Filtering of image sequences: on line edge detection and motion reconstruction

L'argomento della Tesi riguarda líelaborazione di sequenze di immagini, relative ad una scena in cui uno o pi˘ oggetti (possibilmente deformabili) si muovono e acquisite da un opportuno strumento di misura. A causa del processo di misura, le immagini sono corrotte da un livello di degradazione. Si riporta la formalizzazione matematica dellíinsieme delle immagini considerate, dellíinsieme dei moti ammissibili e della degradazione introdotta dallo strumento di misura. Ogni immagine della sequenza acquisita ha una relazione con tutte le altre, stabilita dalla legge del moto della scena. Líidea proposta in questa Tesi Ë quella di sfruttare questa relazione tra le diverse immagini della sequenza per ricostruire grandezze di interesse che caratterizzano la scena. Nel caso in cui si conosce il moto, líinteresse Ë quello di ricostruire i contorni dellíimmagine iniziale (che poi possono essere propagati attraverso la stessa legge del moto, in modo da ricostruire i contorni della generica immagine appartenente alla sequenza in esame), stimando líampiezza e del salto del livello di grigio e la relativa localizzazione. Nel caso duale si suppone invece di conoscere la disposizione dei contorni nellíimmagine iniziale e di avere un modello stocastico che descriva il moto; líobiettivo Ë quindi stimare i parametri che caratterizzano tale modello. Infine, si presentano i risultati dellíapplicazione delle due metodologie succitate a dati reali ottenuti in ambito biomedicale da uno strumento denominato pupillometro. Tali risultati sono di elevato interesse nellíottica di utilizzare il suddetto strumento a fini diagnostici

Foundations of Stochastic Thermodynamics

Small systems in a thermodynamic medium --- like colloids in a suspension or the molecular machinery in living cells --- are strongly affected by the thermal fluctuations of their environment. Physicists model such systems by means of stochastic processes. Stochastic Thermodynamics (ST) defines entropy changes and other thermodynamic notions for individual realizations of such processes. It applies to situations far from equilibrium and provides a unified approach to stochastic fluctuation relations. Its predictions have been studied and verified experimentally. This thesis addresses the theoretical foundations of ST. Its focus is on the following two aspects: (i) The stochastic nature of mesoscopic observations has its origin in the molecular chaos on the microscopic level. Can one derive ST from an underlying reversible deterministic dynamics? Can we interpret ST's notions of entropy and entropy changes in a well-defined information-theoretical framework? (ii) Markovian jump processes on finite state spaces are common models for bio-chemical pathways. How does one quantify and calculate fluctuations of physical observables in such models? What role does the topology of the network of states play? How can we apply our abstract results to the design of models for molecular motors? The thesis concludes with an outlook on dissipation as information written to unobserved degrees of freedom --- a perspective that yields a consistency criterion between dynamical models formulated on various levels of description.Comment: Ph.D. Thesis, G\"ottingen 2014, Keywords: Stochastic Thermodynamics, Entropy, Dissipation, Markov processes, Large Deviation Theory, Molecular Motors, Kinesi

Deconvolution of Quantized-Input Linear Systems: An Information-Theoretic Approach

