Robust Agent Control of an Autonomous Robot with Many Sensors and Actuators

This thesis presents methods for implementing robust hexpod locomotion on an autonomous robot with many sensors and actuators. The controller is based on the Subsumption Architecture and is fully distributed over approximately 1500 simple, concurrent processes. The robot, Hannibal, weighs approximately 6 pounds and is equipped with over 100 physical sensors, 19 degrees of freedom, and 8 on board computers. We investigate the following topics in depth: distributed control of a complex robot, insect-inspired locomotion control for gait generation and rough terrain mobility, and fault tolerance. The controller was implemented, debugged, and tested on Hannibal. Through a series of experiments, we examined Hannibal's gait generation, rough terrain locomotion, and fault tolerance performance. These results demonstrate that Hannibal exhibits robust, flexible, real-time locomotion over a variety of terrain and tolerates a multitude of hardware failures.

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.

FastAero – A Precorrected FFT – Fast Multipole Tree Steady and Unsteady Potential Flow Solver

In this paper a precorrected FFT-Fast Multipole Tree (pFFT-FMT) method for solving the potential flow around arbitrary three dimensional bodies is presented. The method takes advantage of the efficiency of the pFFT and FMT algorithms to facilitate more demanding computations such as automatic wake generation and hands-off steady and unsteady aerodynamic simulations. The velocity potential on the body surfaces and in the domain is determined using a pFFT Boundary Element Method (BEM) approach based on the Green’s Theorem Boundary Integral Equation. The vorticity trailing all lifting surfaces in the domain is represented using a Fast Multipole Tree, time advected, vortex participle method. Some simple steady state flow solutions are performed to demonstrate the basic capabilities of the solver. Although this paper focuses primarily on steady state solutions, it should be noted that this approach is designed to be a robust and efficient unsteady potential flow simulation tool, useful for rapid computational prototyping.