Model order reduction of fully parameterized systems by recursive least square optimization

This paper presents an approach for the model order reduction of fully parameterized linear dynamic systems. In a fully parameterized system, not only the state matrices, but also can the input/output matrices be parameterized. The algorithm presented in this paper is based on neither conventional moment-matching nor balanced-truncation ideas. Instead, it uses “optimal (block) vectors” to construct the projection matrix, such that the system errors in the whole parameter space are minimized. This minimization problem is formulated as a recursive least square (RLS) optimization and then solved at a low cost. Our algorithm is tested by a set of multi-port multi-parameter cases with both intermediate and large parameter variations. The numerical results show that high accuracy is guaranteed, and that very compact models can be obtained for multi-parameter models due to the fact that the ROM size is independent of the number of parameters in our approach

A Linear Multi-User Detector for STBC MC-CDMA Systems based on the Adaptive Implementation of the Minimum-Conditional Bit-Error-Rate Criterion and on Genetic Algorithm-assisted MMSE Channel Estimation

The implementation of efficient baseband receivers characterized by affordable computational load is a crucial point in the development of transmission systems exploiting diversity in different domains. In this paper, we are proposing a linear multi-user detector for MIMO MC-CDMA systems with Alamouti’s Space-Time Block Coding, inspired by the concept of Minimum Conditional Bit-Error-Rate (MCBER) and relying on Genetic-Algorithm (GA)-assisted MMSE channel estimation. The MCBER combiner has been implemented in adaptive way by using Least-Mean-Square (LMS) optimization. Firstly, we shall analyze the proposed adaptive MCBER MUD receiver with ideal knowledge of Channel Status Information (CSI). Afterwards, we shall consider the complete receiver structure, encompassing also the non-ideal GA-assisted channel estimation. Simulation results evidenced that the proposed MCBER receiver always outperforms state-of-the-art receiver schemes based on EGC and MMSE criterion exploiting the same degree of channel knowledge (i.e. ideal or estimated CSI)

Inference via low-dimensional couplings

We investigate the low-dimensional structure of deterministic transformations between random variables, i.e., transport maps between probability measures. In the context of statistics and machine learning, these transformations can be used to couple a tractable "reference" measure (e.g., a standard Gaussian) with a target measure of interest. Direct simulation from the desired measure can then be achieved by pushing forward reference samples through the map. Yet characterizing such a map---e.g., representing and evaluating it---grows challenging in high dimensions. The central contribution of this paper is to establish a link between the Markov properties of the target measure and the existence of low-dimensional couplings, induced by transport maps that are sparse and/or decomposable. Our analysis not only facilitates the construction of transformations in high-dimensional settings, but also suggests new inference methodologies for continuous non-Gaussian graphical models. For instance, in the context of nonlinear state-space models, we describe new variational algorithms for filtering, smoothing, and sequential parameter inference. These algorithms can be understood as the natural generalization---to the non-Gaussian case---of the square-root Rauch-Tung-Striebel Gaussian smoother.Comment: 78 pages, 25 figure

Motion Planning of Uncertain Ordinary Differential Equation Systems

This work presents a novel motion planning framework, rooted in nonlinear programming theory, that treats uncertain fully and under-actuated dynamical systems described by ordinary differential equations. Uncertainty in multibody dynamical systems comes from various sources, such as: system parameters, initial conditions, sensor and actuator noise, and external forcing. Treatment of uncertainty in design is of paramount practical importance because all real-life systems are affected by it, and poor robustness and suboptimal performance result if it’s not accounted for in a given design. In this work uncertainties are modeled using Generalized Polynomial Chaos and are solved quantitatively using a least-square collocation method. The computational efficiency of this approach enables the inclusion of uncertainty statistics in the nonlinear programming optimization process. As such, the proposed framework allows the user to pose, and answer, new design questions related to uncertain dynamical systems. Specifically, the new framework is explained in the context of forward, inverse, and hybrid dynamics formulations. The forward dynamics formulation, applicable to both fully and under-actuated systems, prescribes deterministic actuator inputs which yield uncertain state trajectories. The inverse dynamics formulation is the dual to the forward dynamic, and is only applicable to fully-actuated systems; deterministic state trajectories are prescribed and yield uncertain actuator inputs. The inverse dynamics formulation is more computationally efficient as it requires only algebraic evaluations and completely avoids numerical integration. Finally, the hybrid dynamics formulation is applicable to under-actuated systems where it leverages the benefits of inverse dynamics for actuated joints and forward dynamics for unactuated joints; it prescribes actuated state and unactuated input trajectories which yield uncertain unactuated states and actuated inputs. The benefits of the ability to quantify uncertainty when planning the motion of multibody dynamic systems are illustrated through several case-studies. The resulting designs determine optimal motion plans—subject to deterministic and statistical constraints—for all possible systems within the probability space

