An Emergent Space for Distributed Data with Hidden Internal Order through Manifold Learning

Manifold-learning techniques are routinely used in mining complex spatiotemporal data to extract useful, parsimonious data representations/parametrizations; these are, in turn, useful in nonlinear model identification tasks. We focus here on the case of time series data that can ultimately be modelled as a spatially distributed system (e.g. a partial differential equation, PDE), but where we do not know the space in which this PDE should be formulated. Hence, even the spatial coordinates for the distributed system themselves need to be identified - to emerge from - the data mining process. We will first validate this emergent space reconstruction for time series sampled without space labels in known PDEs; this brings up the issue of observability of physical space from temporal observation data, and the transition from spatially resolved to lumped (order-parameter-based) representations by tuning the scale of the data mining kernels. We will then present actual emergent space discovery illustrations. Our illustrative examples include chimera states (states of coexisting coherent and incoherent dynamics), and chaotic as well as quasiperiodic spatiotemporal dynamics, arising in partial differential equations and/or in heterogeneous networks. We also discuss how data-driven spatial coordinates can be extracted in ways invariant to the nature of the measuring instrument. Such gauge-invariant data mining can go beyond the fusion of heterogeneous observations of the same system, to the possible matching of apparently different systems

A hierarchy for modeling high speed propulsion systems

General research efforts on reduced order propulsion models for control systems design are overviewed. Methods for modeling high speed propulsion systems are discussed including internal flow propulsion systems that do not contain rotating machinery, such as inlets, ramjets, and scramjets. The discussion is separated into four areas: (1) computational fluid dynamics models for the entire nonlinear system or high order nonlinear models; (2) high order linearized models derived from fundamental physics; (3) low order linear models obtained from the other high order models; and (4) low order nonlinear models (order here refers to the number of dynamic states). Included in the discussion are any special considerations based on the relevant control system designs. The methods discussed are for the quasi-one-dimensional Euler equations of gasdynamic flow. The essential nonlinear features represented are large amplitude nonlinear waves, including moving normal shocks, hammershocks, simple subsonic combustion via heat addition, temperature dependent gases, detonations, and thermal choking. The report also contains a comprehensive list of papers and theses generated by this grant

On-Manifold Preintegration for Real-Time Visual-Inertial Odometry

Current approaches for visual-inertial odometry (VIO) are able to attain highly accurate state estimation via nonlinear optimization. However, real-time optimization quickly becomes infeasible as the trajectory grows over time, this problem is further emphasized by the fact that inertial measurements come at high rate, hence leading to fast growth of the number of variables in the optimization. In this paper, we address this issue by preintegrating inertial measurements between selected keyframes into single relative motion constraints. Our first contribution is a \emph{preintegration theory} that properly addresses the manifold structure of the rotation group. We formally discuss the generative measurement model as well as the nature of the rotation noise and derive the expression for the \emph{maximum a posteriori} state estimator. Our theoretical development enables the computation of all necessary Jacobians for the optimization and a-posteriori bias correction in analytic form. The second contribution is to show that the preintegrated IMU model can be seamlessly integrated into a visual-inertial pipeline under the unifying framework of factor graphs. This enables the application of incremental-smoothing algorithms and the use of a \emph{structureless} model for visual measurements, which avoids optimizing over the 3D points, further accelerating the computation. We perform an extensive evaluation of our monocular \VIO pipeline on real and simulated datasets. The results confirm that our modelling effort leads to accurate state estimation in real-time, outperforming state-of-the-art approaches.Comment: 20 pages, 24 figures, accepted for publication in IEEE Transactions on Robotics (TRO) 201

Continuous-variable quantum neural networks

We introduce a general method for building neural networks on quantum computers. The quantum neural network is a variational quantum circuit built in the continuous-variable (CV) architecture, which encodes quantum information in continuous degrees of freedom such as the amplitudes of the electromagnetic field. This circuit contains a layered structure of continuously parameterized gates which is universal for CV quantum computation. Affine transformations and nonlinear activation functions, two key elements in neural networks, are enacted in the quantum network using Gaussian and non-Gaussian gates, respectively. The non-Gaussian gates provide both the nonlinearity and the universality of the model. Due to the structure of the CV model, the CV quantum neural network can encode highly nonlinear transformations while remaining completely unitary. We show how a classical network can be embedded into the quantum formalism and propose quantum versions of various specialized model such as convolutional, recurrent, and residual networks. Finally, we present numerous modeling experiments built with the Strawberry Fields software library. These experiments, including a classifier for fraud detection, a network which generates Tetris images, and a hybrid classical-quantum autoencoder, demonstrate the capability and adaptability of CV quantum neural networks

Data assimilation in a multi-scale model

Data assimilation for multi-scale models is an important contemporary research topic. Especially the role of unresolved scales and model error in data assimilation needs to be systematically addressed. Here we examine these issues using the Ensemble Kalman filter (EnKF) with the two-level Lorenz-96 model as a conceptual prototype model of the multi-scale climate system. We use stochastic parameterization schemes to mitigate the model errors from the unresolved scales. Our results indicate that a third-order autoregressive process performs better than a first-order autoregressive process in the stochastic parameterization schemes, especially for the system with a large time-scale separation.Model errors can also arise from imprecise model parameters. We find that the accuracy of the analysis (an optimal estimate of a model state) is linearly correlated to the forcing error in the Lorenz-96 model. Furthermore, we propose novel observation strategies to deal with the fact that the dimension of the observations is much smaller than the model states. We also propose a new analog method to increase the size of the ensemble when its size is too small