UNCERTAINTY QUANTIFICATION IN ORBITAL MECHANICS
Massimiliano Vasile,
Aerospace Centre of Excellence, Department of Mechanical & Aerospace Engineering, University of Strathclyde
UTOPIAE is a 3.9M starting 01 January 2017 research and training - - PowerPoint PPT Presentation
U NCERTAINTY Q UANTIFICATION IN O RBITAL M ECHANICS Massimiliano Vasile, Aerospace Centre of Excellence, Department of Mechanical & Aerospace Engineering, University of Strathclyde UTOPIAE will last 4 years UTOPIAE is a 3.9M starting 01
Massimiliano Vasile,
Aerospace Centre of Excellence, Department of Mechanical & Aerospace Engineering, University of Strathclyde
UTOPIAE is a €3.9M research and training network supported by the
European Commission to focus on uncertainty
treatment and optimisation
UTOPIAE will last 4 years starting 01 January 2017
15 partners
11 full partners + 4 associate partners
7 universities 3 companies 5 national
research centres
1 university
research centre
Coordinated by Strathclyde University
recruited within UTOPIAE 8 major training & outreach events
the network?
they?
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Statistics): Marie Curie fellowship position on the Imprecise Probabilities applied to large scale dynamic decision
Aerospace Engineering): PhD position in Artificial Intelligence for Space Mission Design. Closing date: end of September.
fellowship schemes.
date: 24th of September.
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What is UQ? Some UQ Methods Types of Uncertainty Model Uncertainty
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System Model d,u f(d,u) u f pdf u pdf f cdf f
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System Model d,u f(d,u) u f pdf u pdf f cdf f
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System Model
d,u f(d,u)+g(d,u) u pdf pdf f pdf g
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problem:
uncertain functions and s0 is an uncertain initial condition vector.
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find:
event dependent on s
associated to an event dependent on s find:
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elements:
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DIFFERENCE?
depend on the very nature of the phenomenon under
probability distributions as one can apply a frequentist
due to a lack of knowledge. Generally they cannot be quantified with a well defined probability distribution and a more subjectivist approach is required. Two classes:
under investigation.
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variable X.
indicator of X:
( ) ( ( )) ( ) ( )
r
P X E I X I X p X dX n
W
1 X
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quantification.
1 X
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1 X
X X
( ): 2 [0,1] m
W
W
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uncertainty on our ability to correctly model natural phenomena, systems or processes. If we accept that the only exact model of Nature is Nature itself, we also need to accept that every mathematical model is incomplete. One can then use an incomplete (and often much simpler and tractable) model and account for the missing components through some model uncertainty.
understand and model, if enough data are available on the exact repeatability of measurements.
exact repeatability of the manufacturing of parts and systems.
refers to the variability of model parameters and boundary conditions.
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numerical errors, refers to different types of uncertainty related to each particular numerical scheme, and to the machine precision (including clock drifts).
aleatory and epistemic elements and is dependent on our conscious and unconscious decisions and reactions. It includes the possible variability of goals and requirements due to human decisions.
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inion without a distribution function (EPISTEMIC unce certain inty)? Epistemic Uncertainty and Imprecision
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System Model d,u ? u pdf
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Imprecision and Multivalued Mapping
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| , ( ) ( ) ( ) U
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Simple Example with Evidence Quantification
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f u f>n f<n U u1 u2 u3 m(u1)=0.2 m(u2)=0.5 m(u3)=0.3 Sup points
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the expectation that f<n is true given the current information.
bound on the expectation that f<n is true given the current information.
Simple Example with Evidence Quantification
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Bel(f<n) = m(u2) = 0.5 Pl(f<n) = m(u1) + m(u2) + m(u3) = 1
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epis istemic and alea leatory uncertainty are treated in the same way and the output is the cumulative belief and plausibility given by all the pieces
f < n
Evidence-Based Quantification
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System Model d,u Bel(f<n), Pl(f<n)
( ) u m
( ) ( )
( ) ( )
i i i i
i f i f u
Bel m Pl m
n n
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Certainty Area Impossible Area Exact Quantification
Evidence-Based Quantification
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Upper Expectation Lower Expectation
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terminology in the UQ community that fundamentally indicates two classes of algorithms/methods.
box and can be accessed to, for example, modify the algebra
sive methods – the system/process model is a black box that cannot be accessed and can be interrogate only through sampling (oracle model).
