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Full-Text Articles in Operations Research, Systems Engineering and Industrial Engineering

On Step Sizes, Stochastic Shortest Paths, And Survival Probabilities In Reinforcement Learning, Abhijit Gosavi Dec 2008

On Step Sizes, Stochastic Shortest Paths, And Survival Probabilities In Reinforcement Learning, Abhijit Gosavi

Engineering Management and Systems Engineering Faculty Research & Creative Works

Reinforcement learning (RL) is a simulation-based technique useful in solving Markov decision processes if their transition probabilities are not easily obtainable or if the problems have a very large number of states. We present an empirical study of (i) the effect of step-sizes (learning rules) in the convergence of RL algorithms, (ii) stochastic shortest paths in solving average reward problems via RL, and (iii) the notion of survival probabilities (downside risk) in RL. We also study the impact of step sizes when function approximation is combined with RL. Our experiments yield some interesting insights that will be useful in practice …


A Model Based Fault Detection And Prognostic Scheme For Uncertain Nonlinear Discrete-Time Systems, Balaje T. Thumati, Jagannathan Sarangapani Dec 2008

A Model Based Fault Detection And Prognostic Scheme For Uncertain Nonlinear Discrete-Time Systems, Balaje T. Thumati, Jagannathan Sarangapani

Electrical and Computer Engineering Faculty Research & Creative Works

A new fault detection and prognostics (FDP) framework is introduced for uncertain nonlinear discrete time system by using a discrete-time nonlinear estimator which consists of an online approximator. A fault is detected by monitoring the deviation of the system output with that of the estimator output. Prior to the occurrence of the fault, this online approximator learns the system uncertainty. In the event of a fault, the online approximator learns both the system uncertainty and the fault dynamics. A stable parameter update law in discrete-time is developed to tune the parameters of the online approximator. This update law is also …


Neural Network Output Feedback Control Of A Quadrotor Uav, Jagannathan Sarangapani, Travis Alan Dierks Dec 2008

Neural Network Output Feedback Control Of A Quadrotor Uav, Jagannathan Sarangapani, Travis Alan Dierks

Electrical and Computer Engineering Faculty Research & Creative Works

A neural network (NN) based output feedback controller for a quadrotor unmanned aerial vehicle (UAV) is proposed. The NNs are utilized in the observer and for generating virtual and actual control inputs, respectively, where the NNs learn the nonlinear dynamics of the UAV online including uncertain nonlinear terms like aerodynamic friction and blade flapping. It is shown using Lyapunov theory that the position, orientation, and velocity tracking errors, the virtual control and observer estimation errors, and the NN weight estimation errors for each NN are all semi-globally uniformly ultimately bounded (SGUUB) in the presence of bounded disturbances and NN functional …


Neural-Network-Based State Feedback Control Of A Nonlinear Discrete-Time System In Nonstrict Feedback Form, Pingan He, Jagannathan Sarangapani Dec 2008

Neural-Network-Based State Feedback Control Of A Nonlinear Discrete-Time System In Nonstrict Feedback Form, Pingan He, Jagannathan Sarangapani

Electrical and Computer Engineering Faculty Research & Creative Works

In this paper, a suite of adaptive neural network (NN) controllers is designed to deliver a desired tracking performance for the control of an unknown, second-order, nonlinear discrete-time system expressed in nonstrict feedback form. In the first approach, two feedforward NNs are employed in the controller with tracking error as the feedback variable whereas in the adaptive critic NN architecture, three feedforward NNs are used. In the adaptive critic architecture, two action NNs produce virtual and actual control inputs, respectively, whereas the third critic NN approximates certain strategic utility function and its output is employed for tuning action NN weights …


Function-Based Failure Propagation For Conceptual Design, Daniel A. Krus, Katie Grantham Oct 2008

Function-Based Failure Propagation For Conceptual Design, Daniel A. Krus, Katie Grantham

Engineering Management and Systems Engineering Faculty Research & Creative Works

When designing a product, the earlier the potential risks can be identified, the more costs can be saved, as it is easier to modify a design in its early stages. Several methods exist to analyze the risk in a system, but all require a mature design. However, by applying the concept of “common interfaces” to a functional model and utilizing a historical knowledge base, it is possible to analyze chains of failures during the conceptual phase of product design. This paper presents a method based on these common interfaces to be used in conjunction with other methods such as risk …


