Winds at different elevations commonly run in different directions.
If you had kites connected together with some kilometers of string,
you could take advantage of these differing wind directions to keep
the string between the kites taut --- without having it connected to
anything on the ground.  You arrange for the upper kite to pull upward
while the lower kite pulls downward.

Even different wind speeds in the same direction are adequate to make
this work; the only important thing is that the air at the two kites
be in motion relative to one another, so that the kites can put
themselves into tension.

If you have at least three kites at different altitudes where there
are three winds that span more than 180 degrees in azimuth, you have
complete freedom of movement, including the ability to hover
indefinitely in one place.  By adjusting the angle of attack, you can
vary both the horizontal and vertical force, and control whether the
vertical force is up or down; opening and closing gores or moving
other control surfaces also can adjust the amount of force developed
at a given wind speed.  At extreme wind speeds, you may want to do the
equivalent of folding your wings --- reducing the total area catching
wind in order to reduce the force developed.

Of course, you would carry out all of this control with an onboard
computer (such as a microcontroller) and some kind of actuators
(e.g. servomotors, stepper motors, or even more exotic actuators such
as piezoelectric, solenoid, or pneumatic actuators.)  The computer
could pay attention to the wind speed and direction, GPS signals, and
other forms of location information to carry out its navigation.

The separate kites that are a few kilometers apart on the string would
probably communicate with one another by radio, optical, or acoustic
signals, transmitted through the air or through the string.  The
string itself would make a wonderful antenna for some kinds of
signals, if it were conductive --- which would also enable using it at
other frequencies for inter-kite communication --- but that’s likely
to cause problems both with weight and attracting lightning.

Radio round-trip times between the kites can provide very accurate
measurements of how far apart they are, compensating for the
unavoidable variability caused by the elasticity of the string.

If the motors that pay out string can also be used as generators, this
assemblage of kites can generate its own power --- simply by paying
out string between two kites that are being pulled away from each
other by the wind, and then later pulling it back in after adjusting
the kites to put the string under less tension.

This is a variety of airborne wind turbine.

In effect, this machine is a new kind of glider that stays aloft by
taking advantage of differences in horizontal wind direction or speed,
rather than thermal uprising of air; and as long as wind direction
changes slowly, it can remain stationary.

It seems likely that high strength-to-weight strings would be
advantageous for this --- say, fishing-line nylon, prestretched
polyethylene, or Kevlar, rather than just plain cotton.  Non-porosity
would also be an advantage.

It wouldn’t be necessary for the kites to fly low enough to be visible
from the ground, and they could be made almost entirely of transparent
materials with a tiny radar cross-section, and like owls, they
wouldn’t need to make any sound while flying.  They could remain aloft
until needed, and then lower a cable to the ground to lift up whatever
needed lifting, or to anchor themselves to the ground for a controlled
landing.

This could be a practical airborne cargo system with vertical takeoff
and landing, like a helium balloon, but with, I think, much smaller
devices.  (I think helium or hydrogen airships are still more
material-efficient at sufficiently large scales.)

For improved reliability, the kites could be connected in a nonlinear
topology --- for example, you might have two kites at each of three
altitudes, with both of the top kites and both of the bottom kites
connected to both of the middle-altitude kites.  This way, the machine
could tolerate any single broken string or destroyed kite.  The kites
would have to vector their “lift” to maintain distance from each other
and prevent strings from becoming tangled.

Everywhere I have said “kite” above, you could substitute “parachute”,
“paraglider”, or “glider”; no implication is intended that the device
needs to consist of a flexible covering stretched over a rigid frame.
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