<p>This thesis presents a method for the design of a predictive controller with variable step sizes.Predictive methods such as receding horizon control (or model predictive control) use aa fixed sampling frequency when updating the inputs. In the proposed method, the switchingtimes are incorporated into an optimization problem, thus resulting in anadaptive step-size control process. The controller with variable timesteps is shown to require less tuning and to reduce the number of expensive model evaluations.An alternate solution approach had to be developed to accommodate the new problem formulation.The controller's stability is proven in a context that does not require terminal cost or constraints.The thesis presents examples that compare the performance of the variable switching time controllerwith the receding horizon method with a fixed step size. This research opens many roads for futureextension of the theoretical work and practical applications of the controller.</p> / Doctor of Science (PhD)

This dissertation addresses path planning for an autonomous vehicle navigating in a two dimensional environment for which an a priori map is inaccurate and for which the environment is sensed in real-time. For this class of application, planning decisions must be made in real-time. This work is motivated by the need for fast autonomous vehicles that require planning algorithms to operate as quickly as possible. In this dissertation, we first study the case in which there are only static obstacles in the environment. We propose a hybrid receding horizon control path planning algorithm that is based on level-set methods. The hybrid method uses global or local level sets in the formulation of the receding horizon control problem. The decision to select a new level set is made based on certain matching conditions that guarantee the optimality of the path. We rigorously prove sufficient conditions that guarantee that the vehicle will converge to the goal as long as a path to the goal exists. We then extend the proposed receding horizon formulation to the case when the environment possesses moving obstacles. Since all of the results in this dissertation are based on level-set methods, we rigorously investigate how level sets change in response to new information locally sensed by a vehicle. The result is a dynamic fast marching algorithm that usually requires significantly less computation that would otherwise be the case. We demonstrate the proposed dynamic fast marching method in a successful field trial for which an autonomous surface vehicle navigated four kilometers through a riverine environment. / Ph. D.

This work is inspired by robotic search applications where a robot or team of robots is equipped with sensors and tasked to autonomously acquire as much information as possible from a region of interest. To accomplish this task, robots must plan paths through the region of interest that maximize the effectiveness of the sensors they carry. Receding horizon path planning is a popular approach to addressing the computationally expensive task of planning long paths because it allows robotic agents with limited computational resources to iteratively construct a long path by solving for an optimal short path, traversing a portion of the short path, and repeating the process until a receding horizon path of the desired length has been constructed. However, receding horizon paths do not retain the optimality properties of the short paths from which they are constructed and may perform quite poorly in the context of achieving the robotic search objective. The primary contributions of this work address the worst-case performance of receding horizon paths by developing methods of using terminal rewards in the construction of receding horizon paths. We prove that the proposed methods of constructing receding horizon paths provide theoretical worst-case performance guarantees. Our result can be interpreted as ensuring that the receding horizon path performs no worse in expectation than a given sub-optimal search path. This result is especially practical for subsea applications where, due to use of side-scan sonar in search applications, search paths typically consist of parallel straight lines. Thus for subsea search applications, our approach ensures that expected performance is no worse than the usual subsea search path, and it might be much better. The methods proposed in this work provide desirable lower-bound guarantees for a single robot as well as teams of robots. Significantly, we demonstrate that existing planning algorithms may be easily adapted to use our proposed methods. We present our theoretical guarantees in the context of subsea search applications and demonstrate the utility of our proposed methods through simulation experiments and field trials using real autonomous underwater vehicles (AUVs). We show that our worst-case guarantees may be achieved despite non-idealities such as sub-optimal short-paths used to construct the longer receding horizon path and unreliable communication in multi-agent planning. In addition to theoretical guarantees, An important contribution of this work is to describe specific implementation solutions needed to integrate and implement these ideas for real-time operation on AUVs. / Doctor of Philosophy / This work is inspired by robotic search applications where a robot or team of robots is equipped with sensors and tasked to autonomously acquire as much information as possible from a region of interest. To accomplish this task, robots must plan paths through the region of interest that maximize the effectiveness of the sensors they carry. Receding horizon path planning is a popular approach to addressing the computationally expensive task of planning long paths because it allows robotic agents with limited computational resources to iteratively construct a long path by solving for an optimal short path, traversing a portion of the short path, and repeating the process until a receding horizon path of the desired length has been constructed. However, receding horizon paths do not retain the optimality properties of the short paths from which they are constructed and may perform quite poorly in the context of achieving the robotic search objective. The primary contributions of this work address the worst-case performance of receding horizon paths by developing methods of using terminal rewards in the construction of receding horizon paths. The methods proposed in this work provide desirable lower-bound guarantees for a single robot as well as teams of robots. We present our theoretical guarantees in the context of subsea search applications and demonstrate the utility of our proposed methods through simulation experiments and field trials using real autonomous underwater vehicles (AUVs). In addition to theoretical guarantees, An important contribution of this work is to describe specific implementation solutions needed to integrate and implement these ideas for real-time operation on AUVs.