A Model Based Fault Detection Scheme For Nonlinear Multivariable Discrete-Time Systems, Balaje T. Thumati, Jagannathan Sarangapani Oct 2008

A Model Based Fault Detection Scheme For Nonlinear Multivariable Discrete-Time Systems, Balaje T. Thumati, Jagannathan Sarangapani

Electrical and Computer Engineering Faculty Research & Creative Works

In this paper, a novel robust scheme is developed for detecting faults in nonlinear discrete time multi-input and multi-output systems in contrast with the available schemes that are developed in continuous-time. Both state and output faults are addressed by considering separate time profiles. The faults, which could be incipient or abrupt, are modeled using input and output signals of the system. By using nonlinear estimation techniques, the discrete-time system is monitored online. Once a fault is detected, its dynamics are characterized using an online approximator. A stable parameter update law is developed for the online approximator scheme in discrete-time. The …


Optimal Energy-Delay Routing Protocol With Trust Levels For Wireless Ad Hoc Networks, Eyad Taqieddin, Ann K. Miller, Jagannathan Sarangapani Sep 2008

Optimal Energy-Delay Routing Protocol With Trust Levels For Wireless Ad Hoc Networks, Eyad Taqieddin, Ann K. Miller, Jagannathan Sarangapani

Electrical and Computer Engineering Faculty Research & Creative Works

This paper presents the Trust Level Routing (TLR) pro- tocol, an extension of the optimized energy-delay rout- ing (OEDR) protocol, focusing on the integrity, reliability and survivability of the wireless network. TLR is similar to OEDR in that they both are link state routing proto- cols that run in a proactive mode and adopt the concept of multi-point relay (MPR) nodes. However, TLR aims at incorporating trust levels into routing by frequently changing the MPR nodes as well as authenticating the source node and contents of control packets. TLR calcu- lates the link costs based on a composite metric (delay …


Network-Centric Localization In Manets Based On Particle Swarm Optimization, Raghavendra V. Kulkarni, Ganesh K. Venayagamoorthy, Ann K. Miller, Cihan H. Dagli Sep 2008

Network-Centric Localization In Manets Based On Particle Swarm Optimization, Raghavendra V. Kulkarni, Ganesh K. Venayagamoorthy, Ann K. Miller, Cihan H. Dagli

Engineering Management and Systems Engineering Faculty Research & Creative Works

There exist several application scenarios of mobile ad hoc networks (MANET) in which the nodes need to locate a target or surround it. Severe resource constraints in MANETs call for energy efficient target localization and collaborative navigation. Centralized control of MANET nodes is not an attractive solution due to its high network utilization that can result in congestions and delays. In nature, many colonies of biological species (such as a flock of birds) can achieve effective collaborative navigation without any centralized control. Particle swarm optimization (PSO), a popular swarm intelligence approach that models social dynamics of a biological swarm is …


Sr-2: A Hybrid Algorithm For The Capacitated Vehicle Routing Problem, Angel A. Juan, Javier Faulin, Josep Jorba, Barry Barrios, Scott Erwin Grasman Sep 2008

Sr-2: A Hybrid Algorithm For The Capacitated Vehicle Routing Problem, Angel A. Juan, Javier Faulin, Josep Jorba, Barry Barrios, Scott Erwin Grasman

Engineering Management and Systems Engineering Faculty Research & Creative Works

During the last decades a lot of work has been devoted to develop algorithms that can provide near-optimal solutions for the capacitated vehicle routing problem (CVRP). Most of these algorithms are designed to minimize an objective function, subject to a set of constraints, which typically represents aprioristic costs. This approach provides adequate theoretical solutions, but they do not always fit real-life needs since there are some important costs and some routing constraints or desirable properties that cannot be easily modeled. In this paper, we present a new approach which combines the use of Monte Carlo simulation and parallel and grid …


Reinforcement Learning Based Dual-Control Methodology For Complex Nonlinear Discrete-Time Systems With Application To Spark Engine Egr Operation, Peter Shih, Brian C. Kaul, Jagannathan Sarangapani, J. A. Drallmeier Aug 2008

Reinforcement Learning Based Dual-Control Methodology For Complex Nonlinear Discrete-Time Systems With Application To Spark Engine Egr Operation, Peter Shih, Brian C. Kaul, Jagannathan Sarangapani, J. A. Drallmeier

