150 resultados para stochastic dynamic systems


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A neural-network-aided nonlinear dynamic inversion-based hybrid technique of model reference adaptive control flight-control system design is presented in this paper. Here, the gains of the nonlinear dynamic inversion-based flight-control system are dynamically selected in such a manner that the resulting controller mimics a single network, adaptive control, optimal nonlinear controller for state regulation. Traditional model reference adaptive control methods use a linearized reference model, and the presented control design method employs a nonlinear reference model to compute the nonlinear dynamic inversion gains. This innovation of designing the gain elements after synthesizing the single network adaptive controller maintains the advantages that an optimal controller offers, yet it retains a simple closed-form control expression in state feedback form, which can easily be modified for tracking problems without demanding any a priori knowledge of the reference signals. The strength of the technique is demonstrated by considering the longitudinal motion of a nonlinear aircraft system. An extended single network adaptive control/nonlinear dynamic inversion adaptive control design architecture is also presented, which adapts online to three failure conditions, namely, a thrust failure, an elevator failure, and an inaccuracy in the estimation of C-M alpha. Simulation results demonstrate that the presented adaptive flight controller generates a near-optimal response when compared to a traditional nonlinear dynamic inversion controller.

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A new stabilization scheme, based on a stochastic representation of the discretized field variables, is proposed with a view to reduce or even eliminate unphysical oscillations in the mesh-free numerical simulations of systems developing shocks or exhibiting localized bands of extreme deformation in the response. The origin of the stabilization scheme may be traced to nonlinear stochastic filtering and, consistent with a class of such filters, gain-based additive correction terms are applied to the simulated solution of the system, herein achieved through the element-free Galerkin method, in order to impose a set of constraints that help arresting the spurious oscillations. The method is numerically illustrated through its Applications to inviscid Burgers' equations, wherein shocks may develop as a result of intersections of the characteristics, and to a gradient plasticity model whose response is often characterized by a developing shear band as the external load is gradually increased. The potential of the method in stabilized yet accurate numerical simulations of such systems involving extreme gradient variations in the response is thus brought forth. (C) 2014 Elsevier Ltd. All rights reserved.

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When Markov chain Monte Carlo (MCMC) samplers are used in problems of system parameter identification, one would face computational difficulties in dealing with large amount of measurement data and (or) low levels of measurement noise. Such exigencies are likely to occur in problems of parameter identification in dynamical systems when amount of vibratory measurement data and number of parameters to be identified could be large. In such cases, the posterior probability density function of the system parameters tends to have regions of narrow supports and a finite length MCMC chain is unlikely to cover pertinent regions. The present study proposes strategies based on modification of measurement equations and subsequent corrections, to alleviate this difficulty. This involves artificial enhancement of measurement noise, assimilation of transformed packets of measurements, and a global iteration strategy to improve the choice of prior models. Illustrative examples cover laboratory studies on a time variant dynamical system and a bending-torsion coupled, geometrically non-linear building frame under earthquake support motions. (C) 2015 Elsevier Ltd. All rights reserved.

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We consider the problem of optimizing the workforce of a service system. Adapting the staffing levels in such systems is non-trivial due to large variations in workload and the large number of system parameters do not allow for a brute force search. Further, because these parameters change on a weekly basis, the optimization should not take longer than a few hours. Our aim is to find the optimum staffing levels from a discrete high-dimensional parameter set, that minimizes the long run average of the single-stage cost function, while adhering to the constraints relating to queue stability and service-level agreement (SLA) compliance. The single-stage cost function balances the conflicting objectives of utilizing workers better and attaining the target SLAs. We formulate this problem as a constrained parameterized Markov cost process parameterized by the (discrete) staffing levels. We propose novel simultaneous perturbation stochastic approximation (SPSA)-based algorithms for solving the above problem. The algorithms include both first-order as well as second-order methods and incorporate SPSA-based gradient/Hessian estimates for primal descent, while performing dual ascent for the Lagrange multipliers. Both algorithms are online and update the staffing levels in an incremental fashion. Further, they involve a certain generalized smooth projection operator, which is essential to project the continuous-valued worker parameter tuned by our algorithms onto the discrete set. The smoothness is necessary to ensure that the underlying transition dynamics of the constrained Markov cost process is itself smooth (as a function of the continuous-valued parameter): a critical requirement to prove the convergence of both algorithms. We validate our algorithms via performance simulations based on data from five real-life service systems. For the sake of comparison, we also implement a scatter search based algorithm using state-of-the-art optimization tool-kit OptQuest. From the experiments, we observe that both our algorithms converge empirically and consistently outperform OptQuest in most of the settings considered. This finding coupled with the computational advantage of our algorithms make them amenable for adaptive labor staffing in real-life service systems.

