Network protocols and predictive control strategies for distributed real-time control applications

A trend in design and implementation of modern industrial automation systems is to integrate computing, communication and control into a unified framework at different levels of machine/factory operations and information processing. These distributed control systems are referred to as networked control systems (NCSs). They are composed of sensors, actuators, and controllers interconnected over communication networks. As most of communication networks are not designed for NCS applications, the communication requirements of NCSs may be not satisfied. For example, traditional control systems require the data to be accurate, timely and lossless. However, because of random transmission delays and packet losses, the control performance of a control system may be badly deteriorated, and the control system rendered unstable. The main challenge of NCS design is to both maintain and improve stable control performance of an NCS. To achieve this, communication and control methodologies have to be designed. In recent decades, Ethernet and 802.11 networks have been introduced in control networks and have even replaced traditional fieldbus productions in some real-time control applications, because of their high bandwidth and good interoperability. As Ethernet and 802.11 networks are not designed for distributed control applications, two aspects of NCS research need to be addressed to make these communication networks suitable for control systems in industrial environments. From the perspective of networking, communication protocols need to be designed to satisfy communication requirements for NCSs such as real-time communication and high-precision clock consistency requirements. From the perspective of control, methods to compensate for network-induced delays and packet losses are important for NCS design. To make Ethernet-based and 802.11 networks suitable for distributed control applications, this thesis develops a high-precision relative clock synchronisation protocol and an analytical model for analysing the real-time performance of 802.11 networks, and designs a new predictive compensation method. Firstly, a hybrid NCS simulation environment based on the NS-2 simulator is designed and implemented. Secondly, a high-precision relative clock synchronization protocol is designed and implemented. Thirdly, transmission delays in 802.11 networks for soft-real-time control applications are modeled by use of a Markov chain model in which real-time Quality-of- Service parameters are analysed under a periodic traffic pattern. By using a Markov chain model, we can accurately model the tradeoff between real-time performance and throughput performance. Furthermore, a cross-layer optimisation scheme, featuring application-layer flow rate adaptation, is designed to achieve the tradeoff between certain real-time and throughput performance characteristics in a typical NCS scenario with wireless local area network. Fourthly, as a co-design approach for both a network and a controller, a new predictive compensation method for variable delay and packet loss in NCSs is designed, where simultaneous end-to-end delays and packet losses during packet transmissions from sensors to actuators is tackled. The effectiveness of the proposed predictive compensation approach is demonstrated using our hybrid NCS simulation environment.

Adaptive Bayesian compound designs for dose finding studies

We consider the problem of how to efficiently and safely design dose finding studies. Both current and novel utility functions are explored using Bayesian adaptive design methodology for the estimation of a maximum tolerated dose (MTD). In particular, we explore widely adopted approaches such as the continual reassessment method and minimizing the variance of the estimate of an MTD. New utility functions are constructed in the Bayesian framework and are evaluated against current approaches. To reduce computing time, importance sampling is implemented to re-weight posterior samples thus avoiding the need to draw samples using Markov chain Monte Carlo techniques. Further, as such studies are generally first-in-man, the safety of patients is paramount. We therefore explore methods for the incorporation of safety considerations into utility functions to ensure that only safe and well-predicted doses are administered. The amalgamation of Bayesian methodology, adaptive design and compound utility functions is termed adaptive Bayesian compound design (ABCD). The performance of this amalgamation of methodology is investigated via the simulation of dose finding studies. The paper concludes with a discussion of results and extensions that could be included into our approach.

Boosting the margin: A new explanation for the effectiveness of voting methods

One of the surprising recurring phenomena observed in experiments with boosting is that the test error of the generated classifier usually does not increase as its size becomes very large, and often is observed to decrease even after the training error reaches zero. In this paper, we show that this phenomenon is related to the distribution of margins of the training examples with respect to the generated voting classification rule, where the margin of an example is simply the difference between the number of correct votes and the maximum number of votes received by any incorrect label. We show that techniques used in the analysis of Vapnik's support vector classifiers and of neural networks with small weights can be applied to voting methods to relate the margin distribution to the test error. We also show theoretically and experimentally that boosting is especially effective at increasing the margins of the training examples. Finally, we compare our explanation to those based on the bias-variance decomposition.

