Showing posts with label compressed sensing. Show all posts
Showing posts with label compressed sensing. Show all posts

Mar 28, 2015

Discreteness and Sparsity


Discrete signals may be sparse, whereas sparse signals may not be discrete.

Let us consider the following signal:
   x = [1,1,-1,1,-1,-1,1,1];
This is a discrete signal generated from an alphabet {1,-1}. This is obviously not sparse, but if we transform this into
   x - 1 = [0,0,-2,0,-2,-2,0,0]
we have a sparse signal. Also,
   x + 1 = [2,2,0,2,0,0,2,2]
is sparse. Let's adapt this idea to discrete signal reconstruction.

Discrete Signal Reconstruction  
Find the original n-dimensional discrete signal x over a finite alphabet
   X = {r1,r2,...,rL}
with its probability distribution
   P(rj) = pj,   0 < pj <1,   pp+ ... + p= 1
from incomplete linear measurements
   y = Ax
where A is an m-times-n matrix (m < n).

In this problem, each vector x - rj is sparse, and hence its ell-1 norm may be small if the probability pj is large. This observation leads to optimization with the sum of absolute values (SOAV):

  minimize   p1||x - r1||1 + p2||x - r2||1 +...+ pL||x - rL||1
  subject to   y = Ax

Let's apply this to binary-valued image reconstruction. The following is a 37x37-pixel binary image disturbed by random Gaussian noise.


Then we transform this into frequency-domain data via discrete Fourier transform (DFT), and then randomly down-sample rows to generate half-size data. Then apply the SOAV optimization to reconstruct the original binary image. The following is the result.


For comparison, we also use the basis pursuit (BP) that minimizes the ell-1 norm of x instead of the sum of absolute values. The following is the result of BP:


This is quite bad since BP only uses the property of sparsity in the original image while the SOAV approach takes the discreteness into account.

If you are interested in this work, please see the original paper:
M. Nagahara, Discrete Signal Reconstruction by Sum of Absolute Values, IEEE Signal Processing Letters, vol. 22 no. 10, pp. 1575-1579, Oct 2015 (to appear)
PDF can be downloaded from here and the MATLAB codes are available here.



Aug 21, 2014

Maximum Hands-Off Control


Sparsity is also important in control systems.

In particular, sparse control, called hands-off control, is proposed for saving energy and reducing CO2 emissions in control systems. For example, a hybrid vehicle, Toyota Prius (displayed above), uses this control. The internal combustion engine is stopped (control = zero; sparse control) when the vehicle is at a stop or the speed is lower than a preset threshold, and the electric motor is alternatively used. See also Hands-off Control as Green Control.

Recently, it has been proved that the sparsest (or L0 optimal) control among all admissible controls is L1 optimal (see L0/L1 Equivalence in Optimal Control). Based on this, hands-off control is extended to feedback control in
M. Nagahara, D. E. Quevedo, D. Nesic, Maximum Hands-Off Control: A Paradigm of Control Effort Minimization, IEEE Transactions on Automatic Control, Vol. 61, No. 4, 2016 (to appear) (PDF is here).
The abstract reads:
In this paper, we propose a new paradigm of control, called a maximum hands-off control. A hands-off control is defined as a control that has a short support per unit time. The maximum hands-off control is the minimum support (or sparsest) per unit time among all controls that achieve control objectives. For finite horizon control, we show the equivalence between the maximum hands-off control and L1-optimal control under a uniqueness assumption called normality. This result rationalizes the use of L1 optimality in computing a maximum hands-off control. We also propose an L1/L2-optimal control to obtain a smooth hands-off control. Furthermore, we give a self-triggered feedback control algorithm for linear time-invariant systems, which achieves a given sparsity rate and practical stability in the case of plant disturbances. An example is included to illustrate the effectiveness of the proposed control.
A MATLAB code for the simulation is available here.

Enjoy!


Aug 14, 2014

Textbooks on Compressed Sensing


Today, I'd like to list textbooks on compressed sensing and related topics.
This list is far from complete, but I believe this helps a beginner take the first step.

Y. C. Eldar and G. Kutyniok (Editors),
Cambridge University Press, June, 2012
ISBN-13: 978-1107005587
My comment: The introduction chapter (Chapter 1) is especially nice.

M. Elad (Author)
Springer, August, 2010.
ISBN-13: 978-1441970107
My comment: A nice introduction to sparse representation in signal and image processing.

S. Mallat (Author)
Academic Press, 3rd edition, December, 2008.
ISBN-13: 978-0123743701
My comment: Read this book and be a master of wavelet. You can!

S. Foucart and H. Rauhut (Authors)
Birkhäuser, August, 2013.
ISBN-13: 978-0817649470
My comment: If you are interested in the theory of compressed sensing, this book will be of help.