Waterflooding is a common type of oil recovery techniques where water is pumped into the reservoir for increased productivity. Reservoir states change with time, as such, different injection and production settings will be required to lead the process to optimal operation which is actually a dynamic optimization problem. This could be solved through optimal control techniques which traditionally can only provide an open-loop solution. However, this solution is not appropriate for reservoir production due to numerous uncertain properties involved. Models that are updated through the current industrial practice of ‘history matching’ may fail to predict reality correctly and therefore, solutions based on history-matched models may be suboptimal or non-optimal at all. Due to its ability in counteracting the effects uncertainties, direct feedback control has been proposed recently for optimal waterflooding operations. In this work, two feedback approaches were developed for waterflooding process optimization. The first approach is based on the principle of receding horizon control (RHC) while the second is a new dynamic optimization method developed from the technique of self-optimizing control (SOC). For the SOC methodology, appropriate controlled variables (CVs) as combinations of measurement histories and manipulated variables are first derived through regression based on simulation data obtained from a nominal model. Then the optimal feedback control law was represented as a linear function of measurement histories from the CVs obtained. Based on simulation studies, the RHC approach was found to be very sensitive to uncertainties when the nominal model differed significantly from the conceived real reservoir. The SOC methodology on the other hand, was shown to achieve an operational profit with only 2% worse than the true optimal control, but 30% better than the open-loop optimal control under the same uncertainties. The simplicity of the developed SOC approach coupled with its robustness to handle uncertainties proved its potentials to real industrial applications.

There is a lack of research in the area of hedging future contracts, especially in illiquid or very volatile market conditions. It is important to understand the volatility of the oil and currency markets because reduced fluctuations in these markets could lead to better hedging performance. This study compared different hedging methods by using a hedging error metric, supplementing the Receding Horizontal Control and Stochastic Programming (RHCSP) method by utilizing the London Interbank Offered Rate with the Levy process. The RHCSP hedging method was investigated to determine if improved hedging error was accomplished compared to the Black-Scholes, Leland, and Whalley and Wilmott methods when applied on simulated, oil, and currency futures markets. A modified RHCSP method was also investigated to determine if this method could significantly reduce hedging error under extreme market illiquidity conditions when applied on simulated, oil, and currency futures markets. This quantitative study used chaos theory and emergence for its theoretical foundation. An experimental research method was utilized for this study with a sample size of 506 hedging errors pertaining to historical and simulation data. The historical data were from January 1, 2005 through December 31, 2012. The modified RHCSP method was found to significantly reduce hedging error for the oil and currency market futures by the use of a 2-way ANOVA with a t test and post hoc Tukey test. This study promotes positive social change by identifying better risk controls for investment portfolios and illustrating how to benefit from high volatility in markets. Economists, professional investment managers, and independent investors could benefit from the findings of this study.

Waterflooding is a common type of oil recovery techniques where water is pumped into the reservoir for increased productivity. Reservoir states change with time, as such, different injection and production settings will be required to lead the process to optimal operation which is actually a dynamic optimization problem. This could be solved through optimal control techniques which traditionally can only provide an open-loop solution. However, this solution is not appropriate for reservoir production due to numerous uncertain properties involved. Models that are updated through the current industrial practice of ‘history matching’ may fail to predict reality correctly and therefore, solutions based on history-matched models may be suboptimal or non-optimal at all. Due to its ability in counteracting the effects uncertainties, direct feedback control has been proposed recently for optimal waterflooding operations. In this work, two feedback approaches were developed for waterflooding process optimization. The first approach is based on the principle of receding horizon control (RHC) while the second is a new dynamic optimization method developed from the technique of self-optimizing control (SOC). For the SOC methodology, appropriate controlled variables (CVs) as combinations of measurement histories and manipulated variables are first derived through regression based on simulation data obtained from a nominal model. Then the optimal feedback control law was represented as a linear function of measurement histories from the CVs obtained. Based on simulation studies, the RHC approach was found to be very sensitive to uncertainties when the nominal model differed significantly from the conceived real reservoir. The SOC methodology on the other hand, was shown to achieve an operational profit with only 2% worse than the true optimal control, but 30% better than the open-loop optimal control under the same uncertainties. The simplicity of the developed SOC approach coupled with its robustness to handle uncertainties proved its potentials to real industrial applications.

