Parallel Coupled Micro-Macro Actuators

This thesis presents a new actuator system consisting of a micro-actuator and a macro-actuator coupled in parallel via a compliant transmission. The system is called the Parallel Coupled Micro-Macro Actuator, or PaCMMA. In this system, the micro-actuator is capable of high bandwidth force control due to its low mass and direct-drive connection to the output shaft. The compliant transmission of the macro-actuator reduces the impedance (stiffness) at the output shaft and increases the dynamic range of force. Performance improvement over single actuator systems was expected in force control, impedance control, force distortion and reduction of transient impact forces. A set of quantitative measures is proposed and the actuator system is evaluated against them: Force Control Bandwidth, Position Bandwidth, Dynamic Range, Impact Force, Impedance ("Backdriveability'"), Force Distortion and Force Performance Space. Several theoretical performance limits are derived from the saturation limits of the system. A control law is proposed and control system performance is compared to the theoretical limits. A prototype testbed was built using permanenent magnet motors and an experimental comparison was performed between this actuator concept and two single actuator systems. The following performance was observed: Force bandwidth of 56Hz, Torque Dynamic Range of 800:1, Peak Torque of 1040mNm, Minimum Torque of 1.3mNm. Peak Impact Force was reduced by an order of magnitude. Distortion at small amplitudes was reduced substantially. Backdriven impedance was reduced by 2-3 orders of magnitude. This actuator system shows promise for manipulator design as well as psychophysical tests of human performance.

Modeling Stock Order Flows and Learning Market-Making from Data

Stock markets employ specialized traders, market-makers, designed to provide liquidity and volume to the market by constantly supplying both supply and demand. In this paper, we demonstrate a novel method for modeling the market as a dynamic system and a reinforcement learning algorithm that learns profitable market-making strategies when run on this model. The sequence of buys and sells for a particular stock, the order flow, we model as an Input-Output Hidden Markov Model fit to historical data. When combined with the dynamics of the order book, this creates a highly non-linear and difficult dynamic system. Our reinforcement learning algorithm, based on likelihood ratios, is run on this partially-observable environment. We demonstrate learning results for two separate real stocks.

The Complexity of Safety Stock Placement in General-Network Supply Chains

We consider the optimization problem of safety stock placement in a supply chain, as formulated in [1]. We prove that this problem is NP-Hard for supply chains modeled as general acyclic networks. Thus, we do not expect to find a polynomial-time algorithm for safety stock placement for a general-network supply chain.