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arlo lo Sam ampli ling - The most common and widely known.
lynomial Chaos
to MCS, based on the Karhunen–Loève theorem.
xture Representation – Related to Kernel based approaches it represents complex distributions with a sum of basic Kernels
the dimensionality of the problem
hebyshev In Interpola lation – Example of interpolation approach
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lor expansio ion of the quantity of interest – simple expansion of the quantity of interest through automatic differentiation or analytical derivatives.
itio ion Matrix – first order method related to Taylor expansions of the quantity of interest to the first order.
itio ion Tensor– higher order method related to Taylor expansions of the quantity of interest to the higher orders.
and propagation through operations among polynomials.
lor Alg lgebra – similar to intrusive PCEs with real algebra replaced by operations among Taylor polynomials.
ised Algebra - similar to intrusive PCEs with real algebra replaced by
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distinguish between linear approximation
the equations of motion and linear approximation of the distribution
equations of motion are expanded in Taylor series and only the first order terms are retained.
covariance are of interest.
( , ) x J x t x
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recently, that a change of formulation from Cartesian to
motion.
Astronautical Sciences, Vol. 44, No. 4, pp. 541–563, OctoberDecember 1996
transformation to Cartesian space without loss of realism,” in Proceedings of the 2014 AAS/AIAA Astrodynamics Specialist Conference, San Diego, CA, August 2014 (Paper AIAA-2014-4167)
methods require a reparameterisation
the equations of motion, typically in the form of orbital elements, and then uses a linear distribution model.
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quantity of interest and the distribution of the probability mass.
configuration space can be derived deterministically by propagation of the initial conditions but does not say what the probability is that a given particle is at a given location.
Impact probability on the Moon for LPO disposal (Vetrisano and Vasile 2013)
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Boltzmann equation.
control volume.
Colombo et al. 2015 for example.
1
( )
N k k
n n t
v
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sufficient nu number of outcomes of the
with probability e to:
unimodal
ean valu lue mig ight no not ‘exist’!
the generation of
samples is is very ery important!!!!
lds the sp spatial dis distr tribution an and the pr probabili lity dis distr tribution. ( ) ,
n n n n
c c E X X X n n 1
n n i i
X X n
(
2 2 1
1 1
n n i n i
X X n
2
2
1 2
c x c
e dx e
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(
(
(
(
1,2, , 1, ,2
k i k ukf k k i k ukf k k i
i n i n n i n n x χ x P Q x P Q
, 1 , ,
( , )
i k i k k i i k
f h
χ χ u Y χ
Prior distribution of states and measurements:
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assuming a known covariance of process Q and measurement R noise (linear Bayesian model hypothesis) .
(
2 1 n m i k i k k i
W
x χ
(
2 1 1 n T c i i k i k k k k k k k i
W
P χ x χ x Q
1 1 i i k k k k
h
Y χ
(
2 1 n m i k i k k i
W
y Y
(
2 , 1 1 n T c i i y k i k k k k k k k i
W
P Y y Y y R
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posterior estimation based on the new measurement y.
(
2 , 1 1 n T c i i xy k i k k k k k k i
W
P χ x Y y
k k k k
x x K y y
, 1 1 1 , 1 1
( ) ( ) ( ) [( ) ]
k k T k k k d xy k k xy k
P P P P P P R I
1 , , xy k y k
K P P
(
(
1 1 1 1 1 , 1 ,
max ( ) ( ) [( ) ]
k k xy k k xy k T k k
eig P P P P P R
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the orthogonality of the basis functions:
1
( ) ( ) ( ) ( )
ngrid j i j i i i
R d R w
W
ξ
2 2
( ) ( )
P R j j j P T R R j j j j
μ R α α P R μ α α
1 1 2 1 1 1 2 1 2 1 2 3 1 2 3 1 1 2 1 2 3
1 2 3 1 1 1 1 1 1
( ) ( , ) ( , , ) ... ( )
i i i P i i i i i i i i i i i i j j i i i i i i j
R a B a B a B a B
χ
2 2
, 1 ( )
j j j j j
R d
W
RΨ χ χ
1 2 1
1 1 2 2
( , ,..., ) ( 1) ,...,
T T n n
n n n i i i i i
B e e
χ χ χ χ
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coefficients.
