A Unifying Framework for Finite Wordlength Realizations.

A general framework for the analysis of the finite wordlength (FWL) effects of linear time-invariant digital filter implementations is proposed. By means of a special implicit system description, all realization forms can be described. An algebraic characterization of the equivalent classes is provided, which enables a search for realizations that minimize the FWL effects to be made. Two suitable FWL coefficient sensitivity measures are proposed for use within the framework, these being a transfer function sensitivity measure and a pole sensitivity measure. An illustrative example is presented

Finite Wordlength Controller Realizations using the Specialized Implicit Form

Une forme d'état implicite spécialisée est présentée pour étudier les effets de l'implantation en précision finie des régulateurs. Cette forme permet une description macroscopique des algorithmes à implanter. Elle constitue un canevas unificateur permettant de décrire les différentes structures utilisées pour l'implantation, telles que les réalisations avec l'opérateur delta, la forme directe II en rho, la forme d'état-observateur et bien d'autres formes qui sont d'habitude traitées séparément dans la littérature. Différentes mesures quantifiant les effets de l'implantation sur le comportement en boucle fermée sont définis dans ce contexte. Elles concernent aussi bien la stabilité que la performance. L'écart entre la réalisation à précision infinie et la réalisation à précision finie est évaluée selon la mesure de sensibilité des coefficients et la mesure du bruit de quantification. Le problème consistant à trouver une réalisation dont l'implantation amène un minimum de dégradation peut alors est résolut numériquement. Cette approche est illustrée avec deux exemples

Low Parametric Sensitivity Realizations with relaxed L2-dynamic-range-scaling constraints

This paper presents a new dynamic-range scaling for the implementation of filters/controllers in state-space form. Relaxing the classical L2-scaling constraints by specific fixed-point considerations allows for a higher degree of freedom for the optimal L2-parametric sensitivity problem. However, overflows in the implementation are still prevented. The underlying constrained problem is converted into an unconstrained problem for which a solution can be provided. This leads to realizations which are still scaled but less sensitive

Finite worldlength effects in fixed-point implementations of linear systems

Thesis (M.Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1998.Includes bibliographical references (p. 173-194).by Vinay Mohta.M.Eng

