Lower partial moment and information entropy-based dynamic electricity purchasing strategy

In the electricity market environment, load-serving entities (LSEs) will inevitably face risks in purchasing electricity because there are a plethora of uncertainties involved. To maximize profits and minimize risks, LSEs need to develop an optimal strategy to reasonably allocate the purchased electricity amount in different electricity markets such as the spot market, bilateral contract market, and options market. Because risks originate from uncertainties, an approach is presented to address the risk evaluation problem by the combined use of the lower partial moment and information entropy (LPME). The lower partial moment is used to measure the amount and probability of the loss, whereas the information entropy is used to represent the uncertainty of the loss. Electricity purchasing is a repeated procedure; therefore, the model presented represents a dynamic strategy. Under the chance-constrained programming framework, the developed optimization model minimizes the risk of the electricity purchasing portfolio in different markets because the actual profit of the LSE concerned is not less than the specified target under a required confidence level. Then, the particle swarm optimization (PSO) algorithm is employed to solve the optimization model. Finally, a sample example is used to illustrate the basic features of the developed model and method.

A hidden Markov model and relative entropy rate approach to vision-based dim target detection for UAV sense-and-avoid

Uninhabited aerial vehicles (UAVs) are a cutting-edge technology that is at the forefront of aviation/aerospace research and development worldwide. Many consider their current military and defence applications as just a token of their enormous potential. Unlocking and fully exploiting this potential will see UAVs in a multitude of civilian applications and routinely operating alongside piloted aircraft. The key to realising the full potential of UAVs lies in addressing a host of regulatory, public relation, and technological challenges never encountered be- fore. Aircraft collision avoidance is considered to be one of the most important issues to be addressed, given its safety critical nature. The collision avoidance problem can be roughly organised into three areas: 1) Sense; 2) Detect; and 3) Avoid. Sensing is concerned with obtaining accurate and reliable information about other aircraft in the air; detection involves identifying potential collision threats based on available information; avoidance deals with the formulation and execution of appropriate manoeuvres to maintain safe separation. This thesis tackles the detection aspect of collision avoidance, via the development of a target detection algorithm that is capable of real-time operation onboard a UAV platform. One of the key challenges of the detection problem is the need to provide early warning. This translates to detecting potential threats whilst they are still far away, when their presence is likely to be obscured and hidden by noise. Another important consideration is the choice of sensors to capture target information, which has implications for the design and practical implementation of the detection algorithm. The main contributions of the thesis are: 1) the proposal of a dim target detection algorithm combining image morphology and hidden Markov model (HMM) filtering approaches; 2) the novel use of relative entropy rate (RER) concepts for HMM filter design; 3) the characterisation of algorithm detection performance based on simulated data as well as real in-flight target image data; and 4) the demonstration of the proposed algorithm's capacity for real-time target detection. We also consider the extension of HMM filtering techniques and the application of RER concepts for target heading angle estimation. In this thesis we propose a computer-vision based detection solution, due to the commercial-off-the-shelf (COTS) availability of camera hardware and the hardware's relatively low cost, power, and size requirements. The proposed target detection algorithm adopts a two-stage processing paradigm that begins with an image enhancement pre-processing stage followed by a track-before-detect (TBD) temporal processing stage that has been shown to be effective in dim target detection. We compare the performance of two candidate morphological filters for the image pre-processing stage, and propose a multiple hidden Markov model (MHMM) filter for the TBD temporal processing stage. The role of the morphological pre-processing stage is to exploit the spatial features of potential collision threats, while the MHMM filter serves to exploit the temporal characteristics or dynamics. The problem of optimising our proposed MHMM filter has been examined in detail. Our investigation has produced a novel design process for the MHMM filter that exploits information theory and entropy related concepts. The filter design process is posed as a mini-max optimisation problem based on a joint RER cost criterion. We provide proof that this joint RER cost criterion provides a bound on the conditional mean estimate (CME) performance of our MHMM filter, and this in turn establishes a strong theoretical basis connecting our filter design process to filter performance. Through this connection we can intelligently compare and optimise candidate filter models at the design stage, rather than having to resort to time consuming Monte Carlo simulations to gauge the relative performance of candidate designs. Moreover, the underlying entropy concepts are not constrained to any particular model type. This suggests that the RER concepts established here may be generalised to provide a useful design criterion for multiple model filtering approaches outside the class of HMM filters. In this thesis we also evaluate the performance of our proposed target detection algorithm under realistic operation conditions, and give consideration to the practical deployment of the detection algorithm onboard a UAV platform. Two fixed-wing UAVs were engaged to recreate various collision-course scenarios to capture highly realistic vision (from an onboard camera perspective) of the moments leading up to a collision. Based on this collected data, our proposed detection approach was able to detect targets out to distances ranging from about 400m to 900m. These distances, (with some assumptions about closing speeds and aircraft trajectories) translate to an advanced warning ahead of impact that approaches the 12.5 second response time recommended for human pilots. Furthermore, readily available graphic processing unit (GPU) based hardware is exploited for its parallel computing capabilities to demonstrate the practical feasibility of the proposed target detection algorithm. A prototype hardware-in- the-loop system has been found to be capable of achieving data processing rates sufficient for real-time operation. There is also scope for further improvement in performance through code optimisations. Overall, our proposed image-based target detection algorithm offers UAVs a cost-effective real-time target detection capability that is a step forward in ad- dressing the collision avoidance issue that is currently one of the most significant obstacles preventing widespread civilian applications of uninhabited aircraft. We also highlight that the algorithm development process has led to the discovery of a powerful multiple HMM filtering approach and a novel RER-based multiple filter design process. The utility of our multiple HMM filtering approach and RER concepts, however, extend beyond the target detection problem. This is demonstrated by our application of HMM filters and RER concepts to a heading angle estimation problem.