Electrical and Computer Engineering Faculty Research & Creative Works

A novel reinforcement-learning-based dual-control methodology adaptive neural network (NN) controller is developed to deliver a desired tracking performance for a class of complex feedback nonlinear discrete-time systems, which consists of a second-order nonlinear discrete-time system in nonstrict feedback form and an affine nonlinear discrete-time system, in the presence of bounded and unknown disturbances. For example, the exhaust gas recirculation (EGR) operation of a spark ignition (SI) engine is modeled by using such a complex nonlinear discrete-time system. A dual-controller approach is undertaken where primary adaptive critic NN controller is designed for the nonstrict feedback nonlinear discrete-time system whereas the secondary …


Damping Inter-Area Oscillations By Upfcs Based On Selected Global Measurements, Mahyar Zarghami, Yilu Liu, Jagannathan Sarangapani, Mariesa Crow Jul 2008

Damping Inter-Area Oscillations By Upfcs Based On Selected Global Measurements, Mahyar Zarghami, Yilu Liu, Jagannathan Sarangapani, Mariesa Crow

Electrical and Computer Engineering Faculty Research & Creative Works

This paper introduces a method of using a selected set of the global data for controlling inter-area oscillations of the power network using unified power flow controllers. This novel algorithm utilizes reduced order observers for estimating the missing data the purpose of control when all the data is unavailable through frequency measurements in a wide area control approach. The paper will also address the problem of time-delay in data acquisition through examples.


Public-Private Partnerships For Technology Growth In The Public Sector, F. Lera-Lopez, Scott Erwin Grasman, Javier Faulin Jun 2008

Public-Private Partnerships For Technology Growth In The Public Sector, F. Lera-Lopez, Scott Erwin Grasman, Javier Faulin

Engineering Management and Systems Engineering Faculty Research & Creative Works

Public-private partnerships (PPP) are a mechanism for financing large infrastructure development such as transportation projects, hospitals, schools, and public works facilities. In addition, the benefits of PPP stretch well into the realm of engineering management. Most notably, PPPs provide the opportunity for more efficient project management, proficient risk mitigation, and enhanced technological innovation. This paper provides a general description of the typical PPP process and how this process can be used to improve management of technology in the public sector.


System Of Systems: Power And Paradox, Joseph J. Simpson, Cihan H. Dagli Jun 2008

System Of Systems: Power And Paradox, Joseph J. Simpson, Cihan H. Dagli

Engineering Management and Systems Engineering Faculty Research & Creative Works

Systems concepts and artifacts provide the basis for enumerable sources of power and wealth in our modern world. Culture, art and science all are based on established systems of behavior, values and thought. The current environment is densely populated with physical system artifacts that are used in every aspect of human life. The ubiquitous nature of existing systems has generated a strong interest in using an existing set of systems as the basis for a system of systems. Further interest in the system-of-systems approach is stimulated by rapid development, deployment and expansion of new and existing systems. While successful system …


An Executable System Architecture Approach To Discrete Events System Modeling Using Sysml In Conjunction With Colored Petri Net, Renzhong Wang, Cihan H. Dagli Apr 2008

An Executable System Architecture Approach To Discrete Events System Modeling Using Sysml In Conjunction With Colored Petri Net, Renzhong Wang, Cihan H. Dagli

Engineering Management and Systems Engineering Faculty Research & Creative Works

This paper proposes an executable system architecting paradigm for discrete event system modeling and analysis through integration of a set of architecting tools, executable modeling tools, analytical tools, and visualization tools. The essential step is translating SysML-based specifications into colored Petri nets (CPNs) which enables rigorous static and dynamic system analysis as well as formal verification of the behavior and functionality of the SysML-based design. A set of tools have been studied and integrated that enable a structured architecture design process. Some basic principles of executable system architecture for discrete event system modeling that guide the process of executable architecture …


Executable Modeling For System Of Systems Architecting: An Artificial Life Framework, Kilicay-Ergin Nil, Cihan H. Dagli Apr 2008

Executable Modeling For System Of Systems Architecting: An Artificial Life Framework, Kilicay-Ergin Nil, Cihan H. Dagli

