Approximately optimal experimental design for heteroscedastic Gaussian process models

This paper presents a greedy Bayesian experimental design criterion for heteroscedastic Gaussian process models. The criterion is based on the Fisher information and is optimal in the sense of minimizing parameter uncertainty for likelihood based estimators. We demonstrate the validity of the criterion under different noise regimes and present experimental results from a rabies simulator to demonstrate the effectiveness of the resulting approximately optimal designs.

Minimizing nasty surprises with better informed decision-making in self-adaptive systems

Designers of self-adaptive systems often formulate adaptive design decisions, making unrealistic or myopic assumptions about the system's requirements and environment. The decisions taken during this formulation are crucial for satisfying requirements. In environments which are characterized by uncertainty and dynamism, deviation from these assumptions is the norm and may trigger 'surprises'. Our method allows designers to make explicit links between the possible emergence of surprises, risks and design trade-offs. The method can be used to explore the design decisions for self-adaptive systems and choose among decisions that better fulfil (or rather partially fulfil) non-functional requirements and address their trade-offs. The analysis can also provide designers with valuable input for refining the adaptation decisions to balance, for example, resilience (i.e. Satisfiability of non-functional requirements and their trade-offs) and stability (i.e. Minimizing the frequency of adaptation). The objective is to provide designers of self adaptive systems with a basis for multi-dimensional what-if analysis to revise and improve the understanding of the environment and its effect on non-functional requirements and thereafter decision-making. We have applied the method to a wireless sensor network for flood prediction. The application shows that the method gives rise to questions that were not explicitly asked before at design-time and assists designers in the process of risk-aware, what-if and trade-off analysis.

Design and evaluation of a framework for cooperative and adaptive QoS control of DSRC network for road safety applications

Dedicated short-range communications (DSRC) are a promising vehicle communication technique for collaborative road safety applications (CSA). However, road safety applications require highly reliable and timely wireless communications, which present big challenges to DSRC based vehicle networks on effective and robust quality of services (QoS) provisioning due to the random channel access method applied in the DSRC technique. In this paper we examine the QoS control problem for CSA in the DSRC based vehicle networks and presented an overview of the research work towards the QoS control problem. After an analysis of the system application requirements and the DSRC vehicle network features, we propose a framework for cooperative and adaptive QoS control, which is believed to be a key for the success of DSRC on supporting effective collaborative road safety applications. A core design in the proposed QoS control framework is that network feedback and cross-layer design are employed to collaboratively achieve targeted QoS. A design example of cooperative and adaptive rate control scheme is implemented and evaluated, with objective of illustrating the key ideas in the framework. Simulation results demonstrate the effectiveness of proposed rate control schemes in providing highly available and reliable channel for emergency safety messages. © 2013 Wenyang Guan et al.

Fully probabilistic control design in an adaptive critic framework

Optimal stochastic controller pushes the closed-loop behavior as close as possible to the desired one. The fully probabilistic design (FPD) uses probabilistic description of the desired closed loop and minimizes Kullback-Leibler divergence of the closed-loop description to the desired one. Practical exploitation of the fully probabilistic design control theory continues to be hindered by the computational complexities involved in numerically solving the associated stochastic dynamic programming problem. In particular very hard multivariate integration and an approximate interpolation of the involved multivariate functions. This paper proposes a new fully probabilistic contro algorithm that uses the adaptive critic methods to circumvent the need for explicitly evaluating the optimal value function, thereby dramatically reducing computational requirements. This is a main contribution of this short paper.

A Bayesian formulation of search, control and the exploration/exploitation trade-off

A new approach to optimisation is introduced based on a precise probabilistic statement of what is ideally required of an optimisation method. It is convenient to express the formalism in terms of the control of a stationary environment. This leads to an objective function for the controller which unifies the objectives of exploration and exploitation, thereby providing a quantitative principle for managing this trade-off. This is demonstrated using a variant of the multi-armed bandit problem. This approach opens new possibilities for optimisation algorithms, particularly by using neural network or other adaptive methods for the adaptive controller. It also opens possibilities for deepening understanding of existing methods. The realisation of these possibilities requires research into practical approximations of the exact formalism.