H 2 And H ∞ Filtering Design Subject To Implementation Uncertainty

This paper presents new filtering design procedures for discrete-time linear systems. It provides a solution to the problem of linear filtering design, assuming that the filter is subject to parametric uncertainty. The problem is relevant, since the proposed filter design incorporates real world implementation constraints that are always present in practice. The transfer function and the state space realization of the filter are simultaneously computed. The design procedure can also handle plant parametric uncertainty. In this case, the plant parameters are assumed not to be exactly known but belonging to a given convex and closed polyhedron. Robust performance is measured by the H 2 and H ∞ norms of the transfer function from the noisy input to the filtering error. The results are based on the determination of an upper bound on the performance objectives. All optimization problems are linear with constraint sets given in the form of LMI (linear matrix inequalities). Global optimal solutions to these problems can be readily computed. Numerical examples illustrate the theory. © 2005 Society for Industrial and Applied Mathematics.442515530Gevers, M., Li, G., (1993) Parametrizations in Control, Estimation and Filtering Problems, , Springer-Verlag, LondonWilliamson, D., Finite wordlength design of digital Kalman filters for state estimation (1985) IEEE Trans. Automat. Control, 30, pp. 930-939Williamson, D., Kadiman, K., Optimal finite wordlength linear quadratic regulators (1989) IEEE Trans. Automat. Control, 34, pp. 1218-1228Liu, K., Skelton, R.E., Grigoriadis, K., Optimal controllers for finite wordlength implementation (1992) IEEE Trans. Automat. Control, 37, pp. 1294-1304Hwang, S.Y., Minimum uncorrelated unit noise in state-space digital filtering (1977) IEEE Trans. Acoustics Speech Signal Process, 25, pp. 273-281Amit, G., Shaked, U., Minimization of roundoff errors in digital realizations of Kalman filters (1989) IEEE Trans. Acoustics Speech Signal Process, 37, pp. 1980-1982De Oliveira, M.C., Skelton, R.E., Synthesis of controllers with finite precision considerations (2001) Digital Controller Implementation and Fragility: A Modern Perspective, pp. 229-251. , R. S. H. Istepanian and J. F. Whidborne eds., Springer-Verlag, New YorkKeel, L.H., Bhattacharyya, S.P., Robust, fragile or optimal (1997) IEEE Trans. Automat. Control, 42, pp. 1098-1105Keel, L.H., Bhattacharyya, S.P., Authors' reply to: "Comments on 'Robust, fragile or optimal' " by P. M. Mäkilä (1998) IEEE Trans. Automat. Control, 43, p. 1268Dorato, P., Non-fragile controller design: An overview (1998) Proceedings of the 1998 American Control Conference, 5, pp. 2829-2831. , Philadelphia, IEEE, Piscataway, NJFamularo, D., Dorato, P., Abdallah, C.T., Haddad, W.H., Jadbabaie, A., Robust non-fragile LQ controllers: The static state feedback case (2000) Internat. J. Control, 73, pp. 159-165Yang, G.H., Wang, J.L., Robust nonfragile Kalman filtering for uncertain linear systems with estimator gain uncertainty (2001) IEEE Trans. Automat. Control, 46, pp. 343-348Haddad, W.M., Corrado, J.R., Robust resilient dynamic controllers for systems with parametric uncertainty and controller gain variations (2000) Internat. J. Control, 73, pp. 1405-1423Keel, L.H., Bhattacharyya, S.P., Stability margins and digital implementation of controllers (1998) Proceedings of the 1998 American Control Conference, 5, pp. 2852-2856. , (Philadelphia), IEEE, Piscataway, NJGeromel, J.C., Optimal linear filtering under parameter uncertainty (1999) IEEE Trans. Signal Process, 47, pp. 168-175Nesterov, Y., Nemirovskii, A., (1994) Interior-Point Polynomial Algorithms in Convex Programming, , SIAM, PhiladelphiaGeromel, J.C., Bernussou, J., Garcia, G., De Oliveira, M.C., H 2 and H ∞ robust filtering for discrete-time linear systems (2000) SIAM J. Control Optim., 38, pp. 1353-1368Geromel, J.C., De Oliveira, M.C., Bernussou, J., Robust filtering of discrete-time linear systems with parameter dependent Lyapunov functions (2002) SIAM J. Control Optim., 41, pp. 700-711De Oliveira, M.C., Bernussou, J., Geromel, J.C., A new discrete-time robust stability condition (1999) Systems Control Lett., 37, pp. 261-265Sayed, A.H., A framework for state-space estimation with uncertain models (2001) IEEE Trans. Automat. Control, 46, pp. 998-1013Balakrishnan, V., Huang, Y., Packard, A., Doyle, J.C., Linear matrix inequalities in analysis with multipliers (1994) Proceedings of the 1994 American Control Conference, 2, pp. 1228-1232. , Baltimore, MD, IEEE, Piscataway, NJGeromel, J.C., Peres, P.L.D., Bernussou, J., On a convex parameter space method for linear control design of uncertain systems (1991) SIAM J. Control Optim., 29, pp. 381-40

Realization and partial fractions

AbstractWe discuss the relation between two intrinsically different proposals that have been made in the literature concerning the representation by constant matrices of rational matrices given in fractional form. It turns out that the relation is most naturally studied in the framework of partial-fraction decompositions. We develop the realization theory for decompositions with respect to arbitrary complementary parts of the extended complex plane which may, for instance, correspond to stability and instability. An isomorphism is obtained which connects the spaces used in the two methods, and several identities relating to the McMillan degree are derived in a direct way. Finally, a new computational procedure is given to obtain the partial-fraction decomposition of a rational matrix given in fractional form

Digital Filters

The new technology advances provide that a great number of system signals can be easily measured with a low cost. The main problem is that usually only a fraction of the signal is useful for different purposes, for example maintenance, DVD-recorders, computers, electric/electronic circuits, econometric, optimization, etc. Digital filters are the most versatile, practical and effective methods for extracting the information necessary from the signal. They can be dynamic, so they can be automatically or manually adjusted to the external and internal conditions. Presented in this book are the most advanced digital filters including different case studies and the most relevant literature

Optimization of Lyapunov invariants in analysis and implementation of safety-critical software systems

