Optimal signaling and detector design for M-ary communication systems in the presence of multiple additive noise channels

An M-ary communication system is considered in which the transmitter and the receiver are connected via multiple additive (possibly non-Gaussian) noise channels, any one of which can be utilized for the transmission of a given symbol. Contrary to deterministic signaling (i.e., employing a fixed constellation), a stochastic signaling approach is adopted by treating the signal values transmitted for each information symbol over each channel as random variables. In particular, the joint optimization of the channel switching (i.e., time sharing among different channels) strategy, stochastic signals, and decision rules at the receiver is performed in order to minimize the average probability of error under an average transmit power constraint. It is proved that the solution to this problem involves either one of the following: (i) deterministic signaling over a single channel, (ii) randomizing (time sharing) between two different signal constellations over a single channel, or (iii) switching (time sharing) between two channels with deterministic signaling over each channel. For all cases, the optimal strategies are shown to employ corresponding maximum a posteriori probability (MAP) decision rules at the receiver. In addition, sufficient conditions are derived in order to specify whether the proposed strategy can or cannot improve the error performance over the conventional approach, in which a single channel is employed with deterministic signaling at the average power limit. Finally, numerical examples are presented to illustrate the theoretical results.     

Generalized discrete-time PI control of output PDFs using square root B-spline expansion

A new control approach is proposed for the probability density function (PDF) control of non-Gaussian stochastic systems using PI controllers. Using the square root output PDF model and the weight dynamics, the PDF tracking is transformed to a constrained dynamical tracking control problem for weight dynamics, where LMI techniques are used to design a generalized PI controller such that stability, state constraints and tracking performances can be guaranteed simultaneously.     

随机系统输出概率密度函数的有限时间镇定

针对一类含有限能量未知扰动的随机动态系统,研究基于随机分布函数的有限时间控制问题.通过B样条逼近建立了输出概率密度函数(PDF)与权值之间的对应关系,利用线性矩阵不等式,给出了基于观测器的PDF有限时间控制器的参数化设计方法.采用该方法设计的控制器,可使系统对所有满足条件的未知扰动是随机有限时间有界和随机有限时间镇定的.仿真实例验证了所提出方法的有效性.     

A two-stage approach to the orienteering problem with stochastic weights

The Orienteering Problem (OP) is a routing problem which has many interesting applications in logistics, tourism and defense. The aim of the OP is to find a maximum profit path or tour, which is feasible with respect to a capacity constraint on the total weight of the selected arcs. In this paper we consider the Orienteering Problem with Stochastic Weights (OPSWs) to reflect uncertainty in real-life applications. We approach this problem by formulating a two-stage stochastic model with recourse for the OPSW where the capacity constraint is hard. The model takes into account the effect that stochastic weights have on the expected total profit value to be obtained, already in the modeling stage. Since the expected profit is in general non-linear, we introduce a linearization that models the total profit that can be obtained for a given tour and a given scenario of weight realizations. This linearization allows for the application of Sample Average Approximation (SAA). The SAA solution asymptotically converges to the optimal solution of the two-stage model, but is computationally expensive. Therefore, to solve large instances, we developed a heuristic that exploits the problem structure of the OPSW and explicitly takes the associated uncertainty into account. In our computational experiments, we evaluate the benefits of our approach to the OPSW, compared to both a standard deterministic approach, and a deterministic approach that is extended with utilization of real-time information.     

Global output-feedback stabilization for a class of stochastic non-minimum-phase nonlinear systems

In this paper, the problem of output-feedback stabilization is investigated for the first time for a class of stochastic nonlinear systems whose zero dynamics may be unstable. Under the assumption that the inverse dynamics of the system is stochastic input-to-state stabilizable, a stabilizing output-feedback controller is constructively designed by the integrator backstepping method together with a new reduced-order observer design and the technique of changing supply functions. It is shown that, under small-gain type conditions for small signals, the resulting closed-loop system is globally asymptotically stable in probability. The obtained results extend the existing methodology from deterministic systems to stochastic systems. An example is given to demonstrate the main features and effectiveness of the proposed output-feedback control scheme.     

