Complex Dynamics and Synchronization of Delayed-Feedback Nonlinear Oscillators

We describe a flexible and modular delayed-feedback nonlinear oscillator that is capable of generating a wide range of dynamical behaviours, from periodic oscillations to high-dimensional chaos. The oscillator uses electrooptic modulation and fibre-optic transmission, with feedback and filtering implemented through real-time digital-signal processing. We consider two such oscillators that are coupled to one another, and we identify the conditions under which they will synchronize. By examining the rates of divergence or convergence between two coupled oscillators, we quantify the maximum Lyapunov exponents or transverse Lyapunov exponents of the system, and we present an experimental method to determine these rates that does not require a mathematical model of the system. Finally, we demonstrate a new adaptive control method that keeps two oscillators synchronized even when the coupling between them is changing unpredictably.Comment: 24 pages, 13 figures. To appear in Phil. Trans. R. Soc. A (special theme issue to accompany 2009 International Workshop on Delayed Complex Systems

Distributed stochastic optimization via matrix exponential learning

In this paper, we investigate a distributed learning scheme for a broad class of stochastic optimization problems and games that arise in signal processing and wireless communications. The proposed algorithm relies on the method of matrix exponential learning (MXL) and only requires locally computable gradient observations that are possibly imperfect and/or obsolete. To analyze it, we introduce the notion of a stable Nash equilibrium and we show that the algorithm is globally convergent to such equilibria - or locally convergent when an equilibrium is only locally stable. We also derive an explicit linear bound for the algorithm's convergence speed, which remains valid under measurement errors and uncertainty of arbitrarily high variance. To validate our theoretical analysis, we test the algorithm in realistic multi-carrier/multiple-antenna wireless scenarios where several users seek to maximize their energy efficiency. Our results show that learning allows users to attain a net increase between 100% and 500% in energy efficiency, even under very high uncertainty.Comment: 31 pages, 3 figure