This work presents a comprehensive second-order predictive modeling (PM) methodology designated by the acronym 2<sup>nd</sup>-BERRU-PMD. The attribute “2<sup>nd</sup>” indicates that this met...This work presents a comprehensive second-order predictive modeling (PM) methodology designated by the acronym 2<sup>nd</sup>-BERRU-PMD. The attribute “2<sup>nd</sup>” indicates that this methodology incorporates second-order uncertainties (means and covariances) and second-order sensitivities of computed model responses to model parameters. The acronym BERRU stands for “Best- Estimate Results with Reduced Uncertainties” and the last letter (“D”) in the acronym indicates “deterministic,” referring to the deterministic inclusion of the computational model responses. The 2<sup>nd</sup>-BERRU-PMD methodology is fundamentally based on the maximum entropy (MaxEnt) principle. This principle is in contradistinction to the fundamental principle that underlies the extant data assimilation and/or adjustment procedures which minimize in a least-square sense a subjective user-defined functional which is meant to represent the discrepancies between measured and computed model responses. It is shown that the 2<sup>nd</sup>-BERRU-PMD methodology generalizes and extends current data assimilation and/or data adjustment procedures while overcoming the fundamental limitations of these procedures. In the accompanying work (Part II), the alternative framework for developing the “second- order MaxEnt predictive modelling methodology” is presented by incorporating probabilistically (as opposed to “deterministically”) the computed model responses.展开更多
This work presents a comprehensive second-order predictive modeling (PM) methodology based on the maximum entropy (MaxEnt) principle for obtaining best-estimate mean values and correlations for model responses and par...This work presents a comprehensive second-order predictive modeling (PM) methodology based on the maximum entropy (MaxEnt) principle for obtaining best-estimate mean values and correlations for model responses and parameters. This methodology is designated by the acronym 2<sup>nd</sup>-BERRU-PMP, where the attribute “2<sup>nd</sup>” indicates that this methodology incorporates second- order uncertainties (means and covariances) and second (and higher) order sensitivities of computed model responses to model parameters. The acronym BERRU stands for “Best-Estimate Results with Reduced Uncertainties” and the last letter (“P”) in the acronym indicates “probabilistic,” referring to the MaxEnt probabilistic inclusion of the computational model responses. This is in contradistinction to the 2<sup>nd</sup>-BERRU-PMD methodology, which deterministically combines the computed model responses with the experimental information, as presented in the accompanying work (Part I). Although both the 2<sup>nd</sup>-BERRU-PMP and the 2<sup>nd</sup>-BERRU-PMD methodologies yield expressions that include second (and higher) order sensitivities of responses to model parameters, the respective expressions for the predicted responses, for the calibrated predicted parameters and for their predicted uncertainties (covariances), are not identical to each other. Nevertheless, the results predicted by both the 2<sup>nd</sup>-BERRU-PMP and the 2<sup>nd</sup>-BERRU-PMD methodologies encompass, as particular cases, the results produced by the extant data assimilation and data adjustment procedures, which rely on the minimization, in a least-square sense, of a user-defined functional meant to represent the discrepancies between measured and computed model responses.展开更多
This work illustrates the innovative results obtained by applying the recently developed the 2<sup>nd</sup>-order predictive modeling methodology called “2<sup>nd</sup>- BERRU-PM”, where the ...This work illustrates the innovative results obtained by applying the recently developed the 2<sup>nd</sup>-order predictive modeling methodology called “2<sup>nd</sup>- BERRU-PM”, where the acronym BERRU denotes “best-estimate results with reduced uncertainties” and “PM” denotes “predictive modeling.” The physical system selected for this illustrative application is a polyethylene-reflected plutonium (acronym: PERP) OECD/NEA reactor physics benchmark. This benchmark is modeled using the neutron transport Boltzmann equation (involving 21,976 uncertain parameters), the solution of which is representative of “large-scale computations.” The results obtained in this work confirm the fact that the 2<sup>nd</sup>-BERRU-PM methodology predicts best-estimate results that fall in between the corresponding computed and measured values, while reducing the predicted standard deviations of the predicted results to values smaller than either the experimentally measured or the computed