Optimal-stopping control for airborne collision avoidance and return-to-course flight

This paper considers an aircraft collision avoidance design problem that also incorporates design of the aircraft’s return-to-course flight. This control design problem is formulated as a non-linear optimal-stopping control problem; a formulation that does not require a prior knowledge of time taken to perform the avoidance and return-to-course manoeuvre. A dynamic programming solution to the avoidance and return-to-course problem is presented, before a Markov chain numerical approximation technique is described. Simulation results are presented that illustrate the proposed collision avoidance and return-to-course flight approach.

Multitask learning with expert advice

We consider the problem of prediction with expert advice in the setting where a forecaster is presented with several online prediction tasks. Instead of competing against the best expert separately on each task, we assume the tasks are related, and thus we expect that a few experts will perform well on the entire set of tasks. That is, our forecaster would like, on each task, to compete against the best expert chosen from a small set of experts. While we describe the “ideal” algorithm and its performance bound, we show that the computation required for this algorithm is as hard as computation of a matrix permanent. We present an efficient algorithm based on mixing priors, and prove a bound that is nearly as good for the sequential task presentation case. We also consider a harder case where the task may change arbitrarily from round to round, and we develop an efficient approximate randomized algorithm based on Markov chain Monte Carlo techniques.

Multitask learning with expert advice

We consider the problem of prediction with expert advice in the setting where a forecaster is presented with several online prediction tasks. Instead of competing against the best expert separately on each task, we assume the tasks are related, and thus we expect that a few experts will perform well on the entire set of tasks. That is, our forecaster would like, on each task, to compete against the best expert chosen from a small set of experts. While we describe the "ideal" algorithm and its performance bound, we show that the computation required for this algorithm is as hard as computation of a matrix permanent. We present an efficient algorithm based on mixing priors, and prove a bound that is nearly as good for the sequential task presentation case. We also consider a harder case where the task may change arbitrarily from round to round, and we develop an efficient approximate randomized algorithm based on Markov chain Monte Carlo techniques.

The use of temporal speech and lip information for multi-modal speaker identification via multi-stream HMMs

Investigates the use of temporal lip information, in conjunction with speech information, for robust, text-dependent speaker identification. We propose that significant speaker-dependent information can be obtained from moving lips, enabling speaker recognition systems to be highly robust in the presence of noise. The fusion structure for the audio and visual information is based around the use of multi-stream hidden Markov models (MSHMM), with audio and visual features forming two independent data streams. Recent work with multi-modal MSHMMs has been performed successfully for the task of speech recognition. The use of temporal lip information for speaker identification has been performed previously (T.J. Wark et al., 1998), however this has been restricted to output fusion via single-stream HMMs. We present an extension to this previous work, and show that a MSHMM is a valid structure for multi-modal speaker identification

Bayesian models for the determination of resonant frequencies in a DI diesel engine

A time series method for the determination of combustion chamber resonant frequencies is outlined. This technique employs the use of Markov-chain Monte Carlo (MCMC) to infer parameters in a chosen model of the data. The development of the model is included and the resonant frequency is characterised as a function of time. Potential applications for cycle-by-cycle analysis are discussed and the bulk temperature of the gas and the trapped mass in the combustion chamber are evaluated as a function of time from resonant frequency information.

Detection versus false alarm characterisation of a vision-based airborne dim-target collision detection system

This paper presents a preliminary flight test based detection range versus false alarm performance characterisation of a morphological-hidden Markov model filtering approach to vision-based airborne dim-target collision detection. On the basis of compelling in-flight collision scenario data, we calculate system operating characteristic (SOC) curves that concisely illustrate the detection range versus false alarm rate performance design trade-offs. These preliminary SOC curves provide a more complete dim-target detection performance description than previous studies (due to the experimental difficulties involved, previous studies have been limited to very short flight data sample sets and hence have not been able to quantify false alarm behaviour). The preliminary investigation here is based on data collected from 4 controlled collision encounters and supporting non-target flight data. This study suggests head-on detection ranges of approximately 2.22 km under blue sky background conditions (1.26 km in cluttered background conditions), whilst experiencing false alarms at a rate less than 1.7 false alarms/hour (ie. less than once every 36 minutes). Further data collection is currently in progress.

Fat and thin adaptive HMM filters for vision based detection of moving targets

Computer vision is an attractive solution for uninhabited aerial vehicle (UAV) collision avoidance, due to the low weight, size and power requirements of hardware. A two-stage paradigm has emerged in the literature for detection and tracking of dim targets in images, comprising of spatial preprocessing, followed by temporal filtering. In this paper, we investigate a hidden Markov model (HMM) based temporal filtering approach. Specifically, we propose an adaptive HMM filter, in which the variance of model parameters is refined as the quality of the target estimate improves. Filters with high variance (fat filters) are used for target acquisition, and filters with low variance (thin filters) are used for target tracking. The adaptive filter is tested in simulation and with real data (video of a collision-course aircraft). Our test results demonstrate that our adaptive filtering approach has improved tracking performance, and provides an estimate of target heading not present in previous HMM filtering approaches.