Adaptive modelling of sustainable architecture design in entropy evolutionary

This paper argues a model of adaptive design for sustainable architecture within a framework of entropy evolution. The spectrum of sustainable architecture consists of efficient use of energy and material resource in the life-cycle of buildings, active involvement of the occupants into micro-climate control within the building, and the natural environment as the physical context. The interactions amongst all the parameters compose a complex system of sustainable architecture design, of which the conventional linear and fragmented design technologies are insufficient to indicate holistic and ongoing environmental performance. The latest interpretation of the Second Law of Thermodynamics states a microscopic formulation of an entropy evolution of complex open systems. It provides a design framework for an adaptive system evolves for the optimization in open systems, this adaptive system evolves for the optimization of building environmental performance. The paper concludes that adaptive modelling in entropy evolution is a design alternative for sustainable architecture.

An infinite-horizon robust filter for uncertain hidden Markov Models with conditional relative entropy constraints

We consider a robust filtering problem for uncertain discrete-time, homogeneous, first-order, finite-state hidden Markov models (HMMs). The class of uncertain HMMs considered is described by a conditional relative entropy constraint on measures perturbed from a nominal regular conditional probability distribution given the previous posterior state distribution and the latest measurement. Under this class of perturbations, a robust infinite horizon filtering problem is first formulated as a constrained optimization problem before being transformed via variational results into an unconstrained optimization problem; the latter can be elegantly solved using a risk-sensitive information-state based filtering.

HMM triangle relative entropy concepts in sequential change detection applied to vision-based dim target manoeuvre detection

The quick detection of abrupt (unknown) parameter changes in an observed hidden Markov model (HMM) is important in several applications. Motivated by the recent application of relative entropy concepts in the robust sequential change detection problem (and the related model selection problem), this paper proposes a sequential unknown change detection algorithm based on a relative entropy based HMM parameter estimator. Our proposed approach is able to overcome the lack of knowledge of post-change parameters, and is illustrated to have similar performance to the popular cumulative sum (CUSUM) algorithm (which requires knowledge of the post-change parameter values) when examined, on both simulated and real data, in a vision-based aircraft manoeuvre detection problem.

Attitudes, Ideologies and Self-Organisation : Information Load Minimisation in Multi-Agent Decision Making

Sophisticated models of human social behaviour are fast becoming highly desirable in an increasingly complex and interrelated world. Here, we propose that rather than taking established theories from the physical sciences and naively mapping them into the social world, the advanced concepts and theories of social psychology should be taken as a starting point, and used to develop a new modelling methodology. In order to illustrate how such an approach might be carried out, we attempt to model the low elaboration attitude changes of a society of agents in an evolving social context. We propose a geometric model of an agent in context, where individual agent attitudes are seen to self-organise to form ideologies, which then serve to guide further agent-based attitude changes. A computational implementation of the model is shown to exhibit a number of interesting phenomena, including a tendency for a measure of the entropy in the system to decrease, and a potential for externally guiding a population of agents towards a new desired ideology.

Health information management : What business are we in?

Developments in information technology will drive the change in records management; however, it should be the health information managers who drive the information management change. The role of health information management will be challenged to use information technology to broker a range of requests for information from a variety of users, including he alth consumers. The purposes of this paper are to conceptualise the role of health information management in the context of a technologically driven and managed health care environment, and to demonstrat e how this framework has been used to review and develop the undergraduate program in health information management at the Queensland University of Technology.