Computation-Based Reliability Analysis in Real Time Applications

Reliability analysis for computing systems in aerospace applications must account for actual computations the system performs in the use environment. This paper introduces a theoretical nonhomogeneous Markov model for such applications.

Performance analysis of a fluid queue with random service rate in discrete time

We consider a fluid queue in discrete time with random service rate. Such a queue has been used in several recent studies on wireless networks where the packets can be arbitrarily fragmented. We provide conditions on finiteness of moments of stationary delay, its Laplace-Stieltjes transform and various approximations under heavy traffic. Results are extended to the case where the wireless link can transmit in only a few slots during a frame.

Reliability models for existing structures based on dynamic state estimation and data based asymptotic extreme value analysis

The problem of time variant reliability analysis of existing structures subjected to stationary random dynamic excitations is considered. The study assumes that samples of dynamic response of the structure, under the action of external excitations, have been measured at a set of sparse points on the structure. The utilization of these measurements m in updating reliability models, postulated prior to making any measurements, is considered. This is achieved by using dynamic state estimation methods which combine results from Markov process theory and Bayes' theorem. The uncertainties present in measurements as well as in the postulated model for the structural behaviour are accounted for. The samples of external excitations are taken to emanate from known stochastic models and allowance is made for ability (or lack of it) to measure the applied excitations. The future reliability of the structure is modeled using expected structural response conditioned on all the measurements made. This expected response is shown to have a time varying mean and a random component that can be treated as being weakly stationary. For linear systems, an approximate analytical solution for the problem of reliability model updating is obtained by combining theories of discrete Kalman filter and level crossing statistics. For the case of nonlinear systems, the problem is tackled by combining particle filtering strategies with data based extreme value analysis. In all these studies, the governing stochastic differential equations are discretized using the strong forms of Ito-Taylor's discretization schemes. The possibility of using conditional simulation strategies, when applied external actions are measured, is also considered. The proposed procedures are exemplifiedmby considering the reliability analysis of a few low-dimensional dynamical systems based on synthetically generated measurement data. The performance of the procedures developed is also assessed based on a limited amount of pertinent Monte Carlo simulations. (C) 2010 Elsevier Ltd. All rights reserved.

Instability, intermittency, and multiscaling in discrete growth models of kinetic roughening

We show by numerical simulations that discretized versions of commonly studied continuum nonlinear growth equations (such as the Kardar-Parisi-Zhangequation and the Lai-Das Sarma-Villain equation) and related atomistic models of epitaxial growth have a generic instability in which isolated pillars (or grooves) on an otherwise flat interface grow in time when their height (or depth) exceeds a critical value. Depending on the details of the model, the instability found in the discretized version may or may not be present in the truly continuum growth equation, indicating that the behavior of discretized nonlinear growth equations may be very different from that of their continuum counterparts. This instability can be controlled either by the introduction of higher-order nonlinear terms with appropriate coefficients or by restricting the growth of pillars (or grooves) by other means. A number of such ''controlled instability'' models are studied by simulation. For appropriate choice of the parameters used for controlling the instability, these models exhibit intermittent behavior, characterized by multiexponent scaling of height fluctuations, over the time interval during which the instability is active. The behavior found in this regime is very similar to the ''turbulent'' behavior observed in recent simulations of several one- and two-dimensional atomistic models of epitaxial growth.

A global convergence criterion for discrete-time multivariable adaptive systems

The paper deals with the basic problem of adjusting a matrix gain in a discrete-time linear multivariable system. The object is to obtain a global convergence criterion, i.e. conditions under which a specified error signal asymptotically approaches zero and other signals in the system remain bounded for arbitrary initial conditions and for any bounded input to the system. It is shown that for a class of up-dating algorithms for the adjustable gain matrix, global convergence is crucially dependent on a transfer matrix G(z) which has a simple block diagram interpretation. When w(z)G(z) is strictly discrete positive real for a scalar w(z) such that w-1(z) is strictly proper with poles and zeros within the unit circle, an augmented error scheme is suggested and is proved to result in global convergence. The solution avoids feeding back a quadratic term as recommended in other schemes for single-input single-output systems.

Analysis of an internally mountable accelerometer balance system for use with non-isotropic models in shock tunnels

Knowledge of drag force is an important design parameter in aerodynamics. Measurement of aerodynamic forces at hypersonic speed is a challenge and usually ground test facilities like shock tunnels are used to carry out such tests. Accelerometer based force balances are commonly employed for measuring aerodynamic drag around bodies in hypersonic shock tunnels. In this study, we present an analysis of the effect of model material on the performance of an accelerometer balance used for measurement of drag in impulse facilities. From the experimental studies performed on models constructed out of Bakelite HYLEM and Aluminum, it is clear that the rigid body assumption does not hold good during the short testing duration available in shock tunnels. This is notwithstanding the fact that the rubber bush used for supporting the model allows unconstrained motion of the model during the short testing time available in the shock tunnel. The vibrations induced in the model on impact loading in the shock tunnel are damped out in metallic model, resulting in a smooth acceleration signal, while the signal become noisy and non-linear when we use non-isotropic materials like Bakelite HYLEM. This also implies that careful analysis and proper data reduction methodologies are necessary for measuring aerodynamic drag for non-metallic models in shock tunnels. The results from the drag measurements carried out using a 60 degrees half angle blunt cone is given in the present analysis.

