The efficacy of the Sortino ratio and other benchmarked performance measures under skewed return distributions

This paper will investigate the suitability of existing performance measures under the assumption of a clearly defined benchmark. A range of measures are examined including the Sortino Ratio, the Sharpe Selection ratio (SSR), the Student’s t-test and a decay rate measure. A simulation study is used to assess the power and bias of these measures based on variations in sample size and mean performance of two simulated funds. The Sortino Ratio is found to be the superior performance measure exhibiting more power and less bias than the SSR when the distribution of excess returns are skewed.

Aging and the force-velocity relationship of muscles

Aging in humans is associated with a loss in neuromuscular function and performance. This is related, in part, to the reduction in muscular strength and power caused by a loss of skeletal muscle mass (sarcopenia) and changes in muscle architecture. Due to these changes, the force-velocity (f-v) relationship of human muscles alters with age. This change has functional implications such as slower walking speeds. Different methods to reverse these changes have been investigated, including traditional resistance training, power training and eccentric (or eccentrically-biased) resistance training. This review will summarise the changes of the f-v relationship with age, the functional implications of these changes and the various methods to reverse or at least partly ameliorate these changes.

Control issues for velocity sourced Series Elastic Actuators

The Series Elasic Actuator has been proposed as a method for providing safe force or torque based acutation for robots that interact with humans. In this paper we look at some outstanding issues in the implementation and control of Series Elastic Actuators. The study addresses issues in making the Series Elastic Actuator respond effectively in the presence of physical difficulties such as restriction, using a computation efficient controller. The improvement over previous implementations is achieved by treating the motor as a velocity source to the elastic element, rather than as a torque source.

Assessing the safety of a velocity sourced series elastic actuator using the head injury criterion

The Velocity Sourced Series Elastic Actuator has been proposed as a method for providing safe force or torque based actuation for robots without compromising the actuator performance. In this paper we assess the safety of Velocity Sourced Series Elastic Actuators by measuring the Head Injury Criterion scores for collisions with a model head. The study makes a comparative analysis against stiff, high impedance actuation using the same motor without the series elastic component, showing that the series elastic component brings about a massive reduction in the chance of head injury. The benefits of a collision detection and safe reaction system are shown to be limited to collisions at low speeds, providing greater interaction comfort but not necessarily contributing to safety from injury.

Demonstrating the safety and performance of a velocity sourced series elastic actuator

Actuators with deliberately added compliant elements in the transmission system are often described as improving the safety of the actuator at the detriment of the performance. We show that our variant of the Series Elastic Actuator topology, the Velocity Sourced Series Elastic Actuator, has well defined performance characteristics that make for improvements in safety and performance over conventional high impedance actuators. The improvement in performance was principally achieved by having tight velocity control of the DC motor that acts as the mechanical power source for the actuator. Results for performance are given for point to point transition times, while results for safety are based on empirical assessment of the Head Injury Criterion during collisions.

Theory of radar imaging using time-frequency distribution

The concept of radar was developed for the estimation of the distance (range) and velocity of a target from a receiver. The distance measurement is obtained by measuring the time taken for the transmitted signal to propagate to the target and return to the receiver. The target's velocity is determined by measuring the Doppler induced frequency shift of the returned signal caused by the rate of change of the time- delay from the target. As researchers further developed conventional radar systems it become apparent that additional information was contained in the backscattered signal and that this information could in fact be used to describe the shape of the target itself. It is due to the fact that a target can be considered to be a collection of individual point scatterers, each of which has its own velocity and time- delay. DelayDoppler parameter estimation of each of these point scatterers thus corresponds to a mapping of the target's range and cross range, thus producing an image of the target. Much research has been done in this area since the early radar imaging work of the 1960s. At present there are two main categories into which radar imaging falls. The first of these is related to the case where the backscattered signal is considered to be deterministic. The second is related to the case where the backscattered signal is of a stochastic nature. In both cases the information which describes the target's scattering function is extracted by the use of the ambiguity function, a function which correlates the backscattered signal in time and frequency with the transmitted signal. In practical situations, it is often necessary to have the transmitter and the receiver of the radar system sited at different locations. The problem in these situations is 'that a reference signal must then be present in order to calculate the ambiguity function. This causes an additional problem in that detailed phase information about the transmitted signal is then required at the receiver. It is this latter problem which has led to the investigation of radar imaging using time- frequency distributions. As will be shown in this thesis, the phase information about the transmitted signal can be extracted from the backscattered signal using time- frequency distributions. The principle aim of this thesis was in the development, and subsequent discussion into the theory of radar imaging, using time- frequency distributions. Consideration is first given to the case where the target is diffuse, ie. where the backscattered signal has temporal stationarity and a spatially white power spectral density. The complementary situation is also investigated, ie. where the target is no longer diffuse, but some degree of correlation exists between the time- frequency points. Computer simulations are presented to demonstrate the concepts and theories developed in the thesis. For the proposed radar system to be practically realisable, both the time- frequency distributions and the associated algorithms developed must be able to be implemented in a timely manner. For this reason an optical architecture is proposed. This architecture is specifically designed to obtain the required time and frequency resolution when using laser radar imaging. The complex light amplitude distributions produced by this architecture have been computer simulated using an optical compiler.