Implementing an adaptive TCP fairness while exploiting 802.11e over wireless mesh networks

Purpose: The purpose of this paper is to investigate the use of 802.11e MAC to resolve the transmission control protocol (TCP) unfairness. Design/methodology/approach: The paper shows how a TCP sender may adapt its transmission rate using the number of hops and the standard deviation of recently measured round-trip times to address the TCP unfairness. Findings: Simulation results show that the proposed techniques provide even throughput by providing TCP fairness as the number of hops increases over a wireless mesh network (WMN). Research limitations/implications: Future work will examine the performance of TCP over routing protocols, which use different routing metrics. Other future work is scalability over WMNs. Since scalability is a problem with communication in multi-hop, carrier sense multiple access (CSMA) will be compared with time division multiple access (TDMA) and a hybrid of TDMA and code division multiple access (CDMA) will be designed that works with TCP and other traffic. Finally, to further improve network performance and also increase network capacity of TCP for WMNs, the usage of multiple channels instead of only a single fixed channel will be exploited. Practical implications: By allowing the tuning of the 802.11e MAC parameters that have previously been constant in 802.11 MAC, the paper proposes the usage of 802.11e MAC on a per class basis by collecting the TCP ACK into a single class and a novel congestion control method for TCP over a WMN. The key feature of the proposed TCP algorithm is the detection of congestion by measuring the fluctuation of RTT of the TCP ACK samples via the standard deviation, plus the combined the 802.11e AIFS and CWmin allowing the TCP ACK to be prioritised which allows the TCP ACKs will match the volume of the TCP data packets. While 802.11e MAC provides flexibility and flow/congestion control mechanism, the challenge is to take advantage of these features in 802.11e MAC. Originality/value: With 802.11 MAC not having flexibility and flow/congestion control mechanisms implemented with TCP, these contribute to TCP unfairness with competing flows. © Emerald Group Publishing Limited.

Strategic development process and complex adaptive systems

The two areas of theory upon which this research was based were „strategy development process?(SDP) and „complex adaptive systems? (CAS), as part of complexity theory, focused on human social organisations. The literature reviewed showed that there is a paucity of empirical work and theory in the overlap of the two areas, providing an opportunity for contributions to knowledge in each area of theory, and for practitioners. An inductive approach was adopted for this research, in an effort to discover new insights to the focus area of study. It was undertaken from within an interpretivist paradigm, and based on a novel conceptual framework. The organisationally intimate nature of the research topic, and the researcher?s circumstances required a research design that was both in-depth and long term. The result was a single, exploratory, case study, which included use of data from 44 in-depth, semi-structured interviews, from 36 people, involving all the top management team members and significant other staff members; observations, rumour and grapevine (ORG) data; and archive data, over a 5½ year period (2005 – 2010). Findings confirm the validity of the conceptual framework, and that complex adaptive systems theory has potential to extend strategy development process theory. It has shown how and why the strategy process developed in the case study organisation by providing deeper insights to the behaviour of the people, their backgrounds, and interactions. Broad predictions of the „latent strategy development? process and some elements of the strategy content are also possible. Based on this research, it is possible to extend the utility of the SDP model by including peoples? behavioural characteristics within the organisation, via complex adaptive systems theory. Further research is recommended to test limits of the application of the conceptual framework and improve its efficacy with more organisations across a variety of sectors.

Neural network enhanced self tuning adaptive control application for non-linear control of dynamic systems

The main theme of research of this project concerns the study of neutral networks to control uncertain and non-linear control systems. This involves the control of continuous time, discrete time, hybrid and stochastic systems with input, state or output constraints by ensuring good performances. A great part of this project is devoted to the opening of frontiers between several mathematical and engineering approaches in order to tackle complex but very common non-linear control problems. The objectives are: 1. Design and develop procedures for neutral network enhanced self-tuning adaptive non-linear control systems; 2. To design, as a general procedure, neural network generalised minimum variance self-tuning controller for non-linear dynamic plants (Integration of neural network mapping with generalised minimum variance self-tuning controller strategies); 3. To develop a software package to evaluate control system performances using Matlab, Simulink and Neural Network toolbox. An adaptive control algorithm utilising a recurrent network as a model of a partial unknown non-linear plant with unmeasurable state is proposed. Appropriately, it appears that structured recurrent neural networks can provide conveniently parameterised dynamic models for many non-linear systems for use in adaptive control. Properties of static neural networks, which enabled successful design of stable adaptive control in the state feedback case, are also identified. A survey of the existing results is presented which puts them in a systematic framework showing their relation to classical self-tuning adaptive control application of neural control to a SISO/MIMO control. Simulation results demonstrate that the self-tuning design methods may be practically applicable to a reasonably large class of unknown linear and non-linear dynamic control systems.

