Bounded Influence Approaches to Constrained Mixed Vector Autoregressive Models

The proliferation of many clinical studies obtaining multiple biophysical signals from several individuals repeatedly in time is increasingly recognized, a recognition generating growth in statistical models that analyze cross-sectional time series data. In general, these statistical models try to answer two questions: (i) intra-individual dynamics of the response and its relation to some covariates; and, (ii) how this dynamics can be aggregated consistently in a group. In response to the first question, we propose a covariate-adjusted constrained Vector Autoregressive model, a technique similar to the STARMAX model (Stoffer, JASA 81, 762-772), to describe serial dependence of observations. In this way, the number of parameters to be estimated is kept minimal while offering flexibility for the model to explore higher order dependence. In response to (ii), we use mixed effects analysis that accommodates modelling of heterogeneity among cross-sections arising from covariate effects that vary from one cross-section to another. Although estimation of the model can proceed using standard maximum likelihood techniques, we believed it is advantageous to use bounded influence procedures in the modelling (such as choosing constraints) and parameter estimation so that the effects of outliers can be controlled. In particular, we use M-estimation with a redescending bounding function because its influence function is always bounded. Furthermore, assuming consistency, this influence function is useful to obtain the limiting distribution of the estimates. However, this distribution may not necessarily yield accurate inference in the presence of contamination as the actual asymptotic distribution might have wider tails. This led us to investigate bootstrap approximation techniques. A sampling scheme based on IID innovations is modified to accommodate the cross-sectional structure of the data. Then the M-estimation is applied to each bootstrap sample naively to obtain the asymptotic distribution of the estimates.We apply these strategies to the extracted BOLD activation from several regions of the brain from a group of individuals to describe joint dynamic behavior between these locations. We used simulated data with both innovation and additive outliers to test whether the estimation procedure is accurate despite contamination

Modeling co-operative volume signaling in a plexus of nitric oxide synthase-expressing neurons

In vertebrate and invertebrate brains, nitric oxide (NO) synthase (NOS) is frequently expressed in extensive meshworks (plexuses) of exceedingly fine fibers. In this paper, we investigate the functional implications of this morphology by modeling NO diffusion in fiber systems of varying fineness and dispersal. Because size severely limits the signaling ability of an NO-producing fiber, the predominance of fine fibers seems paradoxical. Our modeling reveals, however, that cooperation between many fibers of low individual efficacy can generate an extensive and strong volume signal. Importantly, the signal produced by such a system of cooperating dispersed fibers is significantly more homogeneous in both space and time than that produced by fewer larger sources. Signals generated by plexuses of fine fibers are also better centered on the active region and less dependent on their particular branching morphology. We conclude that an ultrafine plexus is configured to target a volume of the brain with a homogeneous volume signal. Moreover, by translating only persistent regional activity into an effective NO volume signal, dispersed sources integrate neural activity over both space and time. In the mammalian cerebral cortex, for example, the NOS plexus would preferentially translate persistent regional increases in neural activity into a signal that targets blood vessels residing in the same region of the cortex, resulting in an increased regional blood flow. We propose that the fineness-dependent properties of volume signals may in part account for the presence of similar NOS plexus morphologies in distantly related animals

On the Flow-level Dynamics of a Packet-switched Network

The packet is the fundamental unit of transportation in modern communication networks such as the Internet. Physical layer scheduling decisions are made at the level of packets, and packet-level models with exogenous arrival processes have long been employed to study network performance, as well as design scheduling policies that more efficiently utilize network resources. On the other hand, a user of the network is more concerned with end-to-end bandwidth, which is allocated through congestion control policies such as TCP. Utility-based flow-level models have played an important role in understanding congestion control protocols. In summary, these two classes of models have provided separate insights for flow-level and packet-level dynamics of a network

Robust Control Methods for Nonlinear Systems with Uncertain Dynamics and Unknown Control Direction

