Research fellowship for Dr. E.M. Harrell

Issued as Memorandums [nos. 1-2], and Project abstracts [nos. 1-6], Project no. G-37-60

Differentiable positive definite kernels on two-point homogeneous spaces

In this work we study continuous kernels on compact two-point homogeneous spaces which are positive definite and zonal (isotropic). Such kernels were characterized by R. Gangolli some forty years ago and are very useful for solving scattered data interpolation problems on the spaces. In the case the space is the d-dimensional unit sphere, J. Ziegel showed in 2013 that the radial part of a continuous positive definite and zonal kernel is continuously differentiable up to order ⌊(d−1)/2⌋ in the interior of its domain. The main issue here is to obtain a similar result for all the other compact two-point homogeneous spaces.CNPq (grant 141908/2015-7)FAPESP (grant 2014/00277-5

Generalized linear-in-parameter models : theory and audio signal processing applications

This thesis presents a mathematically oriented perspective to some basic concepts of digital signal processing. A general framework for the development of alternative signal and system representations is attained by defining a generalized linear-in-parameter model (GLM) configuration. The GLM provides a direct view into the origins of many familiar methods in signal processing, implying a variety of generalizations, and it serves as a natural introduction to rational orthonormal model structures. In particular, the conventional division between finite impulse response (FIR) and infinite impulse response (IIR) filtering methods is reconsidered. The latter part of the thesis consists of audio oriented case studies, including loudspeaker equalization, musical instrument body modeling, and room response modeling. The proposed collection of IIR filter design techniques is submitted to challenging modeling tasks. The most important practical contribution of this thesis is the introduction of a procedure for the optimization of rational orthonormal filter structures, called the BU-method. More generally, the BU-method and its variants, including the (complex) warped extension, the (C)WBU-method, can be consider as entirely new IIR filter design strategies.reviewe

Glosarium Matematika

273 p.; 24 cm

Convex Identifcation of Stable Dynamical Systems

This thesis concerns the scalable application of convex optimization to data-driven modeling of dynamical systems, termed system identi cation in the control community. Two problems commonly arising in system identi cation are model instability (e.g. unreliability of long-term, open-loop predictions), and nonconvexity of quality-of- t criteria, such as simulation error (a.k.a. output error). To address these problems, this thesis presents convex parametrizations of stable dynamical systems, convex quality-of- t criteria, and e cient algorithms to optimize the latter over the former. In particular, this thesis makes extensive use of Lagrangian relaxation, a technique for generating convex approximations to nonconvex optimization problems. Recently, Lagrangian relaxation has been used to approximate simulation error and guarantee nonlinear model stability via semide nite programming (SDP), however, the resulting SDPs have large dimension, limiting their practical utility. The rst contribution of this thesis is a custom interior point algorithm that exploits structure in the problem to signi cantly reduce computational complexity. The new algorithm enables empirical comparisons to established methods including Nonlinear ARX, in which superior generalization to new data is demonstrated. Equipped with this algorithmic machinery, the second contribution of this thesis is the incorporation of model stability constraints into the maximum likelihood framework. Speci - cally, Lagrangian relaxation is combined with the expectation maximization (EM) algorithm to derive tight bounds on the likelihood function, that can be optimized over a convex parametrization of all stable linear dynamical systems. Two di erent formulations are presented, one of which gives higher delity bounds when disturbances (a.k.a. process noise) dominate measurement noise, and vice versa. Finally, identi cation of positive systems is considered. Such systems enjoy substantially simpler stability and performance analysis compared to the general linear time-invariant iv Abstract (LTI) case, and appear frequently in applications where physical constraints imply nonnegativity of the quantities of interest. Lagrangian relaxation is used to derive new convex parametrizations of stable positive systems and quality-of- t criteria, and substantial improvements in accuracy of the identi ed models, compared to existing approaches based on weighted equation error, are demonstrated. Furthermore, the convex parametrizations of stable systems based on linear Lyapunov functions are shown to be amenable to distributed optimization, which is useful for identi cation of large-scale networked dynamical systems

Variational methods and its applications to computer vision

Many computer vision applications such as image segmentation can be formulated in a ''variational'' way as energy minimization problems. Unfortunately, the computational task of minimizing these energies is usually difficult as it generally involves non convex functions in a space with thousands of dimensions and often the associated combinatorial problems are NP-hard to solve. Furthermore, they are ill-posed inverse problems and therefore are extremely sensitive to perturbations (e.g. noise). For this reason in order to compute a physically reliable approximation from given noisy data, it is necessary to incorporate into the mathematical model appropriate regularizations that require complex computations. The main aim of this work is to describe variational segmentation methods that are particularly effective for curvilinear structures. Due to their complex geometry, classical regularization techniques cannot be adopted because they lead to the loss of most of low contrasted details. In contrast, the proposed method not only better preserves curvilinear structures, but also reconnects some parts that may have been disconnected by noise. Moreover, it can be easily extensible to graphs and successfully applied to different types of data such as medical imagery (i.e. vessels, hearth coronaries etc), material samples (i.e. concrete) and satellite signals (i.e. streets, rivers etc.). In particular, we will show results and performances about an implementation targeting new generation of High Performance Computing (HPC) architectures where different types of coprocessors cooperate. The involved dataset consists of approximately 200 images of cracks, captured in three different tunnels by a robotic machine designed for the European ROBO-SPECT project.Open Acces