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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 145 records · Page 8

On-line methods for rotorcraft aeroelastic mode identification

The requirements for the on-line identification of rotorcraft aeroelastic blade modes from random response test data are presented. A recursive maximum likelihood (RML) technique is used in conjunction with a bandpass filter to identify isolated blade mode damping and frequency. The RML technique is demonstrated to have excellent convergence characteristics in random measurement noise and random process noise excitation. The RML identification technique uses an ARMA representation for the aeroelastic stochastic system and requires virtually no user interaction while providing accurate confidence bands on the parameter estimates. Comparisons are made with an off-line Newton type maximum likelihood algorithm which uses a state variable model representation. Results are presented from simulation random response data which quantify the identifed parameter convergence behavior for various levels of random excitation which is typical of wind tunnel turbulence levels. The RML technique is applied to hingless rotor test data from the NASA Langley Research Center Helicopter Hover Facility.

Molusis, J. A.↗

Effects of noise variance model on optimal feedback design and actuator placement

In optimal placement of actuators for stochastic systems, it is commonly assumed that the actuator noise variances are not related to the feedback matrix and the actuator locations. In this paper, we will discuss the limitation of that assumption and develop a more practical noise variance model. Various properties associated with optimal actuator placement under the assumption of this noise variance model are discovered through the analytical study of a second order system.

Ruan, Mifang↗

Iterative LQG Controller Design Through Closed-Loop Identification

This paper presents an iterative Linear Quadratic Gaussian (LQG) controller design approach for a linear stochastic system with an uncertain open-loop model and unknown noise statistics. This approach consists of closed-loop identification and controller redesign cycles. In each cycle, the closed-loop identification method is used to identify an open-loop model and a steady-state Kalman filter gain from closed-loop input/output test data obtained by using a feedback LQG controller designed from the previous cycle. Then the identified open-loop model is used to redesign the state feedback. The state feedback and the identified Kalman filter gain are used to form an updated LQC controller for the next cycle. This iterative process continues until the updated controller converges. The proposed controller design is demonstrated by numerical simulations and experiments on a highly unstable large-gap magnetic suspension system.

Hsiao, Min-Hung↗

Effect of Finite Computational Domain on Turbulence Scaling Law in Both Physical and Spectral Spaces

The well-known translation between the power law of energy spectrum and that of the correlation function or the second order structure function has been widely used in analyzing random data. Here, we show that the translation is valid only in proper scaling regimes. The regimes of valid translation are different for the correlation function and the structure function. Indeed, they do not overlap. Furthermore, in practice, the power laws exist only for a finite range of scales. We show that this finite range makes the translation inexact even in the proper scaling regime. The error depends on the scaling exponent. The current findings are applicable to data analysis in fluid turbulence and other stochastic systems.

Hou, Thomas Y.↗

A Probabilistic Framework for the Validation and Certification of Computer Simulations

The paper presents a methodology for quantifying, propagating, and managing the uncertainty in the data required to initialize computer simulations of complex phenomena. The purpose of the methodology is to permit the quantitative assessment of a certification level to be associated with the predictions from the simulations, as well as the design of a data acquisition strategy to achieve a target level of certification. The value of a methodology that can address the above issues is obvious, specially in light of the trend in the availability of computational resources, as well as the trend in sensor technology. These two trends make it possible to probe physical phenomena both with physical sensors, as well as with complex models, at previously inconceivable levels. With these new abilities arises the need to develop the knowledge to integrate the information from sensors and computer simulations. This is achieved in the present work by tracing both activities back to a level of abstraction that highlights their commonalities, thus allowing them to be manipulated in a mathematically consistent fashion. In particular, the mathematical theory underlying computer simulations has long been associated with partial differential equations and functional analysis concepts such as Hilbert spares and orthogonal projections. By relying on a probabilistic framework for the modeling of data, a Hilbert space framework emerges that permits the modeling of coefficients in the governing equations as random variables, or equivalently, as elements in a Hilbert space. This permits the development of an approximation theory for probabilistic problems that parallels that of deterministic approximation theory. According to this formalism, the solution of the problem is identified by its projection on a basis in the Hilbert space of random variables, as opposed to more traditional techniques where the solution is approximated by its first or second-order statistics. The present representation, in addition to capturing significantly more information than the traditional approach, facilitates the linkage between different interacting stochastic systems as is typically observed in real-life situations.

