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This thesis presents two research projects that are related to millimeter-wave radar signal processing. The first project introduces an innovative concept of radar range-Doppler flow and discusses how we use this concept to estimate radial accelerations in a multi-target scene. We further propose to include the radial acceleration into the feature space to improve radar point cloud clustering, and we demonstrate a significant advantage of this approach over traditional methods especially when the objects in the scene are spatially close and have similar speeds. Our technique can be applied on automotive radars in dense urban driving environments or any similar situations, where a large number of targets (e.g. pedestrians, bicyclists, cars) share the space with often complex and hard-to-predict motion dynamics. The second project investigates how radar position errors affect imaging quality in a millimeter-wave synthetic aperture radar (SAR) system, with an emulation strategy that significantly reduces the required data amount. Based on the findings, we provide design guidance for future portable millimeter-wave SAR systems. The results of both projects are supported by experimental data collected using a 77~GHz radar.

For a class of MIMO nonlinear systems, comprised of interconnected subsystems in Brunovsky canonical form, with uncertain yet locally Lipschitz nonlinearities among subsystems and quantized inputs, the target is to form a closed-loop system that exhibits extended prescribed performance on states tracking (accuracy determined by maximum overshoot, minimum convergence rate, maximum steady-state error, and control gains), yet still a low-complexity control structure, without requiring any identification, approximation, and filtering techniques, regardless of uncertainties. In this article, a static, decentralized, continuous, yet computationally inexpensive controller is designed, without requiring parameters of quantizers. Inheriting the merit of pioneering prescribed performance control (PPC) methodology, it is required that the reference signal is (Formula presented.) function only, while, an essential difference and new feature is that, the pioneering PPC guarantees that state tracking errors are constrained by boundary functions (also known as prescribed performance functions, PPFs) only, while, the proposed extend PPC scheme achieves that state tracking errors are constrained by boundary functions and control gains simultaneously, in other words, without “tighter” PPFs, state tracking errors can still be adjusted to arbitrarily small by choosing proper control gains. Finally, comparative simulation results are given to verify the theoretical findings., QC 20220921

This paper investigates differences in returns between the ETF price, Net Asset Value, and Benchmark Asset Baskets for five popular futures-backed ETFs. We decompose tracking difference to examine the relative size of tracking differences attributable to managers versus the arbitrage process. Tracking differences attributable to managers is found to be significantly smaller than that attributable to the arbitrage process. We then test for average Tracking Differences using the Mincer-Zarnowitz Equation. We find evidence of bias in returns for multiple ETFs and demonstrate the usefulness of the decomposition. Furthermore, we investigate the dynamics of Tracking Error using a GARCH methodology. We find support that the volatility of the ETF effects Tracking Error but find no evidence that rolling futures contracts influences Tracking Error.

This paper investigates differences in returns between the ETF price, Net Asset Value, and Benchmark Asset Baskets for five popular futures-backed ETFs. We decompose tracking difference to examine the relative size of tracking differences attributable to managers versus the arbitrage process. Tracking differences attributable to managers is found to be significantly smaller than that attributable to the arbitrage process. We then test for average Tracking Differences using the Mincer-Zarnowitz Equation. We find evidence of bias in returns for multiple ETFs and demonstrate the usefulness of the decomposition. Furthermore, we investigate the dynamics of Tracking Error using a GARCH methodology. We find support that the volatility of the ETF effects Tracking Error but find no evidence that rolling futures contracts influences Tracking Error.

Artificial satellites employed as trusted nodes can increase the distance between two parties to establish quantum key distribution (QKD), unlike fiber based communication lines that are limited up to a few hundred kilometers. This report summarises our progress on a ground receiver for satellite QKD and its tracking receiving system (TRS). The authors demonstrate the operation of the TRS in practice and achieve standard tracking error of 1.4/Ltrad observing four satellites over 80% of the time they were available. The optical signal, which was the sunlight reflected of low Earth orbit satellites, was attenuated to a single photon level and was detected effectively using avalanche single photon detectors. The authors have thus proved that the developed system is capable of stable reception of quantum signal from a satellite. © Published under licence by IOP Publishing Ltd.

