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This dissertation considers an integrated approach to system design and controller design based on analyzing limits of system performance. Historically, plant design methodologies have not incorporated control relevant considerations. Such an approach could result in a system that might not meet its specifications (or one that requires a complex control

This dissertation considers an integrated approach to system design and controller design based on analyzing limits of system performance. Historically, plant design methodologies have not incorporated control relevant considerations. Such an approach could result in a system that might not meet its specifications (or one that requires a complex control architecture to do so). System and controller designers often go through several iterations in order to converge to an acceptable plant and controller design. The focus of this dissertation is on the design and control an air-breathing hypersonic vehicle using such an integrated system-control design framework. The goal is to reduce the number of system-control design iterations (by explicitly incorporate control considerations in the system design process), as well as to influence the guidance/trajectory specifications for the system. Due to the high computational costs associated with obtaining a dynamic model for each plant configuration considered, approximations to the system dynamics are used in the control design process. By formulating the control design problem using bilinear and polynomial matrix inequalities, several common control and system design constraints can be simultaneously incorporated into a vehicle design optimization. Several design problems are examined to illustrate the effectiveness of this approach (and to compare the computational burden of this methodology against more traditional approaches).
ContributorsSridharan, Srikanth (Author) / Rodriguez, Armando A (Thesis advisor) / Mittelmann, Hans D (Committee member) / Si, Jennie (Committee member) / Tsakalis, Konstantinos S (Committee member) / Arizona State University (Publisher)
Created2014
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Description
One necessary condition for the two-pass risk premium estimator to be consistent and asymptotically normal is that the rank of the beta matrix in a proposed linear asset pricing model is full column. I first investigate the asymptotic properties of the risk premium estimators and the related t-test and

One necessary condition for the two-pass risk premium estimator to be consistent and asymptotically normal is that the rank of the beta matrix in a proposed linear asset pricing model is full column. I first investigate the asymptotic properties of the risk premium estimators and the related t-test and Wald test statistics when the full rank condition fails. I show that the beta risk of useless factors or multiple proxy factors for a true factor are priced more often than they should be at the nominal size in the asset pricing models omitting some true factors. While under the null hypothesis that the risk premiums of the true factors are equal to zero, the beta risk of the true factors are priced less often than the nominal size. The simulation results are consistent with the theoretical findings. Hence, the factor selection in a proposed factor model should not be made solely based on their estimated risk premiums. In response to this problem, I propose an alternative estimation of the underlying factor structure. Specifically, I propose to use the linear combination of factors weighted by the eigenvectors of the inner product of estimated beta matrix. I further propose a new method to estimate the rank of the beta matrix in a factor model. For this method, the idiosyncratic components of asset returns are allowed to be correlated both over different cross-sectional units and over different time periods. The estimator I propose is easy to use because it is computed with the eigenvalues of the inner product of an estimated beta matrix. Simulation results show that the proposed method works well even in small samples. The analysis of US individual stock returns suggests that there are six common risk factors in US individual stock returns among the thirteen factor candidates used. The analysis of portfolio returns reveals that the estimated number of common factors changes depending on how the portfolios are constructed. The number of risk sources found from the analysis of portfolio returns is generally smaller than the number found in individual stock returns.
ContributorsWang, Na (Author) / Ahn, Seung C. (Thesis advisor) / Kallberg, Jarl G. (Committee member) / Liu, Crocker H. (Committee member) / Arizona State University (Publisher)
Created2011
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Description
This report provides an overview of scramjet-powered hypersonic vehicle modeling and control challenges. Such vehicles are characterized by unstable non-minimum phase dynamics with significant coupling and low thrust margins. Recent trends in hypersonic vehicle research are summarized. To illustrate control relevant design issues and tradeoffs, a generic nonlinear 3DOF longitudinal

