Automatic Qualitative Modeling of Dynamic Physical Systems

This report describes MM, a computer program that can model a variety of mechanical and fluid systems. Given a system's structure and qualitative behavior, MM searches for models using an energy-based modeling framework. MM uses general facts about physical systems to relate behavioral and model properties. These facts enable a more focussed search for models than would be obtained by mere comparison of desired and predicted behaviors. When these facts do not apply, MM uses behavior-constrained qualitative simulation to verify candidate models efficiently. MM can also design experiments to distinguish among multiple candidate models.

Modeling Robot Dynamic Performance for Endpoint Force Control

This research aims to understand the fundamental dynamic behavior of servo-controlled machinery in response to various types of sensory feedback. As an example of such a system, we study robot force control, a scheme which promises to greatly expand the capabilities of industrial robots by allowing manipulators to interact with uncertain and dynamic tasks. Dynamic models are developed which allow the effects of actuator dynamics, structural flexibility, and workpiece interaction to be explored in the frequency and time domains. The models are used first to explain the causes of robot force control instability, and then to find methods of improving this performance.

Understanding and Modeling the Behavior of a Harmonic Drive Gear Transmission

In my research, I have performed an extensive experimental investigation of harmonic-drive properties such as stiffness, friction, and kinematic error. From my experimental results, I have found that these properties can be sharply non-linear and highly dependent on operating conditions. Due to the complex interaction of these poorly behaved transmission properties, dynamic response measurements showed surprisingly agitated behavior, especially around system resonance. Theoretical models developed to mimic the observed response illustrated that non-linear frictional effects cannot be ignored in any accurate harmonic-drive representation. Additionally, if behavior around system resonance must be replicated, kinematic error and transmission compliance as well as frictional dissipation from gear-tooth rubbing must all be incorporated into the model.

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.