Decentralized adaptive output-feedback stabilization for large-scale stochastic nonlinear systems

In this paper, the problem of decentralized adaptive output-feedback stabilization is investigated for large-scale stochastic nonlinear systems with three types of uncertainties, including parametric uncertainties, nonlinear uncertain interactions and stochastic inverse dynamics. Under the assumption that the inverse dynamics of the subsystems are stochastic input-to-state stable, an adaptive output-feedback controller is constructively designed by the backstepping method. It is shown that under some general conditions, the closed-loop system trajectories are bounded in probability and the outputs can be regulated into a small neighborhood of the origin in probability. In addition, the equilibrium of interest is globally stable in probability and the outputs can be regulated to the origin almost surely when the drift and diffusion vector fields vanish at the origin. The contributions of the work are characterized by the following novel features: (1) even for centralized single-input single-output systems, this paper presents a first result in stochastic, nonlinear, adaptive, output-feedback asymptotic stabilization; (2) the methodology previously developed for deterministic large-scale systems is generalized to stochastic ones. At the same time, novel small-gain conditions for small signals are identified in the setting of stochastic systems design; (3) both drift and diffusion vector fields are allowed to be dependent not only on the measurable outputs but some unmeasurable states; (4) parameter update laws are used to counteract the parametric uncertainty existing in both drift and diffusion vector fields, which may appear nonlinearly; (5) the concept of stochastic input-to-state stability and the method of changing supply functions are adapted, for the first time, to deal with stochastic and nonlinear inverse dynamics in the context of decentralized control.     

Observability limits for networked oscillators

Inspired by the neuro-scientific problem of predicting brain dynamics from electroencephalography (EEG) measurements of the brain’s electrical activity, this paper presents limitations on the observability of networked oscillators sensed with quantised measurements. The problem of predicting highly complex brain dynamics sensed with relatively limited amounts of measurement is abstracted to a study of observability in a network of oscillators. It is argued that a low-dimensional quantised measurement is in fact, by itself, an exceptionally poor observer for a large-scale oscillator network, even for the case of a completely connected graph. The main rational is based on (i) an information-theoretic argument based on ideas of entropy in measure preserving maps, (ii) a linear deterministic observability argument, and (iii) a linear stochastic approach using Kalman filtering. For prediction of brain network activity, the findings indicate that the classic EEG signal is just not precise enough to be able to provide reliable prediction and tracking in a clinical setting in view of the complexity of underlying neural dynamics.     

Energy reduction of stochastic time-constrained robot stations

This paper looks at the problem of reducing the energy use of robot movements in a robot station with stochastic execution times, while keeping the productivity of the station. The problem is formulated as a stochastic optimization problem, that constrains the makespan of the station to meet a deadline with a high probability. The energy use of the station is a function of the execution times of the robot operations, and the goal is to reduce this energy use by finding the optimal execution times and operation order. A theoretical motivation to why the stochastic variables in the problem, under some conditions, can be approximated as independent and normally distributed is presented, together with a derivation of the max function of stochastic variables. This allows the stochastic optimization problem to be approximated with a deterministic version, that can be solved with a commercial solver. The accuracy of the deterministic approximation is evaluated on multiple numerical examples, which show that the method successfully reduces the energy use, while the deadlines of the stations are met with high probabilities.     

Closed-loop persistent identification of linear systems with unmodeled dynamics and stochastic disturbances

The essential issues of time complexity and probing signal selection are studied for persistent identification of linear time-invariant systems in a closed-loop setting. By establishing both upper and lower bounds on identification accuracy as functions of the length of observation, size of unmodeled dynamics, and stochastic disturbances, we demonstrate the inherent impact of unmodeled dynamics on identification accuracy, reduction of time complexity by stochastic averaging on disturbances, and probing capability of full rank periodic signals for closed-loop persistent identification. These findings indicate that the mixed formulation, in which deterministic uncertainty of system dynamics is blended with random disturbances, is beneficial to reduction of identification complexity.     

Modeling of nonlinear dynamical systems based on deterministic learning and structural stability基于确定学习和结构稳定理论的非线性动态系统建模

Recently, a deterministic learning (DL) theory was proposed for accurate identification of system dynamics for nonlinear dynamical systems. In this paper, we further investigate the problem of modeling or identification of the partial derivative of dynamics for dynamical systems. Firstly, based on the locally accurate identification of the unknown system dynamics via deterministic learning, the modeling of its partial derivative of dynamics along the periodic or periodic-like trajectory is obtained by using the mathematical concept of directional derivative. Then, with accurately identified system dynamics and the partial derivative of dynamics, a C¹-norm modeling approach is proposed from the perspective of structural stability, which can be used for quantitatively measuring the topological similarities between different dynamical systems. This provides more incentives for further applications in the classification of dynamical systems and patterns, as well as the prediction of bifurcation and chaos. Simulation studies are included to demonstrate the effectiveness of this modeling approach.     

