Inverse stochastic optimal controls

We study an inverse problem of the stochastic optimal control of general diffusions with performance index having the quadratic penalty term of the control process. Under mild conditions on the drift, the volatility, the cost functions of the state, and under the assumption that the optimal control belongs to the interior of the control set, we show that our inverse problem is well-posed using a stochastic maximum principle. Then, with the well-posedness, we reduce the inverse problem to some root finding problem of the expectation of a random variable involved with the value function, which has a unique solution. Based on this result, we propose a numerical method for our inverse problem by replacing the expectation above with arithmetic mean of observed optimal control processes and the corresponding state processes. The recent progress of numerical analyses of Hamilton-Jacobi-Bellman equations enables the proposed method to be implementable for multi-dimensional cases. In particular, with the help of the kernel-based collocation method for Hamilton-Jacobi-Bellman equations, our method for the inverse problems still works well even when an explicit form of the value function is unavailable. Several numerical experiments show that the numerical method recover the unknown weight parameter with high accuracy

Modeling the Temperature Bias of Power Consumption for Nanometer-Scale CPUs in Application Processors

We introduce and experimentally validate a new macro-level model of the CPU temperature/power relationship within nanometer-scale application processors or system-on-chips. By adopting a holistic view, this model is able to take into account many of the physical effects that occur within such systems. Together with two algorithms described in the paper, our results can be used, for instance by engineers designing power or thermal management units, to cancel the temperature-induced bias on power measurements. This will help them gather temperature-neutral power data while running multiple instance of their benchmarks. Also power requirements and system failure rates can be decreased by controlling the CPU's thermal behavior. Even though it is usually assumed that the temperature/power relationship is exponentially related, there is however a lack of publicly available physical temperature/power measurements to back up this assumption, something our paper corrects. Via measurements on two pertinent platforms sporting nanometer-scale application processors, we show that the power/temperature relationship is indeed very likely exponential over a 20{\deg}C to 85{\deg}C temperature range. Our data suggest that, for application processors operating between 20{\deg}C and 50{\deg}C, a quadratic model is still accurate and a linear approximation is acceptable.Comment: Submitted to SAMOS 2014; International Conference on Embedded Computer Systems: Architectures, Modeling, and Simulation (SAMOS XIV

The design of digital-adaptive controllers for VTOL aircraft

Design procedures for VTOL automatic control systems have been developed and are presented. Using linear-optimal estimation and control techniques as a starting point, digital-adaptive control laws have been designed for the VALT Research Aircraft, a tandem-rotor helicopter which is equipped for fully automatic flight in terminal area operations. These control laws are designed to interface with velocity-command and attitude-command guidance logic, which could be used in short-haul VTOL operations. Developments reported here include new algorithms for designing non-zero-set-point digital regulators, design procedures for rate-limited systems, and algorithms for dynamic control trim setting