Continuous scaling of the transistor size and reduction of the operating voltage have led to a significant performance improvement of integrated circuits. However, the vulnerability of the scaled circuits to transient data upsets or soft errors, which are caused by alpha particles and cosmic neutrons, has emerged as a major reliability concern. In this thesis, we have investigated the effects of soft errors in combinational circuits and proposed soft error detection techniques for high speed adders. In particular, we have proposed an area-efficient 64-bit soft error robust logarithmic adder (SRA). The adder employs the carry merge Sklansky adder architecture in which carries are generated every 4 bits. Since the particle-induced transient, which is often referred to as a single event transient (SET) typically lasts for 100~200 ps, the adder uses time redundancy by sampling the sum outputs twice. The sampling instances have been set at 110 ps apart. In contrast to the traditional time redundancy, which requires two clock cycles to generate a given output, the SRA generates an output in a single clock cycle. The sampled sum outputs are compared using a 64-bit XOR tree to detect any possible error. An energy efficient 4-input transmission gate based XOR logic is implemented to reduce the delay and the power in this case. The pseudo-static logic (PSL), which has the ability to recover from a particle induced transient, is used in the adder implementation. In comparison with the space redundant approach which requires hardware duplication for error detection, the SRA is 50% more area efficient. The proposed SRA is simulated for different operands with errors inserted at different nodes at the inputs, the carry merge tree, and the sum generation circuit. The simulation vectors are carefully chosen such that the SET is not masked by error masking mechanisms, which are inherently present in combinational circuits. Simulation results show that the proposed SRA is capable of detecting 77% of the errors. The undetected errors primarily result when the SET causes an even number of errors and when errors occur outside the sampling window.

In deregulated electricity markets, generating companies submit energy bids which are derived from a self-schedule. In this thesis, we propose an improved semidefinite programming-based model for the self-scheduling problem. The model provides the profit-maximizing generation quantities of a single generator over a multi-period horizon and accounts for uncertainty in prices using robust optimization. Within this robust framework, the price information is represented analytically as an ellipsoid. The risk-adversity of the decision maker is taken into account by a scaling parameter. Hence, the focus of the model is directed toward the trade-off between profit and risk. The bounds obtained by the proposed approach are shown to be significantly better than those obtained by a mean-variance approach from the literature. We then apply the proposed model within a branch-and-bound algorithm to improve the quality of the solutions. The resulting solutions are also compared with the mean-variance approach, which is formulated as a mixed-integer quadratic programming problem. The results indicate that the proposed approach produces solutions which are closer to integrality and have lower relative error than the mean-variance approach.

The subject of this thesis is to study approximation algorithms for some network design problems in face of uncertainty. We consider two widely studied models of handling uncertainties - Robust Optimization and Stochastic Optimization. We study a robust version of the well studied Uncapacitated Facility Location Problem (UFLP). In this version, once the set of facilities to be opened is decided, an adversary may close at most β facilities. The clients must then be assigned to the remaining open facilities. The performance of a solution is measured by the worst possible set of facilities that the adversary may close. We introduce a novel LP for the problem, and provide an LP rounding algorithm when all facilities have same opening costs. We also study the 2-stage Stochastic version of the Steiner Tree Problem. In this version, the set of terminals to be covered is not known in advance. Instead, a probability distribution over the possible sets of terminals is known. One is allowed to build a partial solution in the first stage a low cost, and when the exact scenario to be covered becomes known in the second stage, one is allowed to extend the solution by building a recourse network, albeit at higher cost. The aim is to construct a solution of low cost in expectation. We provide an LP rounding algorithm for this problem that beats the current best known LP rounding based approximation algorithm.

