The research reported in this thesis is concerned with robust precoder and transceiver optimization in multiuser multi-antenna wireless communication systems in the presence of imperfect channel state information(CSI). Precoding at the transmit side, which utilizes the CSI, can improve the system performance and simplify the receiver design. Transmit precoding is essential for inter-user interference cancellation in multiuser downlink where users do not cooperate. Linear and non-linear precoding have been widely investigated as low-complexity alternatives to dirty paper coding-based transmission scheme for multiuser multiple-input multiple-output(MU-MIMO)downlink. Similarly, in relay-assisted networks, precoding at the relay nodes have been shown to improve performance. The precoder and joint precoder/receive filter (transceiver) designs usually assume perfect knowledge of the CSI. In practical systems, however, the CSI will be imperfect due to estimation errors, feedback errors and feedback delays. Such imperfections in CSI will lead to deterioration of performance of the precoders/transceivers designed assuming perfect CSI. In such situations, designs which are robust to CSI errors are crucial to realize the potential of multiuser multi-antenna systems in practice. This thesis focuses on the robust designs of precoders and transceivers for MU-MIMO downlink, and for non-regenerative relay networks in the presence of errors in the CSI. We consider a norm-bounded error(NBE) model, and a stochastic error(SE) model for the CSI errors. These models are suitable for commonly encountered errors, and they allow mathematically and computationally tractable formulations for the robust designs. We adopt a statistically robust design in the case of stochastic error, and a minimax or worst-case robust design in the case of norm-bounded error. We have considered the robust precoder and transceiver designs under different performance criteria based on transmit power and quality-of-service(QoS) constraints. The work reported in this thesis can be grouped into three parts, namely,i ) robust linear pre-coder and transceiver designs for multiuser downlink, ii)robust non-linear precoder and transceiver designs for multiuser downlink, and iii)robust precoder designs for non-regenerative relay networks. Linear precoding: In this part, first, a robust precoder for multiuser multiple-input single-output(MU-MISO)downlink that minimizes the total base station(BS)transmit power with constraints on signal-to-interference-plus-noise ratio(SINR) at the user terminals is considered. We show that this problem can be reformulated as a second order cone program(SOCP) with the same order of computational complexity as that of the non-robust precoder design. Next, a robust design of linear transceiver for MU-MIMO downlink is developed. This design is based on the minimization of sum mean square error(SMSE) with a constraint on the total BS transmit power, and assumes that the error in the CSI at the transmitter(CSIT) follows the stochastic error model. For this design, an iterative algorithm based on the associated Karush-Kuhn-Tucker(KKT) conditions is proposed. Our numerical results demonstrate the robust performance of the propose designs. Non-linear precoding: In this part, we consider robust designs of Tomlinson-Harashima precoders(THP) for MU-MISO and MU-MIMO downlinks with different performance criteria and CSI error models. For MU-MISO systems with imperfect CSIT, we investigate the problem of designing robust THPs under MSE and total BS transmit power constraints. The first design is based on the minimization of total BS transmit power under constraints on the MSE at the individual user receivers. We present an iterative procedure to solve this problem, where each iteration involves the solution of a pair of convex optimization problems. The second design is based on the minimization of a stochastic function of the SMSE under a constraint on the total BS transmit power. We solve this problem efficiently by the method of alternating optimization. For MU-MIMO downlink, we propose robust THP transceiver designs that jointly optimize the TH precoder and receiver filters. We consider these transceiver designs under stochastic and norm-bounded error models for CSIT. For the SE model, we propose a minimum SMSE transceiver design. For the NBE model, we propose three robust designs, namely, minimum SMSE design, MSE-constrained design, and MSE-balancing design. Our proposed solutions to these robust design problems are based on iteratively solving a pair of sub-problems, one of which can be solved analytically, and the other can be formulated as a convex optimization problem that can be solved efficiently. Robust precoder designs for non-regenerative relay networks: In this part, we consider robust designs for two scenarios in the case of relay-assisted networks. First, we consider a non-regenerative relay network with a source-destination node pair assisted by multiple relay nodes, where each node is equipped with a single antenna. The set of the cooperating relay nodes can be considered as a distributed antenna array. For this scenario, we present a robust distributed beam former design that minimizes the total relay transmit power with a constraint on the SNR at the destination node. We show that this robust design problem can be reformulated as a semi-definite program (SDP)that can be solved efficiently. Next, we consider a non-regenerative relay network, where a set of source-destination node pairs are assisted by a MIMO-relay node, which is equipped with multiple transmit and multiple receive antennas. For this case, we consider robust designs in the presence of stochastic and norm-bounded CSI errors. We show that these problems can be reformulated as convex optimization problems. In the case of norm-bounded error, we use an approximate expression for the MSE in order to obtain a tractable solution.

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.

