Control-theoretic Approach to Communication with Feedback: Fundamental Limits and Code Design

Feedback communication is studied from a control-theoretic perspective, mapping the communication problem to a control problem in which the control signal is received through the same noisy channel as in the communication problem, and the (nonlinear and time-varying) dynamics of the system determine a subclass of encoders available at the transmitter. The MMSE capacity is defined to be the supremum exponential decay rate of the mean square decoding error. This is upper bounded by the information-theoretic feedback capacity, which is the supremum of the achievable rates. A sufficient condition is provided under which the upper bound holds with equality. For the special class of stationary Gaussian channels, a simple application of Bode's integral formula shows that the feedback capacity, recently characterized by Kim, is equal to the maximum instability that can be tolerated by the controller under a given power constraint. Finally, the control mapping is generalized to the N-sender AWGN multiple access channel. It is shown that Kramer's code for this channel, which is known to be sum rate optimal in the class of generalized linear feedback codes, can be obtained by solving a linear quadratic Gaussian control problem.Comment: Submitted to IEEE Transactions on Automatic Contro

Relative entropy minimizing noisy non-linear neural network to approximate stochastic processes

A method is provided for designing and training noise-driven recurrent neural networks as models of stochastic processes. The method unifies and generalizes two known separate modeling approaches, Echo State Networks (ESN) and Linear Inverse Modeling (LIM), under the common principle of relative entropy minimization. The power of the new method is demonstrated on a stochastic approximation of the El Nino phenomenon studied in climate research

Implementation issues in source coding

An edge preserving image coding scheme which can be operated in both a lossy and a lossless manner was developed. The technique is an extension of the lossless encoding algorithm developed for the Mars observer spectral data. It can also be viewed as a modification of the DPCM algorithm. A packet video simulator was also developed from an existing modified packet network simulator. The coding scheme for this system is a modification of the mixture block coding (MBC) scheme described in the last report. Coding algorithms for packet video were also investigated

Chaotic Time Series Analysis in Economics: Balance and Perspectives

To show that a mathematical model exhibits chaotic behaviour does not prove that chaos is also present in the corresponding data. To convincingly show that a system behaves chaotically, chaos has to be identified directly from the data. From an empirical point of view, it is difficult to distinguish between fluctuations provoked by random shocks and endogenous fluctuations determined by the nonlinear nature of the relation between economic aggregates. For this purpose, chaos tests test are developed to investigate the basic features of chaotic phenomena: nonlinearity, fractal attractor, and sensitivity to initial conditions. The aim of the paper is not to review the large body of work concerning nonlinear time series analysis in economics, about which much has been written, but rather to focus on the new techniques developed to detect chaotic behaviours in the data. More specifically, our attention will be devoted to reviewing the results reached by the application of these techniques to economic and financial time series and to understand why chaos theory, after a period of growing interest, appears now not to be such an interesting and promising research area.Economic dynamics, nonlinearity, tests for chaos, chaos

Modeling Cascading Failures in Power Systems in the Presence of Uncertain Wind Generation

One of the biggest threats to the power systems as critical infrastructures is large-scale blackouts resulting from cascading failures (CF) in the grid. The ongoing shift in energy portfolio due to ever-increasing penetration of renewable energy sources (RES) may drive the electric grid closer to its operational limits and introduce a large amount of uncertainty coming from their stochastic nature. One worrisome change is the increase in CFs. The CF simulation models in the literature do not allow consideration of RES penetration in studying the grid vulnerability. In this dissertation, we have developed tools and models to evaluate the impact of RE penetration on grid vulnerability to CF. We modeled uncertainty injected from different sources by analyzing actual high-resolution data from North American utilities. Next, we proposed two CF simulation models based on simplified DC power flow and full AC power flow to investigate system behavior under different operating conditions. Simulations show a dramatic improvement in the line flow uncertainty estimation based on the proposed model compared to the simplified DC OPF model. Furthermore, realistic assumptions on the integration of RE resources have been made to enhance our simulation technique. The proposed model is benchmarked against the historical blackout data and widely used models in the literature showing similar statistical patterns of blackout size