Optimal investment decisions often rely on assumptions about the models and their associated parameter values. Therefore, it is essential to assess suitability of these assumptions and to understand sensitivity of outcomes when they are altered. More importantly, appropriate approaches should be developed to achieve a robust decision. In this thesis, we carry out a sensitivity analysis on parameter values as well as model speci cation of an important problem in portfolio management, namely the optimal portfolio execution problem. We then propose more robust solution techniques and models to achieve greater reliability on the performance of an optimal execution strategy. The optimal portfolio execution problem yields an execution strategy to liquidate large blocks of assets over a given execution horizon to minimize the mean of the execution cost and risk in execution. For large-volume trades, a major component of the execution cost comes from price impact. The optimal execution strategy then depends on the market price dynamics, the execution price model, the price impact model, as well as the choice of the risk measure. In this study, rst, sensitivity of the optimal execution strategy to estimation errors in the price impact parameters is analyzed, when a deterministic strategy is sought to minimize the mean and variance of the execution cost. An upper bound on the size of change in the solution is provided, which indicates the contributing factors to sensitivity of an optimal execution strategy. Our results show that the optimal execution strategy and the e cient frontier may be quite sensitive to perturbations in the price impact parameters. Motivated by our sensitivity results, a regularized robust optimization approach is devised when the price impact parameters belong to some uncertainty set. We rst illustrate that the classical robust optimization might be unstable to variation in the uncertainty set. To achieve greater stability, the proposed approach imposes a regularization constraint on the uncertainty set before being used in the minimax optimization formulation. Improvement in the stability of the robust solution is discussed and some implications of the regularization on the robust solution are studied. Sensitivity of the optimal execution strategy to market price dynamics is then investigated. We provide arguments that jump di usion models using compound poisson processes naturally model uncertain price impact of other large trades. Using stochastic dynamic programming, we derive analytical solutions for minimizing the expected execution cost under jump di usion models and compare them with the optimal execution strategies obtained from a di usion process. A jump di usion model for the market price dynamics suggests the use of Conditional Value-at-Risk (CVaR) as the risk measure. Using Monte Carlo simulations, a smoothing technique, and a parametric representation of a stochastic strategy, we investigate an approach to minimize the mean and CVaR of the execution cost. The devised approach can further handle constraints using a smoothed exact penalty function.

A workforce plan states the number of workers required at any point in time. Efficient workforce plans can help companies achieve their organizational goals while keeping costs low. In ever increasing globalized work market, companies need a competitive edge over their competitors. A competitive edge can be achieved by lowering costs. Labour costs can be one of the significant costs faced by the companies. Efficient workforce plans can provide companies with a competitive edge by finding low cost options to meet customer demand. This thesis studies the problem of determining the required number of workers when there are two categories of workers. Workers belonging to the first category are trained to work on one type of task (called Specialized Workers); whereas, workers in the second category are trained to work in all the tasks (called Flexible Workers). This thesis makes the following three main contributions. First, it addresses this problem when the demand is deterministic and stochastic. Two different models for deterministic demand cases have been proposed. To study the effects of uncertain demand, techniques of Robust Optimization and Robust Mathemat- ical Programming were used. The thesis also investigates methods to solve large instances of this problem; some of the instances we considered have more than 600,000 variables and constraints. As most of the variables are integer, and objective function is nonlinear, a commercial solver was not able to solve the problem in one day. Initially, we tried to solve the problem by using Lagrangian relaxation and Outer approximation techniques but these approaches were not successful. Although effective in solving small problems, these tools were not able to generate a bound within run time limit for the large data set. A number of heuristics were proposed using projection techniques. Finally this thesis develops a genetic algorithm to solve large instances of this prob- lem. For the tested population, the genetic algorithm delivered results within 2-3% of optimal solution.