Rendering stiffer walls: a hybrid haptic system using continuous and discrete time feedback

Instability in conventional haptic rendering destroys the perception of rigid objects in virtual environments. Inherent limitations in the conventional haptic loop restrict the maximum stiffness that can be rendered. In this paper we present a method to render virtual walls that are much stiffer than those achieved by conventional techniques. By removing the conventional digital haptic loop and replacing it with a part-continuous and part-discrete time hybrid haptic loop, we were able to render stiffer walls. The control loop is implemented as a combinational logic circuit on an field-programmable gate array. We compared the performance of the conventional haptic loop and our hybrid haptic loop on the same haptic device, and present mathematical analysis to show the limit of stability of our device. Our hybrid method removes the computer-intensive haptic loop from the CPU-this can free a significant amount of resources that can be used for other purposes such as graphical rendering and physics modeling. It is our hope that, in the future, similar designs will lead to a haptics processing unit (HPU).

Two-agent cooperative search using game models with endurance-time constraints

In this article, the problem of two Unmanned Aerial Vehicles (UAVs) cooperatively searching an unknown region is addressed. The search region is discretized into hexagonal cells and each cell is assumed to possess an uncertainty value. The UAVs have to cooperatively search these cells taking limited endurance, sensor and communication range constraints into account. Due to limited endurance, the UAVs need to return to the base station for refuelling and also need to select a base station when multiple base stations are present. This article proposes a route planning algorithm that takes endurance time constraints into account and uses game theoretical strategies to reduce the uncertainty. The route planning algorithm selects only those cells that ensure the agent will return to any one of the available bases. A set of paths are formed using these cells which the game theoretical strategies use to select a path that yields maximum uncertainty reduction. We explore non-cooperative Nash, cooperative and security strategies from game theory to enhance the search effectiveness. Monte-Carlo simulations are carried out which show the superiority of the game theoretical strategies over greedy strategy for different look ahead step length paths. Within the game theoretical strategies, non-cooperative Nash and cooperative strategy perform similarly in an ideal case, but Nash strategy performs better than the cooperative strategy when the perceived information is different. We also propose a heuristic based on partitioning of the search space into sectors to reduce computational overhead without performance degradation.

Optimal infinite-horizon feedback laws for a general class of constrained discrete-time systems: stability and moving-horizon approximations

Stability results are given for a class of feedback systems arising from the regulation of time-varying discrete-time systems using optimal infinite-horizon and moving-horizon feedback laws. The class is characterized by joint constraints on the state and the control, a general nonlinear cost function and nonlinear equations of motion possessing two special properties. It is shown that weak conditions on the cost function and the constraints are sufficient to guarantee uniform asymptotic stability of both the optimal infinite-horizon and movinghorizon feedback systems. The infinite-horizon cost associated with the moving-horizon feedback law approaches the optimal infinite-horizon cost as the moving horizon is extended.

Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey

This work is a survey of the average cost control problem for discrete-time Markov processes. The authors have attempted to put together a comprehensive account of the considerable research on this problem over the past three decades. The exposition ranges from finite to Borel state and action spaces and includes a variety of methodologies to find and characterize optimal policies. The authors have included a brief historical perspective of the research efforts in this area and have compiled a substantial yet not exhaustive bibliography. The authors have also identified several important questions that are still open to investigation.

Some algorithms for discrete time queues with finite capacity

We consider a discrete time queue with finite capacity and i.i.d. and Markov modulated arrivals, Efficient algorithms are developed to calculate the moments and the distributions of the first time to overflow and the regeneration length, Results are extended to the multiserver queue. Some illustrative numerical examples are provided.

Updating reliability models of statically loaded instrumented structures

The study extends the first order reliability method (FORM) and inverse FORM to update reliability models for existing, statically loaded structures based on measured responses. Solutions based on Bayes' theorem, Markov chain Monte Carlo simulations, and inverse reliability analysis are developed. The case of linear systems with Gaussian uncertainties and linear performance functions is shown to be exactly solvable. FORM and inverse reliability based methods are subsequently developed to deal with more general problems. The proposed procedures are implemented by combining Matlab based reliability modules with finite element models residing on the Abaqus software. Numerical illustrations on linear and nonlinear frames are presented. (c) 2012 Elsevier Ltd. All rights reserved.

Delay optimal scheduling of a discrete-time batch service queue for point-to-point channel code rate selection

We consider the problem of characterizing the minimum average delay, or equivalently the minimum average queue length, of message symbols randomly arriving to the transmitter queue of a point-to-point link which dynamically selects a (n, k) block code from a given collection. The system is modeled by a discrete time queue with an IID batch arrival process and batch service. We obtain a lower bound on the minimum average queue length, which is the optimal value for a linear program, using only the mean (λ) and variance (σ2) of the batch arrivals. For a finite collection of (n, k) codes the minimum achievable average queue length is shown to be Θ(1/ε) as ε ↓ 0 where ε is the difference between the maximum code rate and λ. We obtain a sufficient condition for code rate selection policies to achieve this optimal growth rate. A simple family of policies that use only one block code each as well as two other heuristic policies are shown to be weakly optimal in the sense of achieving the 1/ε growth rate. An appropriate selection from the family of policies that use only one block code each is also shown to achieve the optimal coefficient σ2/2 of the 1/ε growth rate. We compare the performance of the heuristic policies with the minimum achievable average queue length and the lower bound numerically. For a countable collection of (n, k) codes, the optimal average queue length is shown to be Ω(1/ε). We illustrate the selectivity among policies of the growth rate optimality criterion for both finite and countable collections of (n, k) block codes.