Engineering Management and Systems Engineering Faculty Research & Creative Works

There is a diversity of frameworks and methodologies for enabling architecture developments. Static representation frameworks provide a standardized way to communicate the architecture to stakeholders, but do not provide means to analyze the system states and system behavior. Therefore, there is a need to convert static representation frameworks to executable models. The aim of this paper is to present Artificial Life approaches as a methodology for understanding behavior of System of Systems. For this, an Artificial Life based framework for modeling System of Systems is presented. The framework comprises cognitive architectures embedded in multi-agent models. Financial markets are selected as …


System Of Systems Architecture Generation And Evaluation Using Evolutionary Algorithms, Joseph J. Simpson, Cihan H. Dagli Apr 2008

System Of Systems Architecture Generation And Evaluation Using Evolutionary Algorithms, Joseph J. Simpson, Cihan H. Dagli

Engineering Management and Systems Engineering Faculty Research & Creative Works

Evolutionary algorithms and computational intelligence represent a developing technology and science that provides great potential in the area of system and system-of-systems architecture generation, categorization and evaluation. Classical system engineering analysis techniques have been used to represent a system architecture in a manner that is compatible with evolutionary algorithms and computational intelligence techniques. This paper focuses on specific system relationship configurations and attributes that are required to successfully aggregate the best-fit function in a fuzzy associative memory that is used in an evolutionary algorithm to generate and evaluate system architectures.


Systems Methodology And Framework For Problem Definition In Mobile Ad Hoc Networks, Reghu Anguswamy, Maheswaran Thiagarajan, Cihan H. Dagli Apr 2008

Systems Methodology And Framework For Problem Definition In Mobile Ad Hoc Networks, Reghu Anguswamy, Maheswaran Thiagarajan, Cihan H. Dagli

Engineering Management and Systems Engineering Faculty Research & Creative Works

Mobile Ad Hoc Networks are communication networks built up of a collection of mobile devices which can communicate through wireless connections. Mobile Ad Hoc Networks have many challenges such as routing, which is the task of directing data packets from a source node to a given destination. This task is particularly hard in Mobile Ad Hoc Networks: due to the mobility of the network elements and the lack of central control, robustness and adaptability in routing algorithms and work in a decentralized and self organizing way. Through the principles of systems architecting and Engineering; the problem statement in Mobile Ad …


Missouri S&T Mote-Based Demonstration Of Energy Monitoring Solution For Network Enabled Manufacturing Using Wireless Sensor Networks (Wsn), James W. Fonda, Maciej Jan Zawodniok, Al Salour, Jagannathan Sarangapani, Donald Miller Apr 2008

Missouri S&T Mote-Based Demonstration Of Energy Monitoring Solution For Network Enabled Manufacturing Using Wireless Sensor Networks (Wsn), James W. Fonda, Maciej Jan Zawodniok, Al Salour, Jagannathan Sarangapani, Donald Miller

Electrical and Computer Engineering Faculty Research & Creative Works

In this work, an inexpensive electric utilities monitoring solution using wireless sensor networks is demonstrated that can easily be installed, deployed, maintained and eliminate unnecessary energy costs and effort. The monitoring solution is designed to support network enabled manufacturing (NEM) program using Missouri University of Science and Technology (MST), formerly the University of Missouri-Rolla (UMR), motes.


Output Feedback Controller For Operation Of Spark Ignition Engines At Lean Conditions Using Neural Networks, Jonathan B. Vance, Brian C. Kaul, Jagannathan Sarangapani, J. A. Drallmeier Mar 2008

Output Feedback Controller For Operation Of Spark Ignition Engines At Lean Conditions Using Neural Networks, Jonathan B. Vance, Brian C. Kaul, Jagannathan Sarangapani, J. A. Drallmeier

Electrical and Computer Engineering Faculty Research & Creative Works

Spark ignition (SI) engines operating at very lean conditions demonstrate significant nonlinear behavior by exhibiting cycle-to-cycle bifurcation of heat release. Past literature suggests that operating an engine under such lean conditions can significantly reduce NO emissions by as much as 30% and improve fuel efficiency by as much as 5%-10%. At lean conditions, the heat release per engine cycle is not close to constant, as it is when these engines operate under stoichiometric conditions where the equivalence ratio is 1.0. A neural network controller employing output feedback has shown ability in simulation to reduce the nonlinear cyclic dispersion observed under …


A Suite Of Robust Controllers For The Manipulation Of Microscale Objects, Qinmin Yang, Jagannathan Sarangapani Feb 2008