values of the respective standard deviations. The obtained results also indicate that 2<sup>nd</sup>-order response sensitivities must always be included to quantify the need for including (or not) the 3<sup>rd</sup>- and/or 4<sup>th</sup>-order sensitivities. When the parameters are known with high precision, the contributions of the higher-order sensitivities diminish with increasing order, so that the inclusion of the 1<sup>st</sup>- and 2<sup>nd</sup>-order sensitivities may suffice for obtaining accurate predicted best- estimate response values and best-estimate standard deviations. On the other hand, when the parameters’ standard deviations are sufficiently large to approach (or be outside of) the radius of convergence of the multivariate Taylor-series which represents the response in the phase-space of model parameters, the contributions stemming from the 3<sup>rd</sup>- and even 4<sup>th</sup>-order sensitivities are necessary to ensure consistency between the computed and measured response. In such cases, the use of only the 1<sup>st</sup>-order sensitivities erroneously indicates that the computed results are inconsistent with the respective measured response. Ongoing research aims at extending the 2<sup>nd</sup>-BERRU-PM methodology to fourth-order, thus enabling the computation of third-order response correlations (skewness) and fourth-order response correlations (kurtosis).展开更多
This work presents a comprehensive fourth-order predictive modeling (PM) methodology that uses the MaxEnt principle to incorporate fourth-order moments (means, covariances, skewness, kurtosis) of model parameters, com...This work presents a comprehensive fourth-order predictive modeling (PM) methodology that uses the MaxEnt principle to incorporate fourth-order moments (means, covariances, skewness, kurtosis) of model parameters, computed and measured model responses, as well as fourth (and higher) order sensitivities of computed model responses to model parameters. This new methodology is designated by the acronym 4<sup>th</sup>-BERRU-PM, which stands for “fourth-order best-estimate results with reduced uncertainties.” The results predicted by the 4<sup>th</sup>-BERRU-PM incorporates, as particular cases, the results previously predicted by the second-order predictive modeling methodology 2<sup>nd</sup>-BERRU-PM, and vastly generalizes the results produced by extant data assimilation and data adjustment procedures.展开更多
This work (in two parts) will present a novel predictive modeling methodology aimed at obtaining “best-estimate results with reduced uncertainties” for the first four moments (mean values, covariance, skewness and k...This work (in two parts) will present a novel predictive modeling methodology aimed at obtaining “best-estimate results with reduced uncertainties” for the first four moments (mean values, covariance, skewness and kurtosis) of the optimally predicted distribution of model results and calibrated model parameters, by combining fourth-order experimental and computational information, including fourth (and higher) order sensitivities of computed model responses to model parameters. Underlying the construction of this fourth-order predictive modeling methodology is the “maximum entropy principle” which is initially used to obtain a novel closed-form expression of the (moments-constrained) fourth-order Maximum Entropy (MaxEnt) probability distribution constructed from the first four moments (means, covariances, skewness, kurtosis), which are assumed to be known, of an otherwise unknown distribution of a high-dimensional multivariate uncertain quantity of interest. This fourth-order MaxEnt distribution provides optimal compatibility of the available information while simultaneously ensuring minimal spurious information content, yielding an estimate of a probability density with the highest uncertainty among all densities satisfying the known moment constraints. Since this novel generic fourth-order MaxEnt distribution is of interest in its own right for applications in addition to predictive modeling, its construction is presented separately, in this first part of a two-part work. The fourth-order predictive modeling methodology that will be constructed by particularizing this generic fourth-order MaxEnt distribution will be presented in the accompanying work (Part-2).展开更多
