Dynamic linkages and propagation mechanisms among Asian stock markets: an analysis of the pre- and post-1997–98 financial crisis

This thesis analyses dynamic interdependence, volatility transmission and market integration across eight selected Asian stock markets from 1992 to 2007. Various methodologies are applied to test such relationships. In particular, the focus is given to the impact of the 1997–98 Asian financial crisis on the dynamic linkages and propagation mechanisms among these selected Asian equity markets. The techniques of unit root testing, cointegration, vector error correction modelling (VECM) and forecast error variance decomposition (VDC) analysis are initially performed in both whole sample period and four sub-sample periods (namely pre-crisis, crisis, post-crisis and recovery periods). The results suggest that Asian stock markets are highly integrated and the crash has brought a greater interaction amongst markets. Japan, Hong Kong and Singapore appear to play the relative leading role over other markets. Furthermore, the characteristics of stock volatility are then examined using univariate TAR-GARCH model. The results show that volatility is time-varying and bad news will generate more volatility than good news. Additionally, the empirical findings show the existence of day of week effects in returns and volatility in emerging markets before but not after the crisis. This suggests improved post-crash market efficiency in Asian emerging markets. [Continues.

Simultaneously encoding movement and sEMG-based stiffness for robotic skill learning

Transferring human stiffness regulation strategies to robots enables them to effectively and efficiently acquire adaptive impedance control policies to deal with uncertainties during the accomplishment of physical contact tasks in an unstructured environment. In this work, we develop such a physical human-robot interaction (pHRI) system which allows robots to learn variable impedance skills from human demonstrations. Specifically, the biological signals, i.e., surface electromyography (sEMG) are utilized for the extraction of human arm stiffness features during the task demonstration. The estimated human arm stiffness is then mapped into a robot impedance controller. The dynamics of both movement and stiffness are simultaneously modeled by using a model combining the hidden semi-Markov model (HSMM) and the Gaussian mixture regression (GMR). More importantly, the correlation between the movement information and the stiffness information is encoded in a systematic manner. This approach enables capturing uncertainties over time and space and allows the robot to satisfy both position and stiffness requirements in a task with modulation of the impedance controller. The experimental study validated the proposed approach

Mixed reality enhanced user interactive path planning for omnidirectional mobile robot

This paper proposes a novel control system for the path planning of an omnidirectional mobile robot based on mixed reality. Most research on mobile robots is carried out in a completely real environment or a completely virtual environment. However, a real environment containing virtual objects has important actual applications. The proposed system can control the movement of the mobile robot in the real environment, as well as the interaction between the mobile robot’s motion and virtual objects which can be added to a real environment. First, an interactive interface is presented in the mixed reality device HoloLens. The interface can display the map, path, control command, and other information related to the mobile robot, and it can add virtual objects to the real map to realize a real-time interaction between the mobile robot and the virtual objects. Then, the original path planning algorithm, vector field histogram* (VFH*), is modified in the aspects of the threshold, candidate direction selection, and cost function, to make it more suitable for the scene with virtual objects, reduce the number of calculations required, and improve the security. Experimental results demonstrated that this proposed method can generate the motion path of the mobile robot according to the specific requirements of the operator, and achieve a good obstacle avoidance performance

Deterministic learning enhanced neutral network control of unmanned helicopter

In this article, a neural network-based tracking controller is developed for an unmanned helicopter system with guaranteed global stability in the presence of uncertain system dynamics. Due to the coupling and modeling uncertainties of the helicopter systems, neutral networks approximation techniques are employed to compensate the unknown dynamics of each subsystem. In order to extend the semiglobal stability achieved by conventional neural control to global stability, a switching mechanism is also integrated into the control design, such that the resulted neural controller is always valid without any concern on either initial conditions or range of state variables. In addition, deterministic learning is applied to the neutral network learning control, such that the adaptive neutral networks are able to store the learned knowledge that could be reused to construct neutral network controller with improved control performance. Simulation studies are carried out on a helicopter model to illustrate the effectiveness of the proposed control design

Disturbance observer enhanced variable gain controller for robot teleoperation with motion capture using wearable armbands