H. H. Bauschke, R. S. Burachik, P. L. Combettes, V. Elser, D. R. Luke, H. Wolkowicz (Editors)
Springer, June, 2011.
ISBN-13: 978-1441995681
My comment: This book gives you fancy methods to solve sparse optimizations (e.g. L1/L2 optimization)

J.-L. Starck, F. Murtagh, and J. M. Fadili (Authors)
Cambridge University Press, May 2010.
ISBN-13: 978-0521119139
My comment: Sparsity has many applications in image and signal processing.

Enjoy!

A related blog entry is here.

Jul 30, 2014

Sparse Packetized Predictive Control for Networked Control over Erasure Channels


A new paper on sparsity-based control has been published:

M. Nagahara, D. E. Quevedo, and J. Ostergaard,
Sparse Packetized Predictive Control for Networked Control over Erasure Channels,
IEEE Transactions on Automatic Control, vol. 59, no. 7, pp. 1899-1905, July 2014. 

PDF can be downloaded from arxiv.

The abstract reads:
We study feedback control over erasure channels with packet-dropouts. To achieve robustness with respect to packet-dropouts, the controller transmits  data packets   containing plant input predictions, which minimize a finite horizon cost function. To reduce the data size of packets, we propose to adopt sparsity-promoting optimizations, namely, ell-1/ell-2 and  ell-2-constrained ell-0 optimizations,  for which efficient algorithms exist. We show how to design the tuning parameters to ensure (practical) stability of the resulting feedback control systems when the number of consecutive packet-dropouts is bounded.
A corresponding blog post is here.

Feb 6, 2014

L0/L1 Equivalence in Optimal Control


One of the fundamental results of compressed sensing is that L1 optimization gives the sparsest (or L0-optimal) solution of an inverse problem under some assumptions.

Is it also true with L1 optimal control?
Is L1 optimal control the sparsest one among all admissible controls?

The answer is YES (under some assumptions, of course).
Our recent research
M. Nagahara, D. E. Quevedo, and D. Nesic,
Maximum Hands-Off Control and L1 Optimality,
52nd IEEE Conference on Decision and Control (CDC),
pp. 3825-3830, Dec. 2013.
has revealed that.

It is interesting that the L0 norm in this article is defined for continuous-time signals while most compressed sensing methods uses one for vectors. We call a control with small L0 norm a hands-off control.

The abstract reads:
In this article, we propose a new paradigm of control, called a maximum hands-off control. A hands-off control is defined as a control that has a much shorter support than the horizon length. The maximum hands-off control is the minimum support (or sparsest) control among all admissible controls. We first prove that a solution to an L1-optimal control problem gives a maximum hands-off control, and vice versa. This result rationalizes the use of L1 optimality in computing a maximum hands-off control. The solution has in general the "bang-off-bang" property, and hence the control may be discontinuous. We then propose an L1/L2-optimal control to obtain a continuous hands-off control. Examples are shown to illustrate the effectiveness of the proposed control method.


Dec 25, 2013

Sparsity-Related Researches in IEEE CDC 2013


Ciao!

The most important conference on controlIEEE Conference on Decision and Control (CDC) 2013, was held in this month, Dec 10-13, in Florence, Italy. Of course, I was there.

Foods are good, wines excellent, Duomo gorgeous, bazaar funny, I fully enjoyed my stay!

By the way,  I found papers related to sparsity in control including my paper:


Maximum Hands-Off Control and L1 Optimality
M. Nagahara, Kyoto Univ.
D. E. Quevedo, The Univ. of Newcastle
D. Nesic, Univ. of Melbourne
Abstract: In this article, we propose a new paradigm of control, called a maximum hands-off control. A hands-off control is defined as a control that has a much shorter support than the horizon length. The maximum hands-off control is the minimum support (or sparsest) control among all admissible controls. We first prove that a solution to an L1-optimal control problem gives a maximum hands-off control, and vice versa. This result rationalizes the use of L1 optimality in computing a maximum hands-off control. The solution has in general the "bang-off-bang" property, and hence the control may be discontinuous. We then propose an L1/L2-optimal control to obtain a continuous hands-off control. Examples are shown to illustrate the effectiveness of the proposed control method.

Graphical FPGA Design for a Predictive Controller with Application to Spacecraft Rendezvous
E. N. Hartley, Univ. of Cambridge
J. M. Maciejowski, Univ. of Cambridge
Abstract: A reconfigurable field-programmable gate array (FPGA)-based predictive controller based on Nesterov's fast gradient method is designed using Simulink and converted to VHDL using Mathworks' HDL Coder. The implementation is verified by application to a spacecraft rendezvous and capture scenario, with communication between the FPGA and a simulation of the relative dynamics occuring over Ethernet. For a problem with 120 decision variables and 240 constraints, computation times of 0.95 ms are achieved with a clock rate of 50 MHz, corresponding to a speed up of more than 2000 over running the algorithm directly on a MicroBlaze microprocessor implemented on the same FPGA.

