Artificial Neural Network Based Automatic Emergency Landing Site Selection for UAVs and Highly Automated Aircraft

In this report an artificial neural network (ANN) based automated emergency landing site selection system for unmanned aerial vehicle (UAV) and general aviation (GA) is described. The system aims increase safety of UAV operation by emulating pilot decision making in emergency landing scenarios using an ANN to select a safe landing site from available candidates. The strength of an ANN to model complex input relationships makes it a perfect system to handle the multicriteria decision making (MCDM) process of emergency landing site selection. The ANN operates by identifying the more favorable of two landing sites when provided with an input vector derived from both landing site's parameters, the aircraft's current state and wind measurements. The system consists of a feed forward ANN, a pre-processor class which produces ANN input vectors and a class in charge of creating a ranking of landing site candidates using the ANN. The system was successfully implemented in C++ using the FANN C++ library and ROS. Results obtained from ANN training and simulations using randomly generated landing sites by a site detection simulator data verify the feasibility of an ANN based automated emergency landing site selection system.

MPC controlled multirotor with suspended slung load: System architecture and visual load detection

There is an increased interest in the use of Unmanned Aerial Vehicles for load transportation from environmental remote sensing to construction and parcel delivery. One of the main challenges is accurate control of the load position and trajectory. This paper presents an assessment of real flight trials for the control of an autonomous multi-rotor with a suspended slung load using only visual feedback to determine the load position. This method uses an onboard camera to take advantage of a common visual marker detection algorithm to robustly detect the load location. The load position is calculated using an onboard processor, and transmitted over a wireless network to a ground station integrating MATLAB/SIMULINK and Robotic Operating System (ROS) and a Model Predictive Controller (MPC) to control both the load and the UAV. To evaluate the system performance, the position of the load determined by the visual detection system in real flight is compared with data received by a motion tracking system. The multi-rotor position tracking performance is also analyzed by conducting flight trials using perfect load position data and data obtained only from the visual system. Results show very accurate estimation of the load position (~5% Offset) using only the visual system and demonstrate that the need for an external motion tracking system is not needed for this task.

A heterogeneous computing approach to simulation of the Heston Stochastic Volatility Model

Stochastic volatility models are of fundamental importance to the pricing of derivatives. One of the most commonly used models of stochastic volatility is the Heston Model in which the price and volatility of an asset evolve as a pair of coupled stochastic differential equations. The computation of asset prices and volatilities involves the simulation of many sample trajectories with conditioning. The problem is treated using the method of particle filtering. While the simulation of a shower of particles is computationally expensive, each particle behaves independently making such simulations ideal for massively parallel heterogeneous computing platforms. In this paper, we present our portable Opencl implementation of the Heston model and discuss its performance and efficiency characteristics on a range of architectures including Intel cpus, Nvidia gpus, and Intel Many-Integrated-Core (mic) accelerators.