Robust filtering and smoothing with gaussian processes

We propose a principled algorithm for robust Bayesian filtering and smoothing in nonlinear stochastic dynamic systems when both the transition function and the measurement function are described by non-parametric Gaussian process (GP) models. GPs are gaining increasing importance in signal processing, machine learning, robotics, and control for representing unknown system functions by posterior probability distributions. This modern way of system identification is more robust than finding point estimates of a parametric function representation. Our principled filtering/smoothing approach for GP dynamic systems is based on analytic moment matching in the context of the forward-backward algorithm. Our numerical evaluations demonstrate the robustness of the proposed approach in situations where other state-of-the-art Gaussian filters and smoothers can fail. © 2011 IEEE.

ℓasso MPC: Smart regulation of over-actuated systems

In this paper, a novel MPC strategy is proposed, and referred to as asso MPC. The new paradigm features an 1-regularised least squares loss function, in which the control error variance competes with the sum of input channels magnitude (or slew rate) over the whole horizon length. This cost choice is motivated by the successful development of LASSO theory in signal processing and machine learning. In the latter fields, sum-of-norms regularisation have shown a strong capability to provide robust and sparse solutions for system identification and feature selection. In this paper, a discrete-time dual-mode asso MPC is formulated, and its stability is proven by application of standard MPC arguments. The controller is then tested for the problem of ship course keeping and roll reduction with rudder and fins, in a directional stochastic sea. Simulations show the asso MPC to inherit positive features from its corresponding regressor: extreme reduction of decision variables' magnitude, namely, actuators' magnitude (or variations), with a finite energy error, being particularly promising for over-actuated systems. © 2012 AACC American Automatic Control Council).

Reconstruction of arbitrary biochemical reaction networks: A compressive sensing approach

Reconstruction of biochemical reaction networks (BRN) and genetic regulatory networks (GRN) in particular is a central topic in systems biology which raises crucial theoretical challenges in system identification. Nonlinear Ordinary Differential Equations (ODEs) that involve polynomial and rational functions are typically used to model biochemical reaction networks. Such nonlinear models make the problem of determining the connectivity of biochemical networks from time-series experimental data quite difficult. In this paper, we present a network reconstruction algorithm that can deal with ODE model descriptions containing polynomial and rational functions. Rather than identifying the parameters of linear or nonlinear ODEs characterised by pre-defined equation structures, our methodology allows us to determine the nonlinear ODEs structure together with their associated parameters. To solve the network reconstruction problem, we cast it as a compressive sensing (CS) problem and use sparse Bayesian learning (SBL) algorithms as a computationally efficient and robust way to obtain its solution. © 2012 IEEE.

CFD investigation of turbulent premixed flame response to transverse forcing

Screech is a high frequency oscillation that is usually characterized by instabilities caused by large-scale coherent flow structures in the wake of bluff-body flameholders and shear layers. Such oscillations can lead to changes in flame surface area which can cause the flame to burn unsteadily, but also couple with the acoustic modes and inherent fluid-mechanical instabilities that are present in the system. In this study, the flame response to hydrodynamic oscillations is analyzed in a controlled manner using high-fidelity Computational Fluid Dynamics (CFD) with an unsteady Reynolds-averaged Navier-Stokes approach. The response of a premixed flame with and without transverse velocity forcing is analyzed. When unforced, the flame is shown to exhibit a self-excitation that is attributed to the anti-symmetric shedding of vortices in the wake of the flameholder. The flame is also forced using two different kinds of low-amplitude out-of-phase inlet velocity forcing signals. The first forcing method is harmonic forcing with a single characteristic frequency, while the second forcing method involves a broadband forcing signal with frequencies in the range of 500 - 1000 Hz. For the harmonic forcing method, the flame is perturbed only lightly about its mean position and exhibits a limit cycle oscillation that is characteristic of the forcing frequency. For the broadband forcing method, larger changes in the flame surface area and detachment of the flame sheet can be seen. Transition to a complicated trajectory in the phase space is observed. When analyzed systematically with system identification methods, the CFD results, expressed in the form of the Flame Transfer Function (FTF) are capable of elucidating the flame response to the imposed perturbation. The FTF also serves to identify, both spatially and temporally, regions where the flame responds linearly and nonlinearly. Locking-in between the flame's natural self-excited frequency and the subharmonic frequencies of the broadband forcing signal is found to alter the dynamical behaviour of the flame. Copyright © 2013 by ASME.