Sparse Control Using Sum-Of-Norms Regularized Model Predictive Control
S. K. Pakazad, Linköping Univ.
H. Ohlsson, Linköping Univ.
L. Ljung, Linkoping Univ.
Abstract: Some control applications require the use of piecewise constant or impulse-type control signals, with as few changes as possible. So as to achieve this type of control, we consider the use of regularized model predictive control (MPC), which allows us to impose this structure through the use of regularization. It is then possible to regulate the trade-off between control performance and control signal characteristics by tuning the so-called regularization parameter. However, since the mentioned trade-off is only indirectly affected by this parameter, its tuning is often unintuitive and time-consuming. In this paper, we propose an equivalent reformulation of the regularized MPC, which enables us to configure the desired trade-off in a more intuitive and computationally efficient manner. This reformulation is inspired by the so-called varepsilon-constraint formulation of multi-objective optimization problems and enables us to quantify the trade-off, by explicitly assigning bounds over the control performance.

Near-Ideal Behavior of a Modified Elastic Net Algorithm
M. Vidyasagar, The Univ. of Texas at Dallas
Abstract: In this paper it is shown that a modification of the Elastic Net algorithm (MEN) exhibits near ideal behavior in the following sense: Suppose the input to the algorithm is a vector of known sparsity index but unknown locations for the nonzero components. Then the output error of the algorithm is bounded by a universal constant times the error achieved by an oracle that knows not just the sparsity index but also the locations of the nonzero components. This result generalizes an earlier result of Candes and Plan on the near ideal behavior of the LASSO algorithm.

Sparse Networked Control of Input Constrained Linear Systems
H. Kong, The Univ. of Newcastle
G. C. Goodwin, Univ. of Newcastle
M. Seron, The Univ. of Newcastle
Abstract: In networked control, there is often an incentive to communicate only what is absolutely necessary to achieve the desired performance goals. This is true of both the downlink (between a control base station and actuators) and the uplink (between the sensors and base station). Here we present a possible solution to this problem based on a singular value decomposition (SVD) of the Hessian of the quadratic performance index generally considered in Model Predictive Control (MPC). The singular vectors are employed to generate an orthonormal basis function expansion of the unconstrained solution to the finite horizon optimal control problem. These are pre-loaded into each actuator and each sensor. On the downlink, the actuators are informed in real-time about which basis functions they should use. On the uplink, after a “burn in period”, the sensors need only communicate when their response departs from that pre-calculated for the given basis functions. We show that this strategy facilitates sparse communication in both the downlink and uplink. We also show that the strategy can be modified so that input constraints are satisfied. The proposed results are illustrated by an example.

Soft-Constrained Lasso-MPC for Robust LTI Tracking: Enlarged Feasible Region and an ISS Gain Estimate
M. Gallieri, Univ. of Cambridge
J. M. Maciejowski, Univ. of Cambridge
Abstract: This paper investigates the robustness of a soft constrained LTI MPC for set-point tracking, using an l1- regularised cost. The MPC using this type of cost (informally dubbed lasso-MPC) is suitable, for instance, for redundantly- actuated systems. This is because of its ability to select a set of preferred actuators, leaving the other ones at rest for most of the time. The proposed approach aims to recover from state constraint violation and to track a changing set-point. Nominal stability is guaranteed for all feasible references and robustness to additive uncertainties is formally characterised, under certain assumptions. In particular, sufficient conditions are given for the feasible region to be robustly invariant, this region being larger than the MPC for regulation. The closed- loop system is input-to-state stable (ISS), and a local ISS gain is computed. All results apply to stabilisable LTI systems. Results hold as well for the more common quadratic MPC, a special case of the proposed controller. 

Proximal Newton Methods for Convex Composite Optimization
P. Patrinos, IMT Inst. for Advanced Studies Lucca
A. Bemporad, IMT Inst. for Advanced Studies Lucca
Abstract: This paper proposes two proximal Newton methods for convex nonsmooth optimization problems in composite form. The algorithms are based on a new continuously differentiable exact penalty function, namely the emph{Composite Moreau Envelope}. The first algorithm is based on a standard line search strategy, whereas the second one combines the global efficiency estimates of the corresponding first-order methods, while achieving fast asymptotic convergence rates. Furthermore, they are computationally attractive since each Newton iteration requires the solution of a linear system of usually small dimension.

Enjoy! 

Dec 13, 2013

Sparse Packetized Predictive Control


As in signal processing, sparsity is also a useful concept in control systems. 

Our paper on a sparsity-based control method has been accepted to
IEEE Transactions on Automatic Control, entitled
"Sparse Packetized Predictive Control for Networked Control over Erasure Channels"

The paper can be downloaded from arxiv.

The motivation of this study is sparse representation of control data.
In networked control systems, the data packets are transmitted through communication channels whose bit-rates are limited, and the transmitted data should be represented in fewer bits.
Sparsity then gives an attractive solution to this problem.

To reduce the data size of packets, we have proposed to adopt sparsity-promoting optimizations, namely, 
  1. L1-L2 optimization
  2. L2-constrained L0 optimization

for which efficient algorithms exist (e.g., see this article).