Recent advances in sensor and microcomputer technology and in control and aeroydynamics theories has made small unmanned aerial vehicles a reality. The small size, low cost and manoueverbility of these systems has positioned them to be potential solutions in a large class of applications. However, the small size of these vehicles pose significant challenges. The small sensors used on these systems are much noisier than their larger counterparts.The compact structure of these vehicles also makes them more vulnerable to environmental effects. This work develops several different control strategies for two sUAV platforms and provides the rationale for judging each of the controllers based on a derivation of the dynamics, simulation studies and experimental results where possible. First, the coaxial helicopter platform is considered. This sUAV’s dual rotor system (along with its stabilizer bar technology) provides the ideal platform for safe, stable flight in a compact form factor. However, the inherent stability of the vehicle is achieved at the cost of weaker control authority and therefore an inability to achieve aggressive trajectories especially when faced with heavy wind disturbances. Three different linear control strategies are derived for this platform. PID, LQR and H∞ methods are tested in simulation studies. While the PID method is simple and intuitive, the LQR method is better at handling the decoupling required in the system. However the frequency domain design of the H∞ control method is better at suppressing disturbances and tracking more aggressive trajectories. The dynamics of the quadrotor are much faster than those of the coaxial helicopter. In the quadrotor, four independent fixed pitch rotors provide the required thrust. Differences between each of the rotors creates moments in the roll, pitch and yaw directions. This system greatly simplifies the mechanical complexity of the UAV, making quadrotors cheaper to maintain and more accessible. The quadrotor dynamics are derived in this work. Due to the lack of any mechanical stabilization system, these quadrotor dynamics are not inherently damped around hover. As such, the focus of the controller development is on using nonlinear techniques. Linear quadratic regulation methods are derived and shown to be inadequate when used in zones moderately outside hover. Within nonlinear methods, feedback linearization techniques are developed for the quadrotor using an inner/outer loop decoupling structure that avoids more complex variants of the feedback linearization methodology. Most nonlinear control methods (including feedback linearization) assume perfect knowledge of vehicle parameters. In this regard, simulation studies show that when this assumption is violated the results of the flight significantly deteriorate for quadrotors flying using the feedback linearization method. With this in mind, an adaptation law is devised around the nonlinear control method that actively modifies the plant parameters in an effort to drive tracking errors to zero. In simple cases with sufficiently rich trajectory requirements the parameters are able to adapt to the correct values (as verified by simulation studies). It can also adapt to changing parameters in flight to ensure that vehicle stability and controller performance is not compromised. However, the direct adaptive control method devised in this work has the added benefit of being able to modify plant parameters to suppress the effects of external disturbances as well. This is clearly shown when wind disturbances are applied to the quadrotor simulations. Finally, the nonlinear quadrotor controllers devised above are tested on a custom built quadrotor and autopilot platform. While the custom quadrotor is able to fly using the standard control methods, the specific controllers devised here are tested on a test bench that constrains the movement of the vehicle. The results of the tests show that the controller is able to sufficiently change the necessary parameter to ensure effective tracking in the presence of unmodelled disturbances and measurement error.

Networked control systems (NCSs) are a kind of distributed control systems in which the data between control components are exchanged via communication networks. Because of the attractive advantages of NCSs such as reduced system wiring, low weight, and ease of system diagnosis and maintenance, the research on NCSs has received much attention in recent years. The first part (Chapter 2 - Chapter 4) of the thesis is devoted to designing new controllers for NCSs by incorporating the network-induced delays. The thesis also conducts research on filtering of multirate systems and identification of Hammerstein systems in the second part (Chapter 5 - Chapter 6).<br /><br /> Network-induced delays exist in both sensor-to-controller (S-C) and controller-to-actuator (C-A) links. A novel two-mode-dependent control scheme is proposed, in which the to-be-designed controller depends on both S-C and C-A delays. The resulting closed-loop system is a special jump linear system. Then, the conditions for stochastic stability are obtained in terms of a set of linear matrix inequalities (LMIs) with nonconvex constraints, which can be efficiently solved by a sequential LMI optimization algorithm. Further, the control synthesis problem for the NCSs is considered. The definitions of <em>H₂</em> and <em>H_∞</em> norms for the special system are first proposed. Also, the plant uncertainties are considered in the design. Finally, the robust mixed <em>H₂/H_&infin;</em> control problem is solved under the framework of LMIs. <br /><br /> To compensate for both S-C and C-A delays modeled by Markov chains, the generalized predictive control method is modified to choose certain predicted future control signal as the current control effort on the actuator node, whenever the control signal is delayed. Further, stability criteria in terms of LMIs are provided to check the system stability. The proposed method is also tested on an experimental hydraulic position control system. <br /><br /> Multirate systems exist in many practical applications where different sampling rates co-exist in the same system. The <em>l₂-l_&infin;</em> filtering problem for multirate systems is considered in the thesis. By using the lifting technique, the system is first transformed to a linear time-invariant one, and then the filter design is formulated as an optimization problem which can be solved by using LMI techniques. <br /><br /> Hammerstein model consists of a static nonlinear block followed in series by a linear dynamic system, which can find many applications in different areas. New switching sequences to handle the two-segment nonlinearities are proposed in this thesis. This leads to less parameters to be estimated and thus reduces the computational cost. Further, a stochastic gradient algorithm based on the idea of replacing the unmeasurable terms with their estimates is developed to identify the Hammerstein model with two-segment nonlinearities. <br /><br /> Finally, several open problems are listed as the future research directions.