Deep hole drilling with twist drills: aspects of the CNC process and its real time monitoring and adaptive control

Deep hole drilling is one of the most complicated metal cutting processes and one of the most difficult to perform on CNC machine-tools or machining centres under conditions of limited manpower or unmanned operation. This research work investigates aspects of the deep hole drilling process with small diameter twist drills and presents a prototype system for real time process monitoring and adaptive control; two main research objectives are fulfilled in particular : First objective is the experimental investigation of the mechanics of the deep hole drilling process, using twist drills without internal coolant supply, in the range of diarneters Ø 2.4 to Ø4.5 mm and working length up to 40 diameters. The definition of the problems associated with the low strength of these tools and the study of mechanisms of catastrophic failure which manifest themselves well before and along with the classic mechanism of tool wear. The relationships between drilling thrust and torque with the depth of penetration and the various machining conditions are also investigated and the experimental evidence suggests that the process is inherently unstable at depths beyond a few diameters. Second objective is the design and implementation of a system for intelligent CNC deep hole drilling, the main task of which is to ensure integrity of the process and the safety of the tool and the workpiece. This task is achieved by means of interfacing the CNC system of the machine tool to an external computer which performs the following functions: On-line monitoring of the drilling thrust and torque, adaptive control of feed rate, spindle speed and tool penetration (Z-axis), indirect monitoring of tool wear by pattern recognition of variations of the drilling thrust with cumulative cutting time and drilled depth, operation as a data base for tools and workpieces and finally issuing of alarms and diagnostic messages.

Management information:design of a system for change identification

This thesis deals with the problem of Information Systems design for Corporate Management. It shows that the results of applying current approaches to Management Information Systems and Corporate Modelling fully justify a fresh look to the problem. The thesis develops an approach to design based on Cybernetic principles and theories. It looks at Management as an informational process and discusses the relevance of regulation theory to its practice. The work proceeds around the concept of change and its effects on the organization's stability and survival. The idea of looking at organizations as viable systems is discussed and a design to enhance survival capacity is developed. It takes Ashby's theory of adaptation and developments on ultra-stability as a theoretical framework and considering conditions for learning and foresight deduces that a design should include three basic components: A dynamic model of the organization- environment relationships; a method to spot significant changes in the value of the essential variables and in a certain set of parameters; and a Controller able to conceive and change the other two elements and to make choices among alternative policies. Further considerations of the conditions for rapid adaptation in organisms composed of many parts, and the law of Requisite Variety determine that successful adaptive behaviour requires certain functional organization. Beer's model of viable organizations is put in relation to Ashby's theory of adaptation and regulation. The use of the Ultra-stable system as abstract unit of analysis permits developing a rigorous taxonomy of change; it starts distinguishing between change with in behaviour and change of behaviour to complete the classification with organizational change. It relates these changes to the logical categories of learning connecting the topic of Information System design with that of organizational learning.

Design of a stock control methodology for use within an oil blending company

The thesis deals with the background, development and description of a mathematical stock control methodology for use within an oil and chemical blending company, where demand and replenishment lead-times are generally non-stationary. The stock control model proper relies on, as input, adaptive forecasts of demand determined for an economical forecast/replenishment period precalculated on an individual stock-item basis. The control procedure is principally that of the continuous review, reorder level type, where the reorder level and reorder quantity 'float', that is, each changes in accordance with changes in demand. Two versions of the Methodology are presented; a cost minimisation version and a service level version. Realising the importance of demand forecasts, four recognised variations of the Trigg and Leach adaptive forecasting routine are examined. A fifth variation, developed, is proposed as part of the stock control methodology. The results of testing the cost minimisation version of the Methodology with historical data, by means of a computerised simulation, are presented together with a description of the simulation used. The performance of the Methodology is in addition compared favourably to a rule-of-thumb approach considered by the Company as an interim solution for reducing stack levels. The contribution of the work to the field of scientific stock control is felt to be significant for the following reasons:- (I) The Methodology is designed specifically for use with non-stationary demand and for this reason alone appears to be unique. (2) The Methodology is unique in its approach and the cost-minimisation version is shown to work successfully with the demand data presented. (3) The Methodology and the thesis as a whole fill an important gap between complex mathematical stock control theory and practical application. A brief description of a computerised order processing/stock monitoring system, designed and implemented as a pre-requisite for the Methodology's practical operation, is presented as an appendix.