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The computational architecture that enables the flexible coupling between otherwise independent eye and hand effector systems is not understood. By using a drift diffusion framework, in which variability of the reaction time (RT) distribution scales with mean RT, we tested the ability of a common stochastic accumulator to explain eye-hand coordination. Using a combination of behavior, computational modeling and electromyography, we show how a single stochastic accumulator to threshold, followed by noisy effector-dependent delays, explains eye-hand RT distributions and their correlation, while an alternate independent, interactive eye and hand accumulator model does not. Interestingly, the common accumulator model did not explain the RT distributions of the same subjects when they made eye and hand movements in isolation. Taken together, these data suggest that a dedicated circuit underlies coordinated eye-hand planning.

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Prediction of queue waiting times of jobs submitted to production parallel batch systems is important to provide overall estimates to users and can also help meta-schedulers make scheduling decisions. In this work, we have developed a framework for predicting ranges of queue waiting times for jobs by employing multi-class classification of similar jobs in history. Our hierarchical prediction strategy first predicts the point wait time of a job using dynamic k-Nearest Neighbor (kNN) method. It then performs a multi-class classification using Support Vector Machines (SVMs) among all the classes of the jobs. The probabilities given by the SVM for the class predicted using k-NN and its neighboring classes are used to provide a set of ranges of predicted wait times with probabilities. We have used these predictions and probabilities in a meta-scheduling strategy that distributes jobs to different queues/sites in a multi-queue/grid environment for minimizing wait times of the jobs. Experiments with different production supercomputer job traces show that our prediction strategies can give correct predictions for about 77-87% of the jobs, and also result in about 12% improved accuracy when compared to the next best existing method. Experiments with our meta-scheduling strategy using different production and synthetic job traces for various system sizes, partitioning schemes and different workloads, show that the meta-scheduling strategy gives much improved performance when compared to existing scheduling policies by reducing the overall average queue waiting times of the jobs by about 47%.

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An abundance of spectrum access and sensing algorithms are available in the dynamic spectrum access (DSA) and cognitive radio (CR) literature. Often, however, the functionality and performance of such algorithms are validated against theoretical calculations using only simulations. Both the theoretical calculations and simulations come with their attendant sets of assumptions. For instance, designers of dynamic spectrum access algorithms often take spectrum sensing and rendezvous mechanisms between transmitter-receiver pairs for granted. Test bed designers, on the other hand, either customize so much of their design that it becomes difficult to replicate using commercial off the shelf (COTS) components or restrict themselves to simulation, emulation /hardware-in-Ioop (HIL), or pure hardware but not all three. Implementation studies on test beds sophisticated enough to combine the three aforementioned aspects, but at the same time can also be put together using COTS hardware and software packages are rare. In this paper we describe i) the implementation of a hybrid test bed using a previously proposed hardware agnostic system architecture ii) the implementation of DSA on this test bed, and iii) the realistic hardware and software-constrained performance of DSA. Snapshot energy detector (ED) and Cumulative Summation (CUSUM), a sequential change detection algorithm, are available for spectrum sensing and a two-way handshake mechanism in a dedicated control channel facilitates transmitter-receiver rendezvous.

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Identification of dominant modes is an important step in studying linearly vibrating systems, including flow-induced vibrations. In the presence of uncertainty, when some of the system parameters and the external excitation are modeled as random quantities, this step becomes more difficult. This work is aimed at giving a systematic treatment to this end. The ability to capture the time averaged kinetic energy is chosen as the primary criterion for selection of modes. Accordingly, a methodology is proposed based on the overlap of probability density functions (pdf) of the natural and excitation frequencies, proximity of the natural frequencies of the mean or baseline system, modal participation factor, and stochastic variation of mode shapes in terms of the modes of the baseline system - termed here as statistical modal overlapping. The probabilistic descriptors of the natural frequencies and mode shapes are found by solving a random eigenvalue problem. Three distinct vibration scenarios are considered: (i) undamped arid damped free vibrations of a bladed disk assembly, (ii) forced vibration of a building, and (iii) flutter of a bridge model. Through numerical studies, it is observed that the proposed methodology gives an accurate selection of modes. (C) 2015 Elsevier Ltd. All rights reserved.

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Many studies of reaching and pointing have shown significant spatial and temporal correlations between eye and hand movements. Nevertheless, it remains unclear whether these correlations are incidental, arising from common inputs (independent model); whether these correlations represent an interaction between otherwise independent eye and hand systems (interactive model); or whether these correlations arise from a single dedicated eye-hand system (common command model). Subjects were instructed to redirect gaze and pointing movements in a double-step task in an attempt to decouple eye-hand movements and causally distinguish between the three architectures. We used a drift-diffusion framework in the context of a race model, which has been previously used to explain redirect behavior for eye and hand movements separately, to predict the pattern of eye-hand decoupling. We found that the common command architecture could best explain the observed frequency of different eye and hand response patterns to the target step. A common stochastic accumulator for eye-hand coordination also predicts comparable variances, despite significant difference in the means of the eye and hand reaction time (RT) distributions, which we tested. Consistent with this prediction, we observed that the variances of the eye and hand RTs were similar, despite much larger hand RTs (similar to 90 ms). Moreover, changes in mean eye RTs, which also increased eye RT variance, produced a similar increase in mean and variance of the associated hand RT. Taken together, these data suggest that a dedicated circuit underlies coordinated eye-hand planning.