Utilizing the universal approximation property of neural networks, we develop several novel approaches to neural network-based adaptive output feedback control of nonlinear systems, and illustrate these approaches for several flight control applications. In particular, we address the problem of non-affine systems and eliminate the fixed point assumption present in earlier work. All of the stability proofs are carried out in a form that eliminates an algebraic loop in the neural network implementation. An approximate input/output feedback linearizing controller is augmented with a neural network using input/output sequences of the uncertain system. These approaches permit adaptation to both parametric uncertainty and unmodeled dynamics. All physical systems also have control position and rate limits, which may either deteriorate performance or cause instability for a sufficiently high control bandwidth. Here we apply a method for protecting an adaptive process from the effects of input saturation and time delays, known as ``pseudo control hedging". This method was originally developed for the state feedback case, and we provide a stability analysis that extends its domain of applicability to the case of output feedback. The approach is illustrated by the design of a pitch-attitude flight control system for a linearized model of an R-50 experimental helicopter, and by the design of a pitch-rate control system for a 58-state model of a flexible aircraft consisting of rigid body dynamics coupled with actuator and flexible modes. A new approach to augmentation of an existing linear controller is introduced. It is especially useful when there is limited information concerning the plant model, and the existing controller. The approach is applied to the design of an adaptive autopilot for a guided munition. Design of a neural network adaptive control that ensures asymptotically stable tracking performance is also addressed.

One of the important factors to be considered in designing an engineering system is uncertainty, which emanates from natural randomness, limited data, or limited knowledge of systems. In this study, a robust design methodology is established in order to design multifunctional materials, employing multi-time and length scale analyses. The Robust Concept Exploration Method with Error Margin Index (RCEM-EMI) is proposed for design incorporating non-deterministic system behavior. The Inductive Design Exploration Method (IDEM) is proposed to facilitate distributed, robust decision-making under propagated uncertainty in a series of multiscale analyses or simulations. These methods are verified in the context of Design of Multifunctional Energetic Structural Materials (MESM). The MESM is being developed to replace the large amount of steel reinforcement in a missile penetrator for light weight, high energy release, and sound structural integrity. In this example, the methods facilitate following state-of-the-art design capabilities, robust MESM design under (a) random microstructure changes and (b) propagated uncertainty in a multiscale analysis chain. The methods are designed to facilitate effective and efficient materials design; however, they are generalized to be applicable to any complex engineering systems design that incorporates computationally intensive simulations or expensive experiments, non-deterministic models, accumulated uncertainty in multidisciplinary analyses, and distributed, collaborative decision-making.

Growing attention is being paid to the problem of efficiently designing and operating reverse supply chain systems to handle the return flows of production wastes, packaging, and end-of-life products. Because uncertainty plays a significant role in all fields of decision-making, solution methodologies for determining the strategic infrastructure of reverse production systems under uncertainty are required. This dissertation presents innovative optimization algorithms for designing a robust network infrastructure when uncertainty affects the outcomes of the decisions. In our context, robustness is defined as minimizing the maximum regret under all realization of the uncertain parameters. These new algorithms can be effectively used in designing supply chain network infrastructure when the joint probability distributions of key parameters are unknown. These algorithms only require the information on potential ranges and possible discrete values of uncertain parameters, which often are available in practice. These algorithms extend the state of the art in robust optimization, both in the structure of the problems they address and the size of the formulations. An algorithm for dealing with the problem with correlated uncertain parameters is also presented. Case studies in reverse production system infrastructure design are presented. The approach is generalizable to the robust design of network supply chain systems with reverse production systems as one of their subsystems.