13 research outputs found
Density Criteria for the Identification of Linear Time-Varying Systems
This paper addresses the problem of identifying a linear time-varying (LTV)
system characterized by a (possibly infinite) discrete set of delays and
Doppler shifts. We prove that stable identifiability is possible if the upper
uniform Beurling density of the delay-Doppler support set is strictly smaller
than 1/2 and stable identifiability is impossible for densities strictly larger
than 1/2. The proof of this density theorem reveals an interesting relation
between LTV system identification and interpolation in the Bargmann-Fock space.
Finally, we introduce a subspace method for solving the system identification
problem at hand.Comment: IEEE International Symposium on Information Theory (ISIT), Hong Kong,
China, June 201
Identification of stochastic operators
Based on the here developed functional analytic machinery we extend the
theory of operator sampling and identification to apply to operators with
stochastic spreading functions. We prove that identification with a delta train
signal is possible for a large class of stochastic operators that have the
property that the autocorrelation of the spreading function is supported on a
set of 4D volume less than one and this support set does not have a defective
structure. In fact, unlike in the case of deterministic operator
identification, the geometry of the support set has a significant impact on the
identifiability of the considered operator class. Also, we prove that,
analogous to the deterministic case, the restriction of the 4D volume of a
support set to be less or equal to one is necessary for identifiability of a
stochastic operator class
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Dynamic Mode Decomposition for Compressive System Identification
Dynamic mode decomposition has emerged as a leading technique to identify
spatiotemporal coherent structures from high-dimensional data, benefiting from
a strong connection to nonlinear dynamical systems via the Koopman operator. In
this work, we integrate and unify two recent innovations that extend DMD to
systems with actuation [Proctor et al., 2016] and systems with heavily
subsampled measurements [Brunton et al., 2015]. When combined, these methods
yield a novel framework for compressive system identification [code is publicly
available at: https://github.com/zhbai/cDMDc]. It is possible to identify a
low-order model from limited input-output data and reconstruct the associated
full-state dynamic modes with compressed sensing, adding interpretability to
the state of the reduced-order model. Moreover, when full-state data is
available, it is possible to dramatically accelerate downstream computations by
first compressing the data. We demonstrate this unified framework on two model
systems, investigating the effects of sensor noise, different types of
measurements (e.g., point sensors, Gaussian random projections, etc.),
compression ratios, and different choices of actuation (e.g., localized,
broadband, etc.). In the first example, we explore this architecture on a test
system with known low-rank dynamics and an artificially inflated state
dimension. The second example consists of a real-world engineering application
given by the fluid flow past a pitching airfoil at low Reynolds number. This
example provides a challenging and realistic test-case for the proposed method,
and results demonstrate that the dominant coherent structures are well
characterized despite actuation and heavily subsampled data
Cornerstones of Sampling of Operator Theory
This paper reviews some results on the identifiability of classes of
operators whose Kohn-Nirenberg symbols are band-limited (called band-limited
operators), which we refer to as sampling of operators. We trace the motivation
and history of the subject back to the original work of the third-named author
in the late 1950s and early 1960s, and to the innovations in spread-spectrum
communications that preceded that work. We give a brief overview of the NOMAC
(Noise Modulation and Correlation) and Rake receivers, which were early
implementations of spread-spectrum multi-path wireless communication systems.
We examine in detail the original proof of the third-named author
characterizing identifiability of channels in terms of the maximum time and
Doppler spread of the channel, and do the same for the subsequent
generalization of that work by Bello.
The mathematical limitations inherent in the proofs of Bello and the third
author are removed by using mathematical tools unavailable at the time. We
survey more recent advances in sampling of operators and discuss the
implications of the use of periodically-weighted delta-trains as identifiers
for operator classes that satisfy Bello's criterion for identifiability,
leading to new insights into the theory of finite-dimensional Gabor systems. We
present novel results on operator sampling in higher dimensions, and review
implications and generalizations of the results to stochastic operators, MIMO
systems, and operators with unknown spreading domains
Sampling and reconstruction of operators
We study the recovery of operators with bandlimited Kohn-Nirenberg symbol
from the action of such operators on a weighted impulse train, a procedure we
refer to as operator sampling. Kailath, and later Kozek and the authors have
shown that operator sampling is possible if the symbol of the operator is
bandlimited to a set with area less than one. In this paper we develop explicit
reconstruction formulas for operator sampling that generalize reconstruction
formulas for bandlimited functions. We give necessary and sufficient conditions
on the sampling rate that depend on size and geometry of the bandlimiting set.
Moreover, we show that under mild geometric conditions, classes of operators
bandlimited to an unknown set of area less than one-half permit sampling and
reconstruction. A similar result considering unknown sets of area less than one
was independently achieved by Heckel and Boelcskei.
Operators with bandlimited symbols have been used to model doubly dispersive
communication channels with slowly-time-varying impulse response. The results
in this paper are rooted in work by Bello and Kailath in the 1960s.Comment: Submitted to IEEE Transactions on Information Theor