Comparison of stochastic methods for control in air traffic management

This paper provides a direct comparison of two stochastic optimisation techniques (Markov Chain Monte Carlo and Sequential Monte Carlo) when applied to the problem of conflict resolution and aircraft trajectory control in air traffic management. The two methods are then also compared to another existing technique of Mixed-Integer Linear Programming which is also popular in distributed control. © 2011 IFAC.

Closing the gap: Improved bounds on optimal POMDP solutions

POMDP algorithms have made significant progress in recent years by allowing practitioners to find good solutions to increasingly large problems. Most approaches (including point-based and policy iteration techniques) operate by refining a lower bound of the optimal value function. Several approaches (e.g., HSVI2, SARSOP, grid-based approaches and online forward search) also refine an upper bound. However, approximating the optimal value function by an upper bound is computationally expensive and therefore tightness is often sacrificed to improve efficiency (e.g., sawtooth approximation). In this paper, we describe a new approach to efficiently compute tighter bounds by i) conducting a prioritized breadth first search over the reachable beliefs, ii) propagating upper bound improvements with an augmented POMDP and iii) using exact linear programming (instead of the sawtooth approximation) for upper bound interpolation. As a result, we can represent the bounds more compactly and significantly reduce the gap between upper and lower bounds on several benchmark problems. Copyright © 2011, Association for the Advancement of Artificial Intelligence. All rights reserved.

Continuous dynamical systems that realize discrete optimization on the hypercube

We study the problem of finding a local minimum of a multilinear function E over the discrete set {0,1}n. The search is achieved by a gradient-like system in [0,1]n with cost function E. Under mild restrictions on the metric, the stable attractors of the gradient-like system are shown to produce solutions of the problem, even when they are not in the vicinity of the discrete set {0,1}n. Moreover, the gradient-like system connects with interior point methods for linear programming and with the analog neural network studied by Vidyasagar (IEEE Trans. Automat. Control 40 (8) (1995) 1359), in the same context. © 2004 Elsevier B.V. All rights reserved.

Rao-Blackwellized particle smoothers for mixed linear/nonlinear state-space models

We consider the smoothing problem for a class of conditionally linear Gaussian state-space (CLGSS) models, referred to as mixed linear/nonlinear models. In contrast to the better studied hierarchical CLGSS models, these allow for an intricate cross dependence between the linear and the nonlinear parts of the state vector. We derive a Rao-Blackwellized particle smoother (RBPS) for this model class by exploiting its tractable substructure. The smoother is of the forward filtering/backward simulation type. A key feature of the proposed method is that, unlike existing RBPS for this model class, the linear part of the state vector is marginalized out in both the forward direction and in the backward direction. © 2013 IEEE.

Linear and nonlinear model large-eddy simulations of a plane jet

The nonlinear Kosovic, and mixed Leray and α subgrid scale models are contrasted with linear Smagorinsky and Yoshizawa Large Eddy Simulations for a Re = 4000 plane jet simulation. Comparisons are made with Direct Numerical Simulation data and measurements. Global properties of the jet such as the spreading and centreline velocity decay rates are investigated. The mean-flow and turbulence parameters in the self-similar region are also studied. All models generally give encouraging agreement with the Direct Numerical Simulation data and reliable measurements. Solution differences for the models are relatively minor, none giving clear improvements for all data comparisons.