Showing posts with label conference. Show all posts
Showing posts with label conference. Show all posts

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 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.

Tóth, Roland,  Eindhoven Univ. of Tech.
Hjalmarsson, Håkan,  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.
Tóth, 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

Jul 15, 2012

Nice Restaurants around the University of Melbourne

Last week, I was in the University of Melbourne, Australia, to attend the MTNS 2012 conference.

In the daytime, I discussed with some researchers, listend presentations, and also had my presentation. In the evening, I ate a lot at nice restaurants around the Uni of Melbourne. Today's post is on restaurants I recommend to go for lunch or dinner. 

  1. IL GAMBERO ON THE PARK
    A quite nice Italian restaurant near the university. Around this restaurant, there are many Italian restaurants, and they call the place Little Italy. My friend, Yeon Jeong, who lives in Melbourne, took me to this nice restaurant for lunch, and she recommended marinara pasta, which I had. The pasta is full of sea food: clams, mussels, calamari, and scallops with olive oil and garlic. I enjoyed the pasta very much. You should try it!
  2. The Carlton Wine Room
    My friend and also my research colleague, Daniel Quevedo, invited me to have dinner at this restaurant. It was by chance that I got this restaurant; he planned to go dinner with a professor in Melbourne, who recommended this restaurant, but he was sick at the time. I was a quite lucky man (sorry, Professor). We ordered Chef's picks and grasses of wine which a waitress recommended. After we ordered, a group of professors who attended the conference appeared in the restaurant. What a coincidence! This proves that the restaurant is loved by "high level" foodies as professors (as you know, professors go abroad many times a year and they are often invited to five-star restaurants!).
    Note: you should make a reservation before you go for dinner; this restaurant is full of customers every night.
  3. Dainty Sichuan Food
    Daniel's friend, Alex, invited us (Daniel, Masashi, and me) to this restaurant. This is a Chinese restaurant, located a bit far from the Uni of Melbourne (20 minutes from the uni by car). The restaurant is full of Chinese customers, this proves the restaurant is a quite nice Chinese restaurant. I like spicy food very much, and I enjoyed spicy (level 1 to 3) and very tasty food. I also recommend drink Tsingtao beer, which goes with spicy Chinese food. We ate and drank a lot!

Jul 10, 2012

Trinity College in Melbourne

I am now in Melbourne, Australia, to attend MTNS (Mathematical Theory of Networks and Systems) 2012 conference. I stay in Trinity College in the University of Melbourne.

Trinity College is founded in 1872 as the first residential college of the University of Melbourne.   It is very old but quite beautiful. The accommodation is also nice; old but comfortable, not so expensive, and safe. The internet access works very well.

The University of Melbourne is founded in 1853, and Melbourne School of Engineering in 1861, the oldest engineering faculty in Australia (in 2011 it celebrates 150 years of engineering education at the University of Melbourne.




See also my entry: Nice Restaurants around the University of Melbourne.