Disturbance observer (DOB) based controller performs well in estimating and compensating for perturbation when the external or internal unknown disturbance is slowly time varying. However, to some extent, robot manipulators usually work in complex environment with high-frequency disturbance. Thereby, to enhance tracking performance in a teleoperation system, only traditional DOB technique is insufficient. In this paper, for the purpose of constructing a feasible teleoperation scheme, we develop a novel controller that contains a variable gain scheme to deal with fast-time varying perturbation, whose gain is adjusted linearly according to human surface electromyographic signals collected from Myo wearable armband. In addition, for tracking the motion of operator’s arm, we derive five-joint-angle data of a moving human arm through two groups of quaternions generated from the armbands. Besides, the radial basis function neural networks and the disturbance observer-based control (DOBC) approaches are fused together into the proposed controller to compensate the unknown dynamics uncertainties of the slave robot as well as environmental perturbation. Experiments and simulations are conducted to demonstrated the effectiveness of the proposed strategy

A sEMG-based shared control system with no-target obstacle avoidance for omnidirectional mobile robots

We propose a novel shared control strategy for mobile robots in a human-robot interaction manner based on surface eletromyography (sEMG) signals. For security reasons, an obstacle avoidance scheme is introduced to the shared control system as collision avoidance guidance. The motion of the mobile robot is a resultant of compliant motion control and obstacle avoidance. In the mode of compliant motion, the sEMG signals obtained from the operator's forearms are transformed into human commands to control the moving direction and linear velocity of the mobile robot, respectively. When the mobile robot is blocked by obstacles, the motion mode is converted into obstacle avoidance. Aimed at the obstacle avoidance problem without a specific target, we develop a no-target Bug (NT-Bug) algorithm to guide the mobile robot to avoid obstacles and return to the command line. Besides, the command moving direction given by the operator is taken into consideration in the obstacle avoidance process to plan a smoother and safer path for the mobile robot. A model predictive controller is exploited to minimize the tracking errors. Experiments have been implemented to demonstrate the effectiveness of the proposed shared control strategy and the NT-Bug algorithm

Joint Transmit Resource Management and Waveform Selection Strategy for Target Tracking in Distributed Phased Array Radar Network

In this paper, a joint transmit resource management and waveform selection (JTRMWS) strategy is put forward for target tracking in distributed phased array radar network. We establish the problem of joint transmit resource and waveform optimization as a dual-objective optimization model. The key idea of the proposed JTRMWS scheme is to utilize the optimization technique to collaboratively coordinate the transmit power, dwell time, waveform bandwidth, and pulse length of each radar node in order to improve the target tracking accuracy and low probability of intercept (LPI) performance of distributed phased array radar network, subject to the illumination resource budgets and waveform library limitation. The analytical expressions for the predicted Bayesian Cram\'{e}r-Rao lower bound (BCRLB) and the probability of intercept are calculated and subsequently adopted as the metric functions to evaluate the target tracking accuracy and LPI performance, respectively. It is shown that the JTRMWS problem is a non-linear and non-convex optimization problem, where the above four adaptable parameters are all coupled in the objective functions and constraints. Combined with the particle swarm optimization (PSO) algorithm, an efficient and fast three-stage-based solution technique is developed to deal with the resulting problem. Simulation results are provided to verify the effectiveness and superiority of the proposed JTRMWS algorithm compared with other state-of-the-art benchmarks

Collaborative Trajectory Planning and Resource Allocation for Multi-Target Tracking in Airborne Radar Networks under Spectral Coexistence

This paper develops a collaborative trajectory planning and resource allocation (CTPRA) strategy for multi-target tracking (MTT) in a spectral coexistence environment utilizing airborne radar networks. The key mechanism of the proposed strategy is to jointly design the flight trajectory and optimize the radar assignment, transmit power, dwell time, and signal effective bandwidth allocation of multiple airborne radars, aiming to enhance the MTT performance under the constraints of the tolerable threshold of interference energy, platform kinematic limitations, and given illumination resource budgets. The closed-form expression for the Bayesian Cramér–Rao lower bound (BCRLB) under the consideration of spectral coexistence is calculated and adopted as the optimization criterion of the CTPRA strategy. It is shown that the formulated CTPRA problem is a mixed-integer programming, non-linear, non-convex optimization model owing to its highly coupled Boolean and continuous parameters. By incorporating semi-definite programming (SDP), particle swarm optimization (PSO), and the cyclic minimization technique, an iterative four-stage solution methodology is proposed to tackle the formulated optimization problem efficiently. The numerical results validate the effectiveness and the MTT performance improvement of the proposed CTPRA strategy in comparison with other benchmarks