Sampling from a system-theoretic viewpoint: Part II - Noncausal solutions

This paper puts to use concepts and tools introduced in Part I to address a wide spectrum of noncausal sampling and reconstruction problems. Particularly, we follow the system-theoretic paradigm by using systems as signal generators to account for available information and system norms (L2 and L∞) as performance measures. The proposed optimization-based approach recovers many known solutions, derived hitherto by different methods, as special cases under different assumptions about acquisition or reconstructing devices (e.g., polynomial and exponential cardinal splines for fixed samplers and the Sampling Theorem and its modifications in the case when both sampler and interpolator are design parameters). We also derive new results, such as versions of the Sampling Theorem for downsampling and reconstruction from noisy measurements, the continuous-time invariance of a wide class of optimal sampling-and-reconstruction circuits, etcetera

Sampling from a system-theoretic viewpoint

This paper studies a system-theoretic approach to the problem of reconstructing an analog signal from its samples. The idea, borrowed from earlier treatments in the control literature, is to address the problem as a hybrid model-matching problem in which performance is measured by system norms. \ud \ud The paper is split into three parts. In Part I we present the paradigm and revise the lifting technique, which is our main technical tool. In Part II optimal samplers and holds are designed for various analog signal reconstruction problems. In some cases one component is fixed while the remaining are designed, in other cases all three components are designed simultaneously. No causality requirements are imposed in Part II, which allows to use frequency domain arguments, in particular the lifted frequency response as introduced in Part I. In Part III the main emphasis is placed on a systematic incorporation of causality constraints into the optimal design of reconstructors. We consider reconstruction problems, in which the sampling (acquisition) device is given and the performance is measured by the $L^2$-norm of the reconstruction error. The problem is solved under the constraint that the optimal reconstructor is $l$-causal for a given $l\geq 0,$ i.e., that its impulse response is zero in the time interval $(-\infty,-l h),$ where $h$ is the sampling period. We derive a closed-form state-space solution of the problem, which is based on the spectral factorization of a rational transfer function

Dual Rate Control for Security in Cyber-physical Systems

We consider malicious attacks on actuators and sensors of a feedback system which can be modeled as additive, possibly unbounded, disturbances at the digital (cyber) part of the feedback loop. We precisely characterize the role of the unstable poles and zeros of the system in the ability to detect stealthy attacks in the context of the sampled data implementation of the controller in feedback with the continuous (physical) plant. We show that, if there is a single sensor that is guaranteed to be secure and the plant is observable from that sensor, then there exist a class of multirate sampled data controllers that ensure that all attacks remain detectable. These dual rate controllers are sampling the output faster than the zero order hold rate that operates on the control input and as such, they can even provide better nominal performance than single rate, at the price of higher sampling of the continuous output

Data Sketches for Disaggregated Subset Sum and Frequent Item Estimation

We introduce and study a new data sketch for processing massive datasets. It addresses two common problems: 1) computing a sum given arbitrary filter conditions and 2) identifying the frequent items or heavy hitters in a data set. For the former, the sketch provides unbiased estimates with state of the art accuracy. It handles the challenging scenario when the data is disaggregated so that computing the per unit metric of interest requires an expensive aggregation. For example, the metric of interest may be total clicks per user while the raw data is a click stream with multiple rows per user. Thus the sketch is suitable for use in a wide range of applications including computing historical click through rates for ad prediction, reporting user metrics from event streams, and measuring network traffic for IP flows. We prove and empirically show the sketch has good properties for both the disaggregated subset sum estimation and frequent item problems. On i.i.d. data, it not only picks out the frequent items but gives strongly consistent estimates for the proportion of each frequent item. The resulting sketch asymptotically draws a probability proportional to size sample that is optimal for estimating sums over the data. For non i.i.d. data, we show that it typically does much better than random sampling for the frequent item problem and never does worse. For subset sum estimation, we show that even for pathological sequences, the variance is close to that of an optimal sampling design. Empirically, despite the disadvantage of operating on disaggregated data, our method matches or bests priority sampling, a state of the art method for pre-aggregated data and performs orders of magnitude better on skewed data compared to uniform sampling. We propose extensions to the sketch that allow it to be used in combining multiple data sets, in distributed systems, and for time decayed aggregation

