Recent progress in random metric theory and its applications to conditional risk measures

The purpose of this paper is to give a selective survey on recent progress in random metric theory and its applications to conditional risk measures. This paper includes eight sections. Section 1 is a longer introduction, which gives a brief introduction to random metric theory, risk measures and conditional risk measures. Section 2 gives the central framework in random metric theory, topological structures, important examples, the notions of a random conjugate space and the Hahn-Banach theorems for random linear functionals. Section 3 gives several important representation theorems for random conjugate spaces. Section 4 gives characterizations for a complete random normed module to be random reflexive. Section 5 gives hyperplane separation theorems currently available in random locally convex modules. Section 6 gives the theory of random duality with respect to the locally $L^{0}-$convex topology and in particular a characterization for a locally $L^{0}-$convex module to be $L^{0}-$pre$-$barreled. Section 7 gives some basic results on $L^{0}-$convex analysis together with some applications to conditional risk measures. Finally, Section 8 is devoted to extensions of conditional convex risk measures, which shows that every representable $L^{\infty}-$type of conditional convex risk measure and every continuous $L^{p}-$type of convex conditional risk measure ($1\leq p<+\infty$) can be extended to an $L^{\infty}_{\cal F}({\cal E})-$type of $\sigma_{\epsilon,\lambda}(L^{\infty}_{\cal F}({\cal E}), L^{1}_{\cal F}({\cal E}))-$lower semicontinuous conditional convex risk measure and an $L^{p}_{\cal F}({\cal E})-$type of ${\cal T}_{\epsilon,\lambda}-$continuous conditional convex risk measure ($1\leq p<+\infty$), respectively.Comment: 37 page

A neural network-based estimator for the mixture ratio of the Space Shuttle Main Engine

In order to properly utilize the available fuel and oxidizer of a liquid propellant rocket engine, the mixture ratio is closed loop controlled during main stage (65 percent - 109 percent power) operation. However, because of the lack of flight-capable instrumentation for measuring mixture ratio, the value of mixture ratio in the control loop is estimated using available sensor measurements such as the combustion chamber pressure and the volumetric flow, and the temperature and pressure at the exit duct on the low pressure fuel pump. This estimation scheme has two limitations. First, the estimation formula is based on an empirical curve fitting which is accurate only within a narrow operating range. Second, the mixture ratio estimate relies on a few sensor measurements and loss of any of these measurements will make the estimate invalid. In this paper, we propose a neural network-based estimator for the mixture ratio of the Space Shuttle Main Engine. The estimator is an extension of a previously developed neural network based sensor failure detection and recovery algorithm (sensor validation). This neural network uses an auto associative structure which utilizes the redundant information of dissimilar sensors to detect inconsistent measurements. Two approaches have been identified for synthesizing mixture ratio from measurement data using a neural network. The first approach uses an auto associative neural network for sensor validation which is modified to include the mixture ratio as an additional output. The second uses a new network for the mixture ratio estimation in addition to the sensor validation network. Although mixture ratio is not directly measured in flight, it is generally available in simulation and in test bed firing data from facility measurements of fuel and oxidizer volumetric flows. The pros and cons of these two approaches will be discussed in terms of robustness to sensor failures and accuracy of the estimate during typical transients using simulation data

Global Hilbert Expansion for the Vlasov-Poisson-Boltzmann System

We study the Hilbert expansion for small Knudsen number $\varepsilon$ for the Vlasov-Boltzmann-Poisson system for an electron gas. The zeroth order term takes the form of local Maxwellian: $ F_{0}(t,x,v)=\frac{\rho_{0}(t,x)}{(2\pi \theta_{0}(t,x))^{3/2}} e^{-|v-u_{0}(t,x)|^{2}/2\theta_{0}(t,x)},\text{\ }\theta_{0}(t,x)=K\rho_{0}^{2/3}(t,x).$Our main result states that if the Hilbert expansion is valid at$t=0$for well-prepared small initial data with irrotational velocity$u_0$, then it is valid for$0\leq t\leq \varepsilon ^{-{1/2}\frac{2k-3}{2k-2}},$where$\rho_{0}(t,x)$and$ u_{0}(t,x)$satisfy the Euler-Poisson system for monatomic gas$\gamma=5/3$

A distributed fault-detection and diagnosis system using on-line parameter estimation

The development of a model-based fault-detection and diagnosis system (FDD) is reviewed. The system can be used as an integral part of an intelligent control system. It determines the faults of a system from comparison of the measurements of the system with a priori information represented by the model of the system. The method of modeling a complex system is described and a description of diagnosis models which include process faults is presented. There are three distinct classes of fault modes covered by the system performance model equation: actuator faults, sensor faults, and performance degradation. A system equation for a complete model that describes all three classes of faults is given. The strategy for detecting the fault and estimating the fault parameters using a distributed on-line parameter identification scheme is presented. A two-step approach is proposed. The first step is composed of a group of hypothesis testing modules, (HTM) in parallel processing to test each class of faults. The second step is the fault diagnosis module which checks all the information obtained from the HTM level, isolates the fault, and determines its magnitude. The proposed FDD system was demonstrated by applying it to detect actuator and sensor faults added to a simulation of the Space Shuttle Main Engine. The simulation results show that the proposed FDD system can adequately detect the faults and estimate their magnitudes

Real-time diagnostics for a reusable rocket engine

A hierarchical, decentralized diagnostic system is proposed for the Real-Time Diagnostic System component of the Intelligent Control System (ICS) for reusable rocket engines. The proposed diagnostic system has three layers of information processing: condition monitoring, fault mode detection, and expert system diagnostics. The condition monitoring layer is the first level of signal processing. Here, important features of the sensor data are extracted. These processed data are then used by the higher level fault mode detection layer to do preliminary diagnosis on potential faults at the component level. Because of the closely coupled nature of the rocket engine propulsion system components, it is expected that a given engine condition may trigger more than one fault mode detector. Expert knowledge is needed to resolve the conflicting reports from the various failure mode detectors. This is the function of the diagnostic expert layer. Here, the heuristic nature of this decision process makes it desirable to use an expert system approach. Implementation of the real-time diagnostic system described above requires a wide spectrum of information processing capability. Generally, in the condition monitoring layer, fast data processing is often needed for feature extraction and signal conditioning. This is usually followed by some detection logic to determine the selected faults on the component level. Three different techniques are used to attack different fault detection problems in the NASA LeRC ICS testbed simulation. The first technique employed is the neural network application for real-time sensor validation which includes failure detection, isolation, and accommodation. The second approach demonstrated is the model-based fault diagnosis system using on-line parameter identification. Besides these model based diagnostic schemes, there are still many failure modes which need to be diagnosed by the heuristic expert knowledge. The heuristic expert knowledge is implemented using a real-time expert system tool called G2 by Gensym Corp. Finally, the distributed diagnostic system requires another level of intelligence to oversee the fault mode reports generated by component fault detectors. The decision making at this level can best be done using a rule-based expert system. This level of expert knowledge is also implemented using G2

\Lambda_b \to \Lambda_c P(V) Nonleptonic Weak Decays

The two-body nonleptonic weak decays of \Lambda_b \to \Lambda_c P(V) (P and V represent pseudoscalar and vector mesons respectively) are analyzed in two models, one is the Bethe-Salpeter (B-S) model and the other is the hadronic wave function model. The calculations are carried out in the factorization approach. The obtained results are compared with other model calculations.Comment: 18 pages, Late