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NASA NTRS1996

Discrete Deterministic and Stochastic Petri Nets

Petri nets augmented with timing specifications gained a wide acceptance in the area of performance and reliability evaluation of complex systems exhibiting concurrency, synchronization, and conflicts. The state space of time-extended Petri nets is mapped onto its basic underlying stochastic process, which can be shown to be Markovian under the assumption of exponentially distributed firing times. The integration of exponentially and non-exponentially distributed timing is still one of the major problems for the analysis and was first attacked for continuous time Petri nets at the cost of structural or analytical restrictions. We propose a discrete deterministic and stochastic Petri net (DDSPN) formalism with no imposed structural or analytical restrictions where transitions can fire either in zero time or according to arbitrary firing times that can be represented as the time to absorption in a finite absorbing discrete time Markov chain (DTMC). Exponentially distributed firing times are then approximated arbitrarily well by geometric distributions. Deterministic firing times are a special case of the geometric distribution. The underlying stochastic process of a DDSPN is then also a DTMC, from which the transient and stationary solution can be obtained by standard techniques. A comprehensive algorithm and some state space reduction techniques for the analysis of DDSPNs are presented comprising the automatic detection of conflicts and confusions, which removes a major obstacle for the analysis of discrete time models.

MATHEMATICAL MODELS↗

NASA NTRS1983

Design of the hybrid automated reliability predictor

The design of the Hybrid Automated Reliability Predictor (HARP), now under development at Duke University, is presented. The HARP approach to reliability prediction is characterized by a decomposition of the overall model into fault-occurrence and fault-handling sub-models. The fault-occurrence model is a non-homogeneous Markov chain which is solved analytically, while the fault-handling model is a Petri Net which is simulated. HARP provides automated analysis of sensitivity to uncertainties in the input parameters and in the initial state specifications. It then produces a predicted reliability band as a function of mission time, as well as estimates of the improvement (narrowing of the band) to be gained by a specified amount of reduction in uncertainty.

Geist, R.↗

NASA NTRS1988

Reliability Model Generator for fault-tolerant systems

This paper discusses an analysis tool, the Reliability Model Generator, that reasons from structural and functional system design specifications to generate a reliability model for the system under investigation. The resultant model defines a system state space sufficient to characterize the effects of single and multiple component failures. This model may then be examined by the analyst or used as input to an existing reliability evaluation tool, the Semi-Markov Unreliability Range Evaluator (SURE), to compute numeric bounds for system reliability (i.e., safety, mission success, availability, etc.). In defining the input to the Reliability Model Generator, a separation of the component function from structural specification is proposed to allow easy modification for analysis of alternative architectures. A hierarchical system description paradigm promotes multiple abstractions, thereby enabling analysis at all phases of the design process. The work described in this paper has been supported under NASA contract NAS1-10899, Integrated Airframe/Propulsion Control System Architecture (IAPSA II). IAPSA II promotes a system engineering methodology and supporting analytical tools to evaluate flight control architecture configuration alternatives during early phases of the design cycle when the cost and schedule impact of design revisions is minimal. Emphasis is placed on traceability to ensure that the requirements drive the resulting design.

Catherine M McCann↗

NASA NTRS2006

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↗

NASA NTRS1975

Time-controlled descent guidance in uncertain winds

A procedure has been developed for constructing a statistical model of the altitude-dependent mean wind profile from the historical record of wind measurements at particular locations. The model is constructed by fitting a Markov process, with altitude as the stage variable, to the historical wind data. The wind model, together with the aircraft dynamics and the error characteristics of the navigation system, are incorporated in the design of a state estimator, which gives the minimum variance estimate of the aircraft state and the wind vector. The state and wind estimates are used as inputs to a linear feedback law for guiding the aircraft along the nominal trajectory. An example design of a time-constrained (4D RNAV) descent guidance system is presented, showing tracking accuracy, control activity, and probability of arrival time with and without the wind estimator.

