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At least 19 records

On the evaluation of expected performance cost for partially observed closed-loop stochastic systems

New methods are presented for evaluating the expected performance cost of partially observed closed-loop stochastic systems. When the variances of the process statistics are small, a linearized model of the closed-loop stochastic system is defined for which the expected cost can be evaluated by recursion on a set of purely deterministic difference equations. When the variances of the process statistics are large, the linearized model can be used in the control variate method of variance reduction for reducing the number of sample paths required for effective Monte Carlo estimation.

Bayard, D. S.

Observing partial states for systems with unmeasurable disturbances

This paper considers the problem of observing a set of linear functionals of states for systems with unmeasurable disturbances. A transfer function approach is adopted to characterize the set of observers for a given system. The result also has direct application to state estimation in decentralized control systems.

Wang, S.-H.

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.

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.

Metamorphism of Apollo 14 breccias.

All Apollo 14 breccias for which thin sections are available (27 rocks) were studied petrographically. From one sample in each of six groups, electron microprobe analyses were performed on matrix (less than 25 microns) plagioclase, pyroxene, and olivine and of rims and cores of plagioclase and pyroxene clasts (50 to 300 microns). Matrix plagioclase, pyroxene, and olivine in the high-grade rocks display a narrow range of compositions, suggesting an equilibrated or metamorphic origin. However, in the low-grade rocks a wide range of compositions, suggesting a detrital or unequilibrated origin, is observed. Partially equilibrated states are observed in medium-grade samples. It is concluded that the Apollo 14 breccias formed as part of the Imbrium Basin ejecta blanket - the Fra Mauro formation. The continuous nature of the metamorphic series suggests that the medium- and high-grade breccias were derived from unmetamorphosed equivalents by autometamorphism in the thick, hot Fra Mauro formation at the Apollo 14 site.

Warner, J. L.

Identification of motion parameters of a rigid body from its orthogonal and perspective projections

An estimate is made of the motion parameters, namely, linear and angular velocities, of a rigid body rotating and translating in three-space. The authors assume that the velocities are constant and that the motion is not completely observable. They consider two separate cases of partial observations corresponding to the orthogonal and the perspective projections, respectively. If (x, y, z) is the Cartesian coordinate of the three-space, the authors assume in the first case that the projection of the motion on the x-y plane is observed. If (r, theta, phi) is the polar coordinates of the three-space, they assume in the second case that the parameter vector (theta, phi) is observed. The use of both of these cases to estimate the motion parameters is discussed.

Ganguly, S.

Observability of discretized partial differential equations

It is shown that complete observability of the discrete model used to assimilate data from a linear partial differential equation (PDE) system is necessary and sufficient for asymptotic stability of the data assimilation process. The observability theory for discrete systems is reviewed and applied to obtain simple observability tests for discretized constant-coefficient PDEs. Examples are used to show how numerical dispersion can result in discrete dynamics with multiple eigenvalues, thereby detracting from observability.

Cohn, Stephen E.

An Adaptive Technique for a Redundant-Sensor Navigation System

An on-line adaptive technique is developed to provide a self-contained redundant-sensor navigation system with a capability to utilize its full potentiality in reliability and performance. The gyro navigation system is modeled as a Gauss-Markov process, with degradation modes defined as changes in characteristics specified by parameters associated with the model. The adaptive system is formulated as a multistage stochastic process: (1) a detection system, (2) an identification system and (3) a compensation system. It is shown that the sufficient statistics for the partially observable process in the detection and identification system is the posterior measure of the state of degradation, conditioned on the measurement history.

Chien, T. T.

Temperature and velocity profiles in sooting free boundary layer flames

Temperature and velocity profiles are presented for cyclohexane, n-heptane, and iso-octane free, laminar, boundary layer, sooting, diffusion flames. Temperatures are measured with 3 mil Pt/Pt-13 percent Rh thermocouples. Corrected gas temperatures are derived by performing an energy balance of convection to and radiation from the thermocouple bead incorporating the variation of air conductivity and platinum emissivity with temperature. Velocities are measured using laser doppler velocimetry techniques. Profiles are compared with previously reported analytic temperature and velocity fields. Comparison of theoretical and experimental temperature profiles suggests improvement in the analytical treatment is needed, which accounts more accurately for the local soot radiation. The velocity profiles are in good agreement, with the departure of the theory from observation partially due to the small fluctuations inherent in these free flows.

Ang, J. A.