This work deals with the development of a decentralized optimal control algorithm, along with a robust observer,for the relative motion control of spacecraft in leader-follower based formation. An adaptive gain higher...This work deals with the development of a decentralized optimal control algorithm, along with a robust observer,for the relative motion control of spacecraft in leader-follower based formation. An adaptive gain higher order sliding mode observer has been proposed to estimate the velocity as well as unmeasured disturbances from the noisy position measurements.A differentiator structure containing the Lipschitz constant and Lebesgue measurable control input, is utilized for obtaining the estimates. Adaptive tuning algorithms are derived based on Lyapunov stability theory, for updating the observer gains,which will give enough flexibility in the choice of initial estimates.Moreover, it may help to cope with unexpected state jerks. The trajectory tracking problem is formulated as a finite horizon optimal control problem, which is solved online. The control constraints are incorporated by using a nonquadratic performance functional. An adaptive update law has been derived for tuning the step size in the optimization algorithm, which may help to improve the convergence speed. Moreover, it is an attractive alternative to the heuristic choice of step size for diverse operating conditions. The disturbance as well as state estimates from the higher order sliding mode observer are utilized by the plant output prediction model, which will improve the overall performance of the controller. The nonlinear dynamics defined in leader fixed Euler-Hill frame has been considered for the present work and the reference trajectories are generated using Hill-Clohessy-Wiltshire equations of unperturbed motion. The simulation results based on rigorous perturbation analysis are presented to confirm the robustness of the proposed approach.展开更多
In this paper, a hybrid predictive controller is proposed for a class of uncertain switched nonlinear systems based on high-order differential state observers and Lyapunov functions. The main idea is to design an outp...In this paper, a hybrid predictive controller is proposed for a class of uncertain switched nonlinear systems based on high-order differential state observers and Lyapunov functions. The main idea is to design an output feedback bounded controller and a predictive controller for each subsystem using high-order differential state observers and Lyapunov functions, to derive a suitable switched law to stabilize the closed-loop subsystem, and to provide an explicitly characterized set of initial conditions. For the whole switched system, based on the high-order differentiator, a suitable switched law is designed to ensure the whole closed-loop’s stability. The simulation results for a chemical process show the validity of the controller proposed in this paper.展开更多
This article is concerned with the problem of prediction for the future generalized order statistics from a mixture of two general components based on doubly?type II censored sample. We consider the one sample predict...This article is concerned with the problem of prediction for the future generalized order statistics from a mixture of two general components based on doubly?type II censored sample. We consider the one sample prediction and two sample prediction techniques. Bayesian prediction intervals for the median of future sample of generalized order statistics having odd and even sizes are obtained. Our results are specialized to ordinary order statistics and ordinary upper record values. A mixture of two Gompertz components model is given as an application. Numerical computations are given to illustrate the procedures.展开更多
文摘This work presents a comprehensive second-order predictive modeling (PM) methodology designated by the acronym 2<sup>nd</sup>-BERRU-PMD. The attribute “2<sup>nd</sup>” indicates that this methodology incorporates second-order uncertainties (means and covariances) and second-order sensitivities of computed model responses to model parameters. The acronym BERRU stands for “Best- Estimate Results with Reduced Uncertainties” and the last letter (“D”) in the acronym indicates “deterministic,” referring to the deterministic inclusion of the computational model responses. The 2<sup>nd</sup>-BERRU-PMD methodology is fundamentally based on the maximum entropy (MaxEnt) principle. This principle is in contradistinction to the fundamental principle that underlies the extant data assimilation and/or adjustment procedures which minimize in a least-square sense a subjective user-defined functional which is meant to represent the discrepancies between measured and computed model responses. It is shown that the 2<sup>nd</sup>-BERRU-PMD methodology generalizes and extends current data assimilation and/or data adjustment procedures while overcoming the fundamental limitations of these procedures. In the accompanying work (Part II), the alternative framework for developing the “second- order MaxEnt predictive modelling methodology” is presented by incorporating probabilistically (as opposed to “deterministically”) the computed model responses.
