initial experimental results that indicate promising directions.

Washington, Richard↗

Improved Modeling in a Matlab-Based Navigation System

An innovative approach to autonomous navigation is available for low earth orbit satellites. The system is developed in Matlab and utilizes an Extended Kalman Filter (EKF) to estimate the attitude and trajectory based on spacecraft magnetometer and gyro data. Preliminary tests of the system with real spacecraft data from the Rossi X-Ray Timing Explorer Satellite (RXTE) indicate the existence of unmodeled errors in the magnetometer data. Incorporating into the EKF a statistical model that describes the colored component of the effective measurement of the magnetic field vector could improve the accuracy of the trajectory and attitude estimates and also improve the convergence time. This model is identified as a first order Markov process. With the addition of the model, the EKF attempts to identify the non-white components of the noise allowing for more accurate estimation of the original state vector, i.e. the orbital elements and the attitude. Working in Matlab allows for easy incorporation of new models into the EKF and the resulting navigation system is generic and can easily be applied to future missions resulting in an alternative in onboard or ground-based navigation.

Deutschmann, Julie↗

A stochastic-dynamical approach to the study of the natural variability of the climate

A method, suggested by Leith (1975), which employed stochastic-dynamic forecasts obtained from a general circulation model in such a way as to satisfy the definition of climatic noise, was used to validate assumptions accounting for the effects of external influences in estimating the climatic noise. Two assumptions were investigated: (1) that the weather fluctuations can be represented as a Markov process, and (2) that changing external conditions do not influence the atmosphere's statistical properties on short time scales. The general circulation model's simulation of the daily weather fluctuations was generated by performing integrations with prescribed climatological boundary conditions for random initial atmospheric states, with resulting dynamical forecasts providing an ensemble of simulated data for the autoregressive modeling of weather fluctuations. To estimate the climatic noise from the observational data (consisting of hourly values of sea level pressure and surface temperature at 54 U.S. stations for the month of January for the years 1949-1975) use of the short time-scale assumption is made. The simulated and observed data were found not to be consistent with either white noise or a Markov process of weather fluctuations. Good agreement was found between the results of the hypothetical testing of the simulated and the observed surface temperatures; and only partial support was found for the short time-scale assumption, i.e., for sea level pressure.

Straus, D. M.↗

On reliable control system designs

A mathematical model for use in the design of reliable multivariable control systems is discussed with special emphasis on actuator failures and necessary actuator redundancy levels. The model consists of a linear time invariant discrete time dynamical system. Configuration changes in the system dynamics are governed by a Markov chain that includes transition probabilities from one configuration state to another. The performance index is a standard quadratic cost functional, over an infinite time interval. The actual system configuration can be deduced with a one step delay. The calculation of the optimal control law requires the solution of a set of highly coupled Riccati-like matrix difference equations. Results can be used for off-line studies relating the open loop dynamics, required performance, actuator mean time to failure, and functional or identical actuator redundancy, with and without feedback gain reconfiguration strategies.

Birdwell, J. D.↗

Rainbow net analysis of VAXcluster system availability

A system modeling technique, Rainbow Nets, is used to evaluate the availability and mean-time-to-interrupt of the VAXcluster. These results are compared to the exact analytic results showing that reasonable accuracy is achieved through simulation. The complexity of the Rainbow Net does not increase as the number of processors increases, but remains constant, unlike a Markov model which expands exponentially. The constancy is achieved by using tokens with identity attributes (items) that can have additional attributes associated with them (features) which can exist in multiple states. The time to perform the simulation increases, but this is a polynomial increase rather than exponential. There is no restriction on distributions used for transition firing times, allowing real situations to be modeled more accurately by choosing the distribution which best fits the system performance and eliminating the need for simplifying assumptions.

Johnson, Allen M., Jr.↗

A new adaptive control approach for aerospace vehicles with parameter uncertainties

A new stochastic adaptive control structure is developed for the problem of combined parameter estimation and control of aerospace vehicles with changing parameters. Parameter uncertainties are modeled as first-order Gauss-Markov processes, and are introduced to the system dynamics through a small parameter. It is assumed that an accurate inertial measurement unit gives perfect measurements of the state variables. Since the stochastic system is assumed to be Gauss-Markov, the density function of the parameters given these measurements is conditionally Gaussian. Based on this conditionally Gaussian density, the problem of minimizing a quadratic cost over an infinite time horizon can be set up within the framework of stochastic optimal control theory. The optimal feedback control law is derived from a straightforward expansion of the Hamilton-Jacobi-Bellman equation, based on the LQG solution. The resulting nonlinear controller is applied to the pitch axis control of a space platform with uncertain moments of inertia and is shown to produce marked improvement over a fixed controller.

Hahn, Yungsun↗

Use of Machine Learning Techniques for Identification of Robust Teleconnections to East African Rainfall Variability

Hidden Markov models can be used to investigate structure of subseasonal variability. East African short rain variability has connections to large-scale tropical variability. MJO - Intraseasonal variations connected with appearance of "wet" and "dry" states. ENSO/IOZM SST and circulation anomalies are apparent during years of anomalous residence time in the subseasonal "wet" state. Similar results found in previous studies, but we can interpret this with respect to variations of subseasonal wet and dry modes. Reveal underlying connections between MJO/IOZM/ENSO with respect to East African rainfall.

Roberts, J. Brent↗