Real-time localization using received signal strength

Locating and tracking assets in an indoor environment is a fundamental requirement for several applications which include for instance network enabled manufacturing. However, translating time of flight-based GPS technique for indoor solutions has proven very costly and inaccurate primarily due to the need for high resolution clocks and the non-availability of reliable line of sight condition between the transmitter and receiver. In this dissertation, localization and tracking of wireless devices using radio signal strength (RSS) measurements in an indoor environment is undertaken. This dissertation is presented in the form of five papers. The first two papers deal with localization and placement of receivers using a range-based method where the Friis transmission equation is used to relate the variation of the power with radial distance separation between the transmitter and receiver. The third paper introduces the cross correlation based localization methodology. Additionally, this paper also presents localization of passive RFID tags operating at 13.56MHz frequency or less by measuring the cross-correlation in multipath noise from the backscattered signals. The fourth paper extends the cross-correlation based localization algorithm to wireless devices operating at 2.4GHz by exploiting shadow fading cross-correlation. The final paper explores the placement of receivers in the target environment to ensure certain level of localization accuracy under cross-correlation based method. The effectiveness of our localization methodology is demonstrated experimentally by using IEEE 802.15.4 radios operating in fading noise rich environment such as an indoor mall and in a laboratory facility of Missouri University of Science and Technology. Analytical performance guarantees are also included for these methods in the dissertation --Abstract, page iv

A Computational Framework for Efficient Reliability Analysis of Complex Networks

With the growing scale and complexity of modern infrastructure networks comes the challenge of developing efficient and dependable methods for analysing their reliability. Special attention must be given to potential network interdependencies as disregarding these can lead to catastrophic failures. Furthermore, it is of paramount importance to properly treat all uncertainties. The survival signature is a recent development built to effectively analyse complex networks that far exceeds standard techniques in several important areas. Its most distinguishing feature is the complete separation of system structure from probabilistic information. Because of this, it is possible to take into account a variety of component failure phenomena such as dependencies, common causes of failure, and imprecise probabilities without reevaluating the network structure. This cumulative dissertation presents several key improvements to the survival signature ecosystem focused on the structural evaluation of the system as well as the modelling of component failures. A new method is presented in which (inter)-dependencies between components and networks are modelled using vine copulas. Furthermore, aleatory and epistemic uncertainties are included by applying probability boxes and imprecise copulas. By leveraging the large number of available copula families it is possible to account for varying dependent effects. The graph-based design of vine copulas synergizes well with the typical descriptions of network topologies. The proposed method is tested on a challenging scenario using the IEEE reliability test system, demonstrating its usefulness and emphasizing the ability to represent complicated scenarios with a range of dependent failure modes. The numerical effort required to analytically compute the survival signature is prohibitive for large complex systems. This work presents two methods for the approximation of the survival signature. In the first approach system configurations of low interest are excluded using percolation theory, while the remaining parts of the signature are estimated by Monte Carlo simulation. The method is able to accurately approximate the survival signature with very small errors while drastically reducing computational demand. Several simple test systems, as well as two real-world situations, are used to show the accuracy and performance. However, with increasing network size and complexity this technique also reaches its limits. A second method is presented where the numerical demand is further reduced. Here, instead of approximating the whole survival signature only a few strategically selected values are computed using Monte Carlo simulation and used to build a surrogate model based on normalized radial basis functions. The uncertainty resulting from the approximation of the data points is then propagated through an interval predictor model which estimates bounds for the remaining survival signature values. This imprecise model provides bounds on the survival signature and therefore the network reliability. Because a few data points are sufficient to build the interval predictor model it allows for even larger systems to be analysed. With the rising complexity of not just the system but also the individual components themselves comes the need for the components to be modelled as subsystems in a system-of-systems approach. A study is presented, where a previously developed framework for resilience decision-making is adapted to multidimensional scenarios in which the subsystems are represented as survival signatures. The survival signature of the subsystems can be computed ahead of the resilience analysis due to the inherent separation of structural information. This enables efficient analysis in which the failure rates of subsystems for various resilience-enhancing endowments are calculated directly from the survival function without reevaluating the system structure. In addition to the advancements in the field of survival signature, this work also presents a new framework for uncertainty quantification developed as a package in the Julia programming language called UncertaintyQuantification.jl. Julia is a modern high-level dynamic programming language that is ideal for applications such as data analysis and scientific computing. UncertaintyQuantification.jl was built from the ground up to be generalised and versatile while remaining simple to use. The framework is in constant development and its goal is to become a toolbox encompassing state-of-the-art algorithms from all fields of uncertainty quantification and to serve as a valuable tool for both research and industry. UncertaintyQuantification.jl currently includes simulation-based reliability analysis utilising a wide range of sampling schemes, local and global sensitivity analysis, and surrogate modelling methodologies