A Suite Of Robust Controllers For The Manipulation Of Microscale Objects, Qinmin Yang, Jagannathan Sarangapani

Electrical and Computer Engineering Faculty Research & Creative Works

A suite of novel robust controllers is introduced for the pickup operation of microscale objects in a microelectromechanical system (MEMS). In MEMS, adhesive, surface tension, friction, and van der Waals forces are dominant. Moreover, these forces are typically unknown. The proposed robust controller overcomes the unknown contact dynamics and ensures its performance in the presence of actuator constraints by assuming that the upper bounds on these forces are known. On the other hand, for the robust adaptive critic-based neural network (NN) controller, the unknown dynamic forces are estimated online. It consists of an action NN for compensating the unknown system …


Application Of Design Of Experiments To Flight Test: A Case Study, Aaron A. Tucker, Gregory T. Hutto, Cihan H. Dagli Feb 2008

Application Of Design Of Experiments To Flight Test: A Case Study, Aaron A. Tucker, Gregory T. Hutto, Cihan H. Dagli

Engineering Management and Systems Engineering Faculty Research & Creative Works

Modern flight test tends to be a complex, expensive undertaking so any increases in efficiency would result in considerable savings. Design of experiments is a statistical methodology which enables a highly efficient investigation where only the samples needed are collected and analyzed. the application of design of experiments to the design of flight test can result in a significant increase in test efficiency. Increased information is garnered from the data collected while the number of data points required to understand the system is reduced. in this effort, an actual flight test program serves as a case study to compare and …


The Effects Of Congressional Elections On Future Equity Market Returns, Vincent Louis Ovlia, David Lee Enke, Michael C. Davis Jan 2008

The Effects Of Congressional Elections On Future Equity Market Returns, Vincent Louis Ovlia, David Lee Enke, Michael C. Davis

Engineering Management and Systems Engineering Faculty Research & Creative Works

As the primary entity responsible for new legislation, Congress is capable of enacting legislation that may affect future market returns. To examine potential effects, the percentage of the House of Representatives and Senate controlled by a political party is examined. Additionally, the effect on returns in a change in the percentage of seats gained or lost in Congressional elections is analyzed. To test both theories, a modified “partisan view” model is adopted. Results point to the fact that equity markets perform better in situations in which power is distributed between political parties.


Implementing An Architectural Framework To Define And Deliver Net-Centric Capability To Legacy Military Air Assets Operating Within A System Of Systems, Mark S. Anderson, S. M. Martin, Cihan H. Dagli, Ann K. Miller Jan 2008

Implementing An Architectural Framework To Define And Deliver Net-Centric Capability To Legacy Military Air Assets Operating Within A System Of Systems, Mark S. Anderson, S. M. Martin, Cihan H. Dagli, Ann K. Miller

Engineering Management and Systems Engineering Faculty Research & Creative Works

The United States Air Force (USAF) is implementing an integrated net-centric system of systems for airborne operations in support of the global war on terror (GWOT). The GWOT demands that a successful architecture framework transforms and delivers net-centric assets to the war-fighter in a timely manner. A critical component of this implementation is the transformation of legacy strategic air platforms into net-centric air power assets operating within a system of systems. The System Architectural (SA) framework, and the Department of Defense Architectural Framework (DoDAF) are ways of managing complexity and organizing information within a system of systems network. This paper …


Generalized Hamilton-Jacobi-Bellman Formulation-Based Neural Network Control Of Affine Nonlinear Discrete-Time Systems, Zheng Chen, Jagannathan Sarangapani Jan 2008

Generalized Hamilton-Jacobi-Bellman Formulation-Based Neural Network Control Of Affine Nonlinear Discrete-Time Systems, Zheng Chen, Jagannathan Sarangapani

Electrical and Computer Engineering Faculty Research & Creative Works

In this paper, we consider the use of nonlinear networks towards obtaining nearly optimal solutions to the control of nonlinear discrete-time (DT) systems. The method is based on least squares successive approximation solution of the generalized Hamilton-Jacobi-Bellman (GHJB) equation which appears in optimization problems. Successive approximation using the GHJB has not been applied for nonlinear DT systems. The proposed recursive method solves the GHJB equation in DT on a well-defined region of attraction. The definition of GHJB, pre-Hamiltonian function, HJB equation, and method of updating the control function for the affine nonlinear DT systems under small perturbation assumption are proposed. …