Bayesian inference and learning in Gaussian process state-space models with Particle MCMC

State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference and learning (i.e. state estimation and system identification) in nonlinear nonparametric state-space models. We place a Gaussian process prior over the state transition dynamics, resulting in a flexible model able to capture complex dynamical phenomena. To enable efficient inference, we marginalize over the transition dynamics function and, instead, infer directly the joint smoothing distribution using specially tailored Particle Markov Chain Monte Carlo samplers. Once a sample from the smoothing distribution is computed, the state transition predictive distribution can be formulated analytically. Our approach preserves the full nonparametric expressivity of the model and can make use of sparse Gaussian processes to greatly reduce computational complexity.

MCMC-based tracking and identification of leaders in groups

We present a novel framework for identifying and tracking dominant agents in groups. Our proposed approach relies on a causality detection scheme that is capable of ranking agents with respect to their contribution in shaping the system's collective behaviour based exclusively on the agents' observed trajectories. Further, the reasoning paradigm is made robust to multiple emissions and clutter by employing a class of recently introduced Markov chain Monte Carlo-based group tracking methods. Examples are provided that demonstrate the strong potential of the proposed scheme in identifying actual leaders in swarms of interacting agents and moving crowds. © 2011 IEEE.

An error free passive UHF RFID system using a new form of wireless signal distribution

A wide area and error free ultra high frequency (UHF) radio frequency identification (RFID) interrogation system based on the use of multiple antennas used in cooperation to provide high quality ubiquitous coverage, is presented. The system uses an intelligent distributed antenna system (DAS) whereby two or more spatially separated transmit and receive antenna pairs are used to allow greatly improved multiple tag identification performance over wide areas. The system is shown to increase the read accuracy of 115 passive UHF RFID tags to 100% from <60% over a 10m × 8m open plan office area. The returned signal strength of the tag backscatter signals is also increased by an average of 10dB and 17dB over an area of 10m 8m and 10m × 4m respectively. Furthermore, it is shown that the DAS RFID system has improved immunity to tag orientation. Finally, the new system is also shown to increase the tag read speed/rate of a population of tags compared with a conventional RFID system. © 2012 IEEE.

Wide Area Passive UHF RFID System using Antenna Diversity Combined with Phase and Frequency Hopping

This paper presents a long range and effectively error-free ultra high frequency (UHF) radio frequency identification (RFID) interrogation system. The system is based on a novel technique whereby two or more spatially separated transmit and receive antennas are used to enable greatly enhanced tag detection performance over longer distances using antenna diversity combined with frequency and phase hopping. The novel technique is first theoretically modelled using a Rician fading channel. It is shown that conventional RFID systems suffer from multi-path fading resulting in nulls in radio environments. We, for the first time, demonstrate that the nulls can be moved around by varying the phase and frequency of the interrogation signals in a multi-antenna system. As a result, much enhanced coverage can be achieved. A proof of principle prototype RFID system is built based on an Impinj R2000 transceiver. The demonstrator system shows that the new approach improves the tag detection accuracy from <50% to 100% and the tag backscatter signal strength by 10dB over a 20 m x 9 m area, compared with a conventional switched multi-antenna RFID system.

An Error Free Passive UHF RFID System using a New Form of Wireless Signal Distribution

A wide area and error free ultra high frequency (UHF) radio frequency identification (RFID) interrogation system based on the use of multiple antennas used in cooperation to provide high quality ubiquitous coverage, is presented. The system uses an intelligent distributed antenna system (DAS) whereby two or more spatially separated transmit and receive antenna pairs are used to allow greatly improved multiple tag identification performance over wide areas. The system is shown to increase the read accuracy of 115 passive UHF RFID tags to 100% from <60% over a 10m x 8m open plan office area. The returned signal strength of the tag backscatter signals is also increased by an average of 10dB and 17dB over an area of 10m x 8m and 10m x 4m respectively. Furthermore, it is shown that the DAS RFID system has improved immunity to tag orientation. Finally, the new system is also shown to increase the tag read speed/rate of a population of tags compared with a conventional RFID system.

Demonstration of Improved Passive UHF RFID Coverage using Optically-Fed Distributed Multi-Antenna System

Optically-fed distributed antenna system (DAS) technology is combined with passive ultra high frequency (UHF) radio frequency identification (RFID). It is shown that RFID signals can be carried on directly modulated radio over fiber links without impacting their performance. It is also shown that a multi-antenna DAS can greatly reduce the number of nulls experienced by RFID in a complex radio environment, increasing the likelihood of successful tag detection. Consequently, optimization of the DAS reduces nulls further. We demonstrate RFID tag reading using a three antenna DAS system over a 20mx6m area, limited by building constraints, where 100% of the test points can be successfully read. The detected signal strength from the tag is also observed to increase by an average of approximately 10dB compared with a conventional switched multi-antenna RFID system. This improvement is achieved at +31dBm equivalent isotropically radiated power (EIRP) from all three antenna units (AUs).