Menga, G.↗

NASA NTRS1975

Estimation of unmodeled forces on a low-thrust space vehicle

The application of a sequential estimation algorithm, which compensates for random errors in the dynamic model, to the problem of estimating the state of a continuously thrusting solar electric propulsion space vehicle is investigated. The dynamic model errors, due to random anomalies in the propulsion system, are approximated successfully by both first order and second order Gauss-Markov processes to obtain a more accurate and stable orbit determination algorithm. The importance of correct dynamic and measurement modeling in achieving accurate estimates is demonstrated.

Tapley, B. D.↗

NASA NTRS1990

Closed-form solution of decomposable stochastic models

Markov and semi-Markov processes are increasingly being used in the modeling of complex reconfigurable systems (fault tolerant computers). The estimation of the reliability (or some measure of performance) of the system reduces to solving the process for its state probabilities. Such a model may exhibit numerous states and complicated transition distributions, contributing to an expensive and numerically delicate solution procedure. Thus, when a system exhibits a decomposition property, either structurally (autonomous subsystems), or behaviorally (component failure versus reconfiguration), it is desirable to exploit this decomposition in the reliability calculation. In interesting cases there can be failure states which arise from non-failure states of the subsystems. Equations are presented which allow the computation of failure probabilities of the total (combined) model without requiring a complete solution of the combined model. This material is presented within the context of closed-form functional representation of probabilities as utilized in the Symbolic Hierarchical Automated Reliability and Performance Evaluator (SHARPE) tool. The techniques adopted enable one to compute such probability functions for a much wider class of systems at a reduced computational cost. Several examples show how the method is used, especially in enhancing the versatility of the SHARPE tool.

Sjogren, Jon A.↗

NASA NTRS1984

Optimal inventories for overhaul of repairable redundant systems - A Markov decision model

A Markovian decision model was developed to calculate the optimal inventory of repairable spare parts for an avionics control system for commercial aircraft. Total expected shortage costs, repair costs, and holding costs are minimized for a machine containing a single system of redundant parts. Transition probabilities are calculated for each repair state and repair rate, and optimal spare parts inventory and repair strategies are determined through linear programming. The linear programming solutions are given in a table.

Schaefer, M. K.↗

NASA NTRS2019

Cellular Statistical Models of Broken Cloud Fields. Part IV: Effects of Pixel Size on Idealized Satellite Observations

In the fourth part of our “Cellular Statistical Models of Broken Cloud Fields” series we use the binary Markov processes framework for quantitative investigation of the effects of low resolution of idealized satellite observations on the statistics of the retrieved cloud masks. We assume that the cloud fields are Markovian and are characterized by the “actual” cloud fraction (CF) and scale length. We use two different models of observations: a simple discrete-point sampling and a more realistic “pixel” protocol. The latter is characterized by a state attribution function (SAF) which has the meaning of the probability that the pixel with a certain CF is declared cloudy in the observed cloud mask. The stochasticity of the SAF means that the cloud/clear attribution is not ideal and can be affected by external or unknown factors. We show that the observed cloud masks can be accurately described as Markov chains of pixels and use the master-matrix formalism (introduced in Part III of the series) for analytical computation of their parameters: the “observed” CF and scale length. This procedure allows us to establish a quantitative relationship (which is pixel-size dependent) between the actual and the observed cloud-field statistics. The feasibility of restoring the former from the latter is considered. The adequacy of our analytical approach to idealized observations is evaluated using numerical simulations. Comparison of the observed parameters of the simulated datasets with their theoretical expectations showed an agreement within 0.005 for the CF, while for the scale length it is within 1% in the sampling case and within 4% in the pixel case.

