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At least 145 records · Page 8

Reliability Analysis of Power Grids Considering Component Failures of Variable Energy Resources

This paper proposes an improved model for the reliability assessment of power systems considering component failures of variable energy resources (VER). The inherent intermittency of VER such as solar photovoltaic (PV) and wind farms, along with their susceptibility to component failures, present significant challenges to reliable system operation. These issues, combined with power grid operation and network constraints, complicate the reliable operation of VER-integrated power systems. Here, to address these concerns, this paper introduces a reliability assessment framework that considers VER input variability, its impact on component availability, and their resulting impact on overall system reliability. Stochastic models based on discrete Markov processes are developed to incorporate variable irradiance, wind speeds, and their effects on PV and wind component failure rates. A next-event and state transition-based approach is then developed to integrate the stochastic models into a mixed-timing sequential Monte Carlo simulation framework for composite reliability assessment. Case studies on the RTS-GMLC system demonstrate the effectiveness of the proposed model in evaluating the reliability of VER-integrated systems.

Pandit, Dilip [Sandia National Laboratories (SNL-N↗

Identification of system, observer, and controller from closed-loop experimental data

This paper considers the identification problem of a system operating in closed-loop with an existing feedback controller. The closed-loop system is excited by a known excitation signal, and the resulting time histories of the closed-loop system response and the feedback signal are measured. From the time history data, the algorithm computes the Markov parameters of a closed-loop observer, from which the Markov parameters of the individual open-loop plant, observer, and controller are recovered. A state space model of the open-loop plant and the gain matrices for the controller and the observer are then realized. The results of the paper are demonstrated by an example using actual aircraft flutter test data.

Juang, Jer-Nan↗

Metabrain for Embedded Cognition (MBEC)

This study presents the application of Hidden Markov Models (HMM) to determine specialized features without expert input. Specifically, the application of such a method for classification of high multi-path fading is targeted, for demonstrating the feasibility of such an approach. This is the first step in the development of a meta-brain for embedded cognition (M-BEC) suite that can be used to apply machine learning to various communication systems at NASA GRC. The project explores the concept of fading and how it affects communication systems in a negative way. Currently, supervised learning methods are used to study the effects of fading on space links. However, such models rely on expert features to make predictions as to the state of a link and whether fading is present. This project offers the possibility of having the HMM learn what characteristics are important and make predictions based on those characteristics. This project explores Hidden Markov Models, their theory and applications to various problems, as well as the underlying equations and assumptions. A preliminary result is presented and recommendations are made as to the use of such an approach for communications systems.

Propagation↗

Decoding Golden Eagle Movement Behavior from High-Resolution, Variable-Rate Telemetry Data Through Bayesian Filtering

The recent advances in animal tracking technology have enabled the collection of a vast amount of in situ data regarding the movement of wildlife at high spatiotemporal resolution. These data are usually available at variable time resolutions and contains noise (error) originating from GPS fixes. Decoding movement characteristics, particularly of flying animals, from telemetry data while handling these factors is a challenging yet important task for conservation purposes. Typically, this task is broken into two subtasks: resampling, and model calibration. The resampling subtask converts the variable rate positional data into a constant time interval data, while the model calibration subtask uses the resampled data to tune time-invariant parameters of the proposed models. For telemetry data at high temporal resolutions (order of 1 second), it is very challenging to decouple noise from actual movements using interpolation-based resampling techniques. Any errors introduced during resampling can significantly alter the the calibration and prediction attributes of the movement model. We address this problem through a unified Bayesian state-space framework that can handle both the resampling and calibration tasks in a single step. In addition, we use the speed and heading of the bird from telemetry data to regularize the position information of the bird. We use a Kalman filtering approach to include these nonlinearly related motion parameters within the state space framework. We cross-validated to quantify how this inclusion affects the model performance in estimating true bird movements. The relationship between the true state of the bird and environmental and topographical covariates is then represented parametrically. These parameters are then tuned using stochastic sampling strategies like Markov Chain Monte Carlo (MCMC). We use the telemetry data collected from golden eagles in the western USA to demonstrate the applicability of this approach to build a predictive, probabilistic movement model. Our preliminary results show that this approach provides improved predictive performance in terms of capturing higher-order motion parameters such as angular and horizontal accelerations, which may have simpler and more direct relationships with environmental covariates than corresponding speeds. In this talk, we will demonstrate how this state-space approach benefits the prediction capabilities of a movement model in simulating golden eagle paths through a wind power plant in Wyoming given certain atmospheric conditions. The model outcomes are aimed at informing mitigation strategies that can minimize the potential for collisions of golden eagles with wind turbines.