文摘This work presents a comprehensive second-order predictive modeling (PM) methodology based on the maximum entropy (MaxEnt) principle for obtaining best-estimate mean values and correlations for model responses and parameters. This methodology is designated by the acronym 2<sup>nd</sup>-BERRU-PMP, where the attribute “2<sup>nd</sup>” indicates that this methodology incorporates second- order uncertainties (means and covariances) and second (and higher) order sensitivities of computed model responses to model parameters. The acronym BERRU stands for “Best-Estimate Results with Reduced Uncertainties” and the last letter (“P”) in the acronym indicates “probabilistic,” referring to the MaxEnt probabilistic inclusion of the computational model responses. This is in contradistinction to the 2<sup>nd</sup>-BERRU-PMD methodology, which deterministically combines the computed model responses with the experimental information, as presented in the accompanying work (Part I). Although both the 2<sup>nd</sup>-BERRU-PMP and the 2<sup>nd</sup>-BERRU-PMD methodologies yield expressions that include second (and higher) order sensitivities of responses to model parameters, the respective expressions for the predicted responses, for the calibrated predicted parameters and for their predicted uncertainties (covariances), are not identical to each other. Nevertheless, the results predicted by both the 2<sup>nd</sup>-BERRU-PMP and the 2<sup>nd</sup>-BERRU-PMD methodologies encompass, as particular cases, the results produced by the extant data assimilation and data adjustment procedures, which rely on the minimization, in a least-square sense, of a user-defined functional meant to represent the discrepancies between measured and computed model responses.
文摘This work illustrates the innovative results obtained by applying the recently developed the 2<sup>nd</sup>-order predictive modeling methodology called “2<sup>nd</sup>- BERRU-PM”, where the acronym BERRU denotes “best-estimate results with reduced uncertainties” and “PM” denotes “predictive modeling.” The physical system selected for this illustrative application is a polyethylene-reflected plutonium (acronym: PERP) OECD/NEA reactor physics benchmark. This benchmark is modeled using the neutron transport Boltzmann equation (involving 21,976 uncertain parameters), the solution of which is representative of “large-scale computations.” The results obtained in this work confirm the fact that the 2<sup>nd</sup>-BERRU-PM methodology predicts best-estimate results that fall in between the corresponding computed and measured values, while reducing the predicted standard deviations of the predicted results to values smaller than either the experimentally measured or the computed values of the respective standard deviations. The obtained results also indicate that 2<sup>nd</sup>-order response sensitivities must always be included to quantify the need for including (or not) the 3<sup>rd</sup>- and/or 4<sup>th</sup>-order sensitivities. When the parameters are known with high precision, the contributions of the higher-order sensitivities diminish with increasing order, so that the inclusion of the 1<sup>st</sup>- and 2<sup>nd</sup>-order sensitivities may suffice for obtaining accurate predicted best- estimate response values and best-estimate standard deviations. On the other hand, when the parameters’ standard deviations are sufficiently large to approach (or be outside of) the radius of convergence of the multivariate Taylor-series which represents the response in the phase-space of model parameters, the contributions stemming from the 3<sup>rd</sup>- and even 4<sup>th</sup>-order sensitivities are necessary to ensure consistency between the computed and measured response. In such cases, the use of only the 1<sup>st</sup>-order sensitivities erroneously indicates that the computed results are inconsistent with the respective measured response. Ongoing research aims at extending the 2<sup>nd</sup>-BERRU-PM methodology to fourth-order, thus enabling the computation of third-order response correlations (skewness) and fourth-order response correlations (kurtosis).
文摘This work presents a comprehensive fourth-order predictive modeling (PM) methodology that uses the MaxEnt principle to incorporate fourth-order moments (means, covariances, skewness, kurtosis) of model parameters, computed and measured model responses, as well as fourth (and higher) order sensitivities of computed model responses to model parameters. This new methodology is designated by the acronym 4<sup>th</sup>-BERRU-PM, which stands for “fourth-order best-estimate results with reduced uncertainties.” The results predicted by the 4<sup>th</sup>-BERRU-PM incorporates, as particular cases, the results previously predicted by the second-order predictive modeling methodology 2<sup>nd</sup>-BERRU-PM, and vastly generalizes the results produced by extant data assimilation and data adjustment procedures.