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Aeronautics and Astronautics, 2008.Includes bibliographical references (leaves 168-176).This dissertation contributes to two major research areas in safety-critical software systems, namely, software analysis, and software implementation. In reference to the software analysis problem, the main contribution of the dissertation is the development of a novel framework, based on Lyapunov invariants and convex optimization, for verification of various safety and performance specifications for software systems. The enabling elements of the framework for software analysis are: (i) dynamical system interpretation and modeling of computer programs, (ii) Lyapunov invariants as behavior certificates for computer programs, and (iii) a computational procedure for finding the Lyapunov invariants. (i) The view in this dissertation is that software defines a rule for iterative modification of the operating memory at discrete instances of time. Hence, it can be modeled as a discrete-time dynamical system with the program variables as the state variables, and the operating memory as the state space. Three specific modeling languages are introduced which can represent a broad range of computer programs of interest to the control community. These are: Mixed Integer-Linear Models, Graph Models, and Linear Models with Conditional Switching. (ii) Inspired by the concept of Lyapunov functions in stability analysis of nonlinear dynamical systems, Lyapunov invariants are introduced and proposed for analysis of behavioral properties, and verification of various safety and performance specifications for computer programs. In the same spirit as standard Lyapunov functions, a Lyapunov invariant is an appropriately defined function of the state which satisfies a difference inequality along the trajectories. It is shown that variations of Lyapunov invariants satisfying certain technical conditions can be formulated for verification of several common specifications.(cont.) These include but are not limited to: absence of overflow, absence of division-by-zero, termination in finite time, and certain user-specified program assertions. (iii) A computational procedure based on convex relaxation techniques and numerical optimization is proposed for finding the Lyapunov invariants that prove the specifications. The framework is complemented by the introduction of a notion of optimality for the graph models. This notion can be used for constructing efficient graph models that improve the analysis in a systematic way. It is observed that the application of the framework to (graph models of) programs that are semantically identical but syntactically different does not produce identical results. This suggests that the success or failure of the method is contingent on the choice of the graph model. Based on this observation, the concepts of graph reduction, irreducible graphs, and minimal and maximal realizations of graph models are introduced. Several new theorems that compare the performance of the original graph model of a computer program and its reduced offsprings are presented. In reference to the software implementation problem for safety-critical systems, the main contribution of the dissertation is the introduction of an algorithm, based on optimization of quadratic Lyapunov functions and semidefinite programming, for computing optimal state space implementations for digital filters. The particular implementation that is considered is a finite word-length implementation on a fixed-point processor with quantization before or after multiplication. The objective is to minimize the effects of finite word-length constraints on performance deviation while respecting the overflow limits. The problem is first formulated as a special case of controller synthesis where the controller has a specific structure, which is known to be a hard non-convex problem in general.(cont.) It is then shown that this special case can be convexified exactly and the optimal implementation can be computed by solving a semidefinite optimization problem. It is observed that the optimal state space implementation of a digital filter on a machine with finite memory, does not necessarily define the same transfer function as that of an ideal implementation.by Mardavij Roozbehani.Ph.D

Accuracy-Guaranteed Fixed-Point Optimization in Hardware Synthesis and Processor Customization

