Calculation of Generalized Polynomial-Chaos Basis Functions and Gauss Quadrature Rules in Hierarchical Uncertainty Quantification

Stochastic spectral methods are efficient techniques for uncertainty quantification. Recently they have shown excellent performance in the statistical analysis of integrated circuits. In stochastic spectral methods, one needs to determine a set of orthonormal polynomials and a proper numerical quadrature rule. The former are used as the basis functions in a generalized polynomial chaos expansion. The latter is used to compute the integrals involved in stochastic spectral methods. Obtaining such information requires knowing the density function of the random input {\it a-priori}. However, individual system components are often described by surrogate models rather than density functions. In order to apply stochastic spectral methods in hierarchical uncertainty quantification, we first propose to construct physically consistent closed-form density functions by two monotone interpolation schemes. Then, by exploiting the special forms of the obtained density functions, we determine the generalized polynomial-chaos basis functions and the Gauss quadrature rules that are required by a stochastic spectral simulator. The effectiveness of our proposed algorithm is verified by both synthetic and practical circuit examples.Comment: Published by IEEE Trans CAD in May 201

Estimation of generalised frequency response functions

Volterra series theory has a wide application in the representation, analysis, design and control of nonlinear systems. A new method of estimating the Volterra kernels in the frequency domain is introduced based on a non-parametric algorithm. Unlike the traditional non-parametric methods using the DFT transformed input-output data, this new approach uses the time domain measurements directly to estimate the frequency domain response functions

Hardware-Amenable Structural Learning for Spike-based Pattern Classification using a Simple Model of Active Dendrites

This paper presents a spike-based model which employs neurons with functionally distinct dendritic compartments for classifying high dimensional binary patterns. The synaptic inputs arriving on each dendritic subunit are nonlinearly processed before being linearly integrated at the soma, giving the neuron a capacity to perform a large number of input-output mappings. The model utilizes sparse synaptic connectivity; where each synapse takes a binary value. The optimal connection pattern of a neuron is learned by using a simple hardware-friendly, margin enhancing learning algorithm inspired by the mechanism of structural plasticity in biological neurons. The learning algorithm groups correlated synaptic inputs on the same dendritic branch. Since the learning results in modified connection patterns, it can be incorporated into current event-based neuromorphic systems with little overhead. This work also presents a branch-specific spike-based version of this structural plasticity rule. The proposed model is evaluated on benchmark binary classification problems and its performance is compared against that achieved using Support Vector Machine (SVM) and Extreme Learning Machine (ELM) techniques. Our proposed method attains comparable performance while utilizing 10 to 50% less computational resources than the other reported techniques.Comment: Accepted for publication in Neural Computatio

SWATI: Synthesizing Wordlengths Automatically Using Testing and Induction

In this paper, we present an automated technique SWATI: Synthesizing Wordlengths Automatically Using Testing and Induction, which uses a combination of Nelder-Mead optimization based testing, and induction from examples to automatically synthesize optimal fixedpoint implementation of numerical routines. The design of numerical software is commonly done using floating-point arithmetic in design-environments such as Matlab. However, these designs are often implemented using fixed-point arithmetic for speed and efficiency reasons especially in embedded systems. The fixed-point implementation reduces implementation cost, provides better performance, and reduces power consumption. The conversion from floating-point designs to fixed-point code is subject to two opposing constraints: (i) the word-width of fixed-point types must be minimized, and (ii) the outputs of the fixed-point program must be accurate. In this paper, we propose a new solution to this problem. Our technique takes the floating-point program, specified accuracy and an implementation cost model and provides the fixed-point program with specified accuracy and optimal implementation cost. We demonstrate the effectiveness of our approach on a set of examples from the domain of automated control, robotics and digital signal processing

The utility of a digital simulation language for ecological modeling

Dynamic modeling of ecological phenomena has been greatly facilitated by the recent development of continuous system simulator programs. This paper illustrates the application of one of these programs, S/360 Continuous System Modeling Program (S/360 CSMP), to four systems of graduated complexity. The first is a two species system, with one feeding on the other, using differential equations with constant coefficients. The second and third systems involve two competing plant species in which the coefficients of the differential equations are varying with time. The final example considers the management of a postulated buffalo herd in which the dynamics of the herd population and composition by sex and age is combined with various strategies to control its size and to optimize buffalo production

A methodology for airplane parameter estimation and confidence interval determination in nonlinear estimation problems

An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. With the fitted surface, sensitivity information can be updated at each iteration with less computational effort than that required by either a finite-difference method or integration of the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, and thus provides flexibility to use model equations in any convenient format. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. The degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels and to predict the degree of agreement between CR bounds and search estimates

Sparse Volterra and Polynomial Regression Models: Recoverability and Estimation

Volterra and polynomial regression models play a major role in nonlinear system identification and inference tasks. Exciting applications ranging from neuroscience to genome-wide association analysis build on these models with the additional requirement of parsimony. This requirement has high interpretative value, but unfortunately cannot be met by least-squares based or kernel regression methods. To this end, compressed sampling (CS) approaches, already successful in linear regression settings, can offer a viable alternative. The viability of CS for sparse Volterra and polynomial models is the core theme of this work. A common sparse regression task is initially posed for the two models. Building on (weighted) Lasso-based schemes, an adaptive RLS-type algorithm is developed for sparse polynomial regressions. The identifiability of polynomial models is critically challenged by dimensionality. However, following the CS principle, when these models are sparse, they could be recovered by far fewer measurements. To quantify the sufficient number of measurements for a given level of sparsity, restricted isometry properties (RIP) are investigated in commonly met polynomial regression settings, generalizing known results for their linear counterparts. The merits of the novel (weighted) adaptive CS algorithms to sparse polynomial modeling are verified through synthetic as well as real data tests for genotype-phenotype analysis.Comment: 20 pages, to appear in IEEE Trans. on Signal Processin

Feedback control by online learning an inverse model

A model, predictor, or error estimator is often used by a feedback controller to control a plant. Creating such a model is difficult when the plant exhibits nonlinear behavior. In this paper, a novel online learning control framework is proposed that does not require explicit knowledge about the plant. This framework uses two learning modules, one for creating an inverse model, and the other for actually controlling the plant. Except for their inputs, they are identical. The inverse model learns by the exploration performed by the not yet fully trained controller, while the actual controller is based on the currently learned model. The proposed framework allows fast online learning of an accurate controller. The controller can be applied on a broad range of tasks with different dynamic characteristics. We validate this claim by applying our control framework on several control tasks: 1) the heating tank problem (slow nonlinear dynamics); 2) flight pitch control (slow linear dynamics); and 3) the balancing problem of a double inverted pendulum (fast linear and nonlinear dynamics). The results of these experiments show that fast learning and accurate control can be achieved. Furthermore, a comparison is made with some classical control approaches, and observations concerning convergence and stability are made

Near real-time stereo vision system

The apparatus for a near real-time stereo vision system for use with a robotic vehicle is described. The system is comprised of two cameras mounted on three-axis rotation platforms, image-processing boards, a CPU, and specialized stereo vision algorithms. Bandpass-filtered image pyramids are computed, stereo matching is performed by least-squares correlation, and confidence ranges are estimated by means of Bayes' theorem. In particular, Laplacian image pyramids are built and disparity maps are produced from the 60 x 64 level of the pyramids at rates of up to 2 seconds per image pair. The first autonomous cross-country robotic traverses (of up to 100 meters) have been achieved using the stereo vision system of the present invention with all computing done onboard the vehicle. The overall approach disclosed herein provides a unifying paradigm for practical domain-independent stereo ranging