This report provides an overview of scramjet-powered hypersonic vehicle modeling and control challenges. Such vehicles are characterized by unstable non-minimum phase dynamics with significant coupling and low thrust margins. Recent trends in hypersonic vehicle research are summarized. To illustrate control relevant design issues and tradeoffs, a generic nonlinear 3DOF longitudinal dynamics model capturing aero-elastic-propulsive interactions for wedge-shaped vehicle is used. Limitations of the model are discussed and numerous modifications have been made to address control relevant needs. Two different baseline configurations are examined over a two-stage to orbit ascent trajectory. The report highlights how vehicle level-flight static (trim) and dynamic properties change over the trajectory. Thermal choking constraints are imposed on control system design as a direct consequence of having a finite FER margin. The implication of this state-dependent nonlinear FER margin constraint, the right half plane (RHP) zero, and lightly damped flexible modes, on control system bandwidth (BW) and FPA tracking has been discussed. A control methodology has been proposed that addresses the above dynamics while providing some robustness to modeling uncertainty. Vehicle closure (the ability to fly a trajectory segment subject to constraints) is provided through a proposed vehicle design methodology. The design method attempts to use open loop metrics whenever possible to design the vehicle. The design method is applied to a vehicle/control law closed loop nonlinear simulation for validation. The 3DOF longitudinal modeling results are validated against a newly released NASA 6DOF code.
ContributorsDickeson, Jeffrey James (Author) / Rodriguez, Armando A (Thesis advisor) / Tsakalis, Konstantinos (Committee member) / Si, Jennie (Committee member) / Wells, Valana (Committee member) / Kawski, Mattias (Committee member) / Arizona State University (Publisher)
Created2012
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Description
Unmanned aerial vehicles (UAVs) are widely used in many applications because of their small size, great mobility and hover performance. This has been a consequence of the fast development of electronics, cheap lightweight flight controllers for accurate positioning and cameras. This thesis describes modeling, control and design of an oblique-cross-quadcopter

Unmanned aerial vehicles (UAVs) are widely used in many applications because of their small size, great mobility and hover performance. This has been a consequence of the fast development of electronics, cheap lightweight flight controllers for accurate positioning and cameras. This thesis describes modeling, control and design of an oblique-cross-quadcopter platform for indoor-environments.

One contribution of the work was the design of a new printed-circuit-board (PCB) flight controller (called MARK3). Key features/capabilities are as follows:

(1) a Teensy 3.2 microcontroller with 168MHz overclock –used for communications, full-state estimation and inner-outer loop hierarchical rate-angle-speed-position control,

(2) an on-board MEMS inertial-measurement-unit (IMU) which includes an LSM303D (3DOF-accelerometer and magnetometer), an L3GD20 (3DOF-gyroscope) and a BMP180 (barometer) for attitude estimation (barometer/magnetometer not used),

(3) 6 pulse-width-modulator (PWM) output pins supports up to 6 rotors

(4) 8 PWM input pins support up to 8-channel 2.4 GHz transmitter/receiver for manual control,

(5) 2 5V servo extension outputs for other requirements (e.g. gimbals),

(6) 2 universal-asynchronous-receiver-transmitter (UART) serial ports - used by flight controller to process data from Xbee; can be used for accepting outer-loop position commands from NVIDIA TX2 (future work),

(7) 1 I2C-serial-protocol two-wire port for additional modules (used to read data from IMU at 400 Hz),

(8) a 20-pin port for Xbee telemetry module connection; permits Xbee transceiver on desktop PC to send position/attitude commands to Xbee transceiver on quadcopter.

The quadcopter platform consists of the new MARK3 PCB Flight Controller, an ATG-250 carbon-fiber frame (250 mm), a DJI Snail propulsion-system (brushless-three-phase-motor, electronic-speed-controller (ESC) and propeller), an HTC VIVE Tracker and RadioLink R9DS 9-Channel 2.4GHz Receiver. This platform is completely compatible with the HTC VIVE Tracking System (HVTS) which has 7ms latency, submillimeter accuracy and a much lower price compared to other millimeter-level tracking systems.

The thesis describes nonlinear and linear modeling of the quadcopter’s 6DOF rigid-body dynamics and brushless-motor-actuator dynamics. These are used for hierarchical-classical-control-law development near hover. The HVTS was used to demonstrate precision hover-control and path-following. Simulation and measured flight-data are shown to be similar. This work provides a foundation for future precision multi-quadcopter formation-flight-control.
ContributorsLu, Shi (Author) / Rodriguez, Armando A. (Thesis advisor) / Tsakalis, Konstantinos (Committee member) / Si, Jennie (Committee member) / Arizona State University (Publisher)
Created2018
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Description
A systematic top down approach to minimize risk and maximize the profits of an investment over a given period of time is proposed. Macroeconomic factors such as Gross Domestic Product (GDP), Consumer Price Index (CPI), Outstanding Consumer Credit, Industrial Production Index, Money Supply (MS), Unemployment Rate, and Ten-Year Treasury are