Multi-party Poisoning through Generalized pp-Tampering

In a poisoning attack against a learning algorithm, an adversary tampers with a fraction of the training data $T$ with the goal of increasing the classification error of the constructed hypothesis/model over the final test distribution. In the distributed setting, $T$ might be gathered gradually from $m$ data providers $P_1,\dots,P_m$ who generate and submit their shares of $T$ in an online way. In this work, we initiate a formal study of $(k,p)$-poisoning attacks in which an adversary controls $k\in[n]$ of the parties, and even for each corrupted party $P_i$, the adversary submits some poisoned data $T'_i$ on behalf of $P_i$ that is still "$(1-p)$-close" to the correct data $T_i$ (e.g., $1-p$ fraction of $T'_i$ is still honestly generated). For $k=m$, this model becomes the traditional notion of poisoning, and for $p=1$ it coincides with the standard notion of corruption in multi-party computation. We prove that if there is an initial constant error for the generated hypothesis $h$, there is always a $(k,p)$-poisoning attacker who can decrease the confidence of $h$ (to have a small error), or alternatively increase the error of $h$, by $\Omega(p \cdot k/m)$. Our attacks can be implemented in polynomial time given samples from the correct data, and they use no wrong labels if the original distributions are not noisy. At a technical level, we prove a general lemma about biasing bounded functions $f(x_1,\dots,x_n)\in[0,1]$ through an attack model in which each block $x_i$ might be controlled by an adversary with marginal probability $p$ in an online way. When the probabilities are independent, this coincides with the model of $p$-tampering attacks, thus we call our model generalized $p$-tampering. We prove the power of such attacks by incorporating ideas from the context of coin-flipping attacks into the $p$-tampering model and generalize the results in both of these areas

Generic Feasibility of Perfect Reconstruction with Short FIR Filters in Multi-channel Systems

We study the feasibility of short finite impulse response (FIR) synthesis for perfect reconstruction (PR) in generic FIR filter banks. Among all PR synthesis banks, we focus on the one with the minimum filter length. For filter banks with oversampling factors of at least two, we provide prescriptions for the shortest filter length of the synthesis bank that would guarantee PR almost surely. The prescribed length is as short or shorter than the analysis filters and has an approximate inverse relationship with the oversampling factor. Our results are in form of necessary and sufficient statements that hold generically, hence only fail for elaborately-designed nongeneric examples. We provide extensive numerical verification of the theoretical results and demonstrate that the gap between the derived filter length prescriptions and the true minimum is small. The results have potential applications in synthesis FB design problems, where the analysis bank is given, and for analysis of fundamental limitations in blind signals reconstruction from data collected by unknown subsampled multi-channel systems.Comment: Manuscript submitted to IEEE Transactions on Signal Processin

Quantitative Robust Uncertainty Principles and Optimally Sparse Decompositions

We develop a robust uncertainty principle for finite signals in C^N which states that for almost all subsets T,W of {0,...,N-1} such that |T|+|W| ~ (log N)^(-1/2) N, there is no sigal f supported on T whose discrete Fourier transform is supported on W. In fact, we can make the above uncertainty principle quantitative in the sense that if f is supported on T, then only a small percentage of the energy (less than half, say) of its Fourier transform is concentrated on W. As an application of this robust uncertainty principle (QRUP), we consider the problem of decomposing a signal into a sparse superposition of spikes and complex sinusoids. We show that if a generic signal f has a decomposition using spike and frequency locations in T and W respectively, and obeying |T| + |W| <= C (\log N)^{-1/2} N, then this is the unique sparsest possible decomposition (all other decompositions have more non-zero terms). In addition, if |T| + |W| <= C (\log N)^{-1} N, then this sparsest decomposition can be found by solving a convex optimization problem.Comment: 25 pages, 9 figure