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All sourcesNASA NTRSDOE OSTI
NASA NTRS1980

Towards sub-optimal stochastic control of partially observable stochastic systems

A class of multidimensional stochastic control problems with noisy data and bounded controls encountered in aerospace design is examined. The emphasis is on suboptimal design, the optimality being taken in quadratic mean sense. To that effect the problem is viewed as a stochastic version of the Lurie problem known from nonlinear control theory. The main result is a separation theorem (involving a nonlinear Kalman-like filter) suitable for Lurie-type approximations. The theorem allows for discontinuous characteristics. As a byproduct the existence of strong solutions to a class of non-Lipschitzian stochastic differential equations in dimensions is proven.

Ruzicka, G. J.↗
NASA NTRS1980

Towards sub-optimal stochastic control of partially observable stochastic systems

The paper deals with a class of multidimensional stochastic control problems with noisy data and bounded controls encountered in aerospace design. The emphasis is on suboptimal design, the optimality being taken in quadratic mean sense. To that effect the problem is viewed as a stochastic version of the Lurie problem known from nonlinear control theory. The main result is a separation theorem (involving a nonlinear Kalman-like filter) suitable for Lurie-type approximations. The theorem allows for discontinuous characteristics. As a byproduct the existence of strong solutions to a class of non-Lipschitzian stochastic differential equations in n dimensions is proved.

Ruzicka, G. J.↗
NASA NTRS1992

Static assignment of complex stochastic tasks using stochastic majorization

We consider the problem of statically assigning many tasks to a (smaller) system of homogeneous processors, where a task's structure is modeled as a branching process, and all tasks are assumed to have identical behavior. We show how the theory of majorization can be used to obtain a partial order among possible task assignments. Our results show that if the vector of numbers of tasks assigned to each processor under one mapping is majorized by that of another mapping, then the former mapping is better than the latter with respect to a large number of objective functions. In particular, we show how measurements of finishing time, resource utilization, and reliability are all captured by the theory. We also show how the theory may be applied to the problem of partitioning a pool of processors for distribution among parallelizable tasks.

Nicol, David↗
NASA NTRS1990

Stochastic Robustness: Towards a Comprehensive Robustness Tool

Stochastic robustness is a simple technique to determine the robustness of linear, time-invariant systems by Monte Carlo methods. Stochastic stability robustness has been described previously. Those results are extended here to provide insight into control system design for performance. Together, stochastic stability and performance robustness concepts constitute a comprehensive tool that can be used to analyze control system robustness properties. As well, they offer control system design insight that can set the stage for stochastic robustness synthesis. The concept of stochastic stability robustness is reviewed, stochastic performance robustness is introduced, and stochastic robustness synthesis is described qualitatively. Confidence intervals necessary for comparing control laws statistically are presented.

Ray, Laurie Ryan↗
NASA NTRS1990

Stochastic Satbility and Performance Robustness of Linear Multivariable Systems

Stochastic robustness, a simple technique used to estimate the robustness of linear, time invariant systems, is applied to a single-link robot arm control system. Concepts behind stochastic stability robustness are extended to systems with estimators and to stochastic performance robustness. Stochastic performance robustness measures based on classical design specifications are introduced, and the relationship between stochastic robustness measures and control system design parameters are discussed. The application of stochastic performance robustness, and the relationship between performance objectives and design parameters are demonstrated by means of example. The results prove stochastic robustness to be a good overall robustness analysis method that can relate robustness characteristics to control system design parameters.

Ryan, Laurie E.↗
NASA NTRS1990

Stochastic stability and performance robustness of linear multivariable systems

Stochastic robustness, a simple technique used to estimate the robustness of linear, time-invariant systems, is applied to a single-link robot arm control system. Concepts behind stochastic stability robustness are extended to systems with estimators and to stochastic performance robustness. Stochastic performance robustness measures based on classical design specifications are introduced, and the relationship between stochastic robustness measures and control system design parameters is discussed. The application of stochastic performance robustness and the relationship between performance objectives and design parameters are demonstrated by means of the example. The results prove stochastic robustness to be a good overall robustness analysis method that can relate robustness characteristics to control system design parameters.

Stengel, Robert F.↗
NASA NTRS1990

Stochastic performance robustness of aircraft control systems

Stochastic robustness, a simple technique used to estimate the robustness of linear, time-invariant systems, is applied to a twin-jet transport aircraft control system. Concepts behind stochastic stability robustness are extended to stochastic performance robustness. Stochastic performance robustness measures based on classical design specifications and measures specific to aircraft handling qualities are introduced. Confidence intervals for both individual stochastic robustness measures and for comparing two measures are presented. The application of stochastic performance robustness, the use of confidence intervals, and tradeoffs between performance objectives are demonstrated by means of the twin-jet aircraft example.