文摘This work (in two parts) will present a novel predictive modeling methodology aimed at obtaining “best-estimate results with reduced uncertainties” for the first four moments (mean values, covariance, skewness and kurtosis) of the optimally predicted distribution of model results and calibrated model parameters, by combining fourth-order experimental and computational information, including fourth (and higher) order sensitivities of computed model responses to model parameters. Underlying the construction of this fourth-order predictive modeling methodology is the “maximum entropy principle” which is initially used to obtain a novel closed-form expression of the (moments-constrained) fourth-order Maximum Entropy (MaxEnt) probability distribution constructed from the first four moments (means, covariances, skewness, kurtosis), which are assumed to be known, of an otherwise unknown distribution of a high-dimensional multivariate uncertain quantity of interest. This fourth-order MaxEnt distribution provides optimal compatibility of the available information while simultaneously ensuring minimal spurious information content, yielding an estimate of a probability density with the highest uncertainty among all densities satisfying the known moment constraints. Since this novel generic fourth-order MaxEnt distribution is of interest in its own right for applications in addition to predictive modeling, its construction is presented separately, in this first part of a two-part work. The fourth-order predictive modeling methodology that will be constructed by particularizing this generic fourth-order MaxEnt distribution will be presented in the accompanying work (Part-2).
文摘This work deals with the development of a decentralized optimal control algorithm, along with a robust observer,for the relative motion control of spacecraft in leader-follower based formation. An adaptive gain higher order sliding mode observer has been proposed to estimate the velocity as well as unmeasured disturbances from the noisy position measurements.A differentiator structure containing the Lipschitz constant and Lebesgue measurable control input, is utilized for obtaining the estimates. Adaptive tuning algorithms are derived based on Lyapunov stability theory, for updating the observer gains,which will give enough flexibility in the choice of initial estimates.Moreover, it may help to cope with unexpected state jerks. The trajectory tracking problem is formulated as a finite horizon optimal control problem, which is solved online. The control constraints are incorporated by using a nonquadratic performance functional. An adaptive update law has been derived for tuning the step size in the optimization algorithm, which may help to improve the convergence speed. Moreover, it is an attractive alternative to the heuristic choice of step size for diverse operating conditions. The disturbance as well as state estimates from the higher order sliding mode observer are utilized by the plant output prediction model, which will improve the overall performance of the controller. The nonlinear dynamics defined in leader fixed Euler-Hill frame has been considered for the present work and the reference trajectories are generated using Hill-Clohessy-Wiltshire equations of unperturbed motion. The simulation results based on rigorous perturbation analysis are presented to confirm the robustness of the proposed approach.
文摘In this paper, a hybrid predictive controller is proposed for a class of uncertain switched nonlinear systems based on high-order differential state observers and Lyapunov functions. The main idea is to design an output feedback bounded controller and a predictive controller for each subsystem using high-order differential state observers and Lyapunov functions, to derive a suitable switched law to stabilize the closed-loop subsystem, and to provide an explicitly characterized set of initial conditions. For the whole switched system, based on the high-order differentiator, a suitable switched law is designed to ensure the whole closed-loop’s stability. The simulation results for a chemical process show the validity of the controller proposed in this paper.
文摘This article is concerned with the problem of prediction for the future generalized order statistics from a mixture of two general components based on doubly?type II censored sample. We consider the one sample prediction and two sample prediction techniques. Bayesian prediction intervals for the median of future sample of generalized order statistics having odd and even sizes are obtained. Our results are specialized to ordinary order statistics and ordinary upper record values. A mixture of two Gompertz components model is given as an application. Numerical computations are given to illustrate the procedures.