Bayesian statistical analysis of ground-clutter for the relative calibration of dual polarization weather radars

A new data processing methodology, based on the statistical analysis of ground-clutter echoes and aimed at investigating the stability of the weather radar relative calibration, is presented. A Bayesian classification scheme has been used to identify meteorological and/or ground-clutter echoes. The outcome is evaluated on a training dataset using statistical score indexes through the comparison with a deterministic clutter map. After discriminating the ground clutter areas, we have focused on the spatial analysis of robust and stable returns by using an automated region-merging algorithm. The temporal series of the ground-clutter statistical parameters, extracted from the spatial analysis and expressed in terms of percentile and mean values, have been used to estimate the relative clutter calibration and its uncertainty for both co-polar and differential reflectivity. The proposed methodology has been applied to a dataset collected by a C-band weather radar in southern Italy

Motion Planning of Uncertain Ordinary Differential Equation Systems

This work presents a novel motion planning framework, rooted in nonlinear programming theory, that treats uncertain fully and under-actuated dynamical systems described by ordinary differential equations. Uncertainty in multibody dynamical systems comes from various sources, such as: system parameters, initial conditions, sensor and actuator noise, and external forcing. Treatment of uncertainty in design is of paramount practical importance because all real-life systems are affected by it, and poor robustness and suboptimal performance result if it’s not accounted for in a given design. In this work uncertainties are modeled using Generalized Polynomial Chaos and are solved quantitatively using a least-square collocation method. The computational efficiency of this approach enables the inclusion of uncertainty statistics in the nonlinear programming optimization process. As such, the proposed framework allows the user to pose, and answer, new design questions related to uncertain dynamical systems. Specifically, the new framework is explained in the context of forward, inverse, and hybrid dynamics formulations. The forward dynamics formulation, applicable to both fully and under-actuated systems, prescribes deterministic actuator inputs which yield uncertain state trajectories. The inverse dynamics formulation is the dual to the forward dynamic, and is only applicable to fully-actuated systems; deterministic state trajectories are prescribed and yield uncertain actuator inputs. The inverse dynamics formulation is more computationally efficient as it requires only algebraic evaluations and completely avoids numerical integration. Finally, the hybrid dynamics formulation is applicable to under-actuated systems where it leverages the benefits of inverse dynamics for actuated joints and forward dynamics for unactuated joints; it prescribes actuated state and unactuated input trajectories which yield uncertain unactuated states and actuated inputs. The benefits of the ability to quantify uncertainty when planning the motion of multibody dynamic systems are illustrated through several case-studies. The resulting designs determine optimal motion plans—subject to deterministic and statistical constraints—for all possible systems within the probability space

Mining Maximal Cliques from an Uncertain Graph

We consider mining dense substructures (maximal cliques) from an uncertain graph, which is a probability distribution on a set of deterministic graphs. For parameter 0 < {\alpha} < 1, we present a precise definition of an {\alpha}-maximal clique in an uncertain graph. We present matching upper and lower bounds on the number of {\alpha}-maximal cliques possible within an uncertain graph. We present an algorithm to enumerate {\alpha}-maximal cliques in an uncertain graph whose worst-case runtime is near-optimal, and an experimental evaluation showing the practical utility of the algorithm.Comment: ICDE 201

Semi-supervised Learning based on Distributionally Robust Optimization

We propose a novel method for semi-supervised learning (SSL) based on data-driven distributionally robust optimization (DRO) using optimal transport metrics. Our proposed method enhances generalization error by using the unlabeled data to restrict the support of the worst case distribution in our DRO formulation. We enable the implementation of our DRO formulation by proposing a stochastic gradient descent algorithm which allows to easily implement the training procedure. We demonstrate that our Semi-supervised DRO method is able to improve the generalization error over natural supervised procedures and state-of-the-art SSL estimators. Finally, we include a discussion on the large sample behavior of the optimal uncertainty region in the DRO formulation. Our discussion exposes important aspects such as the role of dimension reduction in SSL

Computational Methods for Sparse Solution of Linear Inverse Problems

The goal of the sparse approximation problem is to approximate a target signal using a linear combination of a few elementary signals drawn from a fixed collection. This paper surveys the major practical algorithms for sparse approximation. Specific attention is paid to computational issues, to the circumstances in which individual methods tend to perform well, and to the theoretical guarantees available. Many fundamental questions in electrical engineering, statistics, and applied mathematics can be posed as sparse approximation problems, making these algorithms versatile and relevant to a plethora of applications

Rank-Sparsity Incoherence for Matrix Decomposition

Suppose we are given a matrix that is formed by adding an unknown sparse matrix to an unknown low-rank matrix. Our goal is to decompose the given matrix into its sparse and low-rank components. Such a problem arises in a number of applications in model and system identification, and is NP-hard in general. In this paper we consider a convex optimization formulation to splitting the specified matrix into its components, by minimizing a linear combination of the $\ell_1$ norm and the nuclear norm of the components. We develop a notion of \emph{rank-sparsity incoherence}, expressed as an uncertainty principle between the sparsity pattern of a matrix and its row and column spaces, and use it to characterize both fundamental identifiability as well as (deterministic) sufficient conditions for exact recovery. Our analysis is geometric in nature, with the tangent spaces to the algebraic varieties of sparse and low-rank matrices playing a prominent role. When the sparse and low-rank matrices are drawn from certain natural random ensembles, we show that the sufficient conditions for exact recovery are satisfied with high probability. We conclude with simulation results on synthetic matrix decomposition problems

Diagnostics of an Aircraft Engine Pumping Unit Using a Hybrid Approach based-on Surrogate Modeling

This document introduces a hybrid approach for fault detection and identification of an aircraft engine pumping unit. It is based on the complementarity between a model-based approach accounting for uncertainties aimed at quantifying the degradation modes signatures and a data-driven approach aimed at recalibrating the healthy syndrome from measures. Because of the computational time costs of uncertainties propagation into the physics based model, a surrogate modeling technic called Kriging associated to Latin hypercube sampling is utilized. The hybrid approach is tested on a pumping unit of an aircraft engine and shows good results for computing the degradation modes signatures and performing their detection and identification