14,903 research outputs found

    Shuttle relative navigation of a tethered satellite mission with current on board software

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    A Shuttle mission planned in 1991 will test the feasibility of tethers in space. This mission, a joint effort between Italy and the United States, will connect a satellite (built by the Italians) to the Shuttle with a 20 km long tether. This mission poses unique navigation problems. The flight software on the Shuttle was never designed to account for the low level acceleration that is generated by the gravity gradient. IMUs on the Shuttle was never designed to account for the low level acceleration that is generated by the gravity gradient. Inertial Maneuvering Units on the shuttle will sense the acceleration of the tether but it turns out that incorporating the continuous accelerometer noise also generates large error growth. Relative navigation is another important issue since the majority of the mission will be conducted while the satellite is out of the visual range of the crew. Some kind of feedback on the motion of the satellite will be desirable. Feedback of the satellite motion can be generated by using the rendezvous radar. To process the radar measurements, the flight software uses a 13 state Kalman Filter, but unfortunately with the filter currently tuned as it is, valid measurements tend to be ignored. This is due to the constraint of the tether on the satellite, which is an unmodeled force. Analysis shows that with proper tuning, relative navigation is possible

    Extremal Eigenvalues and Eigenvectors of Deformed Wigner Matrices

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    We consider random matrices of the form H=W+λVH = W + \lambda V, λR+\lambda\in\mathbb{R}^+, where WW is a real symmetric or complex Hermitian Wigner matrix of size NN and VV is a real bounded diagonal random matrix of size NN with i.i.d.\ entries that are independent of WW. We assume subexponential decay for the matrix entries of WW and we choose λ1\lambda \sim 1, so that the eigenvalues of WW and λV\lambda V are typically of the same order. Further, we assume that the density of the entries of VV is supported on a single interval and is convex near the edges of its support. In this paper we prove that there is λ+R+\lambda_+\in\mathbb{R}^+ such that the largest eigenvalues of HH are in the limit of large NN determined by the order statistics of VV for λ>λ+\lambda>\lambda_+. In particular, the largest eigenvalue of HH has a Weibull distribution in the limit NN\to\infty if λ>λ+\lambda>\lambda_+. Moreover, for NN sufficiently large, we show that the eigenvectors associated to the largest eigenvalues are partially localized for λ>λ+\lambda>\lambda_+, while they are completely delocalized for λ<λ+\lambda<\lambda_+. Similar results hold for the lowest eigenvalues.Comment: 47 page

    Edge Universality for Deformed Wigner Matrices

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    We consider N×NN\times N random matrices of the form H=W+VH = W + V where WW is a real symmetric Wigner matrix and VV a random or deterministic, real, diagonal matrix whose entries are independent of WW. We assume subexponential decay for the matrix entries of WW and we choose VV so that the eigenvalues of WW and VV are typically of the same order. For a large class of diagonal matrices VV we show that the rescaled distribution of the extremal eigenvalues is given by the Tracy-Widom distribution F1F_1 in the limit of large NN. Our proofs also apply to the complex Hermitian setting, i.e., when WW is a complex Hermitian Wigner matrix

    Time-Varying Uncertainty and the Credit Channel

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    We extend the Carlstrom and Fuerst (1997) agency cost model of business cycles by including time varying uncertainty in the technology shocks that affect capital production. We first demonstrate that standard linearization methods can be used to solve the model yet second moments enter the economy's equilibrium policy functions. We then demonstrate that an increase in uncertainty causes, ceteris paribus, a fall in investment supply. A second key result is that time varying uncertainty results in countercyclical bankruptcy rates - a finding which is consistent with the data and opposite the result in Carlstrom and Fuerst. Third, we show that persistence of uncertainty affects both quantitatively and qualitatively the behavior of the economy. However, the shocks to uncertainty imply a quantitatively small role for uncertainty over the business cycle.agency costs, credit channel, time-varying uncertainty

    Household Credit and Probability Forecasts of Financial Distress in the United Kingdom

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    The growth of unsecured household credit relative to income has been marked in recent years and many observers have questioned whether it is sustainable. This paper develops a theory-based empirical model of equilibrium household consumption and credit. The equilibrium relationships are embedded within a vector-autoregressive model that can accommodate complex dynamics with a coherent long-run structure. We define the events associated with financial distress and describe probability forecasting methods that can be applied to the model to predict the likely occurence of distress events. The analysis is illustrated using unsecured credit market data for the UK.Financial Distress, Probability Forecasts, Household Spending and Credit.
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