Bayesian methods↗

Bayesian Cloud Property Retrievals from ARM Active and Passive Measurements

The optimum use of the continuous measurements of thermodynamics, radiation, aerosols, clouds and precipitation from the DOE Atmospheric Radiation Measurement (ARM) program is key to achieve the DOE Atmospheric System Research (ASR)’s objectives. One of the key mission requirements is to retrieve cloud and precipitation properties, as well as vertical motion parameters, along the vertical cross- section defined by the profiling active sensors. Such retrievals are challenging to perform continuously in the entire spectrum of cloud and precipitation conditions due to the large natural microphysical and dynamical variability, the often-limited information content in the measurements, and the lack of proper characterization of measurement quality and uncertainty. Today, the acquisition of new remote and in-situ sensors by the ARM program creates opportunities to address the microphysical retrieval problem by exploiting new, more robust retrieval techniques and integrating various scattered advancements in both sensor techniques and retrieval algorithms. During this project, we constructed a robust Bayesian Markov chain Monte Carlo (MCMC) cloud property retrieval algorithm that includes a state of the art radar forward model. Our MCMC-based retrieval produces both the best estimate of height-resolved cloud and precipitation properties in the radar profile, as well as an estimate of the in-cloud vertical motion and turbulence. In addition, the MCMC algorithm automatically produces robust and flexible estimates of retrieval uncertainty. We tested the algorithm on several synthetic cloud profiles obtained from large eddy simulation (LES) models with bin-resolved microphysics.

54 ENVIRONMENTAL SCIENCES↗

Spectral characteristics of convolutionally coded digital signals

The power spectral density of the output symbol sequence of a convolutional encoder is computed for two different input symbol stream source models, namely, an NRZ signaling format and a first order Markov source. In the former, the two signaling states of the binary waveform are not necessarily assumed to occur with equal probability. The effects of alternate symbol inversion on this spectrum are also considered. The mathematical results are illustrated with many examples corresponding to optimal performance codes.

Divsalar, D.↗

A Component-Level Model of Automatic Dependent Surveillance - Broadcast (ADS-B)

Automatic Dependent Surveillance – Broadcast (ADS-B) is being employed in numerous peer-to-peer initiatives attempting to expand the capacity of the National Airspace System (NAS) or enable mixed operations of manned and unmanned vehicles. Safety assessments of these initiatives rely, in part, on modeling the accuracy of ADS-B in reporting the position and direction of an ownship and surrounding traffic. Frequently, these initiatives utilize a position uncertainty model that applies a reported ADS-B estimation position uncertainty (EPU) value to a Rayleigh distribution and uses a Gauss-Markov random walk to add error to the ADS-B output of a vehicle. This model of ADS-B state error is easy to implement and apply to numerous problems. However, it has a couple of draw-backs. First, the ADS-B state errors are equally probable in all directions. This is a good assumption in situations where aircraft maneuvering is not constrained. However, in situations where the aircraft maneuvering is constrained such as landing, the error distribution is likely to exhibit directionality and the non-directional model may skew results especially when assessing very low probabilities (e.g., 10(exp -9)) of catastrophic encounters. Second, the model does not account for processing latency in the receiving aircraft. NASA Langley Research Center (LaRC) recently examined the feasibility of decreasing the spacing of aircraft on parallel approaches to runways separated by as little as 700 feet. For Monte-Carlo analysis using a high-fidelity simulation of a large transport, LaRC started with a Gauss-Markov model of ADS-B error but then developed a component level model of ADS-B error to increase the fidelity of results.