Mikhail D. Alexandrov↗

NASA NTRS1993

On identified predictive control

Self-tuning control algorithms are potential successors to manually tuned PID controllers traditionally used in process control applications. A very attractive design method for self-tuning controllers, which has been developed over recent years, is the long-range predictive control (LRPC). The success of LRPC is due to its effectiveness with plants of unknown order and dead-time which may be simultaneously nonminimum phase and unstable or have multiple lightly damped poles (as in the case of flexible structures or flexible robot arms). LRPC is a receding horizon strategy and can be, in general terms, summarized as follows. Using assumed long-range (or multi-step) cost function the optimal control law is found in terms of unknown parameters of the predictor model of the process, current input-output sequence, and future reference signal sequence. The common approach is to assume that the input-output process model is known or separately identified and then to find the parameters of the predictor model. Once these are known, the optimal control law determines control signal at the current time t which is applied at the process input and the whole procedure is repeated at the next time instant. Most of the recent research in this field is apparently centered around the LRPC formulation developed by Clarke et al., known as generalized predictive control (GPC). GPC uses ARIMAX/CARIMA model of the process in its input-output formulation. In this paper, the GPC formulation is used but the process predictor model is derived from the state space formulation of the ARIMAX model and is directly identified over the receding horizon, i.e., using current input-output sequence. The underlying technique in the design of identified predictive control (IPC) algorithm is the identification algorithm of observer/Kalman filter Markov parameters developed by Juang et al. at NASA Langley Research Center and successfully applied to identification of flexible structures.

Bialasiewicz, Jan T.↗

NASA NTRS1991

Hidden Markov model analysis of force/torque information in telemanipulation

A model for the prediction and analysis of sensor information recorded during robotic performance of telemanipulation tasks is presented. The model uses the hidden Markov model to describe the task structure, the operator's or intelligent controller's goal structure, and the sensor signals. A methodology for constructing the model parameters based on engineering knowledge of the task is described. It is concluded that the model and its optimal state estimation algorithm, the Viterbi algorithm, are very succesful at the task of segmenting the data record into phases corresponding to subgoals of the task. The model provides a rich modeling structure within a statistical framework, which enables it to represent complex systems and be robust to real-world sensory signals.

Hannaford, Blake↗

NASA NTRS2003

Symbolic Heuristic Search for Factored Markov Decision Processes

We describe a planning algorithm that integrates two approaches to solving Markov decision processes with large state spaces. State abstraction is used to avoid evaluating states individually. Forward search from a start state, guided by an admissible heuristic, is used to avoid evaluating all states. We combine these two approaches in a novel way that exploits symbolic model-checking techniques and demonstrates their usefulness for decision-theoretic planning.

Morris, Robert↗

NASA NTRS1973

An all digital phase locked loop for synchronization of a sinusoidal signal embedded in white Gaussian noise

An all digital phase locked loop which tracks the phase of the incoming sinusoidal signal once per carrier cycle is proposed. The different elements and their functions and the phase lock operation are explained in detail. The nonlinear difference equations which govern the operation of the digital loop when the incoming signal is embedded in white Gaussian noise are derived, and a suitable model is specified. The performance of the digital loop is considered for the synchronization of a sinusoidal signal. For this, the noise term is suitably modelled which allows specification of the output probabilities for the two level quantizer in the loop at any given phase error. The loop filter considered increases the probability of proper phase correction. The phase error states in modulo two-pi forms a finite state Markov chain which enables the calculation of steady state probabilities, RMS phase error, transient response and mean time for cycle skipping.

Reddy, C. P.↗

NASA NTRS1994

Hidden Markov models and neural networks for fault detection in dynamic systems

Neural networks plus hidden Markov models (HMM) can provide excellent detection and false alarm rate performance in fault detection applications, as shown in this viewgraph presentation. Modified models allow for novelty detection. Key contributions of neural network models are: (1) excellent nonparametric discrimination capability; (2) a good estimator of posterior state probabilities, even in high dimensions, and thus can be embedded within overall probabilistic model (HMM); and (3) simple to implement compared to other nonparametric models. Neural network/HMM monitoring model is currently being integrated with the new Deep Space Network (DSN) antenna controller software and will be on-line monitoring a new DSN 34-m antenna (DSS-24) by July, 1994.

