The Separation Principle in Stochastic Control, Redux

Over the last 50 years a steady stream of accounts have been written on the separation principle of stochastic control. Even in the context of the linear-quadratic regulator in continuous time with Gaussian white noise, subtle difficulties arise, unexpected by many, that are often overlooked. In this paper we propose a new framework for establishing the separation principle. This approach takes the viewpoint that stochastic systems are well-defined maps between sample paths rather than stochastic processes per se and allows us to extend the separation principle to systems driven by martingales with possible jumps. While the approach is more in line with "real-life" engineering thinking where signals travel around the feedback loop, it is unconventional from a probabilistic point of view in that control laws for which the feedback equations are satisfied almost surely, and not deterministically for every sample path, are excluded.Comment: 23 pages, 6 figures, 2nd revision: added references, correction

Improved speed estimation in sensorless PM brushless AC drives

The application of flux-observer-based sensorless control to permanent-magnet brushless AC motor drives is described. Current methods of speed estimation are assessed, both theoretically and experimentally, and an improved method, which combines the best features of methods in which speed is derived from the differential of rotor position and from the ratio of the electromotive force to excitation flux linkage, is proposed. Its performance is verified experimentally

Optimal Control of Two-Player Systems with Output Feedback

In this article, we consider a fundamental decentralized optimal control problem, which we call the two-player problem. Two subsystems are interconnected in a nested information pattern, and output feedback controllers must be designed for each subsystem. Several special cases of this architecture have previously been solved, such as the state-feedback case or the case where the dynamics of both systems are decoupled. In this paper, we present a detailed solution to the general case. The structure of the optimal decentralized controller is reminiscent of that of the optimal centralized controller; each player must estimate the state of the system given their available information and apply static control policies to these estimates to compute the optimal controller. The previously solved cases benefit from a separation between estimation and control which allows one to compute the control and estimation gains separately. This feature is not present in general, and some of the gains must be solved for simultaneously. We show that computing the required coupled estimation and control gains amounts to solving a small system of linear equations

Integrated 2-D Optical Flow Sensor

I present a new focal-plane analog VLSI sensor that estimates optical flow in two visual dimensions. The chip significantly improves previous approaches both with respect to the applied model of optical flow estimation as well as the actual hardware implementation. Its distributed computational architecture consists of an array of locally connected motion units that collectively solve for the unique optimal optical flow estimate. The novel gradient-based motion model assumes visual motion to be translational, smooth and biased. The model guarantees that the estimation problem is computationally well-posed regardless of the visual input. Model parameters can be globally adjusted, leading to a rich output behavior. Varying the smoothness strength, for example, can provide a continuous spectrum of motion estimates, ranging from normal to global optical flow. Unlike approaches that rely on the explicit matching of brightness edges in space or time, the applied gradient-based model assures spatiotemporal continuity on visual information. The non-linear coupling of the individual motion units improves the resulting optical flow estimate because it reduces spatial smoothing across large velocity differences. Extended measurements of a 30x30 array prototype sensor under real-world conditions demonstrate the validity of the model and the robustness and functionality of the implementation

Trellis-Based Equalization for Sparse ISI Channels Revisited

Sparse intersymbol-interference (ISI) channels are encountered in a variety of high-data-rate communication systems. Such channels have a large channel memory length, but only a small number of significant channel coefficients. In this paper, trellis-based equalization of sparse ISI channels is revisited. Due to the large channel memory length, the complexity of maximum-likelihood detection, e.g., by means of the Viterbi algorithm (VA), is normally prohibitive. In the first part of the paper, a unified framework based on factor graphs is presented for complexity reduction without loss of optimality. In this new context, two known reduced-complexity algorithms for sparse ISI channels are recapitulated: The multi-trellis VA (M-VA) and the parallel-trellis VA (P-VA). It is shown that the M-VA, although claimed, does not lead to a reduced computational complexity. The P-VA, on the other hand, leads to a significant complexity reduction, but can only be applied for a certain class of sparse channels. In the second part of the paper, a unified approach is investigated to tackle general sparse channels: It is shown that the use of a linear filter at the receiver renders the application of standard reduced-state trellis-based equalizer algorithms feasible, without significant loss of optimality. Numerical results verify the efficiency of the proposed receiver structure.Comment: To be presented at the 2005 IEEE Int. Symp. Inform. Theory (ISIT 2005), September 4-9, 2005, Adelaide, Australi