The random wind power that accounts for a growing proportion in power systems imposes higher challenge on the reliable operation of power system under uncertain circumstances. Since forecasted values of wind speed are accessible to system operators in advance, the corresponding calculated pre-schedule can be regarded as a reference for the stochastic economic dispatch (SED) problem. Existing methods seldom take the pre-schedule into account when determining an optimal dispatch solution, and the resulting dispatch solutions generally differ greatly from the pre-schedule. In this paper, aiming to readjust from the reference schedule as little as possible, the mean-tracking model is proposed for the first time to search for optimal dispatch solutions with the minimal expectation of generation cost and the minimal tracking errors, among which the tracking errors is implemented to each generator unit in terms of minimizing the deviation in generation cost between the trial solution and the pre-schedule. Moreover, the affine decision rule is applied in this paper to distribute the uncertain wind power proportionally to each generator unit. To guarantee the stable operation of power systems, the voltage operating limits are considered to ensure the voltage on each bus remains within the security margins of voltage. Numerical experiments are carried out on a modified IEEE-30 bus system, and simulation results demonstrate the effectiveness of the proposed mean-tracking model for the SED problem.

In this paper, we study the coordinated tracking problem of multiple Lagrange systems with a time-varying leader's generalized coordinate derivative. Under a purely local interaction constraint, i.e., the followers only have access to their local neighbors' information and the leader is a neighbor of only a subset of the followers, a continuous coordinated tracking algorithm with adaptive coupling gains is proposed. Tracking errors between the followers and the leader are shown to converge to zero. Then, we extend this result to the case when the leader's generalized coordinate derivative is constant. Examples are given to validate the effectiveness of the proposed continuous coordinated tracking algorithms., QC 20140911

Index tracking aims to select portfolios that imitate the behavior of a stock index. A tracking strategy is referred to as partial when the tracking portfolio is solely formed by a subset of stocks, so enabling a substantial cost reduction in comparison with full tracking. Three criteria are usually employed in the literature when building the tracking portfolio: tracking error variance, excess return and tracking portfolio variance.This paper considers a new parameter for use with the above: frontier curvature. This criterion is not defined for a particular portfolio, but for all the portfolios that define the tracking frontier. The main implication is that a manager can satisfy different investment profiles with the same subset of stocks. The manager will therefore reduce transaction costs as all the portfolios on the frontier contain the same stocks. © 2011 Elsevier Ltd.

Index tracking aims to select portfolios that imitate the behavior of a stock index. A tracking strategy is referred to as partial when the tracking portfolio is solely formed by a subset of stocks, so enabling a substantial cost reduction in comparison with full tracking. Three criteria are usually employed in the literature when building the tracking portfolio: tracking error variance, excess return and tracking portfolio variance.This paper considers a new parameter for use with the above: frontier curvature. This criterion is not defined for a particular portfolio, but for all the portfolios that define the tracking frontier. The main implication is that a manager can satisfy different investment profiles with the same subset of stocks. The manager will therefore reduce transaction costs as all the portfolios on the frontier contain the same stocks. © 2011 Elsevier Ltd.

In order to improve system's dynamic performance, a new variable parameter PID controller was designed. Based on the analysis of system's frequency response, a first-order low band filter was added as a feedforward part. Both formed a novel variable parameter PID controller with filtering feedforward. This controller was used as the position controller in an AC servo driver. Experimental results show that the controller can reduce the position tracking error and improve the system's performance.

As a state-of-the-art algorithm, the Interacting Multiple Model (IMM) estimator is widely used for maneuvering target tracking. However, there still is uncertainty in how to design the multiple models used by an IMM estimator. In this context, this paper compares three maneuver models, namely, variable process noise, variable state dimension, and discrete acceleration inputs via computer simulations. The first two modeling techniques belong to the design approach using multiple bandwidths whereas the latter technique utilizes matched filters. The three models exhibit characteristic errors throughout a maneuver, which are termed n-, L-, and u-shaped, respectively. Compared to total root mean squared (RMS) errors, a time-equalized RMS (eRMS) may be more appropriate for a maneuvering target. The total and equalized RMS values are illustrated for the IMM under the three maneuver models for performance evaluation and filter tuning., Presented ath the International Conference on Information Fusion (11th), FUSION 2008, Cologne, Germany on 30 Jun-3 Jul 2008 and published in proceedings of the same, p940-947. Prepared in collaboration with Sigtem Technology, Inc. San Mateo, CA. The original document contains color images.

This report covers the systems analysis, design, integration and testing of the Video Scoring System developed by U.S. Army Yuma Proving Ground in support of Improved Cobra Armament System (ICAS) testing. Previous testing of aircraft armament fire control systems has been questioned because no adequate means of determining the effect of gunner tracking accuracy on overall weapon system accuracy was available. This report discusses the problem, explores some alternative approaches, and describes a successful solution to the problem which has been implemented at U.S. Army Yuma Proving Ground. Follow-on implications are also discussed.