The deconvolution problem has been drawing the attention of mathematicians, physicists and engineers since the early sixties. Ubiquitous in the applications, it consists in recovering the unknown input of a convolution system from noisy measurements of the output. It is a typical instance of inverse, ill-posed problem: the existence and uniqueness of the solution are not assured and even small perturbations in the data may cause large deviations in the solution. In the last fifty years, a large amount of estimation techniques have been proposed by different research communities to tackle deconvolution, each technique being related to a peculiar engineering application or mathematical set. In many occurrences, the unknown input presents some known features, which can be exploited to develop ad hoc algorithms. For example, prior information about regularity and smoothness of the input function are often considered, as well as the knowledge of a probabilistic distribution on the input source: the estimation techniques arising in different scenarios are strongly diverse. Less effort has been dedicated to the case where the input is known to be affected by discontinuities and switches, which is becoming an important issue in modern technologies. In fact, quantized signals, that is, piecewise constant functions that can assume only a finite number of values, are nowadays widespread in the applications, given the ongoing process of digitization concerning most of information and communication systems. Moreover, hybrid systems are often encountered, which are characterized by the introduction of quantized signals into physical, analog communication channels. Motivated by such consideration, this dissertation is devoted to the study of the deconvolution of continuous systems with quantized input; in particular, our attention will be focused on linear systems. Given the discrete nature of the input, we will show that the whole problem can be interpreted as a paradigmatic digital transmission problem and we will undertake an Information-theoretic approach to tackle it. The aim of this dissertation is to develop suitable deconvolution algorithms for quantized-input linear systems, which will be derived from known decoding procedures, and to test them in different scenarios. Much consideration will be given to the theoretical analysis of these algorithms, whose performance will be rigorously described in mathematical terms

On l∞ performance optimization: linear switched systems and systems with cone constraints

The l∞ performance of Linear Time-Invariant (LTI) systems has been one of the corner stones of the robust control theory for over the past 30 years. The l∞ performance has been studied mostly for LTI systems and the scarcity of the results for other types of systems is prominent in this area. This dissertation aims to depart from LTI systems and investigate the l∞ performance for other classes of systems. In particular, the l∞ performance of Linear Switched Systems (LSS) and of linear systems with cone constraints is studied in the first and second part of this dissertation, respectively. Part I: In Part I, we first consider the worst-case l∞ induced norm computation of LSS. That is, sup_σ‖G_σ‖, where G_σ is a LSS, σ is the switching sequence, and the norm, ‖.‖, is the l∞ induced norm. This problem can be linked to robustness of systems when the switching is arbitrary. We provide lower and upper bounds of this quantity. These bounds are hard to compute and in general conservative. Hence, we narrow our attention to special classes of LSS by defining the classes of input, output, and input-output LSS and show that for these classes, exact expressions for the worst-case l∞ induced norm can be found. Moreover, we introduce the class of generalized input-output LSS and show how their l∞ gains can be computed exactly via Linear Programming (LP). The class of generalized input-output LSS proves to be a sufficiently rich class as it is dense in the set of all stable LSS. We further derive new stability and stabilizability conditions and control synthesis in terms of LP utilizing generalized input-output LSS. The other extreme from the worst-case norm is the minimal norm, i.e., inf_σ ‖G_σ‖. The interest in this type of problem is motivated by situations where there may be limited sensor and/or actuator resources for filtering and control. We show that for Finite Impulse Response (FIR)switching systems the minimizing switching sequence can be chosen to be periodic. For input-only or output-only switching systems an exact characterization of the minimal l∞ gain is provided, and it is shown that the minimizing switching sequence is constant, which, as also shown, is not true for input-output switching. Moreover, we study Markov Linear Switched Systems (MLSS). These are LSS whose switching sequence is a Markov process. We introduce the notion of the stochastic l∞ gain and provide exact expression to compute it. However, this computation is challenging, as we show, and hence we resort to a more relaxed but tractable notion of l∞ mean performance. We provide tractable computation and control synthesis method with respect to the l∞ mean performance. Part II: Part II of this dissertation deals with the l∞ gain of linear systems with positivity type of constraints. The study of such systems is well justified as there are many physical problems in which some variables are restricted be non-negative (or non-positive); examples can be found in biology, economics, and many other areas. We consider the case when the output is forced to be in the positive l∞ cone when the input is in this cone. This reflects as, so-called, an external positivity constraint on the system. As we point out, if such a constraint is imposed on the closed loop map, finding an optimal controller is LP and hence a tractable problem. If, on the other hand, the constraint known as internal positivity is sought, we show that a dynamic controller offers no advantage over a static one. These results can be used to obtain an optimal (static) state feedback controller. However, designing an optimal output feedback controller (which is static) is a harder problem and in general leads to a bilinear program. We show that this bilinear program can be reduced to LP, if the null space of the measurement matrix is invariant under multiplication by diagonal matrices. Besides the positive systems mentioned above, we consider the case where only the input is restricted to be in the positive cone of l∞, denoted by l∞+, and seek to characterize the induced norm from l∞+ to l∞. We stress here that no positivity constraint is imposed on the system itself. As an example, consider a positive nonlinear system with positive input that is linearized about a point other than origin. The linearized model is no longer a positive system as it is not linearized about the origin. Its inputs, however, remain positive and hence fit into this class of problems. We obtain an exact characterization of this norm (the induced norm from l∞+ to l∞ which can be used to synthesis a controller minimizing the induced norm from l∞+ to l∞ via LP

