System Identification, State Estimation, And Control Approaches to Gestational Weight Gain Interventions

abstract: Excessive weight gain during pregnancy is a significant public health concern and has been the recent focus of novel, control systems-based interventions. Healthy Mom Zone (HMZ) is an intervention study that aims to develop and validate an individually tailored and intensively adaptive intervention to manage weight gain for overweight or obese pregnant women using control engineering approaches. Motivated by the needs of the HMZ, this dissertation presents how to use system identification and state estimation techniques to assist in dynamical systems modeling and further enhance the performance of the closed-loop control system for interventions. Underreporting of energy intake (EI) has been found to be an important consideration that interferes with accurate weight control assessment and the effective use of energy balance (EB) models in an intervention setting. To better understand underreporting, a variety of estimation approaches are developed; these include back-calculating energy intake from a closed-form of the EB model, a Kalman-filter based algorithm for recursive estimation from randomly intermittent measurements in real time, and two semi-physical identification approaches that can parameterize the extent of systematic underreporting with global/local modeling techniques. Each approach is analyzed with intervention participant data and demonstrates potential of promoting the success of weight control. In addition, substantial efforts have been devoted to develop participant-validated models and incorporate into the Hybrid Model Predictive Control (HMPC) framework for closed-loop interventions. System identification analyses from Phase I led to modifications of the measurement protocols for Phase II, from which longer and more informative data sets were collected. Participant-validated models obtained from Phase II data significantly increase predictive ability for individual behaviors and provide reliable open-loop dynamic information for HMPC implementation. The HMPC algorithm that assigns optimized dosages in response to participant real time intervention outcomes relies on a Mixed Logical Dynamical framework which can address the categorical nature of dosage components, and translates sequential decision rules and other clinical considerations into mixed-integer linear constraints. The performance of the HMPC decision algorithm was tested with participant-validated models, with the results indicating that HMPC is superior to "IF-THEN" decision rules.Dissertation/ThesisDoctoral Dissertation Chemical Engineering 201

Realtime market microstructure analysis: online Transaction Cost Analysis

Motivated by the practical challenge in monitoring the performance of a large number of algorithmic trading orders, this paper provides a methodology that leads to automatic discovery of the causes that lie behind a poor trading performance. It also gives theoretical foundations to a generic framework for real-time trading analysis. Academic literature provides different ways to formalize these algorithms and show how optimal they can be from a mean-variance, a stochastic control, an impulse control or a statistical learning viewpoint. This paper is agnostic about the way the algorithm has been built and provides a theoretical formalism to identify in real-time the market conditions that influenced its efficiency or inefficiency. For a given set of characteristics describing the market context, selected by a practitioner, we first show how a set of additional derived explanatory factors, called anomaly detectors, can be created for each market order. We then will present an online methodology to quantify how this extended set of factors, at any given time, predicts which of the orders are underperforming while calculating the predictive power of this explanatory factor set. Armed with this information, which we call influence analysis, we intend to empower the order monitoring user to take appropriate action on any affected orders by re-calibrating the trading algorithms working the order through new parameters, pausing their execution or taking over more direct trading control. Also we intend that use of this method in the post trade analysis of algorithms can be taken advantage of to automatically adjust their trading action.Comment: 33 pages, 12 figure

Extremum Seeking-based Iterative Learning Linear MPC

In this work we study the problem of adaptive MPC for linear time-invariant uncertain models. We assume linear models with parametric uncertainties, and propose an iterative multi-variable extremum seeking (MES)-based learning MPC algorithm to learn on-line the uncertain parameters and update the MPC model. We show the effectiveness of this algorithm on a DC servo motor control example.Comment: To appear at the IEEE MSC 201

Predictive control for energy management in all/more electric vehicles with multiple energy storage units

The paper describes the application of Model Predictive Control (MPC) methodologies for application to electric and hybrid-electric vehicle drive-train formats incorporating multiple energy/power sources. Particular emphasis is given to the co-ordinated management of energy flow from the multiple sources to address issues of extended vehicle range and battery life-time for all-electric drive-trains, and emissions reduction and drive-train torsional oscillations, for hybrid-electric counterparts, whilst accommodating operational constraints and, ultimately, generic non-standard driving cycles