We have shown how to design the tuning parameters to ensure (practical) stability of the resulting feedback control systems when the number of consecutive packet-dropouts is bounded.

Enjoy!

Mar 2, 2013

A User's Guide to Compressed Sensing for Communications Systems

A survey paper has been recently published, entitled A User's Guide to Compressed Sensing for Communications Systems, which I co-authored with Kazunori and Toshiyuki.

PDF is available here, and SCILAB codes here.

Compressed sensing (CS) becomes more and more popular in communications engineering.  In this paper, you can find many applications of CS to communications systems.  The summary reads
SUMMARY: This survey provides a brief introduction to compressed sensing as well as several major algorithms to solve it and its various applications to communications systems. We firstly review linear simultaneous equations as ill-posed inverse problems, since the idea of compressed sensing could be best understood in the context of the linear equations. Then, we consider the problem of compressed sensing as an underdetermined linear system with a prior information that the true solution is sparse, and explain the sparse signal recovery based on ell-1 optimization, which plays the central role in compressed sensing, with some intuitive explanations on the optimization problem. Moreover, we introduce some important properties of the sensing matrix in order to establish the guarantee of the exact recovery of sparse signals from the underdetermined system. After summarizing several major algorithms to obtain a sparse solution focusing on the ell-1 optimization and the greedy approaches, we introduce applications of compressed sensing to communications systems, such as wireless channel estimation, wireless sensor network, network tomography, cognitive radio, array signal processing, multiple access scheme, and networked control.
Enjoy CS with this guide!

Related entries:

Edit:
Igor has featured our paper on his blog entry. Thank you Igor! (07/Mar/2013)



Dec 14, 2012

Compressed Sensing: A New Trend in Control


Aloha!

I am now in Maui to attend IEEE CDC 2012. IEEE CDC (Conference on Decision and Control) is the most important conference of control, and presentations in CDC show recent trends in control.

I have found researches in this CDC that pertain to sparsity or compressed sensing (CS). The number of such researches is increasing in control.

Today I introduce researches related to sparsity or CS found in the final program, including one by myself.


Packetized Predictive Control for Rate-Limited Networks via Sparse Representation
Nagahara, Masaaki,  Kyoto Univ.
Quevedo, Daniel E.,  The Univ. of Newcastle
Ostergaard, Jan,  Aalborg Univ.
Abstract: We study a networked control architecture for linear time-invariant plants in which an unreliable data-rate limited network is placed between the controller and the plant input. The distinguishing aspect of the situation at hand is that an unreliable data-rate limited network is placed between controller and the plant input. To achieve robustness with respect to dropouts, the controller transmits data packets containing plant input predictions, which minimize a finite horizon cost function. In our formulation, we design sparse packets for rate-limited networks, by adopting an L0 optimization, which can be effectively solved by an orthogonal matching pursuit method. Our formulation ensures asymptotic stability of the control loop in the presence of bounded packet dropouts. Simulation results indicate that the proposed controller provides sparse control packets, thereby giving bit-rate reductions for the case of memoryless scalar coding schemes when compared to the use of, more common, quadratic cost functions, as in linear quadratic (LQ) control.

Sparse Multiple Kernels for Impulse Response Estimation with Majorization Minimization Algorithms
Chen, Tianshi,  Linköping Univ. Sweden
Ljung, Lennart,  Linkoping Univ.
Andersen, Martin,  Linköping Univ.
Chiuso, Alessandro,  Univ. di Padova
Carli, Francesca, P,  Univ. of Padova
Pillonetto, Gianluigi,  Univ. of Padova
Abstract: This contribution aims to enrich the recently introduced kernel-based Bayesian approach for linear system identification. Instead of a single kernel, we use multiple kernels, which can be instances of any existing kernels for the impulse response estimation of linear systems. We also introduce a new class of kernels constructed based on output error (OE) model estimates. In this way, a more flexible and richer representation of the kernel is obtained. Due to this representation the associated hyper-parameter estimation problem has two good features. First, it is a difference of convex functions programming (DCP) problem. While it is still nonconvex, it can be transformed into a sequence of convex optimization problems with majorization minimization (MM) algorithms and a local minima can thus be found iteratively. Second, it leads to sparse hyper-parameters and thus sparse multiple kernels. This feature shows the kernel-based approach with multiple kernels has the potential to tackle various problems of finding sparse solutions in linear system identification. As an illustration the sparse dynamic network identification problem is studied.

Topology Identification of a Sparse Dynamic Network
Seneviratne, Akila,  The Univ. of New South Wales
Solo, Victor,  Univ. of New South Wales
Abstract: This paper addresses the problem of identifying the topology of a sparsely connected network of dynamic systems. The goal is to identify the links, the direction of information flow and the transfer function of each dynamic system. The output of each system is affected by the incoming data of the directly connected systems and noise. In contrast to the related existing work we use causal Laguerre basis functions to expand the transfer functions. Since the network is sparsely connected we estimate the system topology using an algorithm which optimizes the l0 penalized least squares criterion with grouped variables. This also contrasts with previous work which usually uses and l1 penalty. The l0 penalty has the potential to generate greater sparsity. We present simulation results to demonstrate the effectiveness of this method.