In this thesis, it is aimed to design lithium extraction from boron clays using statistical design of experiments and robust design methodologies. There are several factors affecting extraction of lithium from clays. The most important of these factors have been limited to a number of six which have been gypsum to clay ratio, roasting temperature, roasting time, leaching solid to liquid ratio, leaching time and limestone to clay ratio. For every factor, three levels have been chosen and an experiment has been designed. After performing three replications for each of the experimental run, signal to noise ratio transformation, ANOVA, regression analysis and response surface methodology have been applied on the results of the experiments. Optimization and confirmation experiments have been made sequentially to find factor settings that maximize lithium extraction with minimal variation. The mean of the maximum extraction has been observed as 83.81% with a standard deviation of 4.89 and the 95% prediction interval for the mean extraction is (73.729, 94.730). This result is in agreement with the studies that have been made in the literature. However / this study is unique in the sense that lithium is extracted from boron clays by using limestone directly from the nature, and gypsum as a waste product of boric acid production. Since these two materials add about 20% cost to the extraction process, the results of this study become important. Moreover, in this study it has been shown that statistical design of experiments help mining industry to reduce the need for standardization.

In this thesis, autopilots are developed for missiles with moderate dynamics and stationary targets. The aim is to use the designs in real applications. Since the real missile model is nonlinear, a linearization process is required to get use of systematic linear controller design techniques. In the scope of this thesis, the linear quadratic full state feedback approach is applied for developing missile autopilots. However, the limitations of measurement systems on the missiles restrict the availability of all the states required for feedback. Because of this fact, the linear quadratic design will be approximated by the use of projective control theory. This method enables the designer to use preferably static feedback or if necessary a controller plus a low order compensator combination to approximate the full state feedback reference. Autopilots are checked for the validity of linearization, robust stability against aerodynamic, mechanical and measurement uncertainties.

Video transmission over noisy wireless channels leads to errors on video, which degrades the visual quality notably and makes error concealment an indispensable job. In the literature, there are several error concealment techniques based on estimating the lost parts of the video from the available data. Utilization of data hiding for this problem, which seems to be an alternative of predicting the lost data, provides a reserve information about the video to the receiver while unchanging the transmitted bit-stream syntax / hence, improves the reconstruction video quality without significant extra channel utilization. A complete error resilient video transmission codec is proposed, utilizing imperceptible embedded information for combined detecting, resynchronization and reconstruction of the errors and lost data. The data, which is imperceptibly embedded into the video itself at the encoder, is extracted from the video at the decoder side to be utilized in error concealment. A spatial domain error recovery technique, which hides edge orientation information of a block, and a resynchronization technique, which embeds bit length of a block into other blocks are combined, as well as some parity information about the hidden data, to conceal channel errors on intra-coded frames of a video sequence. The errors on inter-coded frames are basically recovered by hiding motion vector information along with a checksum into the next frames. The simulation results show that the proposed approach performs superior to conventional approaches for concealing the errors in binary symmetric channels, especially for higher bit rates and error rates.

In this thesis, the structure from motion problem for calibrated scenes containing independently moving objects (IMO) has been studied. For this purpose, the overall reconstruction process is partitioned into various stages. The first stage deals with the fundamental problem of estimating structure and motion by using only two views. This process starts with finding some salient features using a sub-pixel version of the Harris corner detector. The features are matched by the help of a similarity and neighborhood-based matcher. In order to reject the outliers and estimate the fundamental matrix of the two images, a robust estimation is performed via RANSAC and normalized 8-point algorithms. Two-view reconstruction is finalized by decomposing the fundamental matrix and estimating the 3D-point locations as a result of triangulation. The second stage of the reconstruction is the generalization of the two-view algorithm for the N-view case. This goal is accomplished by first reconstructing an initial framework from the first stage and then relating the additional views by finding correspondences between the new view and already reconstructed views. In this way, 3D-2D projection pairs are determined and the projection matrix of this new view is estimated by using a robust procedure. The final section deals with scenes containing IMOs. In order to reject the correspondences due to moving objects, parallax-based rigidity constraint is used. In utilizing this constraint, an automatic background pixel selection algorithm is developed and an IMO rejection algorithm is also proposed. The results of the proposed algorithm are compared against that of a robust outlier rejection algorithm and found to be quite promising in terms of execution time vs. reconstruction quality.

The study presented in this thesis comprises the development of the longitudinal autopilot algorithm for a ramjet powered air-to-surface missile. Ramjet Missiles have short time-of-flight, however they suffer from limited angle of attack margins due to poor operational-region characteristics of the ramjet engine. Because of such limitations and presence of uncertainties involved, Robust Control Techniques are used for the controller design. Robust Control Techniques not only provide an easy limitation/uncertainty/performance handling for MIMO systems, but also, robust controllers promise stability and performance even in the presence of uncertainties of a pre-defined class. All the design process is carried out in such a way that at the end of the study a tool has been developed, that can process raw aerodynamic data obtained by Missile DATCOM program, linearize the equations of motion, construct the system structure and design sub-optimal H&amp / #8734 / controllers to meet the requirements provided by the user. An autopilot which is designed by classical control techniques is used for performance and robustness comparison, and a non-linear simulation is used for validation. It is concluded that the code, which is very easy to modify for the specifications of other missile systems, can be used as a reliable tool in the preliminary design phases where there exists uncertainties/limitations and still can provide satisfactory results while making the design process much faster.