Robust nonlinear control design strategies using sliding mode control (SMC) and integral SMC (ISMC) are developed, which are capable of achieving reliable and accurate tracking control for systems containing dynamic uncertainty, unmodeled disturbances, and actuator anomalies that result in an unknown and time-varying control direction. In order to ease readability of this dissertation, detailed explanations of the relevant mathematical tools is provided, including stability denitions, Lyapunov-based stability analysis methods, SMC and ISMC fundamentals, and other basic nonlinear control tools. The contributions of the dissertation are three novel control algorithms for three different classes of nonlinear systems: single-input multipleoutput (SIMO) systems, systems with model uncertainty and bounded disturbances, and systems with unknown control direction. Control design for SIMO systems is challenging due to the fact that such systems have fewer actuators than degrees of freedom to control (i.e., they are underactuated systems). While traditional nonlinear control methods can be utilized to design controllers for certain classes of cascaded underactuated systems, more advanced methods are required to develop controllers for parallel systems, which are not in a cascade structure. A novel control technique is proposed in this dissertation, which is shown to achieve asymptotic tracking for dual parallel systems, where a single scalar control input directly affects two subsystems. The result is achieved through an innovative sequential control design algorithm, whereby one of the subsystems is indirectly stabilized via the desired state trajectory that is commanded to the other subsystem. The SIMO system under consideration does not contain uncertainty or disturbances. In dealing with systems containing uncertainty in the dynamic model, a particularly challenging situation occurs when uncertainty exists in the input-multiplicative gain matrix. Moreover, special consideration is required in control design for systems that also include unknown bounded disturbances. To cope with these challenges, a robust continuous controller is developed using an ISMC technique, which achieves asymptotic trajectory tracking for systems with unknown bounded disturbances, while simultaneously compensating for parametric uncertainty in the input gain matrix. The ISMC design is rigorously proven to achieve asymptotic trajectory tracking for a quadrotor system and a synthetic jet actuator (SJA)-based aircraft system. In the ISMC designs, it is assumed that the signs in the uncertain input-multiplicative gain matrix (i.e., the actuator control directions) are known. A much more challenging scenario is encountered in designing controllers for classes of systems, where the uncertainty in the input gain matrix is extreme enough to result in an a priori-unknown control direction. Such a scenario can result when dealing with highly inaccurate dynamic models, unmodeled parameter variations, actuator anomalies, unknown external or internal disturbances, and/or other adversarial operating conditions. To address this challenge, a SMCbased self-recongurable control algorithm is presented, which automatically adjusts for unknown control direction via periodic switching between sliding manifolds that ultimately forces the state to a converging manifold. Rigorous mathematical analyses are presented to prove the theoretical results, and simulation results are provided to demonstrate the effectiveness of the three proposed control algorithms

Synchronization in complex networks

Synchronization processes in populations of locally interacting elements are in the focus of intense research in physical, biological, chemical, technological and social systems. The many efforts devoted to understand synchronization phenomena in natural systems take now advantage of the recent theory of complex networks. In this review, we report the advances in the comprehension of synchronization phenomena when oscillating elements are constrained to interact in a complex network topology. We also overview the new emergent features coming out from the interplay between the structure and the function of the underlying pattern of connections. Extensive numerical work as well as analytical approaches to the problem are presented. Finally, we review several applications of synchronization in complex networks to different disciplines: biological systems and neuroscience, engineering and computer science, and economy and social sciences.Comment: Final version published in Physics Reports. More information available at http://synchronets.googlepages.com

Analysis and design of robust stabilizing modified repetitive control systems

In control system practice, high precision tracking or attenuation for periodic signals is an important issue. Repetitive control is known as an e.ective approach for such control problems. The internal model principle shows that the repetitive control system which contains a periodic generator in the closed-loop can achieve zero steady-state error for reference input or completely attenuate disturbance. Due to its simple structure and high control precision, repetitive control has been widely applied in many systems. To improve existing results on repetitive control theory, this thesis presents theoretical results in analysis and design repetitive control system. The main work and innovations are listed as follows: We propose a design method of robust stabilizing modi.ed repetitive controllers for multiple-input/multiple-output plants with uncertainties. The parameterization of all robust stabilizing modi.ed repetitive controllers for multiple-input/multiple-output plant with uncertainty is obtained by employing H∞ control theory based on the Riccati equation. The robust stabilizing controller contains free parameters that are designed to achieve desirable control characteristic. In addition, the bandwidth of low-pass .lter has been analyzed. In order to simplify the design process and avoid the wrong results obtained by graphical method, the robust stability conditions are converted to LMIs-constraint conditions by employing the delay-dependent bounded real lemma. When the free parameters of the parameterization of all robust stabiliz-ing controllers is adequately chosen, then the controller works as robust stabilizing modi.ed repetitive controller. For a time-varying periodic disturbances, we give an design method of an opti-mal robust stabilizing modi.ed repetitive controller for a strictly proper plant with time-varying uncertainties. A modi.ed repetitive controller with time-varying delay structure, inserted by a low-pass .lter and an adjustable parameter, is developed for this class of system. Two linear matrix inequalities LMIs-based robust stability con-ditions of the closed-loop system with time-varying state delay are derived for .xed parameters. One is a delay-dependent robust stability condition that is derived based on the free-weight matrix. The other robust stability condition is obtained based on the H∞ control problem by introducing a linear unitary operator. To obtain the desired controller, the design problems are converted to two LMI-constrained opti-mization problems by reformulating the LMIs given in the robust stability conditions. The validity of the proposed method is verified through a numerical example.学位記番号：工博甲46

Contributions to analysis and control of Takagi-Sugeno systems via piecewise, parameter-dependent, and integral Lyapunov functions