Ghanem, Roger↗

Life Prediction Issues in Thermal/Environmental Barrier Coatings in Ceramic Matrix Composites

Issues and design requirements for the environmental barrier coating (EBC)/thermal barrier coating (TBC) life that are general and those specific to the NASA Ultra-Efficient Engine Technology (UEET) development program have been described. The current state and trend of the research, methods in vogue related to the failure analysis, and long-term behavior and life prediction of EBCITBC systems are reported. Also, the perceived failure mechanisms, variables, and related uncertainties governing the EBCITBC system life are summarized. A combined heat transfer and structural analysis approach based on the oxidation kinetics using the Arrhenius theory is proposed to develop a life prediction model for the EBC/TBC systems. Stochastic process-based reliability approach that includes the physical variables such as gas pressure, temperature, velocity, moisture content, crack density, oxygen content, etc., is suggested. Benefits of the reliability-based approach are also discussed in the report.

Shah, Ashwin R.↗

Exploring the Connection Between Sampling Problems in Bayesian Inference and Statistical Mechanics

The Bayesian and statistical mechanical communities often share the same objective in their work - estimating and integrating probability distribution functions (pdfs) describing stochastic systems, models or processes. Frequently, these pdfs are complex functions of random variables exhibiting multiple, well separated local minima. Conventional strategies for sampling such pdfs are inefficient, sometimes leading to an apparent non-ergodic behavior. Several recently developed techniques for handling this problem have been successfully applied in statistical mechanics. In the multicanonical and Wang-Landau Monte Carlo (MC) methods, the correct pdfs are recovered from uniform sampling of the parameter space by iteratively establishing proper weighting factors connecting these distributions. Trivial generalizations allow for sampling from any chosen pdf. The closely related transition matrix method relies on estimating transition probabilities between different states. All these methods proved to generate estimates of pdfs with high statistical accuracy. In another MC technique, parallel tempering, several random walks, each corresponding to a different value of a parameter (e.g. "temperature"), are generated and occasionally exchanged using the Metropolis criterion. This method can be considered as a statistically correct version of simulated annealing. An alternative approach is to represent the set of independent variables as a Hamiltonian system. Considerab!e progress has been made in understanding how to ensure that the system obeys the equipartition theorem or, equivalently, that coupling between the variables is correctly described. Then a host of techniques developed for dynamical systems can be used. Among them, probably the most powerful is the Adaptive Biasing Force method, in which thermodynamic integration and biased sampling are combined to yield very efficient estimates of pdfs. The third class of methods deals with transitions between states described by rate constants. These problems are isomorphic with chemical kinetics problems. Recently, several efficient techniques for this purpose have been developed based on the approach originally proposed by Gillespie. Although the utility of the techniques mentioned above for Bayesian problems has not been determined, further research along these lines is warranted

Pohorille, Andrew↗

Measurement and feedback-driven adaptive dynamics in the classical and quantum kicked top

In classical dynamical systems, stochastic feedback can stabilize otherwise unstable periodic orbits, giving rise to distinct controlled and uncontrolled phases as the rate of control application is varied. In this work, we apply these control protocols in classical, semiclassical, and quantum regimes to the kicked top, a paradigmatic model of quantum chaos. The quantum kicked top, modeled as the dynamics of a spin-S object, naturally interpolates between these regimes with the spin size S acting as an effective Planck constant. We show that the dynamics of the kicked top in classical, semiclassical, and fully quantum limits can all be controlled using stochastic feedback protocols. Comparing the full quantum dynamics to a truncated Wigner approximation that captures quantum noise but neglects interference beyond the Ehrenfest time, we find that low-moment observables are largely accounted for semiclassically, while the remaining discrepancy in higher moments is consistent with contributions from interference and possibly nonlinearities in rare trajectories that explore the compact phase space. We also find rapid purification in the numerics studied for all rates of control considered, suggesting that control quenches the top's ability to encode a qubit of quantum information even in the uncontrolled phase.

Prasad, Mahaveer [Tata Inst.; Singapore U. Tech. D↗

Open-loop-feedback-optimal adaptive stochastic control of linear systems

This paper considers the suboptimal stochastic control of linear discrete-time dynamical systems with unknown or stochastically varying parameters. The suboptimal scheme is based upon the use of the open-loop-feedback-optimal method. The state and parameter estimates are generated by an extended Kalman filter algorithm. Numerical results for first-order systems are presented.