Madden, Michael M.↗

Automatic specification of reliability models for fault-tolerant computers

The calculation of reliability measures using Markov models is required for life-critical processor-memory-switch structures that have standby redundancy or that are subject to transient or intermittent faults or repair. The task of specifying these models is tedious and prone to human error because of the large number of states and transitions required in any reasonable system. Therefore, model specification is a major analysis bottleneck, and model verification is a major validation problem. The general unfamiliarity of computer architects with Markov modeling techniques further increases the necessity of automating the model specification. Automation requires a general system description language (SDL). For practicality, this SDL should also provide a high level of abstraction and be easy to learn and use. The first attempt to define and implement an SDL with those characteristics is presented. A program named Automated Reliability Modeling (ARM) was constructed as a research vehicle. The ARM program uses a graphical interface as its SDL, and it outputs a Markov reliability model specification formulated for direct use by programs that generate and evaluate the model.

Liceaga, Carlos A.↗

Towards automatic Markov reliability modeling of computer architectures

The analysis and evaluation of reliability measures using time-varying Markov models is required for Processor-Memory-Switch (PMS) structures that have competing processes such as standby redundancy and repair, or renewal processes such as transient or intermittent faults. The task of generating these models is tedious and prone to human error due to the large number of states and transitions involved in any reasonable system. Therefore model formulation is a major analysis bottleneck, and model verification is a major validation problem. The general unfamiliarity of computer architects with Markov modeling techniques further increases the necessity of automating the model formulation. This paper presents an overview of the Automated Reliability Modeling (ARM) program, under development at NASA Langley Research Center. ARM will accept as input a description of the PMS interconnection graph, the behavior of the PMS components, the fault-tolerant strategies, and the operational requirements. The output of ARM will be the reliability of availability Markov model formulated for direct use by evaluation programs. The advantages of such an approach are (a) utility to a large class of users, not necessarily expert in reliability analysis, and (b) a lower probability of human error in the computation.

Liceaga, C. A.↗

Combining Observations and Models: A Review of the CARDAMOM Framework for Data‐Constrained Terrestrial Ecosystem Modeling

The rapid increase in the volume and variety of terrestrial biosphere observations (i.e., remote sensing data and in situ measurements) offers a unique opportunity to derive ecological insights, refine process‐based models, and improve forecasting for decision support. However, despite their potential, ecological observations have primarily been used to benchmark process‐based models, as many past and current models lack the capability to directly integrate observations and their associated uncertainties for parameterization. In contrast, data assimilation frameworks such as the CARbon DAta MOdel fraMework (CARDAMOM) and its suite of process‐based models, known as the Data Assimilation Linked Ecosystem Carbon Model (DALEC), are specifically designed for model‐data fusion. This review, motivated by a recent CARDAMOM community workshop, examines the development and applications of CARDAMOM, with an emphasis on its role in advancing ecosystem process understanding. CARDAMOM employs a Bayesian approach, using a Markov Chain Monte Carlo algorithm to enable data‐driven calibration of DALEC parameters and initial states (i.e., carbon pool sizes) through observation operators. CARDAMOM's unique ability to retrieve localized model process parameters from diverse datasets—ranging from in situ measurements to global satellite observations—makes it a highly flexible tool for analyzing spatially variable ecosystem responses to environmental change. However, assimilating these data also presents challenges, including data quality issues that propagate into model skill, as well as trade‐offs between model complexity, parameter equifinality, and predictive performance. We discuss potential solutions to these challenges, such as reducing parameter equifinality by incorporating new observations. This review also offers community recommendations for incorporating emerging datasets, integrating machine learning techniques, strengthening collaboration with remote sensing, field, and modeling communities, and expanding CARDAMOM's relevance for localized ecosystem monitoring and decision‐making. CARDAMOM enables a deep, mechanistic understanding of terrestrial ecosystem dynamics that cannot be achieved through empirical analyses of observational datasets or weakly constrained models alone.