Estimation from incomplete multinomial data

The vector of multinomial cell probabilities was estimated from incomplete data, incomplete in that it contains partially classified observations. Each such partially classified observation was observed to fall in one of two or more selected categories but was not classified further into a single category. The data were assumed to be incomplete at random. The estimation criterion was minimization of risk for quadratic loss. The estimators were the classical maximum likelihood estimate, the Bayesian posterior mode, and the posterior mean. An approximation was developed for the posterior mean. The Dirichlet, the conjugate prior for the multinomial distribution, was assumed for the prior distribution.

Credeur, K. R.

Observation model and parameter partials for the JPL VLBI parameter estimation software MASTERFIT-1987

This report is a revision of the document of the same title (1986), dated August 1, which it supersedes. Model changes during 1986 and 1987 included corrections for antenna feed rotation, refraction in modelling antenna axis offsets, and an option to employ improved values of the semiannual and annual nutation amplitudes. Partial derivatives of the observables with respect to an additional parameter (surface temperature) are now available. New versions of two figures representing the geometric delay are incorporated. The expressions for the partial derivatives with respect to the nutation parameters have been corrected to include contributions from the dependence of UTI on nutation. The authors hope to publish revisions of this document in the future, as modeling improvements warrant.

Sovers, O. J.

Observation model and parameter partials for the JPL geodetic (GPS) modeling software 'GPSOMC'

The physical models employed in GPSOMC, the modeling module of the GIPSY software system developed at JPL for analysis of geodetic Global Positioning Satellite (GPS) measurements are described. Details of the various contributions to range and phase observables are given, as well as the partial derivatives of the observed quantities with respect to model parameters. A glossary of parameters is provided to enable persons doing data analysis to identify quantities with their counterparts in the computer programs. The present version is the second revision of the original document which it supersedes. The modeling is expanded to provide the option of using Cartesian station coordinates; parameters for the time rates of change of universal time and polar motion are also introduced.

Sovers, O. J.

Observation model and parameter partials for the JPL geodetic GPS modeling software GPSOMC

The physical models employed in GPSOMC and the modeling module of the GIPSY software system developed at JPL for analysis of geodetic Global Positioning Satellite (GPS) measurements are described. Details of the various contributions to range and phase observables are given, as well as the partial derivatives of the observed quantities with respect to model parameters. A glossary of parameters is provided to enable persons doing data analysis to identify quantities in the current report with their counterparts in the computer programs. There are no basic model revisions, with the exceptions of an improved ocean loading model and some new options for handling clock parametrization. Such misprints as were discovered were corrected. Further revisions include modeling improvements and assurances that the model description is in accord with the current software.

Sovers, O. J.

Reflection of radio waves by sporadic-E layers

A full-wave analysis of the reflection coefficient is developed and applied to electron-density profiles of midlatitude sporadic-E layers observed by rocket-borne probes. It is shown that partial reflection from the large electron-density gradients at the upper and lower boundaries of sporadic-E layers does not account for the partial transparency observed by ionosondes.

Miller, K. L.

X-ray, radio, and infrared observations of the 'rapid burster' /MXB 1730-335/ during 1979 and 1980

The paper reports partially simultaneous observations of the 'rapid burster' (MXB 1730-335) at X-ray, infrared, and radio wavelengths, covering several hundred hours during 1979 and 1980. None of the authors of this report saw any infrared or radio bursts. On several occasions an absence of infrared bursting was observed during X-ray bursting. On one occasion an absence of X-ray bursting was observed during a radio burst (4.1 GHz) reported by Calla et al. (1979). To date, radio bursts (a total of at least a dozen) have been reported only by Calla et al. (1980). Considering these and other observations summarized here, the reported radio bursts are either unreal or do not bear a simple relation to the X-ray bursts from the 'rapid burster'. The status of the reported infrared bursts also remain ambiguous. Limits to the brightness of any persistent radio source at the position of MXB 1730-335, limits to persistent X-ray emission during an extended X-ray quiet phase, and a measurement of the infrared polarization in the direction of the X-ray source are also reported.

Lawrence, A.

Simultaneous partial reflection and meteor radar wind observations at Urbana, Illinois, during the winter of 1974-1975

A program of observation was undertaken during the winter of 1974-1975 utilizing the meteor winds radar and partial reflection system at Urbana, Illinois. The north-south component of the prevailing wind representative of 80-100 km altitude was deduced for four 24-h observational periods during which partial reflection measurements of D-region electron density were made. These observations indicate southward mean motion during periods of higher electron density and northward mean motion during periods of lower electron density. This is consistent with the idea that increases in the transport of nitric oxide from the auroral zone is a cause of winter increases in D-region electron density at midlatitudes.

Geller, M. A.