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In this paper we first derive a necessary and sufficient condition for a stationary strategy to be the Nash equilibrium of discounted constrained stochastic game under certain assumptions. In this process we also develop a nonlinear (non-convex) optimization problem for a discounted constrained stochastic game. We use the linear best response functions of every player and complementary slackness theorem for linear programs to derive both the optimization problem and the equivalent condition. We then extend this result to average reward constrained stochastic games. Finally, we present a heuristic algorithm motivated by our necessary and sufficient conditions for a discounted cost constrained stochastic game. We numerically observe the convergence of this algorithm to Nash equilibrium. (C) 2015 Elsevier B.V. All rights reserved.

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Analysis of the variability in the responses of large structural systems and quantification of their linearity or nonlinearity as a potential non-invasive means of structural system assessment from output-only condition remains a challenging problem. In this study, the Delay Vector Variance (DVV) method is used for full scale testing of both pseudo-dynamic and dynamic responses of two bridges, in order to study the degree of nonlinearity of their measured response signals. The DVV detects the presence of determinism and nonlinearity in a time series and is based upon the examination of local predictability of a signal. The pseudo-dynamic data is obtained from a concrete bridge during repair while the dynamic data is obtained from a steel railway bridge traversed by a train. We show that DVV is promising as a marker in establishing the degree to which a change in the signal nonlinearity reflects the change in the real behaviour of a structure. It is also useful in establishing the sensitivity of instruments or sensors deployed to monitor such changes. (C) 2015 Elsevier B.V. All rights reserved.

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We report on the resonant frequency modulation of inertial microelectromechanical systems (MEMS) structures due to squeeze film stiffness over a range of working pressures. Squeeze film effects have been studied extensively, but mostly in the context of damping and Q-factor determination of dynamic MEMS structures, typically suspended over a fixed substrate with a very thin air gap. Here, we show with experimental measurements and analytical calculations how the pressure-dependent air springs (squeeze film stiffness) change the resonant frequency of an inertial MEMS structure by as much as five times. For capturing the isolated effect of the squeeze film stiffness, we first determine the static stiffness of our structure with atomic force microscope probing and then study the effect of the air spring by measuring the dynamic response of the structure, thus finding the resonant frequencies while varying the air pressure from 1 to 905 mbar. We also verify our results by analytical and Finite Element Method calculations. Our findings show that the pressure-dependent squeeze film stiffness can affect a rather huge range of frequency modulation (>400%) and, therefore, can be used as a design parameter for exploiting this effect in MEMS devices. 2014-0310]

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The inverted pendulum is a popular model for describing bipedal dynamic walking. The operating point of the walker can be specified by the combination of initial mid-stance velocity (v(0)) and step angle (phi(m)) chosen for a given walk. In this paper, using basic mechanics, a framework of physical constraints that limit the choice of operating points is proposed. The constraint lines thus obtained delimit the allowable region of operation of the walker in the v(0)-phi(m) plane. A given average forward velocity v(x,) (avg) can be achieved by several combinations of v(0) and phi(m). Only one of these combinations results in the minimum mechanical power consumption and can be considered the optimum operating point for the given v(x, avg). This paper proposes a method for obtaining this optimal operating point based on tangency of the power and velocity contours. Putting together all such operating points for various v(x, avg,) a family of optimum operating points, called the optimal locus, is obtained. For the energy loss and internal energy models chosen, the optimal locus obtained has a largely constant step angle with increasing speed but tapers off at non-dimensional speeds close to unity.

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Graph algorithms have been shown to possess enough parallelism to keep several computing resources busy-even hundreds of cores on a GPU. Unfortunately, tuning their implementation for efficient execution on a particular hardware configuration of heterogeneous systems consisting of multicore CPUs and GPUs is challenging, time consuming, and error prone. To address these issues, we propose a domain-specific language (DSL), Falcon, for implementing graph algorithms that (i) abstracts the hardware, (ii) provides constructs to write explicitly parallel programs at a higher level, and (iii) can work with general algorithms that may change the graph structure (morph algorithms). We illustrate the usage of our DSL to implement local computation algorithms (that do not change the graph structure) and morph algorithms such as Delaunay mesh refinement, survey propagation, and dynamic SSSP on GPU and multicore CPUs. Using a set of benchmark graphs, we illustrate that the generated code performs close to the state-of-the-art hand-tuned implementations.

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The response of structural dynamical systems excited by multiple random excitations is considered. Two new procedures for evaluating global response sensitivity measures with respect to the excitation components are proposed. The first procedure is valid for stationary response of linear systems under stationary random excitations and is based on the notion of Hellinger's metric of distance between two power spectral density functions. The second procedure is more generally valid and is based on the l2 norm based distance measure between two probability density functions. Specific cases which admit exact solutions are presented, and solution procedures based on Monte Carlo simulations for more general class of problems are outlined. Illustrations include studies on a parametrically excited linear system and a nonlinear random vibration problem involving moving oscillator-beam system that considers excitations attributable to random support motions and guide-way unevenness. (C) 2015 American Society of Civil Engineers.