Deterministic and stochastic model based run-to-run control for batch processes with measurement delays of uncertain duration

A novel run-to-run control algorithm integrating deterministic and stochastic model based control is developed for batch processes with measurement delays of uncertain duration. This control algorithm is referred to as deterministic and stochastic model based control (DSMBC). The deterministic component responds quickly to deterministic changes while the stochastic component minimizes the effects arising from measurement delays of uncertain duration. The deterministic component uses a linear process model with parameters that are updated online. The stochastic component uses an error probability density function (PDF) to characterize the effects due to measurement delays and this error PDF is determined from deviations between the set-point and the available process output. To integrate the two control algorithms, the control input is determined by minimizing the weighted sum of the predicted error from the deterministic model and the information entropy of the error probability density distribution. Using a simulated setting where the rate of chemical vapor deposition is controlled, the performance of the proposed DSMBC is shown to be superior to that of EWMA.     

Minimizing the number of late jobs in a stochastic setting using a chance constraint

We consider the single-machine scheduling problem of minimizing the number of late jobs. We omit here one of the standard assumptions in scheduling theory, which is that the processing times are deterministic. In this scheduling environment, the completion times will be stochastic variables as well. Instead of looking at the expected number of on time jobs, we present a new model to deal with the stochastic completion times, which is based on using a chance constraint to define whether a job is on time or late: a job is on time if the probability that it is completed by the deterministic due date is at least equal to a certain given minimum success probability. We have studied this problem for four classes of stochastic processing times. The jobs in the first three classes have processing times that follow: (i) A gamma distribution with shape parameter p _j and scale parameter β, where β is common to all jobs; (ii) A negative binomial distribution with parameters p _j and r, where r is the same for each job; (iii) A normal distribution with parameters p _j and σ _j ². The jobs in the fourth class have equally disturbed processing times, that is, the processing times consist of a deterministic part and a random component that is independently, identically distributed for each job. We show that the first two cases have a common characteristic that makes it possible to solve these problems in O(nlog n) time through the algorithm by Moore and Hodgson. To analyze the third and fourth problem we need the additional assumption that the due dates and the minimum success probabilities are agreeable. We show that under this assumption the third problem is -hard in the ordinary sense, whereas the fourth problem is solvable by Moore and Hodgson’s algorithm. We further indicate how the problem of maximizing the expected number of on time jobs (with respect to the standard definition) can be tackled if we add the constraint that the on time jobs are sequenced in a given order and when we require that the probability that a job is on time amounts to at least some given lower bound. Supported by EC Contract IST-1999-14186 (Project alcom-FT).     

Statistic PID tracking control for non-Gaussian stochastic systems based on T-S fuzzy model

A new robust proportional-integral-derivative （PID） tracking control framework is considered for stochastic systems with non-Gaussian variable based on B-spline neural network approximation and T-S fuzzy model identification. The tracked object is the statistical information of a given target probability density function （PDF）, rather than a deterministic signal. Following B-spline approximation to the integrated performance function, the concerned problem is transferred into the tracking of given weights. Different from the previous related works, the time delay T-S fuzzy models with the exogenous disturbances are applied to identify the nonlinear weighting dynamics. Meanwhile, the generalized PID controller structure and the improved convex linear matrix inequalities （LMI） algorithms are proposed to fulfil the tracking problem. Furthermore, in order to enhance the robust performance, the peak-to-peak measure index is applied to optimize the tracking performance. Simulations are given to demonstrate the efficiency of the proposed approach.     

面向建模误差PDF形状与趋势拟合优度的动态过程优化建模

本文提出一种新的数据驱动建模思路及方法, 即面向建模误差概率密度函数(Probability density function, PDF)形状与趋势拟合优度(相似度)的动态过程多目标优化建模方法. 首先, 针对均方根误差(Root mean square error, RMSE)等常规一维性能指标不能完全刻画建模误差在时间和空间二维随机动态特性的问题, 引入PDF指标来对动态过程的建模误差在时间和空间进行二维尺度的全面刻画和评价, 并采用核密度估计技术对关于时间的建模误差序列的PDF进行估计; 其次, 为了刻画动态过程数据建模的拟合趋势, 进一步引入趋势拟合优度指标, 从而构造综合描述数据建模误差PDF形状与趋势拟合相似性的多目标性能指标; 在此基础上, 采用NSGA-II算法优化数据模型的参数集, 获取一大类满足上述多目标性能优化的智能模型参数解. 数值仿真及工业数据验证表明, 所提方法的建模误差PDF逼近设定的期望PDF, 并且模型输出与样本数据拟合趋势接近, 好于常规最小化一维RMSE指标的数据建模方法.     