Data-Driven Graph Reconstruction Using Compressive Sensing
Chang, Young Hwan Univ. of California, Berkeley
Tomlin, Claire J. UC Berkeley
Abstract: Modeling of biological signal pathways forms the basis of systems biology. Also, network models have been important representations of biological signal pathways. In many biological signal pathways, the underlying networks over which the propagations spread are unobserved so inferring network structures from observed data is an important procedure to study the biological systems. In this paper, we focus on protein regulatory networks which are sparse and where the time series measurements of protein dynamics are available. We propose a method based on compressive sensing (CS) for reconstructing a sparse network structure based on limited time-series gene expression data without any a priori information. We present a set of numerical examples to demonstrate the method. We discuss issues of coherence in the data set, and we demonstrate that incoherence in the sensing matrix can be used as a performance metric and a guideline for designing effective experiments.

Stability Analysis of Non-Vector Space Control Via Compressive Feedbacks
Zhao, Jianguo,  Michigan State Univ.
Xi, Ning,  Michigan State Univ.
Sun, Liang,  Michigan State Univ.
Song, Bo,  Michigan State Univ.
Abstract: A new non-vector space control method with compressive feedback is presented in this paper. Two problems are discussed. The first is the development of the non-vector space control method. It formulates the control problem in the space of sets instead of the vector space, and it provides a convenient way to model physical phenomenon such as shapes and images. For the non-vector space dynamical systems, the issues related to stability analysis and design of controllers are discussed in the paper. The second problem is to design controllers for non-vector space dynamic systems using compressive feedback, which is a new concept proposed in this paper. Compressive feedback, obtained from the original feedback, reduces the amount of data for the original feedback but retains the essential information to ensure the stability and other key performance measures for a control system. The design methods for controllers based on compressive feedback are developed in this paper. Furthermore, the non-vector space control system with compressive feedback has been successfully applied to visual servoing, and simulations results have clearly demonstrated the superb performance and advantages.

Schuler, Simone,  Univ. of Stuttgart
Zelazo, Daniel,  Univ. Stuttgart
Allgower, Frank,  Univ. of Stuttgart
Abstract: This paper considers the problem of designing sparse relative sensing networks (RSN) subject to a given Hinf-performance constraint. The topology design considers homogeneous and heterogeneous agents over weighted graphs. We develop a computationally efficient formulation of the sparse topology design via a convex l1-relaxation. This makes the proposed algorithm attractive for practical applications. We also demonstrate how this relaxation can be used to embed additional performance criteria, such as maximization of the algebraic connectivity of the RSN.

Sparse Coloured System Identification with Guaranteed Stability
Seneviratne, Akila,  The Univ. of New South Wales
Solo, Victor,  Univ. of New South Wales
Abstract: We develop a method for sparse transfer function estimation in the presence of coloured noise. Unlike most previous sparse transfer function estimation methods our approach via Laguerre polynomials guarantees stability. Also unlike previous methods the new procedure can handle coloured noise. We discuss both l1 and l0 penalized procedures. Simulation results are presented to demonstrate the effectiveness of this approach and to compare the performance of the two penalties that are considered.

Pan, Wei,  Imperial Coll. London
Yuan, Ye,  Univ. of Cambridge
Goncalves, Jorge,  M. Univ. of Cambridge
STAN, Guy-Bart Vincent,  Imperial Coll. London
Abstract: Reconstruction of biochemical reaction networks (BRN) and genetic regulatory networks (GRN) in particular is a central topic in systems biology which raises crucial theoretical challenges in system identification. Nonlinear Ordinary Differential Equations (ODEs) that involve polynomial and rational functions are typically used to model biochemical reaction networks. Such nonlinear models make the problem of determining the connectivity of biochemical networks from time-series experimental data quite difficult. In this paper, we present a network reconstruction algorithm that can deal with ODE model descriptions containing polynomial and rational functions. Rather than identifying the parameters of linear or nonlinear ODEs characterised by predefined equation structures, our methodology allows us to determine the nonlinear ODEs structure together with their associated parameters. To solve the network reconstruction problem, we cast it as a compressive sensing (CS) problem and use sparse Bayesian learning (SBL) algorithms as a computationally efficient and robust way to obtain its solution.

Comparison of the Sparse-Grid Quadrature Rule and the Cubature Rule in the Nonlinear Filtering
Jia, Bin,  Mississippi State Univ.
Xin, Ming,  Mississippi State Univ.
Cheng, Yang,  Mississippi State Univ.
Abstract: In this paper, the recently developed sparse-grid quadrature filter is compared with the cubature Kalman filter. The relation between the sparse-grid quadrature rule and the cubature rule is revealed. It can be shown that arbitrary degree cubature rules can be obtained by the projection of the sparse-grid quadrature rule. Since both rules can achieve an arbitrary high degree of accuracy, they are more accurate than the conventional third-degree cubature rule and the unscented transformation. In addition, they are computationally more efficient than the Gauss-Hermite quadrature rule and the Monte-Carlo method when they are used to calculate the Gaussian type integrals in the nonlinear filtering. The comparison of these rules is demonstrated by a benchmark numerical integration example.