Stengel, Robert F.↗
NASA NTRS1993

Investigation for improving Global Positioning System (GPS) orbits using a discrete sequential estimator and stochastic models of selected physical processes

GEODYNII is a conventional batch least-squares differential corrector computer program with deterministic models of the physical environment. Conventional algorithms were used to process differenced phase and pseudorange data to determine eight-day Global Positioning system (GPS) orbits with several meter accuracy. However, random physical processes drive the errors whose magnitudes prevent improving the GPS orbit accuracy. To improve the orbit accuracy, these random processes should be modeled stochastically. The conventional batch least-squares algorithm cannot accommodate stochastic models, only a stochastic estimation algorithm is suitable, such as a sequential filter/smoother. Also, GEODYNII cannot currently model the correlation among data values. Differenced pseudorange, and especially differenced phase, are precise data types that can be used to improve the GPS orbit precision. To overcome these limitations and improve the accuracy of GPS orbits computed using GEODYNII, we proposed to develop a sequential stochastic filter/smoother processor by using GEODYNII as a type of trajectory preprocessor. Our proposed processor is now completed. It contains a correlated double difference range processing capability, first order Gauss Markov models for the solar radiation pressure scale coefficient and y-bias acceleration, and a random walk model for the tropospheric refraction correction. The development approach was to interface the standard GEODYNII output files (measurement partials and variationals) with software modules containing the stochastic estimator, the stochastic models, and a double differenced phase range processing routine. Thus, no modifications to the original GEODYNII software were required. A schematic of the development is shown. The observational data are edited in the preprocessor and the data are passed to GEODYNII as one of its standard data types. A reference orbit is determined using GEODYNII as a batch least-squares processor and the GEODYNII measurement partial (FTN90) and variational (FTN80, V-matrix) files are generated. These two files along with a control statement file and a satellite identification and mass file are passed to the filter/smoother to estimate time-varying parameter states at each epoch, improved satellite initial elements, and improved estimates of constant parameters.

Goad, Clyde C.↗
NASA NTRS2003

A Stochastic Collocation Algorithm for Uncertainty Analysis

This report describes a stochastic collocation method to adequately handle a physically intrinsic uncertainty in the variables of a numerical simulation. For instance, while the standard Galerkin approach to Polynomial Chaos requires multi-dimensional summations over the stochastic basis functions, the stochastic collocation method enables to collapse those summations to a one-dimensional summation only. This report furnishes the essential algorithmic details of the new stochastic collocation method and provides as a numerical example the solution of the Riemann problem with the stochastic collocation method used for the discretization of the stochastic parameters.

Mathelin, Lionel↗
NASA NTRS2005

Bidirectional Classical Stochastic Processes with Measurements and Feedback

A measurement on a quantum system is said to cause the "collapse" of the quantum state vector or density matrix. An analogous collapse occurs with measurements on a classical stochastic process. This paper addresses the question of describing the response of a classical stochastic process when there is feedback from the output of a measurement to the input, and is intended to give a model for quantum-mechanical processes that occur along a space-like reaction coordinate. The classical system can be thought of in physical terms as two counterflowing probability streams, which stochastically exchange probability currents in a way that the net probability current, and hence the overall probability, suitably interpreted, is conserved. The proposed formalism extends the . mathematics of those stochastic processes describable with linear, single-step, unidirectional transition probabilities, known as Markov chains and stochastic matrices. It is shown that a certain rearrangement and combination of the input and output of two stochastic matrices of the same order yields another matrix of the same type. Each measurement causes the partial collapse of the probability current distribution in the midst of such a process, giving rise to calculable, but non-Markov, values for the ensuing modification of the system's output probability distribution. The paper concludes with an analysis of a classical probabilistic version of the so-called grandfather paradox.

