Sample Complexity of the Robust LQG Regulator with Coprime Factors Uncertainty

This paper addresses the end-to-end sample complexity bound for learning the H2 optimal controller (the Linear Quadratic Gaussian (LQG) problem) with unknown dynamics, for potentially unstable Linear Time Invariant (LTI) systems. The robust LQG synthesis procedure is performed by considering bounded additive model uncertainty on the coprime factors of the plant. The closed-loop identification of the nominal model of the true plant is performed by constructing a Hankel-like matrix from a single time-series of noisy finite length input-output data, using the ordinary least squares algorithm from Sarkar et al. (2020). Next, an H-infinity bound on the estimated model error is provided and the robust controller is designed via convex optimization, much in the spirit of Boczar et al. (2018) and Zheng et al. (2020a), while allowing for bounded additive uncertainty on the coprime factors of the model. Our conclusions are consistent with previous results on learning the LQG and LQR controllers.Comment: Minor Edits on closed loop identification, 30 pages, 2 figures, 3 algorithm

System Level Synthesis

This article surveys the System Level Synthesis framework, which presents a novel perspective on constrained robust and optimal controller synthesis for linear systems. We show how SLS shifts the controller synthesis task from the design of a controller to the design of the entire closed loop system, and highlight the benefits of this approach in terms of scalability and transparency. We emphasize two particular applications of SLS, namely large-scale distributed optimal control and robust control. In the case of distributed control, we show how SLS allows for localized controllers to be computed, extending robust and optimal control methods to large-scale systems under practical and realistic assumptions. In the case of robust control, we show how SLS allows for novel design methodologies that, for the first time, quantify the degradation in performance of a robust controller due to model uncertainty -- such transparency is key in allowing robust control methods to interact, in a principled way, with modern techniques from machine learning and statistical inference. Throughout, we emphasize practical and efficient computational solutions, and demonstrate our methods on easy to understand case studies.Comment: To appear in Annual Reviews in Contro

An investigation of the utility of monaural sound source separation via nonnegative matrix factorization applied to acoustic echo and reverberation mitigation for hands-free telephony

In this thesis we investigate the applicability and utility of Monaural Sound Source Separation (MSSS) via Nonnegative Matrix Factorization (NMF) for various problems related to audio for hands-free telephony. We first investigate MSSS via NMF as an alternative acoustic echo reduction approach to existing approaches such as Acoustic Echo Cancellation (AEC). To this end, we present the single-channel acoustic echo problem as an MSSS problem, in which the objective is to extract the users signal from a mixture also containing acoustic echo and noise. To perform separation, NMF is used to decompose the near-end microphone signal onto the union of two nonnegative bases in the magnitude Short Time Fourier Transform domain. One of these bases is for the spectral energy of the acoustic echo signal, and is formed from the in- coming far-end user’s speech, while the other basis is for the spectral energy of the near-end speaker, and is trained with speech data a priori. In comparison to AEC, the speaker extraction approach obviates Double-Talk Detection (DTD), and is demonstrated to attain its maximal echo mitigation performance immediately upon initiation and to maintain that performance during and after room changes for similar computational requirements. Speaker extraction is also shown to introduce distortion of the near-end speech signal during double-talk, which is quantified by means of a speech distortion measure and compared to that of AEC. Subsequently, we address Double-Talk Detection (DTD) for block-based AEC algorithms. We propose a novel block-based DTD algorithm that uses the available signals and the estimate of the echo signal that is produced by NMF-based speaker extraction to compute a suitably normalized correlation-based decision variable, which is compared to a fixed threshold to decide on doubletalk. Using a standard evaluation technique, the proposed algorithm is shown to have comparable detection performance to an existing conventional block-based DTD algorithm. It is also demonstrated to inherit the room change insensitivity of speaker extraction, with the proposed DTD algorithm generating minimal false doubletalk indications upon initiation and in response to room changes in comparison to the existing conventional DTD. We also show that this property allows its paired AEC to converge at a rate close to the optimum. Another focus of this thesis is the problem of inverting a single measurement of a non- minimum phase Room Impulse Response (RIR). We describe the process by which percep- tually detrimental all-pass phase distortion arises in reverberant speech filtered by the inverse of the minimum phase component of the RIR; in short, such distortion arises from inverting the magnitude response of the high-Q maximum phase zeros of the RIR. We then propose two novel partial inversion schemes that precisely mitigate this distortion. One of these schemes employs NMF-based MSSS to separate the all-pass phase distortion from the target speech in the magnitude STFT domain, while the other approach modifies the inverse minimum phase filter such that the magnitude response of the maximum phase zeros of the RIR is not fully compensated. Subjective listening tests reveal that the proposed schemes generally produce better quality output speech than a comparable inversion technique