Sanandaji, Borhan M.,  Univ. of California at Berkeley
Vincent, Tyrone L.,  Colorado School of Mines
Poolla, Kameshwar,  Univ. of California at Berkeley
Wakin, Michael,  Colorado School of Mines
Abstract: In this tutorial, we review some of the recent results concerning Compressive System Identification (CSI) (identification from few measurements) of sparse channels (and in general, Finite Impulse Response (FIR) systems) when it is known a priori that the impulse response of the system under study is sparse (high-dimensional but with few non-zero entries) in an appropriate basis. For the systems under study in this tutorial, the system identification problem boils down to an inverse problem of the form Ax = b, where the vector x is high-dimensional but with few non-zero entries and the matrix A is underdetermined. Over the past few years, several algorithms with corresponding recovery conditions have been proposed to perform such a recovery. These conditions provide the number of measurements sufficient for correct recovery. In this note, we review alternate approaches to derive such recovery conditions concerning CSI of FIR systems whose impulse response is known to be sparse.

Shah, Parikshit,  Massachusetts Inst. of Tech.
Bhaskar, Badri,  Narayan Univ. of Wisconsin - Madison
Tang, Gongguo,  Univ. of Wisconsin-Madison
Recht, Benjamin,  Univ. of Wisconsin-Madison
Abstract: This paper proposes a new algorithm for linear system identification from noisy measurements. The proposed algorithm balances a data fidelity term with a norm induced by the set of single pole filters. We pose a convex optimization problem that approximately solves the atomic norm minimization problem and identifies the unknown system from noisy linear measurements. This problem can be solved efficiently with standard, free software. We provide rigorous statistical guarantees that explicitly bound the estimation error (in the H_2-norm) in terms of the stability radius, the Hankel singular values of the true system and the number of measurements. These results in turn yield complexity bounds and asymptotic consistency. We provide numerical experiments demonstrating the efficacy of our method for estimating linear systems from a variety of linear measurements.

TĂłth, Roland,  Eindhoven Univ. of Tech.
Hjalmarsson, HĂĄkan,  Royal Inst. of Tech.
Rojas, Cristian R.,  KTH Royal Inst. of Tech.
Abstract: Accurate parametric identification of Linear Parameter-Varying (LPV) systems requires an optimal prior selection of model order and a set of functional dependencies for the parameterization of the model coefficients. In order to address this problem for linear regression models, a regressor shrinkage method, the Non-Negative Garrote (NNG) approach, has been proposed recently. This approach achieves statistically efficient order and structural coefficient dependence selection using only measured data of the system. However, particular drawbacks of the NNG are that it is not applicable for large-scale over-parameterized problems due to computational limitations and that adequate performance of the estimator requires a relatively large data set compared to the size of the parameterization used in the model. To overcome these limitations, a recently introduced L_1 sparse estimator approach, the so-called SPARSEVA method, is extended to the LPV case and its performance is compared to the NNG.

Siraj, Muhammad Mohsin,  Eindhoven Univ. of Tech.
TĂłth, Roland,  Eindhoven Univ. of Tech.
Weiland, Siep,  Eindhoven Univ. of Tech.
Abstract: In the reduction of Linear Parameter-Varying (LPV) models, decreasing model complexity is not only limited to model order reduction (state reduction), but also to the simplification of the dependency of the model on the scheduling variable. This is due to the fact that the concept of minimality is strongly connected to both types of complexities. While order reduction of LPV models has been deeply studied in the literature resulting in the extension of various reduction approaches of the LTI system theory, reduction of the scheduling dependency still remains to be a largely open problem. In this paper, a model reduction method for LPV state-space models is proposed which achieves both state-order and scheduling dependency reduction. The introduced approach is based on an LPV Ho-Kalman algorithm via imposing a sparsity expectation on the extended Hankel matrix of the model to be reduced. This sparsity is realized by an L1-norm based minimization of a priori selected set of dependencies associated sub-Markov parameters. The performance of the proposed method is demonstrated via a representative simulation example.



Related entries:

Aug 25, 2012

Compressed Sensing for Communication Systems


Compressed sensing becomes popular in the field of communications.

This week, there was a small and nice conference, APWCS (Asia Pacific Wireless Communications Symposium), in Kyoto University, JAPAN. Researchers and engineers of wireless communications discussed on compressed sensing for communication systems at a special session called Compressed Sensing for Communication Systems. I felt compressed sensing is a powerful tool for a number of problems in communications.