Hidden Markov Models

Hidden Markov Models (HMMs), although known for decades, have made a big career nowadays and are still in state of development. This book presents theoretical issues and a variety of HMMs applications in speech recognition and synthesis, medicine, neurosciences, computational biology, bioinformatics, seismology, environment protection and engineering. I hope that the reader will find this book useful and helpful for their own research

Survey on time-delay approach to networked control

This paper provides a survey on time-delay approach to networked control systems (NCSs). The survey begins from a brief summary on fundamental network-induced issues in NCSs and the main approaches to the modelling of NCSs. In particular, a comprehensive introduction to time-delay approach to sampled-data and networked control is provided. Then, recent results on time-delay approach to event-triggered control are recalled. The survey highlights time-delay approach developed to modelling, analysis and synthesis of NCSs, under communication constraints, with a particular focus on Round-Robin, Try-once-discard and stochastic protocols. The time-delay approach allows communication delays to be larger than the sampling intervals in the presence of scheduling protocols. Moreover, some results on networked control of distributed parameter systems are surveyed. Finally, conclusions and some future research directions are briefly addressed

Deconvolution of Quantized-Input Linear Systems : an Information-Theoretic Approach

The deconvolution problem has been drawing the attention of mathematicians, physicists and engineers since the early sixties. Ubiquitous in the applications, it consists in recovering the unknown input of a convolution system from noisy measurements of the output. It is a typical instance of inverse, ill-posed problem: the existence and uniqueness of the solution are not assured and even small perturbations in the data may cause large deviations in the solution. In the last fifty years, a large amount of estimation techniques have been proposed by di fferent research communities to tackle deconvolution, each technique being related to a peculiar engineering application or mathematical set. In many occurrences, the unknown input presents some known features, which can be exploited to develop ad hoc algorithms. For example, prior information about regularity and smoothness of the input function are often considered, as well as the knowledge of a probabilistic distribution on the input source: the estimation techniques arising in diff erent scenarios are strongly diverse. Less eff ort has been dedicated to the case where the input is known to be aff ected by discontinuities and switches, which is becoming an important issue in modern technologies. In fact, quantized signals, that is, piecewise constant functions that can assume only a fi nite number of values, are nowadays widespread in the applications, given the ongoing process of digitization concerning most of information and communication systems. Moreover, hybrid systems are often encountered, which are characterized by the introduction of quantized signals into physical, analog communication channels. Motivated by such consideration, this dissertation is devoted to the study of the deconvolution of continuous systems with quantized input; in particular, our attention will be focused on linear systems. Given the discrete nature of the input, we will show that the whole problem can be interpreted as a paradigmatic digital transmission problem and we will undertake an Information-theoretic approach to tackle it. The aim of this dissertation is to develop suitable deconvolution algorithms for quantized-input linear systems, which will be derived from known decoding procedures, and to test them in diff erent scenarios. Much consideration will be given to the theoretical analysis of these algorithms, whose performance will be rigorously described in mathematical terms