(Jons et all 2015).
1
( ) ( ) ( ) ( )
ngrid j i j i i i
R d R w
W
ξ
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in a full ephemerides model
6 with 26,000 samples.
Vetrisano and Vasile, ASR 2016 Analysis of Spacecraft Disposal Solutions from LPO to the Moon with High Order Polynomial Expansions
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uncertainty propagation was then developed further by Giza et al. and De Mars et al. with specific application to space debris.
interest with a weighted sum of Gaussians:
updating step of an Unscented Kalman Filter.
1 1 1 1 1 1 1
( , ) ( | , )
N i i i k k k k k k i
p t w N
x x P
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the PDF of the quantity of interest using a Kriging type of approach.
from the solution of a maximum likelihood problem:
1 1
1 1 1 1 1
( , )
d pl l k l
N x x i k k k k i
z x t z a e
(
2 1 1 2 1
1 max log log 2 2
k k k
n
P
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and for analyses similar to an ANOVA (Analysis Of Variance) decomposition.
given by each variable and each one of their interactions through the model.
to an anchored value fc (anchored-HDMR) then the decomposition becomes:
As for PCE the decomposition allows for the identification of the interdependency among variables and the order of the dependency of the quantity of interest on the uncertain parameters
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probability distribution. The result is n differential equations to be integrated:
Yields the spatial distribution and the probability distribution
;
n n i i i i i i
dy py dt y y p p
n n n i i i j i j i i j
dy p y dt
l
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( ) ( , ; ) ( , ; ) t t t t t x x x x
1 1
, ... ξ x
( ; ; )
p p j j
p i i
f t t f
ξ
, , , , , , , , , , , , , , , , , , , , , , ,
( )
i a i a i ab i ab i a b i abc i abc i a bc ab c ac b i a b c
f f f f f f
1 1
, ... ( , )
1 ( ) !
p p
s i i t t p
x t x x p
1 1
, ... ( , ) ( , ) ξ x
( ; ; ) ( ; ; )
p p j j
p i i t t t t
t t t t
ξ x
1 2 1 2
1 ( ) [ ] exp 2 ( ) [ ]
T p p
j T T p p
E e j E j
u x u
u u m u Pu u x x x u u u
1 1 1 1 1 1 1 1 11 1 1 . 1 ( , ) 1 . . 1 ( , ) ( , ) 1 1 1 1
( ; ) 1 ( ; ) [ ] ! 1 ( ) ! ! [ ]
p p k k p q k k k k p qi i i k k k k s i i k k t t k k p s s i i ij k t t t t p q i j k k k k k k
t t E x x p p q E x x x x m m
m m m m P
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Methods
mechanics
Newton Models
mechanics
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(RICCARDI, TARDIOLI, VASILE 2015)
Consider the wider class of problems, typical in Viability Theory, where a level set is propagated through a model function F (equations of motion). For any n dimensional manifold that can be represented with a polynomial expansion, one can obtain its image through F
F F() Yields the spatial distribution
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non-intrusive method can be theoretically derived regardless
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(ORTEGA, VASILE, RICCARDI, SERRA 2016)
HAMR fragments
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Model Uncertainty
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polynomial expansion of the states and of b: Dynamics with Unknown Components
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UNCERTAINTY FUNCTION AND DISTANCE
stochastic and s belongs to a confidence interval:
Matching Predictions
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SOME EXAMPLES
Orbital Dynamics with Unknown Drag Component
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SOME EXAMPLES
terms up to the first order is telling us that the solution should be in the form:
Orbital Dynamics with Unknown Drag Component
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SOME EXAMPLES
and 14 unknowns
confidence interval
Orbital Dynamics with Unknown Drag Component
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that is 2 times the one over which the measurements are available
Orbital Dynamics with Unknown Drag Component
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SOME EXAMPLES
that is 2 times the one over which the measurements are available
Orbital Dynamics with Unknown Drag Component
Handling the unknown at the edge
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