The following is the summary of the session:

S4: Special Session "Compressed Sensing for Communication Systems"
Thursday, August 23, 11:10 - 12:50, Room: Conference Room III
Chair: Kazunori Hayashi (Kyoto University, Japan)

Session Summary: Compressed sensing has drawing much attention in various fields of applications. This is not only because it enables us to obtain an exact solution from an underdetermined linear system under a certain condition on the measurement matrix taking advantage of the sparsity of the solution, but also because the solution can be obtained via computationally efficient algorithms. In this special session, we focus on the communication applications of compressed sensing, such as OFDM systems, network tomography and networked control systems, as well as a brief introduction to compressed sensing. Moreover, we also have a couple  of talks on the problems with  underdetermined systems, where we discuss a possibility to apply compressed sensing to the problems.

S4.1  A Brief Introduction to Compressed Sensing
Kazunori Hayashi (Kyoto University, Japan); Masaaki Nagahara (Kyoto University, Japan)

S4.2  Application of Compressed Sensing to Inter-Symbol Interference Cancellation in OFDM Systems
Masato Saito (University of the Ryukyus, Japan)

S4.3  Path Construction for Compressed Sensing-Based Network Tomography
Kazushi  Takemoto (Osaka University, Japan); Takahiro Matsuda (Osaka University, Japan); Tetsuya Takine (Osaka University, Japan)

S4.4  Sparsity-Promoting Methods in Remote Control Systems
Masaaki Nagahara (Kyoto University, Japan)

S4.5  A Successive Detector with Virtual Channel Detection for Cooperative Multiuser MIMO Systems
Akihito Taya (Kyoto University, Japan); Satoshi Denno (Okayama University, Japan); Koji Yamamoto (Kyoto University, Japan); Masahiro Morikura (Kyoto University, Japan); Daisuke Umehara (Kyoto Institute of Technology, Japan); Hidekazu Murata (Kyoto University, Japan); Susumu Yoshida (Graduate School of Informatics, Kyoto University, Japan)

S4.6  Nested Array and Its Applications
Masashi Tsuji (Tokyo University of Agriculture and Technology, Japan); Takashi Morimoto (Tokyo University of Agriculture and Technology, Japan); Kenta Umebayashi (Tokyo University of Agriculture and Technology, Japan); Yasuo Suzuki (Tokyo University of Agriculture and Technology, Japan)


Related entries:
Compressed sensing meets control systems
Recent papers on compressed sensing for control systems

Jun 2, 2012

Beyond Shannon with your iPhone

I posted an entry about beyond-Shannon signal reconstruction by H optimization. Based on this method, an iPhone application, FANTABIT, has been designed and recently released. The iTunes page says
Automatically upgrade your flat, compressed iTunes music library into rich sounding music with the FANTABIT player!
Listen to your iTunes library with in full dynamic range using the FANTABIT audio enhancing technology and player. This high quality music player is for discerning audiophiles who are tired of listening to uninspiring, compressed music. Install the FANTABIT player and your iTunes music library is instantly converted.
Audiophiles can take full advantage of expensive listening equipment (high-end cables, speakers, headphones, etc.,) to listen to the fully restored music and sounds from their iTunes library using the FANTABIT player. FANTABIT allows you to take full advantage of your system, immersing yourself in the richness of your favorite music.

Compressed sensing (CS) is another beyond-Shannon method, which, to my knowledge, has not been applied to such real-time audio. This is mostly due to the computational cost of optimization in CS reconstruction. Actually, the H reconstruction requires just up-sampling and filtering, which is much faster than CS.


Related entries:
Beyond Shannon: infinity versus zero
Zero, one, and infinity in compressed sensing


May 20, 2012

Recent papers on compressed sensing for control systems

In my past entry, I mentioned that compressed sensing is not so popular in control systems community. However, there are a couple of researches on control systems with compressed sensing.

Trajectory generation

State observation

Optimal control

Networked control
As I mentioned before, there remain difficulties to use CS for control systems (esp. closed-loop ones).  I believe this subject (CS for control systems) will become more important.

Related entries:
Compressed sensing meets control systems

May 19, 2012

Compressed sensing meets control systems

After I had a lecture on compressed sensing (CS) in 2010 given by Prof. Toshiyuki Tanaka , I had a vague idea to apply CS to control systems.

CS is not so popular in control systems community as in signal processing. Although L1 optimal control is a relatively classical problem (see, e.g., a work by Dahleh and Pearson here), they have not cared about the sparsity-promoting property of L1 optimization.

On the other hand, networked control have recently attracted a lot of attention in control systems community.  In networked control, a controller is placed away from a controlled plant and the controller should communicate with the plant over rate-limited networks, such as wireless networks (imagine controlling this for example).  In this situation,  the data should be compressed to satisfy the rate-limiting constraint.