Using Bayesian methods for the estimation of uncertainty in complex statistical models

The research objectives of this thesis were to contribute to Bayesian statistical methodology by contributing to risk assessment statistical methodology, and to spatial and spatio-temporal methodology, by modelling error structures using complex hierarchical models. Specifically, I hoped to consider two applied areas, and use these applications as a springboard for developing new statistical methods as well as undertaking analyses which might give answers to particular applied questions. Thus, this thesis considers a series of models, firstly in the context of risk assessments for recycled water, and secondly in the context of water usage by crops. The research objective was to model error structures using hierarchical models in two problems, namely risk assessment analyses for wastewater, and secondly, in a four dimensional dataset, assessing differences between cropping systems over time and over three spatial dimensions. The aim was to use the simplicity and insight afforded by Bayesian networks to develop appropriate models for risk scenarios, and again to use Bayesian hierarchical models to explore the necessarily complex modelling of four dimensional agricultural data. The specific objectives of the research were to develop a method for the calculation of credible intervals for the point estimates of Bayesian networks; to develop a model structure to incorporate all the experimental uncertainty associated with various constants thereby allowing the calculation of more credible credible intervals for a risk assessment; to model a single day’s data from the agricultural dataset which satisfactorily captured the complexities of the data; to build a model for several days’ data, in order to consider how the full data might be modelled; and finally to build a model for the full four dimensional dataset and to consider the timevarying nature of the contrast of interest, having satisfactorily accounted for possible spatial and temporal autocorrelations. This work forms five papers, two of which have been published, with two submitted, and the final paper still in draft. The first two objectives were met by recasting the risk assessments as directed, acyclic graphs (DAGs). In the first case, we elicited uncertainty for the conditional probabilities needed by the Bayesian net, incorporated these into a corresponding DAG, and used Markov chain Monte Carlo (MCMC) to find credible intervals, for all the scenarios and outcomes of interest. In the second case, we incorporated the experimental data underlying the risk assessment constants into the DAG, and also treated some of that data as needing to be modelled as an ‘errors-invariables’ problem [Fuller, 1987]. This illustrated a simple method for the incorporation of experimental error into risk assessments. In considering one day of the three-dimensional agricultural data, it became clear that geostatistical models or conditional autoregressive (CAR) models over the three dimensions were not the best way to approach the data. Instead CAR models are used with neighbours only in the same depth layer. This gave flexibility to the model, allowing both the spatially structured and non-structured variances to differ at all depths. We call this model the CAR layered model. Given the experimental design, the fixed part of the model could have been modelled as a set of means by treatment and by depth, but doing so allows little insight into how the treatment effects vary with depth. Hence, a number of essentially non-parametric approaches were taken to see the effects of depth on treatment, with the model of choice incorporating an errors-in-variables approach for depth in addition to a non-parametric smooth. The statistical contribution here was the introduction of the CAR layered model, the applied contribution the analysis of moisture over depth and estimation of the contrast of interest together with its credible intervals. These models were fitted using WinBUGS [Lunn et al., 2000]. The work in the fifth paper deals with the fact that with large datasets, the use of WinBUGS becomes more problematic because of its highly correlated term by term updating. In this work, we introduce a Gibbs sampler with block updating for the CAR layered model. The Gibbs sampler was implemented by Chris Strickland using pyMCMC [Strickland, 2010]. This framework is then used to consider five days data, and we show that moisture in the soil for all the various treatments reaches levels particular to each treatment at a depth of 200 cm and thereafter stays constant, albeit with increasing variances with depth. In an analysis across three spatial dimensions and across time, there are many interactions of time and the spatial dimensions to be considered. Hence, we chose to use a daily model and to repeat the analysis at all time points, effectively creating an interaction model of time by the daily model. Such an approach allows great flexibility. However, this approach does not allow insight into the way in which the parameter of interest varies over time. Hence, a two-stage approach was also used, with estimates from the first-stage being analysed as a set of time series. We see this spatio-temporal interaction model as being a useful approach to data measured across three spatial dimensions and time, since it does not assume additivity of the random spatial or temporal effects.