433 research outputs found
Contracting Nonlinear Observers: Convex Optimization and Learning from Data
A new approach to design of nonlinear observers (state estimators) is
proposed. The main idea is to (i) construct a convex set of dynamical systems
which are contracting observers for a particular system, and (ii) optimize over
this set for one which minimizes a bound on state-estimation error on a
simulated noisy data set. We construct convex sets of continuous-time and
discrete-time observers, as well as contracting sampled-data observers for
continuous-time systems. Convex bounds for learning are constructed using
Lagrangian relaxation. The utility of the proposed methods are verified using
numerical simulation.Comment: conference submissio
A continuous analogue of the tensor-train decomposition
We develop new approximation algorithms and data structures for representing
and computing with multivariate functions using the functional tensor-train
(FT), a continuous extension of the tensor-train (TT) decomposition. The FT
represents functions using a tensor-train ansatz by replacing the
three-dimensional TT cores with univariate matrix-valued functions. The main
contribution of this paper is a framework to compute the FT that employs
adaptive approximations of univariate fibers, and that is not tied to any
tensorized discretization. The algorithm can be coupled with any univariate
linear or nonlinear approximation procedure. We demonstrate that this approach
can generate multivariate function approximations that are several orders of
magnitude more accurate, for the same cost, than those based on the
conventional approach of compressing the coefficient tensor of a tensor-product
basis. Our approach is in the spirit of other continuous computation packages
such as Chebfun, and yields an algorithm which requires the computation of
"continuous" matrix factorizations such as the LU and QR decompositions of
vector-valued functions. To support these developments, we describe continuous
versions of an approximate maximum-volume cross approximation algorithm and of
a rounding algorithm that re-approximates an FT by one of lower ranks. We
demonstrate that our technique improves accuracy and robustness, compared to TT
and quantics-TT approaches with fixed parameterizations, of high-dimensional
integration, differentiation, and approximation of functions with local
features such as discontinuities and other nonlinearities
Geometric Cross-Modal Comparison of Heterogeneous Sensor Data
In this work, we address the problem of cross-modal comparison of aerial data
streams. A variety of simulated automobile trajectories are sensed using two
different modalities: full-motion video, and radio-frequency (RF) signals
received by detectors at various locations. The information represented by the
two modalities is compared using self-similarity matrices (SSMs) corresponding
to time-ordered point clouds in feature spaces of each of these data sources;
we note that these feature spaces can be of entirely different scale and
dimensionality. Several metrics for comparing SSMs are explored, including a
cutting-edge time-warping technique that can simultaneously handle local time
warping and partial matches, while also controlling for the change in geometry
between feature spaces of the two modalities. We note that this technique is
quite general, and does not depend on the choice of modalities. In this
particular setting, we demonstrate that the cross-modal distance between SSMs
corresponding to the same trajectory type is smaller than the cross-modal
distance between SSMs corresponding to distinct trajectory types, and we
formalize this observation via precision-recall metrics in experiments.
Finally, we comment on promising implications of these ideas for future
integration into multiple-hypothesis tracking systems.Comment: 10 pages, 13 figures, Proceedings of IEEE Aeroconf 201
Parametric free-form shape design with PDE models and reduced basis method
We present a coupling of the reduced basis methods and free-form deformations for shape optimization and design of systems modelled by elliptic PDEs. The free-form deformations give a parameterization of the shape that is independent of the mesh, the initial geometry, and the underlying PDE model. The resulting parametric PDEs are solved by reduced basis methods. An important role in our implementation is played by the recently proposed empirical interpolation method, which allows approximating the non-affinely parameterized deformations with affinely parameterized ones. These ingredients together give rise to an efficient online computational procedure for a repeated evaluation design environment like the one for shape optimization. The proposed approach is demonstrated on an airfoil inverse design problem. © 2010 Elsevier B.V
Stabilizing reinforcement learning control: A modular framework for optimizing over all stable behavior
We propose a framework for the design of feedback controllers that combines
the optimization-driven and model-free advantages of deep reinforcement
learning with the stability guarantees provided by using the Youla-Kucera
parameterization to define the search domain. Recent advances in behavioral
systems allow us to construct a data-driven internal model; this enables an
alternative realization of the Youla-Kucera parameterization based entirely on
input-output exploration data. Perhaps of independent interest, we formulate
and analyze the stability of such data-driven models in the presence of noise.
The Youla-Kucera approach requires a stable "parameter" for controller design.
For the training of reinforcement learning agents, the set of all stable linear
operators is given explicitly through a matrix factorization approach.
Moreover, a nonlinear extension is given using a neural network to express a
parameterized set of stable operators, which enables seamless integration with
standard deep learning libraries. Finally, we show how these ideas can also be
applied to tune fixed-structure controllers.Comment: Preprint; 18 pages. arXiv admin note: text overlap with
arXiv:2304.0342
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