Dynamic asset (and liability) management under market and credit risk

We introduce a modelling paradigm which integrates credit risk and market risk in describing the random dynamical behaviour of the underlying fixed income assets. We then consider an asset and liability management (ALM) problem and develop a mul- tistage stochastic programming model which focuses on optimum risk decisions. These models exploit the dynamical multiperiod structure of credit risk and provide insight into the corrective recourse decisions whereby issues such as the timing risk of default is appropriately taken into consideration. We also present a index tracking model in which risk is measured (and optimised) by the CVaR of the tracking portfolio in relation to the index. Both in- and out-of-sample (backtesting) experiments are undertaken to validate our approach. In this way we are able to demonstrate the feasibility and flexibility of the chosen framework

Modeling Overlapping and Heterogeneous Perception Variance in Stochastic User Equilibrium Problem with Weibit Route Choice Model

In this study, a new SUE model using the Weibull random error terms is proposed as an alternative to overcome the drawbacks of the multinomial logit (MNL) SUE model. A path-size weibit (PSW) model is developed to relax both independently and identically distributed assumptions, while retaining an analytical closed-form solution. Specifically, this route choice model handles route overlapping through the path-size factor and captures the route-specific perception variance through the Weibull distributed random error terms. Both constrained entropy-type and unconstrained equivalent MP formulations for the PSW-SUE are provided. In addition, model extensions to consider the demand elasticity and combined travel choice of the PSW-SUE model are also provided. Unlike the logit-based model, these model extensions incorporate the logarithmic expected perceived travel cost as the network level of service to determine the demand elasticity and travel choice. Qualitative properties of these minimization programs are given to establish equivalency and uniqueness conditions. Both path-based and link-based algorithms are developed for solving the proposed MP formulations. Numerical examples show that the proposed models can produce a compatible traffic flow pattern compared to the multinomial probit (MNP) SUE model, and these models can be implemented in a real-world transportation network

An assessment of gene regulatory network inference algorithms

A conceptual issue regarding gene regulatory network (GRN) inference algorithms is establishing their validity or correctness. In this study, we argue that for this purpose it is useful to conceive these algorithms as estimators of graph-valued parameters of explicit models for gene expression data. On this basis, we perform an assessment of a selection of influential GRN inference algorithms as estimators for two types of models: (i) causal graphs with associated structural equations models (SEMs), and (ii) differential equations models based on the thermodynamics of gene expression. Our findings corroborate that networks of marginal dependence fail in estimating GRNs, but they also suggest that the strength of statistical association as measured by mutual information may be indicative of GRN structure. Also, in simulations, we find that the GRN inference algorithms GENIE3 and TIGRESS outperform competing algorithms. However, more importantly, we also find that many observed patterns hinge on the GRN topology and the assumed data generating mechanism.Un problema conceptual con respecto a los algoritmos de inferencia de redes de regulación génica (RRG) es cómo establecer su validez. En este estudio sostenemos que para este objetivo conviene concebir estos algoritmos como estimadores de parámetros de modelos estadísticos explícitos para datos de expresión génica. Sobre esta base, realizamos una evaluación de una selección de algoritmos de inferencia de RRG como estimadores para dos tipos de modelos: (i) modelos de grafos causales asociados a modelos de ecuaciones estructurales (MEE), y (ii) modelos de ecuaciones diferenciales basados en la termodinámica de la expresion genica. Nuestros hallazgos corroboran que las redes de dependencias marginales fallan en la estimación de las RRG, pero también sugieren que la fuerza de la asociación estadística medida por la información mutua puede reflejar en cierto grado la estructura de las RRG. Además, en un estudio de simulaciones, encontramos que los algoritmos de inferencia GENIE3 y TIGRESS son los de mejor desempeño. Sin embargo, crucialmente, también encontramos que muchos patrones observados en las simulaciones dependen de la topología de la RRG y del modelo generador de datos.Maestrí