Air combat is a complex situation, training for it and analysis of possible tactics are time consuming and expensive. In order to circumvent those problems, mathematical models of air combat can be used. This thesis presents air combat as a one-on-one influence diagram game where the influence diagram allows the dynamics of the aircraft, the preferences of the pilots and the uncertainty of decision making in a structural and transparent way to be taken into account. To obtain the players’ game optimal control sequence with respect to their preferences, the influence diagram has to be solved. This is done by truncating the diagram with a moving horizon technique and determining and implementing the optimal controls for a dynamic game which only lasts a few time steps. The result is a working air combat model, where a player estimates the probability that it resides in any of four possible states. The pilot’s preferences are modeled by utility functions, one for each possible state. In each time step, the players are maximizing the cumulative sum of the utilities for each state which each possible action gives. These are weighted with the corresponding probabilities. The model is demonstrated and evaluated in a few interesting aspects. The presented model offers a way of analyzing air combat tactics and maneuvering as well as a way of making autonomous decisions in for example air combat simulators.

<p>This thesis consists of four independent papers concerningthe control of mobile robots in the context of obstacleavoidance and formation keeping.</p><p>The first paper describes a new theoreticallyv erifiableapproach to obstacle avoidance. It merges the ideas of twoprevious methods, with complementaryprop erties, byusing acombined control Lyapunov function (CLF) and model predictivecontrol (MPC) framework.</p><p>The second paper investigates the problem of moving a fixedformation of vehicles through a partiallykno wn environmentwith obstacles. Using an input to state (ISS) formulation theconcept of configuration space obstacles is generalized toleader follower formations. This generalization then makes itpossible to convert the problem into a standard single vehicleobstacle avoidance problem, such as the one considered in thefirst paper. The properties of goal convergence and safetyth uscarries over to the formation obstacle avoidance case.</p><p>In the third paper, coordination along trajectories of anonhomogenuos set of vehicles is considered. Byusing a controlLyapunov function approach, properties such as boundedformation error and finite completion time is shown.</p><p>Finally, the fourth paper applies a generalized version ofthe control in the third paper to translate,rotate and expanda formation. It is furthermore shown how a partial decouplingof formation keeping and formation mission can be achieved. Theapproach is then applied to a scenario of underwater vehiclesclimbing gradients in search for specific thermal/biologicalregions of interest. The sensor data fusion problem fordifferent formation configurations is investigated and anoptimal formation geometryis proposed.</p><p><b>Keywords:</b>Mobile Robots, Robot Control, ObstacleAvoidance, Multirobot System, Formation Control, NavigationFunction, Lyapunov Function, Model Predictive Control, RecedingHorizon Control, Gradient Climbing, Gradient Estimation.</p>

We consider the solution of nonlinear optimal control problems subject to stochastic perturbations with incomplete observations. In particular, we generalize results obtained by Ito and Kunisch in [8] where they consider a receding horizon control (RHC) technique based on linearizing the problem on small intervals. The linear-quadratic optimal control problem for the resulting time-invariant (LTI) problem is then solved using the linear quadratic Gaussian (LQG) design. Here, we allow linearization about an instationary reference trajectory and thus obtain a linear time-varying (LTV) problem on each time horizon. Additionally, we apply a model predictive control (MPC) scheme which can be seen as a generalization of RHC and we allow covariance matrices of the noise processes not equal to the identity. We illustrate the MPC/LQG approach for a three dimensional reaction-diffusion system. In particular, we discuss the benefits of time-varying linearizations over time-invariant ones.

This thesis consists of four independent papers concerningthe control of mobile robots in the context of obstacleavoidance and formation keeping. The first paper describes a new theoreticallyv erifiableapproach to obstacle avoidance. It merges the ideas of twoprevious methods, with complementaryprop erties, byusing acombined control Lyapunov function (CLF) and model predictivecontrol (MPC) framework. The second paper investigates the problem of moving a fixedformation of vehicles through a partiallykno wn environmentwith obstacles. Using an input to state (ISS) formulation theconcept of configuration space obstacles is generalized toleader follower formations. This generalization then makes itpossible to convert the problem into a standard single vehicleobstacle avoidance problem, such as the one considered in thefirst paper. The properties of goal convergence and safetyth uscarries over to the formation obstacle avoidance case. In the third paper, coordination along trajectories of anonhomogenuos set of vehicles is considered. Byusing a controlLyapunov function approach, properties such as boundedformation error and finite completion time is shown. Finally, the fourth paper applies a generalized version ofthe control in the third paper to translate,rotate and expanda formation. It is furthermore shown how a partial decouplingof formation keeping and formation mission can be achieved. Theapproach is then applied to a scenario of underwater vehiclesclimbing gradients in search for specific thermal/biologicalregions of interest. The sensor data fusion problem fordifferent formation configurations is investigated and anoptimal formation geometryis proposed. Keywords:Mobile Robots, Robot Control, ObstacleAvoidance, Multirobot System, Formation Control, NavigationFunction, Lyapunov Function, Model Predictive Control, RecedingHorizon Control, Gradient Climbing, Gradient Estimation. / QC 20111121