Hahne, G. E.↗
NASA NTRS2010

Initialization and Restart in Stochastic Local Search: Computing a Most Probable Explanation in Bayesian Networks

For hard computational problems, stochastic local search has proven to be a competitive approach to finding optimal or approximately optimal problem solutions. Two key research questions for stochastic local search algorithms are: Which algorithms are effective for initialization? When should the search process be restarted? In the present work we investigate these research questions in the context of approximate computation of most probable explanations (MPEs) in Bayesian networks (BNs). We introduce a novel approach, based on the Viterbi algorithm, to explanation initialization in BNs. While the Viterbi algorithm works on sequences and trees, our approach works on BNs with arbitrary topologies. We also give a novel formalization of stochastic local search, with focus on initialization and restart, using probability theory and mixture models. Experimentally, we apply our methods to the problem of MPE computation, using a stochastic local search algorithm known as Stochastic Greedy Search. By carefully optimizing both initialization and restart, we reduce the MPE search time for application BNs by several orders of magnitude compared to using uniform at random initialization without restart. On several BNs from applications, the performance of Stochastic Greedy Search is competitive with clique tree clustering, a state-of-the-art exact algorithm used for MPE computation in BNs.

Mengshoel, Ole J.↗
NASA NTRS2010

Automated Flight Routing Using Stochastic Dynamic Programming

Airspace capacity reduction due to convective weather impedes air traffic flows and causes traffic congestion. This study presents an algorithm that reroutes flights in the presence of winds, enroute convective weather, and congested airspace based on stochastic dynamic programming. A stochastic disturbance model incorporates into the reroute design process the capacity uncertainty. A trajectory-based airspace demand model is employed for calculating current and future airspace demand. The optimal routes minimize the total expected traveling time, weather incursion, and induced congestion costs. They are compared to weather-avoidance routes calculated using deterministic dynamic programming. The stochastic reroutes have smaller deviation probability than the deterministic counterpart when both reroutes have similar total flight distance. The stochastic rerouting algorithm takes into account all convective weather fields with all severity levels while the deterministic algorithm only accounts for convective weather systems exceeding a specified level of severity. When the stochastic reroutes are compared to the actual flight routes, they have similar total flight time, and both have about 1% of travel time crossing congested enroute sectors on average. The actual flight routes induce slightly less traffic congestion than the stochastic reroutes but intercept more severe convective weather.

Ng, Hok K.↗
NASA NTRS1978

Stochastic partial differential equations in turbulence related problems

The theory of stochastic partial differential equations (PDEs) and problems relating to turbulence are discussed by employing the theories of Brownian motion and diffusion in infinite dimensions, functional differential equations, and functional integration. Relevant results in probablistic analysis, especially Gaussian measures in function spaces and the theory of stochastic PDEs of Ito type, are taken into account. Linear stochastic PDEs are analyzed through linearized Navier-Stokes equations with a random forcing. Stochastic equations for waves in random media as well as model equations in turbulent transport theory are considered. Markovian models in fully developed turbulence are discussed from a stochastic equation viewpoint.

Chow, P.-L.↗
NASA NTRS1999

Fast Quantum Algorithm for Predicting Descriptive Statistics of Stochastic Processes

Stochastic processes are used as a modeling tool in several sub-fields of physics, biology, and finance. Analytic understanding of the long term behavior of such processes is only tractable for very simple types of stochastic processes such as Markovian processes. However, in real world applications more complex stochastic processes often arise. In physics, the complicating factor might be nonlinearities; in biology it might be memory effects; and in finance is might be the non-random intentional behavior of participants in a market. In the absence of analytic insight, one is forced to understand these more complex stochastic processes via numerical simulation techniques. In this paper we present a quantum algorithm for performing such simulations. In particular, we show how a quantum algorithm can predict arbitrary descriptive statistics (moments) of N-step stochastic processes in just O(square root of N) time. That is, the quantum complexity is the square root of the classical complexity for performing such simulations. This is a significant speedup in comparison to the current state of the art.

Williams Colin P.↗
NASA NTRS2010

Vestibular Stochastic Resonance as a Method to Improve Balance Function: Optimization of Stimulus Characteristics