Linear quadratic regulation of systems with stochastic parameter uncertainties

In this paper, we develop a theoretical framework for linear quadratic regulator design for linear systems with probabilistic uncertainty in the parameters. The framework is built on the generalized polynomial chaos theory. In this framework, the stochastic dynamics is transformed into deterministic dynamics in higher dimensional state space, and the controller is designed in the expanded state space. The proposed design framework results in a family of controllers, parameterized by the associated random variables. The theoretical results are applied to a controller design problem based on stochastic linear, longitudinal F16 model. The performance of the stochastic design shows excellent consistency, in a statistical sense, with the results obtained from Monte-Carlo based designs.     

Practical estimation of high dimensional stochastic differential mixed-effects models

Stochastic differential equations (SDEs) are established tools for modeling physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE, intrinsic randomness of a system around its drift can be identified and separated from the drift itself. When it is of interest to model dynamics within a given population, i.e. to model simultaneously the performance of several experiments or subjects, mixed-effects modelling allows for the distinction of between and within experiment variability. A framework for modeling dynamics within a population using SDEs is proposed, representing simultaneously several sources of variation: variability between experiments using a mixed-effects approach and stochasticity in the individual dynamics, using SDEs. These stochastic differential mixed-effects models have applications in e.g. pharmacokinetics/pharmacodynamics and biomedical modelling. A parameter estimation method is proposed and computational guidelines for an efficient implementation are given. Finally the method is evaluated using simulations from standard models like the two-dimensional Ornstein-Uhlenbeck (OU) and the square root models.     

Approximate transient analysis for subclasses of deterministic and stochastic Petri nets

Transient analysis of non-Markovian stochastic Petri nets is a theoretically interesting and practically important problem. In this paper, we first present a method to compute bounds and an approximation on the average state sojourn times for a subclass of deterministic and stochastic Petri nets (DSPNs) where there is a single persistent deterministic transition that can become enabled only in a special state. Then, we extend this class by allowing the transition to become enabled in any state, as long as the time between successive enablings of the deterministic transition is independent of this state, and develop a new approximate transient analysis approach. In addition to renewal theory, we only make use of discrete and continuous Markov chain concepts. As an application, we use the model of a finite-capacity queue with a server subject to breakdowns, and assess the quality of our approximations.     

A characterization of the stochastic process underlying astochastic Petri net

Stochastic Petri nets (SPN's) with generally distributed firing times can model a large class of systems, but simulation is the only feasible approach for their solution. We explore a hierarchy of SPN classes where modeling power is reduced in exchange for an increasingly efficient solution. Generalized stochastic Petri nets (GSPN's), deterministic and stochastic Petri nets (DSPN's), semi-Markovian stochastic Petri nets (SM-SPN's), timed Petri nets (TPN's), and generalized timed Petri nets (GTPN's) are particular entries in our hierarchy. Additional classes of SPN's for which we show how to compute an analytical solution are obtained by the method of the embedded Markov chain (DSPN's are just one example in this class) and state discretization, which we apply not only to the continuous-time case (PH-type distributions), but also to the discrete case     

A noisy chaotic neural network for solving combinatorial optimization problems: stochastic chaotic simulated annealing

Recently Chen and Aihara have demonstrated both experimentally and mathematically that their chaotic simulated annealing (CSA) has better search ability for solving combinatorial optimization problems compared to both the Hopfield-Tank approach and stochastic simulated annealing (SSA). However, CSA may not find a globally optimal solution no matter how slowly annealing is carried out, because the chaotic dynamics are completely deterministic. In contrast, SSA tends to settle down to a global optimum if the temperature is reduced sufficiently slowly. Here we combine the best features of both SSA and CSA, thereby proposing a new approach for solving optimization problems, i.e., stochastic chaotic simulated annealing, by using a noisy chaotic neural network. We show the effectiveness of this new approach with two difficult combinatorial optimization problems, i.e., a traveling salesman problem and a channel assignment problem for cellular mobile communications.