Stochastic Event-Based Control and Estimation

Digital controllers are traditionally implemented using periodic sampling, computation, and actuation events. As more control systems are implemented to share limited network and CPU bandwidth with other tasks, it is becoming increasingly attractive to use some form of event-based control instead, where precious events are used only when needed. Forms of event-based control have been used in practice for a very long time, but mostly in an ad-hoc way. Though optimal solutions to most event-based control problems are unknown, it should still be viable to compare performance between suggested approaches in a reasonable manner. This thesis investigates an event-based variation on the stochastic linear-quadratic (LQ) control problem, with a fixed cost per control event. The sporadic constraint of an enforced minimum inter-event time is introduced, yielding a mixed continuous-/discrete-time formulation. The quantitative trade-off between event rate and control performance is compared between periodic and sporadic control. Example problems for first-order plants are investigated, for a single control loop and for multiple loops closed over a shared medium. Path constraints are introduced to model and analyze higher-order event-based control systems. This component-based approach to stochastic hybrid systems allows to express continuous- and discrete-time dynamics, state and switching constraints, control laws, and stochastic disturbances in the same model. Sum-of-squares techniques are then used to find bounds on control objectives using convex semidefinite programming. The thesis also considers state estimation for discrete time linear stochastic systems from measurements with convex set uncertainty. The Bayesian observer is considered given log-concave process disturbances and measurement likelihoods. Strong log-concavity is introduced, and it is shown that the observer preserves log-concavity, and propagates strong log-concavity like inverse covariance in a Kalman filter. A recursive state estimator is developed for systems with both stochastic and set-bounded process and measurement noise terms. A time-varying linear filter gain is optimized using convex semidefinite programming and ellipsoidal over-approximation, given a relative weight on the two kinds of error

Complementary approaches to understanding the plant circadian clock

Circadian clocks are oscillatory genetic networks that help organisms adapt to the 24-hour day/night cycle. The clock of the green alga Ostreococcus tauri is the simplest plant clock discovered so far. Its many advantages as an experimental system facilitate the testing of computational predictions. We present a model of the Ostreococcus clock in the stochastic process algebra Bio-PEPA and exploit its mapping to different analysis techniques, such as ordinary differential equations, stochastic simulation algorithms and model-checking. The small number of molecules reported for this system tests the limits of the continuous approximation underlying differential equations. We investigate the difference between continuous-deterministic and discrete-stochastic approaches. Stochastic simulation and model-checking allow us to formulate new hypotheses on the system behaviour, such as the presence of self-sustained oscillations in single cells under constant light conditions. We investigate how to model the timing of dawn and dusk in the context of model-checking, which we use to compute how the probability distributions of key biochemical species change over time. These show that the relative variation in expression level is smallest at the time of peak expression, making peak time an optimal experimental phase marker. Building on these analyses, we use approaches from evolutionary systems biology to investigate how changes in the rate of mRNA degradation impacts the phase of a key protein likely to affect fitness. We explore how robust this circadian clock is towards such potential mutational changes in its underlying biochemistry. Our work shows that multiple approaches lead to a more complete understanding of the clock

Persistence in fluctuating environments

Understanding under what conditions interacting populations, whether they be plants, animals, or viral particles, coexist is a question of theoretical and practical importance in population biology. Both biotic interactions and environmental fluctuations are key factors that can facilitate or disrupt coexistence. To better understand this interplay between these deterministic and stochastic forces, we develop a mathematical theory extending the nonlinear theory of permanence for deterministic systems to stochastic difference and differential equations. Our condition for coexistence requires that there is a fixed set of weights associated with the interacting populations and this weighted combination of populations' invasion rates is positive for any (ergodic) stationary distribution associated with a subcollection of populations. Here, an invasion rate corresponds to an average per-capita growth rate along a stationary distribution. When this condition holds and there is sufficient noise in the system, we show that the populations approach a unique positive stationary distribution. Moreover, we show that our coexistence criterion is robust to small perturbations of the model functions. Using this theory, we illustrate that (i) environmental noise enhances or inhibits coexistence in communities with rock-paper-scissor dynamics depending on correlations between interspecific demographic rates, (ii) stochastic variation in mortality rates has no effect on the coexistence criteria for discrete-time Lotka-Volterra communities, and (iii) random forcing can promote genetic diversity in the presence of exploitative interactions.Comment: 25 page