Structure Learning in Coupled Dynamical Systems and Dynamic Causal Modelling

Identifying a coupled dynamical system out of many plausible candidates, each of which could serve as the underlying generator of some observed measurements, is a profoundly ill posed problem that commonly arises when modelling real world phenomena. In this review, we detail a set of statistical procedures for inferring the structure of nonlinear coupled dynamical systems (structure learning), which has proved useful in neuroscience research. A key focus here is the comparison of competing models of (ie, hypotheses about) network architectures and implicit coupling functions in terms of their Bayesian model evidence. These methods are collectively referred to as dynamical casual modelling (DCM). We focus on a relatively new approach that is proving remarkably useful; namely, Bayesian model reduction (BMR), which enables rapid evaluation and comparison of models that differ in their network architecture. We illustrate the usefulness of these techniques through modelling neurovascular coupling (cellular pathways linking neuronal and vascular systems), whose function is an active focus of research in neurobiology and the imaging of coupled neuronal systems

Economic Games as Estimators

Discrete event games are discrete time dynamical systems whose state transitions are discrete events caused by actions taken by agents within the game. The agents’ objectives and associated decision rules need not be known to the game designer in order to impose struc- ture on a game’s reachable states. Mechanism design for discrete event games is accomplished by declaring desirable invariant properties and restricting the state transition functions to conserve these properties at every point in time for all admissible actions and for all agents, using techniques familiar from state-feedback control theory. Building upon these connections to control theory, a framework is developed to equip these games with estimation properties of signals which are private to the agents playing the game. Token bonding curves are presented as discrete event games and numerical experiments are used to investigate their signal processing properties with a focus on input-output response dynamics.Series: Working Paper Series / Institute for Cryptoeconomics / Interdisciplinary Researc

Real-time flutter identification

The techniques and a FORTRAN 77 MOdal Parameter IDentification (MOPID) computer program developed for identification of the frequencies and damping ratios of multiple flutter modes in real time are documented. Physically meaningful model parameterization was combined with state of the art recursive identification techniques and applied to the problem of real time flutter mode monitoring. The performance of the algorithm in terms of convergence speed and parameter estimation error is demonstrated for several simulated data cases, and the results of actual flight data analysis from two different vehicles are presented. It is indicated that the algorithm is capable of real time monitoring of aircraft flutter characteristics with a high degree of reliability

Optimal Feedback Control Rules Sensitive to Controlled Endogenous Risk-Aversion

The objective of this paper is to correct and improve the results obtained by Van der Ploeg (1984a, 1984b) and utilized in the literature related to feedback stochastic optimal control sensitive to constant exogenous risk-aversion (Karp 1987; Whittle 1989, 1990; Chow 1993, amongst others). More realistic, the proposed approach deals with endoge- nous risks that are under the control of the decision-maker. It has strong implications on the policy decisions adopted by the decision-maker during the entire planning horizon.Controlled stochastic environment, rational decision-maker, adaptive control, optimal path, feedback optimal strategy, endogenous risk-aversion, dynamic active learning.Controlled stochastic environment, rational decision-maker, adaptive control, optimal path, feedback optimal strategy, endogenous risk-aversion, dynamic active learning.

Design of State-based Schedulers for a Network of Control Loops

For a closed-loop system, which has a contention-based multiple access network on its sensor link, the Medium Access Controller (MAC) may discard some packets when the traffic on the link is high. We use a local state-based scheduler to select a few critical data packets to send to the MAC. In this paper, we analyze the impact of such a scheduler on the closed-loop system in the presence of traffic, and show that there is a dual effect with state-based scheduling. In general, this makes the optimal scheduler and controller hard to find. However, by removing past controls from the scheduling criterion, we find that certainty equivalence holds. This condition is related to the classical result of Bar-Shalom and Tse, and it leads to the design of a scheduler with a certainty equivalent controller. This design, however, does not result in an equivalent system to the original problem, in the sense of Witsenhausen. Computing the estimate is difficult, but can be simplified by introducing a symmetry constraint on the scheduler. Based on these findings, we propose a dual predictor architecture for the closed-loop system, which ensures separation between scheduler, observer and controller. We present an example of this architecture, which illustrates a network-aware event-triggering mechanism.Comment: 17 pages, technical repor

Probabilistic Hybrid Action Models for Predicting Concurrent Percept-driven Robot Behavior

This article develops Probabilistic Hybrid Action Models (PHAMs), a realistic causal model for predicting the behavior generated by modern percept-driven robot plans. PHAMs represent aspects of robot behavior that cannot be represented by most action models used in AI planning: the temporal structure of continuous control processes, their non-deterministic effects, several modes of their interferences, and the achievement of triggering conditions in closed-loop robot plans. The main contributions of this article are: (1) PHAMs, a model of concurrent percept-driven behavior, its formalization, and proofs that the model generates probably, qualitatively accurate predictions; and (2) a resource-efficient inference method for PHAMs based on sampling projections from probabilistic action models and state descriptions. We show how PHAMs can be applied to planning the course of action of an autonomous robot office courier based on analytical and experimental results

Least Squares Estimation-Based Synchronous Generator Parameter Estimation Using PMU Data

In this paper, least square estimation (LSE)-based dynamic generator model parameter identification is investigated. Electromechanical dynamics related parameters such as inertia constant and primary frequency control droop for a synchronous generator are estimated using Phasor Measurement Unit (PMU) data obtained at the generator terminal bus. The key idea of applying LSE for dynamic parameter estimation is to have a discrete \underline{a}uto\underline{r}egression with e\underline{x}ogenous input (ARX) model. With an ARX model, a linear estimation problem can be formulated and the parameters of the ARX model can be found. This paper gives the detailed derivation of converting a generator model with primary frequency control into an ARX model. The generator parameters will be recovered from the estimated ARX model parameters afterwards. Two types of conversion methods are presented: zero-order hold (ZOH) method and Tustin method. Numerical results are presented to illustrate the proposed LSE application in dynamic system parameter identification using PMU data.Comment: 5 pages, 6 figures, accepted by IEEE PESGM 201