A Bayesian perspective on stochastic neurocontrol

Control design for stochastic uncertain nonlinear systems is traditionally based on minimizing the expected value of a suitably chosen loss function. Moreover, most control methods usually assume the certainty equivalence principle to simplify the problem and make it computationally tractable. We offer an improved probabilistic framework which is not constrained by these previous assumptions, and provides a more natural framework for incorporating and dealing with uncertainty. The focus of this paper is on developing this framework to obtain an optimal control law strategy using a fully probabilistic approach for information extraction from process data, which does not require detailed knowledge of system dynamics. Moreover, the proposed control method framework allows handling the problem of input-dependent noise. A basic paradigm is proposed and the resulting algorithm is discussed. The proposed probabilistic control method is for the general nonlinear class of discrete-time systems. It is demonstrated theoretically on the affine class. A nonlinear simulation example is also provided to validate theoretical development.

Measurements design and phenomena discrimination

The construction of measurements suitable for discriminating signal components produced by phenomena of different types is considered. The required measurements should be capable of cancelling out those signal components which are to be ignored when focusing on a phenomenon of interest. Under the hypothesis that the subspaces hosting the signal components produced by each phenomenon are complementary, their discrimination is accomplished by measurements giving rise to the appropriate oblique projector operator. The subspace onto which the operator should project is selected by nonlinear techniques in line with adaptive pursuit strategies.

Adaptive congestion control for DSRC vehicle networks

Dedicated short range communications (DSRC) was proposed for collaborative safety applications (CSA) in vehicle communications. In this article we propose two adaptive congestion control schemes for DSRC-based CSA. A cross-layer design approach is used with congestion detection at the MAC layer and traffic rate control at the application layer. Simulation results show the effectiveness of the proposed rate control scheme for adapting to dynamic traffic loads.

Agent-orientated auction mechanism and strategy design

Agent-based technology is playing an increasingly important role in today’s economy. Usually a multi-agent system is needed to model an economic system such as a market system, in which heterogeneous trading agents interact with each other autonomously. Two questions often need to be answered regarding such systems: 1) How to design an interacting mechanism that facilitates efficient resource allocation among usually self-interested trading agents? 2) How to design an effective strategy in some specific market mechanisms for an agent to maximise its economic returns? For automated market systems, auction is the most popular mechanism to solve resource allocation problems among their participants. However, auction comes in hundreds of different formats, in which some are better than others in terms of not only the allocative efficiency but also other properties e.g., whether it generates high revenue for the auctioneer, whether it induces stable behaviour of the bidders. In addition, different strategies result in very different performance under the same auction rules. With this background, we are inevitably intrigued to investigate auction mechanism and strategy designs for agent-based economics. The international Trading Agent Competition (TAC) Ad Auction (AA) competition provides a very useful platform to develop and test agent strategies in Generalised Second Price auction (GSP). AstonTAC, the runner-up of TAC AA 2009, is a successful advertiser agent designed for GSP-based keyword auction. In particular, AstonTAC generates adaptive bid prices according to the Market-based Value Per Click and selects a set of keyword queries with highest expected profit to bid on to maximise its expected profit under the limit of conversion capacity. Through evaluation experiments, we show that AstonTAC performs well and stably not only in the competition but also across a broad range of environments. The TAC CAT tournament provides an environment for investigating the optimal design of mechanisms for double auction markets. AstonCAT-Plus is the post-tournament version of the specialist developed for CAT 2010. In our experiments, AstonCAT-Plus not only outperforms most specialist agents designed by other institutions but also achieves high allocative efficiencies, transaction success rates and average trader profits. Moreover, we reveal some insights of the CAT: 1) successful markets should maintain a stable and high market share of intra-marginal traders; 2) a specialist’s performance is dependent on the distribution of trading strategies. However, typical double auction models assume trading agents have a fixed trading direction of either buy or sell. With this limitation they cannot directly reflect the fact that traders in financial markets (the most popular application of double auction) decide their trading directions dynamically. To address this issue, we introduce the Bi-directional Double Auction (BDA) market which is populated by two-way traders. Experiments are conducted under both dynamic and static settings of the continuous BDA market. We find that the allocative efficiency of a continuous BDA market mainly comes from rational selection of trading directions. Furthermore, we introduce a high-performance Kernel trading strategy in the BDA market which uses kernel probability density estimator built on historical transaction data to decide optimal order prices. Kernel trading strategy outperforms some popular intelligent double auction trading strategies including ZIP, GD and RE in the continuous BDA market by making the highest profit in static games and obtaining the best wealth in dynamic games.