Bayesian inference↗

Characterization of Partially Observed Epidemics - Application to COVID-19

This report documents a statistical method for the "real-time" characterization of partially observed epidemics. Observations consist of daily counts of symptomatic patients, diagnosed with the disease. Characterization, in this context, refers to estimation of epidemiological parameters that can be used to provide short-term forecasts of the ongoing epidemic, as well as to provide gross information for the time-dependent infection rate. The characterization problem is formulated as a Bayesian inverse problem, and is predicated on a model for the distribution of the incubation period. The model parameters are estimated as distributions using a Markov Chain Monte Carlo (MCMC) method, thus quantifying the uncertainty in the estimates. The method is applied to the COVID-19 pandemic of 2020, using data at the country, provincial (e.g., states) and regional (e.g. county) levels. The epidemiological model includes a stochastic component due to uncertainties in the incubation period. This model-form uncertainty is accommodated by a pseudo-marginal Metropolis-Hastings MCMC sampler, which produces posterior distributions that reflect this uncertainty. We approximate the discrepancy between the data and the epidemiological model using Gaussian and negative binomial error models; the latter was motivated by the over-dispersed count data. For small daily counts we find the performance of the calibrated models to be similar for the two error models. For large daily counts the negative-binomial approximation is numerically unstable unlike the Gaussian error model. Application of the model at the country level (for the United States, Germany, Italy, etc.) generally provided accurate forecasts, as the data consisted of large counts which suppressed the day-to-day variations in the observations. Further, the bulk of the data is sourced over the duration before the relaxation of the curbs on population mixing, and is not confounded by any discernible country-wide second wave of infections. At the state-level, where reporting was poor or which evinced few infections (e.g., New Mexico), the variance in the data posed some, though not insurmountable, difficulties, and forecasts were able to capture the data with large uncertainty bounds. The method was found to be sufficiently sensitive to discern the flattening of the infection and epidemic curve due to shelter-in-place orders after around 90% quantile for the incubation distribution (about 10 days for COVID-19). The proposed model was also used at a regional level to compare the forecasts for the central and north-west regions of New Mexico. Modeling the data for these regions illustrated different disease spread dynamics captured by the model. While in the central region the daily counts peaked in the late April, in the north-west region the ramp-up continued for approximately three more weeks.

59 BASIC BIOLOGICAL SCIENCES↗

Frequency domain system identification methods - Matrix fraction description approach

This paper presents the use of matrix fraction descriptions for least-squares curve fitting of the frequency spectra to compute two matrix polynomials. The matrix polynomials are intermediate step to obtain a linearized representation of the experimental transfer function. Two approaches are presented: first, the matrix polynomials are identified using an estimated transfer function; second, the matrix polynomials are identified directly from the cross/auto spectra of the input and output signals. A set of Markov parameters are computed from the polynomials and subsequently realization theory is used to recover a minimum order state space model. Unevenly spaced frequency response functions may be used. Results from a simple numerical example and an experiment are discussed to highlight some of the important aspect of the algorithm.