My idea is to use a technique of CS for compressing data of signals in networked control systems.  More precisely, we use L1 optimization for sparse representation of control signals to be transmitted through rate-limited and erasure networks.  I discussed the subject with Dr. Daniel E. Quevedo and presented the work at a conference:

M. Nagahara and D. E. Quevedo,
Sparse Representations for Packetized Predictive Networked Control,
IFAC 18th World Congress, pp. 84-89, Aug 2011.

and also a journal version

M. Nagahara, D. E. Quevedo, and J. Ostergaard,
Sparse Packetized Predictive Control for Networked Control over Erasure Channels,
IEEE Transactions on Automatic Control, Vol. 59, No. 7, Jul 2014.


I believe this is the first-ever paper to apply CS (more precisely, sparse representation or sparse approximation) to networked control systems. However, there remain a couple of difficulties:

  1. The term "Ax-b" where A is highly structured (not randomized) and x is unknown whether it is sparse or not.
  2. The matrix "A" includes model error (e.g., error from linearization).
  3. The vector "b" is subject to noise (e.g., quantization noise).
  4. Computation should be extremely fast since computational delay may cause instability of the closed-loop system.
  5. Only cheap quantization (e.g., a uniform scalar quantizer) can be used.

To see these difficulties, imagine again controlling the helicopter to make it fly stably along a desired trajectory. The problem is very challenging.

For recent papers on CS for control systems, see this entry.


May 9, 2012

Systematic vs random error

Quoted from Wikipedia:

Systematic error:
Systematic errors are biases in measurement which lead to the situation where the mean of many separate measurements differs significantly from the actual value of the measured attribute. All measurements are prone to systematic errors, often of several different types. Sources of systematic error may be imperfect calibration of measurement instruments (zero error), changes in the environment which interfere with the measurement process and sometimes imperfect methods of observation can be either zero error or percentage error.
Random error:
Random errors are errors in measurement that lead to measurable values being inconsistent when repeated measures of a constant attribute or quantity are taken. The word random indicates that they are inherently unpredictable, and have null expected value, namely, they are scattered about the true value, and tend to have null arithmetic mean when a measurement is repeated several times with the same instrument. All measurements are prone to random error.
Also in numerical computation, we often encounter these errors. Discretization, quantization, and truncation errors are systematic. Bugs in a program, misplaced initial values for an algorithm, and inappropriate algorithms for a problem may be sources of systematic errors.

Then, may random errors happen in numerical computation?


Yes.

Examples are randomized algorithms such as Monte Carlo methods. Compressed sensing (CS) may also lead to random errors since CS uses a random measurement process. As Wikipedia suggests, repeated computation may reduce random errors by averaging finding the sparsest solution among the solutions. However, in some applications, such repetition cannot be allowed. In this case, deterministic formulation of CS is required, on which there are much fewer studies than stochastic CS.

For deterministic CS, I found a nice web page here.

Note 1: After this entry was posted, Igor emailed me on the description of randomness in CS.  I wrote that the random error can be reduced by averaging, but Igor pointed out this is not true; the sparsest solution is the exact solution among the solutions obtained by repeated trials.  I would like to correct a mistake as above. 
Note 2: It needs more discussions on the error in CS. Can we call the error a random error?
(2012/May/13)

May 6, 2012

Zero, one, and infinity in compressed sensing

I am very happy I got many comments for my first "technical" blog, where I made a question on relationship between zero and infinity norms in CS (compressed sensing).

Igor pointed out his blog entries (here and here)  in his comment.  According to the entry, an L-infinity optimization may produce a vector the elements of which are sticked to ±||x||_∞.  Applying DFT to such a vector, e.g., x=(1,1,...,1), result in a sparse vector in the Fourier domain.  This may be a simple explanation why the infinity norm is related to CS.

Mahesh and Thomas pointed out the infinity norm is also used in the Dantzig selector. This is based on the fact that L-1 (ell-1) is the dual vector space of L-infinity (ell-infinity).  This is yet another link between zero and infinity (note that L-1 is related to L-0 by so many studies on CS). This also interests me very much.


May 5, 2012

Beyond Shannon: infinity versus zero

Here is a recent paper on signal reconstruction:

Yamamoto, Y.; Nagahara, M.; Khargonekar, P.P.
Signal Reconstruction via  H-infinity Sampled-Data Control Theory—Beyond the Shannon Paradigm,
Signal Processing, IEEE Transactions on , vol.60, no.2, pp.613-625, Feb. 2012.
This paper presents a new method for signal reconstruction by leveraging sampled-data control theory. We formulate the signal reconstruction problem in terms of an analog performance optimization problem using a stable discrete-time filter. The proposed H performance criterion naturally takes inter-sample behavior into account, reflecting the energy distributions of the signal. We present methods for computing optimal solutions which are guaranteed to be stable and causal. Detailed comparisons to alternative methods are provided. We discuss some applications in sound and image reconstruction.

This paper proposes "beyond Shannon" signal reconstruction based on H norm. Recently, another "beyond Shannon" method, called compressed sensing (CS),  is widely studied in signal processing. It is interesting that in CS they use so-called 0-"norm," which is extremely-different from infinity norm.

Is there  a link between infinity and zero?


Related entries:
Beyond Shannon with your iPhone
Zero, one, and infinity in compressed sensing