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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.

A stochastic model of turbulent mixing with chemical reaction: Nitric oxide formulation in a plug-flow burner

A stochastic model of turbulent mixing was developed for a reactor in which mixing is represented by n-body fluid particle interactions. The model was used to justify the assumption (made in previous investigations of the role of turbulent mixing on burner generated thermal nitric oxide and carbon monoxide emissions) that for a simple plug flow reactor, composition nonuniformities can be described by a Gaussian distribution function in the local fuel:air equivalence ratio. Recent extensions of this stochastic model to include the combined effects of turbulent mixing and secondary air entrainment on thermal generation of nitric oxide in gas turbine combustors are discussed. Finally, rate limited upper and lower bounds of the nitric oxide produced by thermal fixation of molecular nitrogen and oxidation of organically bound fuel nitrogen are estimated on the basis of the stochastic model for a plug flow burner; these are compared with experimental measurements obtained using a laboratory burner operated over a wide range of test conditions; good agreement is obtained.

Flagan, R. C.

Evaluation of a stochastic model of particle dispersion in a turbulent round jet

A stochastic model of particle dispersion by turbulence, proposed by Gosman and Ioannides (1981), is evaluated. The method employs a k-epsilon model to estimate turbulence properties. Dispersion is determined by computing particle motion, with random sampling to obtain instantaneous flow properties for a statistically significant number of particle trajectories. The stochastic model yields good results particularly when eddy lifetimes are evaluated. The method allows the effects of large relative velocities between the particles and the flow, drag properties at Reynolds numbers greater than the Stokes flow regime, and the variations of local turbulence properties to be readily handled, at least for boundary layer flows.

Shuen, J.-S.

Stochastic Modeling of Length of Day

We propose a general stochastic model for the UT1-LOD system and derive the corresponding Kalman filter model.

stochastic model autoregressive moving average tra

Physically Based and Stochastic Models for Greenland Moulin Formation, Longevity, and Spatial Distribution

Nearly all proglacial water discharge from the Greenland Ice Sheet is routed englacially, from the surface to the bed, via moulins. Identification of moulins in high-resolution imagery is a frequent topic of study, but the processes controlling how and where moulins form remain poorly understood. We seek to leverage information gained from the development of a physical model of moulin formation, remotely sensed ice-sheet data products, and an analytic model of ice-flow perturbations to develop a predictive stochastic model of moulin distribution across Greenland. Here we present initial results from the physical model of moulin formation and characterize the sensitivity of moulin geometry to a range of model parameters. This parameterization of moulin formation is the first step in developing a stochastic model that will be a predictive, computationally efficient representation of the englacial hydrologic system.

Andrews, Lauren C.

A linear stochastic model of the human operator

A linear stochastic model of the human operator is developed and applied to the problem of piloted control of an aircraft. The pilot and aircraft are modeled as linear time-invariant systems containing both process and measurement noise. The loop closure by the pilot is determined by formulating the problem as an optimal stochastic control problem. The solution to the optimal control problem yields not only the pilot's optimal control output which he uses to control the vehicle, but also the optimal combination of his observations of the vehicle states upon which the pilot bases his control. A method is presented so that, using experimental pilot vehicle data, the cost functional which is minimized in the optimal control problem will be numerically equal to the pilot rating that the pilot would associate with the given vehicle and task.

Durrett, J. C.

A stochastic model of the galactic magnetic field

Existing stochastic models of the galactic magnetic field are considered and found to suffer certain defects. A new model is proposed which overcomes faults of the previous theories while retaining their strengths.

Kaiser, T. B.

A stochastic model of the galactic magnetic field.

Existing stochastic models of the galactic magnetic field are considered and found to suffer certain defects. A new model is proposed which overcomes faults of the previous theories while retaining their strenghts.

Kaiser, T. B.

Stochastic Model Predictive Control With Gaussian Wind Direction Preview for Wake Steering

This article addresses the problem of wake steering control for wind farms that explicitly consider the tradeoff between farm-level power generation and yaw duty cycle under variable and uncertain wind conditions. A novel stochastic model predictive control (MPC) algorithm is presented, which utilizes a stochastic model of the freestream wind field components in a receding horizon framework to compute optimal yaw set points that maximize the expected value of the farm power while constraining the yaw actuation. Different configurations of the algorithm are evaluated using a steady-state wind farm simulator. The proposed stochastic MPC algorithm can plan control actions over a future prediction horizon based on probabilistic estimates of the incoming wind magnitude and direction.

