Optimal Sequence-Based Control of Networked Linear Systems

In Networked Control Systems (NCS), components of a control loop are connected by data networks that may introduce time-varying delays and packet losses into the system, which can severly degrade control performance. Hence, this book presents the newly developed S-LQG (Sequence-Based Linear Quadratic Gaussian) controller that combines the sequence-based control method with the well-known LQG approach to stochastic optimal control in order to compensate for the network-induced effects

Optimal Sequence-Based Control of Networked Linear Systems

In Networked Control Systems (NCS), components of a control loop are connected by data networks that may introduce time-varying delays and packet losses into the system, which can severly degrade control performance. Hence, this book presents the newly developed S-LQG (Sequence-Based Linear Quadratic Gaussian) controller that combines the sequence-based control method with the well-known LQG approach to stochastic optimal control in order to compensate for the network-induced effects

Event sampled optimal adaptive regulation of linear and a class of nonlinear systems

In networked control systems (NCS), wherein a communication network is used to close the feedback loop, the transmission of feedback signals and execution of the controller is currently carried out at periodic sampling instants. Thus, this scheme requires a significant computational power and network bandwidth. In contrast, the event-based aperiodic sampling and control, which is introduced recently, appears to relieve the computational burden and high network resource utilization. Therefore, in this dissertation, a suite of novel event sampled adaptive regulation schemes in both discrete and continuous time domain for uncertain linear and nonlinear systems are designed. Event sampled Q-learning and adaptive/neuro dynamic programming (ADP) schemes without value and policy iterations are utilized for the linear and nonlinear systems, respectively, in both the time domains. Neural networks (NN) are employed as approximators for nonlinear systems and, hence, the universal approximation property of NN in the event-sampled framework is introduced. The tuning of the parameters and the NN weights are carried out in an aperiodic manner at the event sampled instants leading to a further saving in computation when compared to traditional NN based control. The adaptive regulator when applied on a linear NCS with time-varying network delays and packet losses shows a 30% and 56% reduction in computation and network bandwidth usage, respectively. In case of nonlinear NCS with event sampled ADP based regulator, a reduction of 27% and 66% is observed when compared to periodic sampled schemes. The sampling and transmission instants are determined through adaptive event sampling conditions derived using Lyapunov technique by viewing the closed-loop event sampled linear and nonlinear systems as switched and/or impulsive dynamical systems. --Abstract, page iii

Ultra high-density hybrid pixel sensors for the detection of charge particles

L'abstract è presente nell'allegato / the abstract is in the attachmen

Risk-Based Optimal Scheduling for the Predictive Maintenance of Railway Infrastructure

In this thesis a risk-based decision support system to schedule the predictive maintenance activities, is proposed. The model deals with the maintenance planning of a railway infrastructure in which the due-dates are defined via failure risk analysis.The novelty of the approach consists of the risk concept introduction in railway maintenance scheduling, according to ISO 55000 guidelines, thus implying that the maintenance priorities are based on asset criticality, determined taking into account the relevant failure probability, related to asset degradation conditions, and the consequent damages

Developing trading strategies under the Directional Changes framework, with application in the FX Market

Directional Changes (DC) is a framework for studying price movements. Many studies have reported that the DC framework is useful in analysing financial markets. Other studies have suggested that, theoretically, a trading strategy that exploits the full promise of the DC framework could be astonishingly profitable. However, such a strategy is yet to be discovered. In this thesis, we explore, and consequently provide proof of, the usefulness of the DC framework as the basis of a profitable trading strategy. Existing trading strategies can be categorised into two groups: the first comprising those that rely on forecasting models; the second comprising all other strategies. In line with existing research, this thesis develops two trading strategies: the first relies on forecasting Directional Changes in order to decide when to trade; whereas the second strategy, whilst based on the DC framework, uses no forecasting models at all. This thesis comprises three original research elements: 1. We formalize the problem of forecasting the change of a trend’s direction under the DC framework. We propose a solution for the defined forecasting problem. Our solution includes discovering a novel indicator, which is based on the DC framework. 2. We develop the first trading strategy that relies on the forecasting approach established above (Point 1) to decide when to trade. 3. We develop a second trading strategy which does not rely on any forecasting model. This is trading strategy employs a DC-based procedure to examine historical prices in order to discover profitable trading rules. We examine the performance of these two trading strategies in the foreign exchange market. The results indicate that both can be profitable and that both outperform other DC-based trading strategies. The results additionally suggest that none of these two trading strategies outperforms the other in terms of profitability and risk simultaneously