Assisted History Matching by Using Recursive Least Square and Discrete Cosine Transform

History matching is the act of adjusting a model of a reservoir until it closely reproduces the past behavior of a reservoir. Before the computer was invented, history matching is done manually by trial and error method and personal judgment which only can be done by experienced engineer. Because of these factors, manual history matching technique consume a lot of time. Thus, this project is carried to do assisted history matching and to determine whether Recursive least square as optimization method and Discrete cosine transform as parameter reduction method can be combined or not. In order to achieve the objective, a number of steps have been done. First, a synthetic model has been built by modifying ODEH data. Two sets of permeability value have been selected to get two data which are historical and simulated data from the model. Then, the fluid flow equation is derived to get the forward model. Forward model is then used to design the objective function. After objective function has been designed, DCT is applied to the reservoir data in order to minimize the number of parameters. Next, RLS is applied to the parameter which has been reduced to optimize the data. These steps are repeated until the threshold value is lower than the set threshold. For this project, RLS and DCT methods are compared with the literature review to know the successfulness of this combination. For the first part of final year project, the derivation of forward model has been done. For the second part of final year project, a synthetic model has been built and objective function has been design from the forward model. Before applying the RLS and DCT, the illustrations of these methods need to be done to see how it work and then RLS and DCT were applied to the reservoir data. The outcomes at the end of this project are first two set of data is obtain from the synthetic model which are historical and simulated data. Then algorithms for DCT and v RLS are proposed which can be applied to the history matching problem. From the result, the combination of RLS and DCT are successful and can be used for history matching purpose

Tensor Computation: A New Framework for High-Dimensional Problems in EDA

Many critical EDA problems suffer from the curse of dimensionality, i.e. the very fast-scaling computational burden produced by large number of parameters and/or unknown variables. This phenomenon may be caused by multiple spatial or temporal factors (e.g. 3-D field solvers discretizations and multi-rate circuit simulation), nonlinearity of devices and circuits, large number of design or optimization parameters (e.g. full-chip routing/placement and circuit sizing), or extensive process variations (e.g. variability/reliability analysis and design for manufacturability). The computational challenges generated by such high dimensional problems are generally hard to handle efficiently with traditional EDA core algorithms that are based on matrix and vector computation. This paper presents "tensor computation" as an alternative general framework for the development of efficient EDA algorithms and tools. A tensor is a high-dimensional generalization of a matrix and a vector, and is a natural choice for both storing and solving efficiently high-dimensional EDA problems. This paper gives a basic tutorial on tensors, demonstrates some recent examples of EDA applications (e.g., nonlinear circuit modeling and high-dimensional uncertainty quantification), and suggests further open EDA problems where the use of tensor computation could be of advantage.Comment: 14 figures. Accepted by IEEE Trans. CAD of Integrated Circuits and System

Unifying mesh- and tree-based programmable interconnect

We examine the traditional, symmetric, Manhattan mesh design for field-programmable gate-array (FPGA) routing along with tree-of-meshes (ToM) and mesh-of-trees (MoT) based designs. All three networks can provide general routing for limited bisection designs (Rent's rule with p<1) and allow locality exploitation. They differ in their detailed topology and use of hierarchy. We show that all three have the same asymptotic wiring requirements. We bound this tightly by providing constructive mappings between routes in one network and routes in another. For example, we show that a (c,p) MoT design can be mapped to a (2c,p) linear population ToM and introduce a corner turn scheme which will make it possible to perform the reverse mapping from any (c,p) linear population ToM to a (2c,p) MoT augmented with a particular set of corner turn switches. One consequence of this latter mapping is a multilayer layout strategy for N-node, linear population ToM designs that requires only /spl Theta/(N) two-dimensional area for any p when given sufficient wiring layers. We further show upper and lower bounds for global mesh routes based on recursive bisection width and show these are within a constant factor of each other and within a constant factor of MoT and ToM layout area. In the process we identify the parameters and characteristics which make the networks different, making it clear there is a unified design continuum in which these networks are simply particular regions