Esta tesis considera un enfoque basado en Lyapunov para el análisis y control de sistemas no lineales cuyas ecuaciones dinámicas son reescritas como un modelo Takagi-Sugeno o uno polinomial convexo. Estas estructuras permiten resolver problemas de control mediante técnicas de optimización convexa, más concretamente desigualdades matriciales lineales y suma de cuadrados, que son eficientes herramientas desde un punto de vista computacional. Después de proporcionar una visión general básica del estado actual en el campo de los modelos Takagi-Sugeno, esta tesis aborda cuestiones sobre las funciones de Lyapunov por trozos, dependiente de parámetros e integral de línea, con las siguientes contribuciones: Un algoritmo mejorado para estimaciones del dominio de atracción de sistemas no lineales para sistemas de tiempo continuo. Los resultados se basan en funciones de Lyapunov por trozos, desigualdades matriciales lineales y argumentaciones geométricas; enfoques basados en conjuntos de nivel en la literatura previa se han mejorado significativamente. Una función Lyapunov generalizada dependiente de parámetros para la síntesis de controladores para sistemas Takagi-Sugeno. El enfoque propone una ley de control multi-índice que retroalimenta la derivada del tiempo de las funciones de membresía del modelo Takagi-Sugeno para anular los términos que causan localidad a priori en el análisis de Lyapunov. Una nueva función integral de Lyapunov para el análisis de estabilidad de sistemas no lineales. Estos resultados generalizan aquellos basados en funciones de Lyapunov integral de línea al marco polinomial; resulta que los requisitos de independencia del camino pueden ser anulados por una definición adecuada de una función Lyapunov con términos integrales.This thesis considers a Lyapunov-based approach for analysis and control of nonlinear systems whose dynamical equations are rewritten as a Takagi-Sugeno model or a convex polynomial one. These structures allow solving control problems via convex optimisation techniques, more specifically linear matrix inequalities and sum-of-squares, which are efficient tools from the computational point of view. After providing a basic overview of the state of the art in the field of Takagi-Sugeno models, this thesis address issues on piecewise, parameter-dependent and line-integral Lyapunov functions, with the following contributions: An improved algorithm to estimate the domain of attraction of nonlinear systems for continuous-time systems. The results are based on piecewise Lyapunov functions, linear matrix inequalities, and geometrical argumentations; level-set approaches in prior literature are significantly improved. A generalised parameter-dependent Lyapunov function for synthesis of controllers for Takagi-Sugeno systems. The approach proposed a multi-index control law that feeds back the time derivative of the membership function of the Takagi-Sugeno model to cancel out the terms that cause a priori locality in the Lyapunov analysis. A new integral Lyapunov function for stability analysis of nonlinear systems. These results generalise those based on line-integral Lyapunov functions to the polynomial framework; it turns out path-independency requirements can be overridden by an adequate definition of a Lyapunov function with integral terms.Aquesta tesi considera un enfocament basat en Lyapunov per a l'anàlisi i control de sistemes no lineals les equacions dinàmiques dels quals són reescrites com un model Takagi-Sugeno o un de polinomial convex. Aquestes estructures permeten resoldre problemes de control mitjançant tècniques d'optimització convexa, més concretament desigualtats matricials lineals i suma de quadrats, que són eines eficients des d'un punt de vista computacional. Després de proporcionar una visió general bàsica de l'estat actual en el camp dels models Takagi-Sugeno, aquesta tesi aborda qüestions sobre les funcions de Lyapunov per trossos, dependent de paràmetres i integral de línia, amb les següents contribucions: Un algoritme millorat per a estimar el domini d'atracció de sistemes no lineals per a sistemes de temps continu. Els resultats es basen en funcions de Lyapunov per trossos, desigualtats matricials lineals i argumentacions geomètriques; enfocaments basats en conjunts de nivell en la literatura prèvia s'han millorat significativament. Una funció Lyapunov generalitzada dependent de paràmetres per a la síntesi de controladors per a sistemes Takagi-Sugeno. L'enfocament proposa una llei de control multi-índex que retroalimenta la derivada del temps de les funcions de membres del model Takagi-Sugeno per anul·lar els termes que causen localitat a priori en l'anàlisi de Lyapunov. Una nova funció integral de Lyapunov per a l'anàlisi d'estabilitat de sistemes no lineals. Aquests resultats generalitzen aquells basats en funcions de Lyapunov integral de línia al marc polinomial; resulta que els requisits d'independència del camí poden ser anul·lats per una definició adequada d'una funció Lyapunov amb termes integrals.González Germán, IT. (2018). Contributions to analysis and control of Takagi-Sugeno systems via piecewise, parameter-dependent, and integral Lyapunov functions [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/101282TESI