Towards Efficient Maximum Likelihood Estimation of LPV-SS Models

How to efficiently identify multiple-input multiple-output (MIMO) linear parameter-varying (LPV) discrete-time state-space (SS) models with affine dependence on the scheduling variable still remains an open question, as identification methods proposed in the literature suffer heavily from the curse of dimensionality and/or depend on over-restrictive approximations of the measured signal behaviors. However, obtaining an SS model of the targeted system is crucial for many LPV control synthesis methods, as these synthesis tools are almost exclusively formulated for the aforementioned representation of the system dynamics. Therefore, in this paper, we tackle the problem by combining state-of-the-art LPV input-output (IO) identification methods with an LPV-IO to LPV-SS realization scheme and a maximum likelihood refinement step. The resulting modular LPV-SS identification approach achieves statical efficiency with a relatively low computational load. The method contains the following three steps: 1) estimation of the Markov coefficient sequence of the underlying system using correlation analysis or Bayesian impulse response estimation, then 2) LPV-SS realization of the estimated coefficients by using a basis reduced Ho-Kalman method, and 3) refinement of the LPV-SS model estimate from a maximum-likelihood point of view by a gradient-based or an expectation-maximization optimization methodology. The effectiveness of the full identification scheme is demonstrated by a Monte Carlo study where our proposed method is compared to existing schemes for identifying a MIMO LPV system

Proactive Resource Allocation: Harnessing the Diversity and Multicast Gains

This paper introduces the novel concept of proactive resource allocation through which the predictability of user behavior is exploited to balance the wireless traffic over time, and hence, significantly reduce the bandwidth required to achieve a given blocking/outage probability. We start with a simple model in which the smart wireless devices are assumed to predict the arrival of new requests and submit them to the network T time slots in advance. Using tools from large deviation theory, we quantify the resulting prediction diversity gain} to establish that the decay rate of the outage event probabilities increases with the prediction duration T. This model is then generalized to incorporate the effect of the randomness in the prediction look-ahead time T. Remarkably, we also show that, in the cognitive networking scenario, the appropriate use of proactive resource allocation by the primary users improves the diversity gain of the secondary network at no cost in the primary network diversity. We also shed lights on multicasting with predictable demands and show that the proactive multicast networks can achieve a significantly higher diversity gain that scales super-linearly with T. Finally, we conclude by a discussion of the new research questions posed under the umbrella of the proposed proactive (non-causal) wireless networking framework

Towards Loosely-Coupled Programming on Petascale Systems

We have extended the Falkon lightweight task execution framework to make loosely coupled programming on petascale systems a practical and useful programming model. This work studies and measures the performance factors involved in applying this approach to enable the use of petascale systems by a broader user community, and with greater ease. Our work enables the execution of highly parallel computations composed of loosely coupled serial jobs with no modifications to the respective applications. This approach allows a new-and potentially far larger-class of applications to leverage petascale systems, such as the IBM Blue Gene/P supercomputer. We present the challenges of I/O performance encountered in making this model practical, and show results using both microbenchmarks and real applications from two domains: economic energy modeling and molecular dynamics. Our benchmarks show that we can scale up to 160K processor-cores with high efficiency, and can achieve sustained execution rates of thousands of tasks per second.Comment: IEEE/ACM International Conference for High Performance Computing, Networking, Storage and Analysis (SuperComputing/SC) 200

When Backpressure Meets Predictive Scheduling

Motivated by the increasing popularity of learning and predicting human user behavior in communication and computing systems, in this paper, we investigate the fundamental benefit of predictive scheduling, i.e., predicting and pre-serving arrivals, in controlled queueing systems. Based on a lookahead window prediction model, we first establish a novel equivalence between the predictive queueing system with a \emph{fully-efficient} scheduling scheme and an equivalent queueing system without prediction. This connection allows us to analytically demonstrate that predictive scheduling necessarily improves system delay performance and can drive it to zero with increasing prediction power. We then propose the \textsf{Predictive Backpressure (PBP)} algorithm for achieving optimal utility performance in such predictive systems. \textsf{PBP} efficiently incorporates prediction into stochastic system control and avoids the great complication due to the exponential state space growth in the prediction window size. We show that \textsf{PBP} can achieve a utility performance that is within $O(\epsilon)$ of the optimal, for any $\epsilon>0$, while guaranteeing that the system delay distribution is a \emph{shifted-to-the-left} version of that under the original Backpressure algorithm. Hence, the average packet delay under \textsf{PBP} is strictly better than that under Backpressure, and vanishes with increasing prediction window size. This implies that the resulting utility-delay tradeoff with predictive scheduling beats the known optimal $[O(\epsilon), O(\log(1/\epsilon))]$ tradeoff for systems without prediction

A Case Study in Coordination Programming: Performance Evaluation of S-Net vs Intel's Concurrent Collections

We present a programming methodology and runtime performance case study comparing the declarative data flow coordination language S-Net with Intel's Concurrent Collections (CnC). As a coordination language S-Net achieves a near-complete separation of concerns between sequential software components implemented in a separate algorithmic language and their parallel orchestration in an asynchronous data flow streaming network. We investigate the merits of S-Net and CnC with the help of a relevant and non-trivial linear algebra problem: tiled Cholesky decomposition. We describe two alternative S-Net implementations of tiled Cholesky factorization and compare them with two CnC implementations, one with explicit performance tuning and one without, that have previously been used to illustrate Intel CnC. Our experiments on a 48-core machine demonstrate that S-Net manages to outperform CnC on this problem.Comment: 9 pages, 8 figures, 1 table, accepted for PLC 2014 worksho

Many-Task Computing and Blue Waters

This report discusses many-task computing (MTC) generically and in the context of the proposed Blue Waters systems, which is planned to be the largest NSF-funded supercomputer when it begins production use in 2012. The aim of this report is to inform the BW project about MTC, including understanding aspects of MTC applications that can be used to characterize the domain and understanding the implications of these aspects to middleware and policies. Many MTC applications do not neatly fit the stereotypes of high-performance computing (HPC) or high-throughput computing (HTC) applications. Like HTC applications, by definition MTC applications are structured as graphs of discrete tasks, with explicit input and output dependencies forming the graph edges. However, MTC applications have significant features that distinguish them from typical HTC applications. In particular, different engineering constraints for hardware and software must be met in order to support these applications. HTC applications have traditionally run on platforms such as grids and clusters, through either workflow systems or parallel programming systems. MTC applications, in contrast, will often demand a short time to solution, may be communication intensive or data intensive, and may comprise very short tasks. Therefore, hardware and software for MTC must be engineered to support the additional communication and I/O and must minimize task dispatch overheads. The hardware of large-scale HPC systems, with its high degree of parallelism and support for intensive communication, is well suited for MTC applications. However, HPC systems often lack a dynamic resource-provisioning feature, are not ideal for task communication via the file system, and have an I/O system that is not optimized for MTC-style applications. Hence, additional software support is likely to be required to gain full benefit from the HPC hardware