17 WIND ENERGY

Stochastic model for fatigue crack size and cost effective design decisions

This paper describes a methodology for making cost effective fatigue design decisions. The methodology is based on a probabilistic model for the stochastic process of fatigue crack growth with time. The development of a particular model for the stochastic process is also discussed in the paper. The model is based on the assumption of continuous time and discrete space of crack lengths. Statistical decision theory and the developed probabilistic model are used to develop the procedure for making fatigue design decisions on the basis of minimum expected cost or risk function and reliability bounds. Selections of initial flaw size distribution, NDT, repair threshold crack lengths, and inspection intervals are discussed.

Hanagud, S.

Stochastic modeling of crack initiation and short-crack growth under creep and creep-fatigue conditions

A simplified stochastic model is proposed for crack initiation and short-crack growth under creep and creep-fatigue conditions. Material inhomogeneity provides the random nature of crack initiation and early growth. In the model, the influence of microstructure is introduced by the variability of: (1) damage accumulation along grain boundaries, (2) critical damage required for crack initiation or growth, and (3) the grain-boundary length. The probabilities of crack initiation and growth are derived by using convolution integrals. The model is calibrated and used to predict the crack density and crack-growth rate of short cracks of 304 stainless steel under creep and creep-fatigue conditions. The mean-crack initiation lives are predicted to be within an average deviation of about 10 percent from the experimental results. The predicted cumulative distributions of crack-growth rate follow the experimental data closely. The applicability of the simplified stochastic model is discussed and the future research direction is outlined.

Kitamura, Takayuki

Stochastic modeling of crack initiation and short-crack growth under creep and creep-fatigue conditions

A simplified stochastic model is proposed for crack initiation and short-crack growth under creep and creep-fatigue conditions. Material inhomogeneity provides the random nature of crack initiation and early growth. In the model, the influence of microstructure is introduced by the variability of: (1) damage accumulation along grain boundaries, (2) critical damage required for crack initiation or growth, and (3) the grain-boundary length. The probabilities of crack initiation and growth are derived by using convolution integrals. The model is calibrated and used to predict the crack density and crack-growth rate of short cracks of 304 stainless steel under creep and creep-fatigue conditions. The mean-crack initiation lives are predicted to be within an average deviation of about 10 percent from the experimental results. The predicted comulative distributions of crack-growth rate follow the experimental data closely. The applicability of the simplified stochastic model is discussed and the future research direction is outlined.

Kitamura, Takayuki

A structural-stochastic model for the analysis and synthesis of cloud images

A structural-stochastic image model is developed for the analysis and synthesis of cloud images. The ability of the model to characterize the visual appearance of cloud fields observed by satellite with a limited number of parameters is demonstrated. The model merges structural and stochastic information, the stochastic model acting as a local statistical operator applied to the output of the structural model. The structural or large-scale organization of the scene is retrieved from the two-dimensional Fourier representation of the digital image. The pattern generated by the major Fourier components provides a first guess of the scene. The stochastic aspect is described by a Markov model of texture that assumes a binomial probability distribution for the local grey-level variability. This Markov model provides four parameters that represent the clustering strength in the horizontal, vertical and diagonal directions. These parameters are estimated by a standard maximum-likelihood technique. The image can be reproduced with a fair degree of verisimilitude from these parameters. The data compression factor is of the order of one hundred to several hundreds.

Garand, L.

Near-Optimal Performance of Stochastic Model Predictive Control

Here, this article presents a regret analysis for stochastic model predictive control (SMPC) in linear systems with quadratic performance index and additive and multiplicative uncertainties. Under a finite support assumption, the problem can be cast as a finite-dimensional quadratic program, but the problem becomes quickly intractable as the problem size grows exponentially in the horizon length. SMPC aims to compute approximate solutions by solving a sequence of problems with truncated prediction horizons and committing the solution in a receding-horizon fashion. Although this approach is widely used in practice, its performance relative to the optimal solution is not well understood. This article reports for the first time a rigorous near-optimal performance guarantee of SMPC: under stabilizability and detectability conditions, the regret of SMPC is exponentially small in the prediction horizon length, allowing SMPC to achieve near-optimal performance at a substantially reduced computational expense.

93E20, 93B45

An advanced stochastic model for threshold crossing studies of rotor blade vibrations.

A stochastic model to analyze turbulence-excited rotor blade vibrations, previously described by Gaonkar et al. (1971), is generalized to include nonuniformity of the atmospheric turbulence velocity across the rotor disk in the longitudinal direction. The results of the presented analysis suggest that the nonuniformity of the vertical turbulence over the rotor disk is of little influence on the random blade flapping response, at least as far as longitudinal nonuniformity is concerned.

Gaonkar, G. H.