Interpolation and Extrapolation of Toeplitz Matrices via Optimal Mass Transport

In this work, we propose a novel method for quantifying distances between Toeplitz structured covariance matrices. By exploiting the spectral representation of Toeplitz matrices, the proposed distance measure is defined based on an optimal mass transport problem in the spectral domain. This may then be interpreted in the covariance domain, suggesting a natural way of interpolating and extrapolating Toeplitz matrices, such that the positive semi-definiteness and the Toeplitz structure of these matrices are preserved. The proposed distance measure is also shown to be contractive with respect to both additive and multiplicative noise, and thereby allows for a quantification of the decreased distance between signals when these are corrupted by noise. Finally, we illustrate how this approach can be used for several applications in signal processing. In particular, we consider interpolation and extrapolation of Toeplitz matrices, as well as clustering problems and tracking of slowly varying stochastic processes

Sum-of-Squares approach to feedback control of laminar wake flows

A novel nonlinear feedback control design methodology for incompressible fluid flows aiming at the optimisation of long-time averages of flow quantities is presented. It applies to reduced-order finite-dimensional models of fluid flows, expressed as a set of first-order nonlinear ordinary differential equations with the right-hand side being a polynomial function in the state variables and in the controls. The key idea, first discussed in Chernyshenko et al. 2014, Philos. T. Roy. Soc. 372(2020), is that the difficulties of treating and optimising long-time averages of a cost are relaxed by using the upper/lower bounds of such averages as the objective function. In this setting, control design reduces to finding a feedback controller that optimises the bound, subject to a polynomial inequality constraint involving the cost function, the nonlinear system, the controller itself and a tunable polynomial function. A numerically tractable approach to the solution of such optimisation problems, based on Sum-of-Squares techniques and semidefinite programming, is proposed. To showcase the methodology, the mitigation of the fluctuation kinetic energy in the unsteady wake behind a circular cylinder in the laminar regime at Re=100, via controlled angular motions of the surface, is numerically investigated. A compact reduced-order model that resolves the long-term behaviour of the fluid flow and the effects of actuation, is derived using Proper Orthogonal Decomposition and Galerkin projection. In a full-information setting, feedback controllers are then designed to reduce the long-time average of the kinetic energy associated with the limit cycle. These controllers are then implemented in direct numerical simulations of the actuated flow. Control performance, energy efficiency, and physical control mechanisms identified are analysed. Key elements, implications and future work are discussed

H^∞-Optimal Fractional Delay Filters

Fractional delay filters are digital filters to delay discrete-time signals by a fraction of the sampling period. Since the delay is fractional, the intersample behavior of the original analog signal becomes crucial. In contrast to the conventional designs based on the Shannon sampling theorem with the band-limiting hypothesis, the present paper proposes a new approach based on the modern sampled-data $H^{infty}$ optimization that aims at restoring the intersample behavior beyond the Nyquist frequency. By using the lifting transform or continuous-time blocking the design problem is equivalently reduced to a discrete-time $H^{infty}$ optimization, which can be effectively solved by numerical computation softwares. Moreover, a closed-form solution is obtained under an assumption on the original analog signals. Design examples are given to illustrate the advantage of the proposed method

Convex searches for discrete-time Zames-Falb multipliers

In this paper we develop and analyse convex searches for Zames--Falb multipliers. We present two different approaches: Infinite Impulse Response (IIR) and Finite Impulse Response (FIR) multipliers. The set of FIR multipliers is complete in that any IIR multipliers can be phase-substituted by an arbitrarily large order FIR multiplier. We show that searches in discrete-time for FIR multipliers are effective even for large orders. As expected, the numerical results provide the best $\ell_{2}$-stability results in the literature for slope-restricted nonlinearities. Finally, we demonstrate that the discrete-time search can provide an effective method to find suitable continuous-time multipliers.Comment: 12 page

Fault Detection for Cyber-Physical Systems: Smart Grid case

The problem of fault detection and isolation in cyber-physical systems is growing in importance following the trend to have an ubiquitous presence of sensors and actuators with network capabilities in power networks and other areas. In this context, attacks to power systems or other vital components providing basic needs might either present a serious threat or at least cost a lot of resources. In this paper, we tackle the problem of having an intruder corrupting a smart grid in two different scenarios: a centralized detector for a portion of the network and a fully distributed solution that only has limited neighbor information. For both cases, differences in strategies using Set-Valued Observers are discussed and theoretical results regarding a bound on the maximum magnitude of the attacker’s signal are provided. Performance is assessed through simulation, illustrating, in particular, the detection time for various types of faults in IEEE testbed scenarios

Design and Analysis of A New Illumination Invariant Human Face Recognition System

In this dissertation we propose the design and analysis of a new illumination invariant face recognition system. We show that the multiscale analysis of facial structure and features of face images leads to superior recognition rates for images under varying illumination. We assume that an image I ( x,y ) is a black box consisting of a combination of illumination and reflectance. A new approximation is proposed to enhance the illumination removal phase. As illumination resides in the low-frequency part of images, a high-performance multiresolution transformation is employed to accurately separate the frequency contents of input images. The procedure is followed by a fine-tuning process. After extracting a mask, feature vector is formed and the principal component analysis (PCA) is used for dimensionality reduction which is then proceeded by the extreme learning machine (ELM) as a classifier. We then analyze the effect of the frequency selectivity of subbands of the transformation on the performance of the proposed face recognition system. In fact, we first propose a method to tune the characteristics of a multiresolution transformation, and then analyze how these specifications may affect the recognition rate. In addition, we show that the proposed face recognition system can be further improved in terms of the computational time and accuracy. The motivation for this progress is related to the fact that although illumination mostly lies in the low-frequency part of images, these low-frequency components may have low- or high-resonance nature. Therefore, for the first time, we introduce the resonance based analysis of face images rather than the traditional frequency domain approaches. We found that energy selectivity of the subbands of the resonance based decomposition can lead to superior results with less computational complexity. The method is free of any prior information about the face shape. It is systematic and can be applied separately on each image. Several experiments are performed employing the well known databases such as the Yale B, Extended-Yale B, CMU-PIE, FERET, AT&T, and LFW. Illustrative examples are given and the results confirm the effectiveness of the method compared to the current results in the literature