Ku, R.↗

Linear System Control Using Stochastic Learning Automata

This paper explains the use of a Stochastic Learning Automata (SLA) to control switching between three systems to produce the desired output response. The SLA learns the optimal choice of the damping ratio for each system to achieve a desired result. We show that the SLA can learn these states for the control of an unknown system with the proper choice of the error criteria. The results of using a single automaton are compared to using multiple automata.

Ziyad, Nigel↗

Performance evaluation of automated manufacturing systems using generalized stochastic Petri Nets

The main objective of this research is to develop a generic modeling methodology with a flexible and modular framework to aid in the design and performance evaluation of integrated manufacturing systems using a unified model. After a thorough examination of the available modeling methods, the Petri Net approach was adopted. The concurrent and asynchronous nature of manufacturing systems are easily captured by Petri Net models. Three basic modules were developed: machine, buffer, and Decision Making Unit. The machine and buffer modules are used for modeling transfer lines and production networks. The Decision Making Unit models the functions of a computer node in a complex Decision Making Unit Architecture. The underlying model is a Generalized Stochastic Petri Net (GSPN) that can be used for performance evaluation and structural analysis. GSPN's were chosen because they help manage the complexity of modeling large manufacturing systems. There is no need to enumerate all the possible states of the Markov Chain since they are automatically generated from the GSPN model.

Al-Jaar, Robert Y.↗

Temporal Coarse Graining for Classical Stochastic Noise in Quantum Systems

Simulations of quantum systems with Hamiltonian classical stochastic noise can be challenging when the noise exhibits temporal correlations over a multitude of time scales, such as for 1/f noise in solid-state quantum information processors. Here we present an approach for simulating Hamiltonian classical stochastic noise that performs temporal coarse-graining by effectively integrating out the high-frequency components of the noise. We focus on the case where the stochastic noise can be expressed as a sum of Ornstein-Uhlenbeck processes. Temporal coarse-graining is then achieved by conditioning the stochastic process on a coarse realization of the noise, expressing the conditioned stochastic process in terms of a sum of smooth, deterministic functions and bridge processes with boundaries fixed at zero, and performing the ensemble average over the bridge processes. For Ornstein-Uhlenbeck processes, the deterministic components capture all dependence on the coarse realization, and the stochastic bridge processes are not only independent but taken from the same distribution with correlators that can be expressed analytically, allowing the associated noise propagators to be precomputed once for all simulations. This combination of noise trajectories on a coarse time grid and ensemble averaging over bridge processes has practical advantages, such as a simple concatenation rule, that we highlight with numerical examples.

Albash, Tameem [Sandia National Lab. (SNL-NM), Alb↗

Algorithms for adaptive stochastic control for a class of linear systems

Control of linear, discrete time, stochastic systems with unknown control gain parameters is discussed. Two suboptimal adaptive control schemes are derived: one is based on underestimating future control and the other is based on overestimating future control. Both schemes require little on-line computation and incorporate in their control laws some information on estimation errors. The performance of these laws is studied by Monte Carlo simulations on a computer. Two single input, third order systems are considered, one stable and the other unstable, and the performance of the two adaptive control schemes is compared with that of the scheme based on enforced certainty equivalence and the scheme where the control gain parameters are known.

Toda, M.↗

Probability Density Function Control of Frequency Fluctuations in Renewable-Rich Power Systems

The stochastic nature of renewable energy sources (RESs) necessitates treating power system frequency response as a random process with a nonstationary probability density function (PDF). Here, based upon the stochastic distribution control theory originated by the second author, this paper proposes a novel stochastic controller to improve the frequency PDF in power grids when integrating a large amount of RESs, thereby minimizing the effects of uncertainties and enhancing overall system stability. The key idea is to manipulate the controllable power generation resources so that the frequency PDF is make to follow a target PDF by using the stochastic distribution control theory originated by the second author. The proposed method can easily be plugged into existing automatic generation controls for multi-area transmission grids. The proposed method is validated via a modified Kundar's two area system and 240-bus Western Electricity Coordinating Council systems. The simulation results show that the proposed control shapes the frequency PDF narrower and sharper, leading to a notable improvement toward minimizing the effects of randomness and uncertainty during grid operation.

frequency↗

Computer-aided-analysis of linear control system robustness

Stochastic robustness is a simple technique used to estimate the stability and performance robustness of linear, time-invariant systems. The use of high-speed graphics workstations and control system design software in stochastic robustness analysis is discussed and demonstrated. It is shown that stochastic robustness makes good use of modern computational and graphic tools, and it is easily implemented using commercial control system design and analysis software.

Stengel, Robert F.↗