An investigation of the utility of monaural sound source separation via nonnegative matrix factorization applied to acoustic echo and reverberation mitigation for hands-free telephony

In this thesis we investigate the applicability and utility of Monaural Sound Source Separation (MSSS) via Nonnegative Matrix Factorization (NMF) for various problems related to audio for hands-free telephony. We first investigate MSSS via NMF as an alternative acoustic echo reduction approach to existing approaches such as Acoustic Echo Cancellation (AEC). To this end, we present the single-channel acoustic echo problem as an MSSS problem, in which the objective is to extract the users signal from a mixture also containing acoustic echo and noise. To perform separation, NMF is used to decompose the near-end microphone signal onto the union of two nonnegative bases in the magnitude Short Time Fourier Transform domain. One of these bases is for the spectral energy of the acoustic echo signal, and is formed from the in- coming far-end user’s speech, while the other basis is for the spectral energy of the near-end speaker, and is trained with speech data a priori. In comparison to AEC, the speaker extraction approach obviates Double-Talk Detection (DTD), and is demonstrated to attain its maximal echo mitigation performance immediately upon initiation and to maintain that performance during and after room changes for similar computational requirements. Speaker extraction is also shown to introduce distortion of the near-end speech signal during double-talk, which is quantified by means of a speech distortion measure and compared to that of AEC. Subsequently, we address Double-Talk Detection (DTD) for block-based AEC algorithms. We propose a novel block-based DTD algorithm that uses the available signals and the estimate of the echo signal that is produced by NMF-based speaker extraction to compute a suitably normalized correlation-based decision variable, which is compared to a fixed threshold to decide on doubletalk. Using a standard evaluation technique, the proposed algorithm is shown to have comparable detection performance to an existing conventional block-based DTD algorithm. It is also demonstrated to inherit the room change insensitivity of speaker extraction, with the proposed DTD algorithm generating minimal false doubletalk indications upon initiation and in response to room changes in comparison to the existing conventional DTD. We also show that this property allows its paired AEC to converge at a rate close to the optimum. Another focus of this thesis is the problem of inverting a single measurement of a non- minimum phase Room Impulse Response (RIR). We describe the process by which percep- tually detrimental all-pass phase distortion arises in reverberant speech filtered by the inverse of the minimum phase component of the RIR; in short, such distortion arises from inverting the magnitude response of the high-Q maximum phase zeros of the RIR. We then propose two novel partial inversion schemes that precisely mitigate this distortion. One of these schemes employs NMF-based MSSS to separate the all-pass phase distortion from the target speech in the magnitude STFT domain, while the other approach modifies the inverse minimum phase filter such that the magnitude response of the maximum phase zeros of the RIR is not fully compensated. Subjective listening tests reveal that the proposed schemes generally produce better quality output speech than a comparable inversion technique

System level synthesis

This article surveys the System Level Synthesis framework, which presents a novel perspective on constrained robust and optimal controller synthesis for linear systems. We show how SLS shifts the controller synthesis task from the design of a controller to the design of the entire closed loop system, and highlight the benefits of this approach in terms of scalability and transparency. We emphasize two particular applications of SLS, namely large-scale distributed optimal control and robust control. In the case of distributed control, we show how SLS allows for localized controllers to be computed, extending robust and optimal control methods to large-scale systems under practical and realistic assumptions. In the case of robust control, we show how SLS allows for novel design methodologies that, for the first time, quantify the degradation in performance of a robust controller due to model uncertainty – such transparency is key in allowing robust control methods to interact, in a principled way, with modern techniques from machine learning and statistical inference. Throughout, we emphasize practical and efficient computational solutions, and demonstrate our methods on easy to understand case studies