Smyth, Padhraic↗

NASA NTRS2006

Markovian Statistical Data Analysis of Single-Event Upsets Triggered by High Intensity Neutrons

This paper analyzes data from a single-event upset experiment conducted at the Los Alamos National Laboratory. Statistical tools, based on well-known x(sup 2) hypothesis testing theory, are used to determine if sequences of upsets can be modeled as a homogeneous Markov chain of a specific order. The experiment consisted of radiating a new experimental flight control computer (FCC) with a high intensity neutron beam while the FCC controlled a simulation of a Boeing 737. The analyzed data is a sequence of states that indicates when the FCC is under an upset condition.

Lakdawala, Anushka V.↗

NASA NTRS2016

Probabilistic Damage Characterization Using the Computationally-Efficient Bayesian Approach

This work presents a computationally-ecient approach for damage determination that quanti es uncertainty in the provided diagnosis. Given strain sensor data that are polluted with measurement errors, Bayesian inference is used to estimate the location, size, and orientation of damage. This approach uses Bayes' Theorem to combine any prior knowledge an analyst may have about the nature of the damage with information provided implicitly by the strain sensor data to form a posterior probability distribution over possible damage states. The unknown damage parameters are then estimated based on samples drawn numerically from this distribution using a Markov Chain Monte Carlo (MCMC) sampling algorithm. Several modi cations are made to the traditional Bayesian inference approach to provide signi cant computational speedup. First, an ecient surrogate model is constructed using sparse grid interpolation to replace a costly nite element model that must otherwise be evaluated for each sample drawn with MCMC. Next, the standard Bayesian posterior distribution is modi ed using a weighted likelihood formulation, which is shown to improve the convergence of the sampling process. Finally, a robust MCMC algorithm, Delayed Rejection Adaptive Metropolis (DRAM), is adopted to sample the probability distribution more eciently. Numerical examples demonstrate that the proposed framework e ectively provides damage estimates with uncertainty quanti cation and can yield orders of magnitude speedup over standard Bayesian approaches.

Warner, James E.↗

NASA NTRS1985

A Residuals Approach to Filtering, Smoothing and Identification for Static Distributed Systems

An approach for state estimation and identification of spatially distributed parameters embedded in static distributed (elliptic) system models is advanced. The method of maximum likelihood is used to find parameter values that maximize a likelihood functional for the system model, or equivalently, that minimize the negative logarithm of this functional. To find the minimum, a Newton-Raphson search is conducted that from an initial estimate generates a convergent sequence of parameter estimates. For simplicity, a Gauss-Markov approach is used to approximate the Hessian in terms of products of first derivatives. The gradient and approximate Hessian are computed by first arranging the negative log likelihood functional into a form based on the square root factorization of the predicted covariance of the measurement process. The resulting data processing approach, referred to here by the new term of predicted data covariance square root filtering, makes the gradient and approximate Hessian calculations very simple. A closely related set of state estimates is also produced by the maximum likelihood method: smoothed estimates that are optimal in a conditional mean sense and filtered estimates that emerge from the predicted data covariance square root filter.

Rodriguez, G.↗

NASA NTRS1979

Local neighborhood transition probability estimation and its use in contextual classification

The problem of incorporating spatial or contextual information into classifications is considered. A simple model that describes the spatial dependencies between the neighboring pixels with a single parameter, Theta, is presented. Expressions are derived for updating the posteriori probabilities of the states of nature of the pattern under consideration using information from the neighboring patterns, both for spatially uniform context and for Markov dependencies in terms of Theta. Techniques for obtaining the optimal value of the parameter Theta as a maximum likelihood estimate from the local neighborhood of the pattern under consideration are developed.

Chittineni, C. B.↗