A systematic top down approach to minimize risk and maximize the profits of an investment over a given period of time is proposed. Macroeconomic factors such as Gross Domestic Product (GDP), Consumer Price Index (CPI), Outstanding Consumer Credit, Industrial Production Index, Money Supply (MS), Unemployment Rate, and Ten-Year Treasury are used to predict/estimate asset (sector ETF`s) returns. Fundamental ratios of individual stocks are used to predict the stock returns. An a priori known cash-flow sequence is assumed available for investment. Given the importance of sector performance on stock performance, sector based Exchange Traded Funds (ETFs) for the S&P; and Dow Jones are considered and wealth is allocated. Mean variance optimization with risk and return constraints are used to distribute the wealth in individual sectors among the selected stocks. The results presented should be viewed as providing an outer control/decision loop generating sector target allocations that will ultimately drive an inner control/decision loop focusing on stock selection. Receding horizon control (RHC) ideas are exploited to pose and solve two relevant constrained optimization problems. First, the classic problem of wealth maximization subject to risk constraints (as measured by a metric on the covariance matrices) is considered. Special consideration is given to an optimization problem that attempts to minimize the peak risk over the prediction horizon, while trying to track a wealth objective. It is concluded that this approach may be particularly beneficial during downturns - appreciably limiting downside during downturns while providing most of the upside during upturns. Investment in stocks during upturns and in sector ETF`s during downturns is profitable.
ContributorsChitturi, Divakar (Author) / Rodriguez, Armando (Thesis advisor) / Tsakalis, Konstantinos S (Committee member) / Si, Jennie (Committee member) / Arizona State University (Publisher)
Created2010
Description
Vertical take-off and landing (VTOL) systems have become a crucial component of aeronautical and commercial applications alike. Quadcopter systems are rather convenient to analyze and design controllers for, owing to symmetry in body dynamics. In this work, a quadcopter model at hover equilibrium is derived, using both high and low

Vertical take-off and landing (VTOL) systems have become a crucial component of aeronautical and commercial applications alike. Quadcopter systems are rather convenient to analyze and design controllers for, owing to symmetry in body dynamics. In this work, a quadcopter model at hover equilibrium is derived, using both high and low level control. The low level control system is designed to track reference Euler angles (roll, pitch and yaw) as shown in previous work [1],[2]. The high level control is designed to track reference X, Y, and Z axis states [3]. The objective of this paper is to model, design and simulate platooning (separation) control for a fleet of 6 quadcopter units, each comprising of high and low level control systems, using a leader-follower approach. The primary motivation of this research is to examine the ”accordion effect”, a phenomenon observed in leader-follower systems due to which positioning or spacing errors arise in follower vehicles due to sudden changes in lead vehicle velocity. It is proposed that the accordion effect occurs when lead vehicle information is not directly communicated with the rest of the system [4][5] . In this paper, the effect of leader acceleration feedback is observed for the quadcopter platoon. This is performed by first designing a classical platoon controller for a nominal case, where communication within the system is purely ad-hoc (i.e from one quadcopter to it’s immediate successor in the fleet). Steady state separation/positioning errors for each member of the fleet are observed and documented during simulation. Following this analysis, lead vehicle acceleration is provided to the controller (as a feed forward term), to observe the extent of it’s effect on steady state separation, specifically along tight maneuvers. Thus the key contribution of this work is a controller that stabilizes a platoon of quadcopters in the presence of the accordion effect, when employing a leader-follower approach. The modeling shown in this paper builds on previous research to design a low costquadcopter platform, the Mark 3 copter [1]. Prior to each simulation, model nonlinearities and hardware constants are measured or derived from the Mark 3 model, in an effort to observe the working of the system in the presence of realistic hardware constraints. The system is designed in compliance with Robot Operating System (ROS) and the Micro Air Vehicle Link (MAVLINK) communication protocol.
ContributorsSrinivasan, Anshuman (Author) / Rodriguez, Armando A. (Thesis advisor) / Si, Jennie (Committee member) / Tsakalis, Konstantinos (Committee member) / Arizona State University (Publisher)
Created2021