Risk analysis and decision making for autonomous underwater vehicles

Risk analysis for autonomous underwater vehicles (AUVs) is essential to enable AUVs to explore extreme and dynamic environments. This research aims to augment existing risk analysis methods for AUVs, and it proposes a suite of methods to quantify mission risks and to support the implementation of safety-based decision making strategies for AUVs in harsh marine environments. This research firstly provides a systematic review of past progress of risk analysis research for AUV operations. The review answers key questions including fundamental concepts and evolving methods in the domain of risk analysis for AUVs, and it highlights future research trends to bridge existing gaps. Based on the state-of-the-art research, a copula-based approach is proposed for predicting the risk of AUV loss in underwater environments. The developed copula Bayesian network (CBN) aims to handle non-linear dependencies among environmental variables and inherent technical failures for AUVs, and therefore achieve accurate risk estimation for vehicle loss given various environmental observations. Furthermore, path planning for AUVs is an effective decision making strategy for mitigating risks and ensuring safer routing. A further study presents an offboard risk-based path planning approach for AUVs, considering a challenging environment with oil spill scenarios incorporated. The proposed global Risk-A* planner combines a Bayesian-based risk model for probabilistic risk reasoning and an A*-based algorithm for path searching. However, global path planning designed for static environments cannot handle the unpredictable situations that may emerge, and real-time replanned solutions are required to account for dynamic environmental observations. Therefore, a hybrid risk-aware decision making strategy is investigated for AUVs to combine static global planning with dynamic local re-planning. A dynamic risk analysis model based on the system theoretic process analysis (STPA) and BN is applied for generating a real-time risk map in target mission areas. The dynamic window algorithm (DWA) serves for local path planning to avoid moving obstacles. The proposed hybrid risk-aware decisionmaking architecture is essential for the real-life implementation of AUVs, leading eventually to a real-time adaptive path planning process onboard the AUV

The stochastic multi-path traveling salesman problem with dependent random travel costs.

The objective of the stochastic multi-path Traveling Salesman Problem is to determine the expected minimum-cost Hamiltonian tour in a network characterized by the presence of different paths between each pair of nodes, given that a random travel cost with an unknown probability distribution is associated with each of these paths. Previous works have proved that this problem can be deterministically approximated when the path travel costs are independent and identically distributed. Such an approximation has been demonstrated to be of acceptable quality in terms of the estimation of an optimal solution compared to consolidated approaches such as stochastic programming with recourse, completely overcoming the computational burden of solving enormous programs exacerbated by the number of scenarios considered. Nevertheless, the hypothesis regarding the independence among the path travel costs does not hold when considering real settings. It is well known, in fact, that traffic congestion influences travel costs and creates dependence among them. In this paper, we demonstrate that the independence assumption can be relaxed and a deterministic approximation of the stochastic multi-path Traveling Salesman Problem can be derived by assuming just asymptotically independent travel costs. We also demonstrate that this deterministic approximation has strong operational implications because it allows the consideration of realistic traffic models. Computational tests on extensive sets of random and realistic instances indicate the excellent efficiency and accuracy of the deterministic approximation

Appropriate, accessible and appealing probabilistic graphical models

Appropriate - Many multivariate probabilistic models either use independent distributions or dependent Gaussian distributions. Yet, many real-world datasets contain count-valued or non-negative skewed data, e.g. bag-of-words text data and biological sequencing data. Thus, we develop novel probabilistic graphical models for use on count-valued and non-negative data including Poisson graphical models and multinomial graphical models. We develop one generalization that allows for triple-wise or k-wise graphical models going beyond the normal pairwise formulation. Furthermore, we also explore Gaussian-copula graphical models and derive closed-form solutions for the conditional distributions and marginal distributions (both before and after conditioning). Finally, we derive mixture and admixture, or topic model, generalizations of these graphical models to introduce more power and interpretability. Accessible - Previous multivariate models, especially related to text data, often have complex dependencies without a closed form and require complex inference algorithms that have limited theoretical justification. For example, hierarchical Bayesian models often require marginalizing over many latent variables. We show that our novel graphical models (even the k-wise interaction models) have simple and intuitive estimation procedures based on node-wise regressions that likely have similar theoretical guarantees as previous work in graphical models. For the copula-based graphical models, we show that simple approximations could still provide useful models; these copula models also come with closed-form conditional and marginal distributions, which make them amenable to exploratory inspection and manipulation. The parameters of these models are easy to interpret and thus may be accessible to a wide audience. Appealing - High-level visualization and interpretation of graphical models with even 100 variables has often been difficult even for a graphical model expert---despite visualization being one of the original motivators for graphical models. This difficulty is likely due to the lack of collaboration between graphical model experts and visualization experts. To begin bridging this gap, we develop a novel "what if?" interaction that manipulates and leverages the probabilistic power of graphical models. Our approach defines: the probabilistic mechanism via conditional probability; the query language to map text input to a conditional probability query; and the formal underlying probabilistic model. We then propose to visualize these query-specific probabilistic graphical models by combining the intuitiveness of force-directed layouts with the beauty and readability of word clouds, which pack many words into valuable screen space while ensuring words do not overlap via pixel-level collision detection. Although both the force-directed layout and the pixel-level packing problems are challenging in their own right, we approximate both simultaneously via adaptive simulated annealing starting from careful initialization. For visualizing mixture distributions, we also design a meaningful mapping from the properties of the mixture distribution to a color in the perceptually uniform CIELUV color space. Finally, we demonstrate our approach via illustrative visualizations of several real-world datasets.Computer Science