RÉSUMÉ De nos jours, le calcul avec des nombres fractionnaires est essentiel dans une vaste gamme d’applications de traitement de signal et d’image. Pour le calcul numérique, un nombre fractionnaire peut être représenté à l’aide de l’arithmétique en virgule fixe ou en virgule flottante. L’arithmétique en virgule fixe est largement considérée préférable à celle en virgule flottante pour les architectures matérielles dédiées en raison de sa plus faible complexité d’implémentation. Dans la mise en œuvre du matériel, la largeur de mot attribuée à différents signaux a un impact significatif sur des métriques telles que les ressources (transistors), la vitesse et la consommation d'énergie. L'optimisation de longueur de mot (WLO) en virgule fixe est un domaine de recherche bien connu qui vise à optimiser les chemins de données par l'ajustement des longueurs de mots attribuées aux signaux. Un nombre en virgule fixe est composé d’une partie entière et d’une partie fractionnaire. Il y a une limite inférieure au nombre de bits alloués à la partie entière, de façon à prévenir les débordements pour chaque signal. Cette limite dépend de la gamme de valeurs que peut prendre le signal. Le nombre de bits de la partie fractionnaire, quant à lui, détermine la taille de l'erreur de précision finie qui est introduite dans les calculs. Il existe un compromis entre la précision et l'efficacité du matériel dans la sélection du nombre de bits de la partie fractionnaire. Le processus d'attribution du nombre de bits de la partie fractionnaire comporte deux procédures importantes: la modélisation de l'erreur de quantification et la sélection de la taille de la partie fractionnaire. Les travaux existants sur la WLO ont porté sur des circuits spécialisés comme plate-forme cible. Dans cette thèse, nous introduisons de nouvelles méthodologies, techniques et algorithmes pour améliorer l’implémentation de calculs en virgule fixe dans des circuits et processeurs spécialisés. La thèse propose une approche améliorée de modélisation d’erreur, basée sur l'arithmétique affine, qui aborde certains problèmes des méthodes existantes et améliore leur précision. La thèse introduit également une technique d'accélération et deux algorithmes semi-analytiques pour la sélection de la largeur de la partie fractionnaire pour la conception de circuits spécialisés. Alors que le premier algorithme suit une stratégie de recherche progressive, le second utilise une méthode de recherche en forme d'arbre pour l'optimisation de la largeur fractionnaire. Les algorithmes offrent deux options de compromis entre la complexité de calcul et le coût résultant. Le premier algorithme a une complexité polynomiale et obtient des résultats comparables avec des approches heuristiques existantes. Le second algorithme a une complexité exponentielle, mais il donne des résultats quasi-optimaux par rapport à une recherche exhaustive. Cette thèse propose également une méthode pour combiner l'optimisation de la longueur des mots dans un contexte de conception de processeurs configurables. La largeur et la profondeur des blocs de registres et l'architecture des unités fonctionnelles sont les principaux objectifs ciblés par cette optimisation. Un nouvel algorithme d'optimisation a été développé pour trouver la meilleure combinaison de longueurs de mots et d'autres paramètres configurables dans la méthode proposée. Les exigences de précision, définies comme l'erreur pire cas, doivent être respectées par toute solution. Pour faciliter l'évaluation et la mise en œuvre des solutions retenues, un nouvel environnement de conception de processeur a également été développé. Cet environnement, qui est appelé PolyCuSP, supporte une large gamme de paramètres, y compris ceux qui sont nécessaires pour évaluer les solutions proposées par l'algorithme d'optimisation. L’environnement PolyCuSP soutient l’exploration rapide de l'espace de solution et la capacité de modéliser différents jeux d'instructions pour permettre des comparaisons efficaces.----------ABSTRACT Fixed-point arithmetic is broadly preferred to floating-point in hardware development due to the reduced hardware complexity of fixed-point circuits. In hardware implementation, the bitwidth allocated to the data elements has significant impact on efficiency metrics for the circuits including area usage, speed and power consumption. Fixed-point word-length optimization (WLO) is a well-known research area. It aims to optimize fixed-point computational circuits through the adjustment of the allocated bitwidths of their internal and output signals. A fixed-point number is composed of an integer part and a fractional part. There is a minimum number of bits for the integer part that guarantees overflow and underflow avoidance in each signal. This value depends on the range of values that the signal may take. The fractional word-length determines the amount of finite-precision error that is introduced in the computations. There is a trade-off between accuracy and hardware cost in fractional word-length selection. The process of allocating the fractional word-length requires two important procedures: finite-precision error modeling and fractional word-length selection. Existing works on WLO have focused on hardwired circuits as the target implementation platform. In this thesis, we introduce new methodologies, techniques and algorithms to improve the hardware realization of fixed-point computations in hardwired circuits and customizable processors. The thesis proposes an enhanced error modeling approach based on affine arithmetic that addresses some shortcomings of the existing methods and improves their accuracy. The thesis also introduces an acceleration technique and two semi-analytical fractional bitwidth selection algorithms for WLO in hardwired circuit design. While the first algorithm follows a progressive search strategy, the second one uses a tree-shaped search method for fractional width optimization. The algorithms offer two different time-complexity/cost efficiency trade-off options. The first algorithm has polynomial complexity and achieves comparable results with existing heuristic approaches. The second algorithm has exponential complexity but achieves near-optimal results compared to an exhaustive search. The thesis further proposes a method to combine word-length optimization with application-specific processor customization. The supported datatype word-length, the size of register-files and the architecture of the functional units are the main target objectives to be optimized. A new optimization algorithm is developed to find the best combination of word-length and other customizable parameters in the proposed method. Accuracy requirements, defined as the worst-case error bound, are the key consideration that must be met by any solution. To facilitate evaluation and implementation of the selected solutions, a new processor design environment was developed. This environment, which is called PolyCuSP, supports necessary customization flexibility to realize and evaluate the solutions given by the optimization algorithm. PolyCuSP supports rapid design space exploration and capability to model different instruction-set architectures to enable effective compari