A multi-model ensemble Kalman filter for data assimilation and forecasting

Data assimilation (DA) aims to optimally combine model forecasts and observations that are both partial and noisy. Multi-model DA generalizes the variational or Bayesian formulation of the Kalman filter, and we prove that it is also the minimum variance linear unbiased estimator. Here, we formulate and implement a multi-model ensemble Kalman filter (MM-EnKF) based on this framework. The MM-EnKF can combine multiple model ensembles for both DA and forecasting in a flow-dependent manner; it uses adaptive model error estimation to provide matrix-valued weights for the separate models and the observations. We apply this methodology to various situations using the Lorenz96 model for illustration purposes. Our numerical experiments include multiple models with parametric error, different resolved scales, and different fidelities. The MM-EnKF results in significant error reductions compared to the best model, as well as to an unweighted multi-model ensemble, with respect to both probabilistic and deterministic error metrics.Comment: 23 pages, 10 figure

Identification and Optimal Linear Tracking Control of ODU Autonomous Surface Vehicle

Autonomous surface vehicles (ASVs) are being used for diverse applications of civilian and military importance such as: military reconnaissance, sea patrol, bathymetry, environmental monitoring, and oceanographic research. Currently, these unmanned tasks can accurately be accomplished by ASVs due to recent advancements in computing, sensing, and actuating systems. For this reason, researchers around the world have been taking interest in ASVs for the last decade. Due to the ever-changing surface of water and stochastic disturbances such as wind and tidal currents that greatly affect the path-following ability of ASVs, identification of an accurate model of inherently nonlinear and stochastic ASV system and then designing a viable control using that model for its planar motion is a challenging task. For planar motion control of ASV, the work done by researchers is mainly based on the theoretical modeling in which the nonlinear hydrodynamic terms are determined, while some work suggested the nonlinear control techniques and adhered to simulation results. Also, the majority of work is related to the mono- or twin-hull ASVs with a single rudder. The ODU-ASV used in present research is a twin-hull design having two DC trolling motors for path-following motion. A novel approach of time-domain open-loop observer Kalman filter identifications (OKID) and state-feedback optimal linear tracking control of ODU-ASV is presented, in which a linear state-space model of ODU-ASV is obtained from the measured input and output data. The accuracy of the identified model for ODU-ASV is confirmed by validation results of model output data reconstruction and benchmark residual analysis. Then, the OKID-identified model of the ODU-ASV is utilized to design the proposed controller for its planar motion such that a predefined cost function is minimized using state and control weighting matrices, which are determined by a multi-objective optimization genetic algorithm technique. The validation results of proposed controller using step inputs as well as sinusoidal and arc-like trajectories are presented to confirm the controller performance. Moreover, real-time water-trials were performed and their results confirm the validity of proposed controller in path-following motion of ODU-ASV

Understanding the Role of Dynamics in Brain Networks: Methods, Theory and Application

The brain is inherently a dynamical system whose networks interact at multiple spatial and temporal scales. Understanding the functional role of these dynamic interactions is a fundamental question in neuroscience. In this research, we approach this question through the development of new methods for characterizing brain dynamics from real data and new theories for linking dynamics to function. We perform our study at two scales: macro (at the level of brain regions) and micro (at the level of individual neurons). In the first part of this dissertation, we develop methods to identify the underlying dynamics at macro-scale that govern brain networks during states of health and disease in humans. First, we establish an optimization framework to actively probe connections in brain networks when the underlying network dynamics are changing over time. Then, we extend this framework to develop a data-driven approach for analyzing neurophysiological recordings without active stimulation, to describe the spatiotemporal structure of neural activity at different timescales. The overall goal is to detect how the dynamics of brain networks may change within and between particular cognitive states. We present the efficacy of this approach in characterizing spatiotemporal motifs of correlated neural activity during the transition from wakefulness to general anesthesia in functional magnetic resonance imaging (fMRI) data. Moreover, we demonstrate how such an approach can be utilized to construct an automatic classifier for detecting different levels of coma in electroencephalogram (EEG) data. In the second part, we study how ongoing function can constraint dynamics at micro-scale in recurrent neural networks, with particular application to sensory systems. Specifically, we develop theoretical conditions in a linear recurrent network in the presence of both disturbance and noise for exact and stable recovery of dynamic sparse stimuli applied to the network. We show how network dynamics can affect the decoding performance in such systems. Moreover, we formulate the problem of efficient encoding of an afferent input and its history in a nonlinear recurrent network. We show that a linear neural network architecture with a thresholding activation function is emergent if we assume that neurons optimize their activity based on a particular cost function. Such an architecture can enable the production of lightweight, history-sensitive encoding schemes

Automated Debugging Methodology for FPGA-based Systems

Electronic devices make up a vital part of our lives. These are seen from mobiles, laptops, computers, home automation, etc. to name a few. The modern designs constitute billions of transistors. However, with this evolution, ensuring that the devices fulfill the designer’s expectation under variable conditions has also become a great challenge. This requires a lot of design time and effort. Whenever an error is encountered, the process is re-started. Hence, it is desired to minimize the number of spins required to achieve an error-free product, as each spin results in loss of time and effort. Software-based simulation systems present the main technique to ensure the verification of the design before fabrication. However, few design errors (bugs) are likely to escape the simulation process. Such bugs subsequently appear during the post-silicon phase. Finding such bugs is time-consuming due to inherent invisibility of the hardware. Instead of software simulation of the design in the pre-silicon phase, post-silicon techniques permit the designers to verify the functionality through the physical implementations of the design. The main benefit of the methodology is that the implemented design in the post-silicon phase runs many order-of-magnitude faster than its counterpart in pre-silicon. This allows the designers to validate their design more exhaustively. This thesis presents five main contributions to enable a fast and automated debugging solution for reconfigurable hardware. During the research work, we used an obstacle avoidance system for robotic vehicles as a use case to illustrate how to apply the proposed debugging solution in practical environments. The first contribution presents a debugging system capable of providing a lossless trace of debugging data which permits a cycle-accurate replay. This methodology ensures capturing permanent as well as intermittent errors in the implemented design. The contribution also describes a solution to enhance hardware observability. It is proposed to utilize processor-configurable concentration networks, employ debug data compression to transmit the data more efficiently, and partially reconfiguring the debugging system at run-time to save the time required for design re-compilation as well as preserve the timing closure. The second contribution presents a solution for communication-centric designs. Furthermore, solutions for designs with multi-clock domains are also discussed. The third contribution presents a priority-based signal selection methodology to identify the signals which can be more helpful during the debugging process. A connectivity generation tool is also presented which can map the identified signals to the debugging system. The fourth contribution presents an automated error detection solution which can help in capturing the permanent as well as intermittent errors without continuous monitoring of debugging data. The proposed solution works for designs even in the absence of golden reference. The fifth contribution proposes to use artificial intelligence for post-silicon debugging. We presented a novel idea of using a recurrent neural network for debugging when a golden reference is present for training the network. Furthermore, the idea was also extended to designs where golden reference is not present

Novel strategies for process control based on hybrid semi-parametric mathematical systems

Tese de doutoramento. Engenharia Química. Universidade do Porto. Faculdade de Engenharia. 201