Stochastic resonance (SR) is a mechanism by which noise can assist and enhance the response of neural systems to relevant sensory signals. Application of imperceptible SR noise coupled with sensory input through the proprioceptive, visual, or vestibular sensory systems has been shown to improve motor function. Specifically, studies have shown that that vestibular electrical stimulation by imperceptible stochastic noise, when applied to normal young and elderly subjects, significantly improved their ocular stabilization reflexes in response to whole-body tilt as well as balance performance during postural disturbances. The goal of this study was to optimize the characteristics of the stochastic vestibular signals for balance performance during standing on an unstable surface. Subjects performed a standardized balance task of standing on a block of 10 cm thick medium density foam with their eyes closed for a total of 40 seconds. Stochastic electrical stimulation was applied to the vestibular system through electrodes placed over the mastoid process behind the ears during the last 20 seconds of the test period. A custom built constant current stimulator with subject isolation delivered the stimulus. Stimulation signals were generated with frequencies in the bandwidth of 1-2 Hz and 0.01-30 Hz. Amplitude of the signals were varied in the range of 0- +/-700 micro amperes with the RMS of the signal increased by 30 micro amperes for each 100 micro amperes increase in the current range. Balance performance was measured using a force plate under the foam block and inertial motion sensors placed on the torso and head segments. Preliminary results indicate that balance performance is improved in the range of 10-25% compared to no stimulation conditions. Subjects improved their performance consistently across the blocks of stimulation. Further the signal amplitude at which the performance was maximized was different in the two frequency ranges. Optimization of the frequency and amplitude of the signal characteristics of the stochastic noise signals on maximizing balance performance will have a significant impact in its development as a unique system to aid recovery of function in astronauts after long duration space flight or for people with balance disorders.

Mulavara, Ajitkumar↗
NASA NTRS2010

Stimulus Characteristics for Vestibular Stochastic Resonance to Improve Balance Function

Stochastic resonance (SR) is a mechanism by which noise can enhance the response of neural systems to relevant sensory signals. Studies have shown that imperceptible stochastic vestibular electrical stimulation, when applied to normal young and elderly subjects, significantly improved their ocular stabilization reflexes in response to whole-body tilt as well as balance performance during postural disturbances. The goal of this study was to optimize the amplitude characteristics of the stochastic vestibular signals for balance performance during standing on an unstable surface. Subjects performed a standard balance task of standing on a block of foam with their eyes closed. Bipolar stochastic electrical stimulation was applied to the vestibular system using constant current stimulation through electrodes placed over the mastoid process behind the ears. Amplitude of the signals varied in the range of 0-700 microamperes. Balance performance was measured using a force plate under the foam block, and inertial motion sensors were placed on the torso and head. Balance performance with stimulation was significantly greater (10%-25%) than with no stimulation. The signal amplitude at which performance was maximized was in the range of 100-300 microamperes. Optimization of the amplitude of the stochastic signals for maximizing balance performance will have a significant impact on development of vestibular SR as a unique system to aid recovery of function in astronauts after long-duration space flight or in patients with balance disorders.

Mulavara, Ajitkumar↗
NASA NTRS2012

HyDE Framework for Stochastic and Hybrid Model-Based Diagnosis

Hybrid Diagnosis Engine (HyDE) is a general framework for stochastic and hybrid model-based diagnosis that offers flexibility to the diagnosis application designer. The HyDE architecture supports the use of multiple modeling paradigms at the component and system level. Several alternative algorithms are available for the various steps in diagnostic reasoning. This approach is extensible, with support for the addition of new modeling paradigms as well as diagnostic reasoning algorithms for existing or new modeling paradigms. HyDE is a general framework for stochastic hybrid model-based diagnosis of discrete faults; that is, spontaneous changes in operating modes of components. HyDE combines ideas from consistency-based and stochastic approaches to model- based diagnosis using discrete and continuous models to create a flexible and extensible architecture for stochastic and hybrid diagnosis. HyDE supports the use of multiple paradigms and is extensible to support new paradigms. HyDE generates candidate diagnoses and checks them for consistency with the observations. It uses hybrid models built by the users and sensor data from the system to deduce the state of the system over time, including changes in state indicative of faults. At each time step when observations are available, HyDE checks each existing candidate for continued consistency with the new observations. If the candidate is consistent, it continues to remain in the candidate set. If it is not consistent, then the information about the inconsistency is used to generate successor candidates while discarding the candidate that was inconsistent. The models used by HyDE are similar to simulation models. They describe the expected behavior of the system under nominal and fault conditions. The model can be constructed in modular and hierarchical fashion by building component/subsystem models (which may themselves contain component/ subsystem models) and linking them through shared variables/parameters. The component model is expressed as operating modes of the component and conditions for transitions between these various modes. Faults are modeled as transitions whose conditions for transitions are unknown (and have to be inferred through the reasoning process). Finally, the behavior of the components is expressed as a set of variables/ parameters and relations governing the interaction between the variables. The hybrid nature of the systems being modeled is captured by a combination of the above transitional model and behavioral model. Stochasticity is captured as probabilities associated with transitions (indicating the likelihood of that transition being taken), as well as noise on the sensed variables.

Narasimhan, Sriram↗