Rare Event Simulation and Splitting for Discontinuous Random Variables

Multilevel Splitting methods, also called Sequential Monte-Carlo or \emph{Subset Simulation}, are widely used methods for estimating extreme probabilities of the form $P[S(\mathbf{U}) > q]$ where $S$ is a deterministic real-valued function and $\mathbf{U}$ can be a random finite- or infinite-dimensional vector. Very often, $X := S(\mathbf{U})$ is supposed to be a continuous random variable and a lot of theoretical results on the statistical behaviour of the estimator are now derived with this hypothesis. However, as soon as some threshold effect appears in $S$ and/or $\mathbf{U}$ is discrete or mixed discrete/continuous this assumption does not hold any more and the estimator is not consistent. In this paper, we study the impact of discontinuities in the \emph{cdf} of $X$ and present three unbiased \emph{corrected} estimators to handle them. These estimators do not require to know in advance if $X$ is actually discontinuous or not and become all equal if $X$ is continuous. Especially, one of them has the same statistical properties in any case. Efficiency is shown on a 2-D diffusive process as well as on the \emph{Boolean SATisfiability problem} (SAT).Comment: 16 pages (12 + Appendix 4 pages), 6 figure

Quantum Multiobservable Control

We present deterministic algorithms for the simultaneous control of an arbitrary number of quantum observables. Unlike optimal control approaches based on cost function optimization, quantum multiobservable tracking control (MOTC) is capable of tracking predetermined homotopic trajectories to target expectation values in the space of multiobservables. The convergence of these algorithms is facilitated by the favorable critical topology of quantum control landscapes. Fundamental properties of quantum multiobservable control landscapes that underlie the efficiency of MOTC, including the multiobservable controllability Gramian, are introduced. The effects of multiple control objectives on the structure and complexity of optimal fields are examined. With minor modifications, the techniques described herein can be applied to general quantum multiobjective control problems.Comment: To appear in Physical Review

Suspended Load Path Tracking Control Using a Tilt-rotor UAV Based on Zonotopic State Estimation

This work addresses the problem of path tracking control of a suspended load using a tilt-rotor UAV. The main challenge in controlling this kind of system arises from the dynamic behavior imposed by the load, which is usually coupled to the UAV by means of a rope, adding unactuated degrees of freedom to the whole system. Furthermore, to perform the load transportation it is often needed the knowledge of the load position to accomplish the task. Since available sensors are commonly embedded in the mobile platform, information on the load position may not be directly available. To solve this problem in this work, initially, the kinematics of the multi-body mechanical system are formulated from the load's perspective, from which a detailed dynamic model is derived using the Euler-Lagrange approach, yielding a highly coupled, nonlinear state-space representation of the system, affine in the inputs, with the load's position and orientation directly represented by state variables. A zonotopic state estimator is proposed to solve the problem of estimating the load position and orientation, which is formulated based on sensors located at the aircraft, with different sampling times, and unknown-but-bounded measurement noise. To solve the path tracking problem, a discrete-time mixed $\mathcal{H}_2/\mathcal{H}_\infty$ controller with pole-placement constraints is designed with guaranteed time-response properties and robust to unmodeled dynamics, parametric uncertainties, and external disturbances. Results from numerical experiments, performed in a platform based on the Gazebo simulator and on a Computer Aided Design (CAD) model of the system, are presented to corroborate the performance of the zonotopic state estimator along with the designed controller

Continuous-Discrete Path Integral Filtering

A summary of the relationship between the Langevin equation, Fokker-Planck-Kolmogorov forward equation (FPKfe) and the Feynman path integral descriptions of stochastic processes relevant for the solution of the continuous-discrete filtering problem is provided in this paper. The practical utility of the path integral formula is demonstrated via some nontrivial examples. Specifically, it is shown that the simplest approximation of the path integral formula for the fundamental solution of the FPKfe can be applied to solve nonlinear continuous-discrete filtering problems quite accurately. The Dirac-Feynman path integral filtering algorithm is quite simple, and is suitable for real-time implementation.Comment: 35 pages, 18 figures, JHEP3 clas