Horta, Luca G.↗

Runtime Verification with State Estimation

We introduce the concept of Runtime Verification with State Estimation and show how this concept can be applied to estimate theprobability that a temporal property is satisfied by a run of a program when monitoring overhead is reduced by sampling. In such situations, there may be gaps in the observed program executions, thus making accurate estimation challenging. To deal with the effects of sampling on runtime verification, we view event sequences as observation sequences of a Hidden Markov Model (HMM), use an HMM model of the monitored program to "fill in" sampling-induced gaps in observation sequences, and extend the classic forward algorithm for HMM state estimation (which determines the probability of a state sequence, given an observation sequence) to compute the probability that the property is satisfied by an execution of the program. To validate our approach, we present a case study based on the mission software for a Mars rover. The results of our case study demonstrate high prediction accuracy for the probabilities computed by our algorithm. They also show that our technique is much more accurate than simply evaluating the temporal property on the given observation sequences, ignoring the gaps.

sampling↗

Control theory for random systems

A survey is presented of the current knowledge available for designing and predicting the effectiveness of controllers for dynamic systems which can be modeled by ordinary differential equations. A short discussion of feedback control is followed by a description of deterministic controller design and the concept of system state. The need for more realistic disturbance models led to the use of stochastic process concepts, in particular the Gauss-Markov process. A compensator controlled system, with random forcing functions, random errors in the measurements, and random initial conditions, is treated as constituting a Gauss-Markov random process; hence the mean-square behavior of the controlled system is readily predicted. As an example, a compensator is designed for a helicopter to maintain it in hover in a gusty wind over a point on the ground.

Bryson, A. E., Jr.↗

Identification of linear multivariable systems from a single set of data by identification of observers with assigned real eigenvalues

A formulation is presented for identification of linear multivariable from a single set of input-output data. The identification method is formulated with the mathematical framework of learning identifications, by extension of the repetition domain concept to include shifting time intervals. This method contrasts with existing learning approaches that require data from multiple experiments. In this method, the system input-output relationship is expressed in terms of an observer, which is made asymptotically stable by an embedded real eigenvalue assignment procedure. Through this relationship, the Markov parameters of the observer are identified. The Markov parameters of the actual system are recovered from those of the observer, and then used to obtain a state space model of the system by standard realization techniques. The basic mathematical formulation is derived, and numerical examples presented to illustrate.

Phan, Minh↗

Identification of linear multivariable systems from a single set of data by identification of observers with assigned real eigenvalues

This paper presents a formulation for identification of linear multivariable systems from a single set of input-output data. The identification method is formulated with the mathematical framework of learning identification, by extension of the repetition domain concept to include shifting time intervals. This contrasts existing learning approaches that require data from multiple experiments. In this method, the system input-output relationship is expressed in terms of an observer, which is made asymptotically stable by an embedded real eigenvalue assignment procedure. Through this relationship, the Markov parameters of the observer are identified. The Markov parameters of the actual system are recovered from those of the observer, and then used to obtain a state space model of the system by standard realization techniques. The basic mathematical formulation is derived, and numerical examples presented to illustrate the proposed method.

Phan, Minh↗

Linear system identification via an asymptotically stable observer

This paper presents a formulation for identification of linear multivariable systems from single or multiple sets of input-output data. The system input-output relationship is expressed in terms of an observer, which is made asymptotically stable by an embedded eigenvalue assignment procedure. The prescribed eigenvalues for the observer may be real, complex, mixed real and complex, or zero. In this formulation, the Markov parameters of the observer are identified from input-output data. The Markov parameters of the actual system are then recovered from those of the observer, and used to obtain a state space model of the system by standard realization techniques. The basic mathematical formulation is derived, and numerical examples using simulated noise-free data are presented to illustrate the proposed method.

Phan, Minh↗

Identification of linear systems by an asymptotically stable observer

A formulation is presented for the identification of a linear multivariable system from single or multiple sets of input-output data. The system input-output relationship is expressed in terms of an observer, which is made asymptotically stable by an embedded eigenvalue assignment procedure. The prescribed eigenvalues for the observer may be real, complex, mixed real and complex, or zero. In this formulation, the Markov parameters of the observer are identified from input-output data. The Markov parameters of the actual system are then recovered from those of the observer and used to obtain a state space model of the system by standard realization techniques. The basic mathematical formulation is derived, and extensive numerical examples using simulated noise-free data are presented to illustrate the proposed method.

Phan, Minh Q.↗