Optimal control with stochastic PDE constraints and uncertain controls

The optimal control of problems that are constrained by partial differential equations with uncertainties and with uncertain controls is addressed. The Lagrangian that defines the problem is postulated in terms of stochastic functions, with the control function possibly decomposed into an unknown deterministic component and a known zero-mean stochastic component. The extra freedom provided by the stochastic dimension in defining cost functionals is explored, demonstrating the scope for controlling statistical aspects of the system response. One-shot stochastic finite element methods are used to find approximate solutions to control problems. It is shown that applying the stochastic collocation finite element method to the formulated problem leads to a coupling between stochastic collocation points when a deterministic optimal control is considered or when moments are included in the cost functional, thereby forgoing the primary advantage of the collocation method over the stochastic Galerkin method for the considered problem. The application of the presented methods is demonstrated through a number of numerical examples. The presented framework is sufficiently general to also consider a class of inverse problems, and numerical examples of this type are also presented. © 2011 Elsevier B.V.

Optimal data fitting on lie groups: A coset approach

This work considers the problem of fitting data on a Lie group by a coset of a compact subgroup. This problem can be seen as an extension of the problem of fitting affine subspaces in n to data which can be solved using principal component analysis. We show how the fitting problem can be reduced for biinvariant distances to a generalized mean calculation on an homogeneous space. For biinvariant Riemannian distances we provide an algorithm based on the Karcher mean gradient algorithm. We illustrate our approach by some examples on SO(n). © 2010 Springer -Verlag Berlin Heidelberg.

Independent component analysis of microarray data in the study of endometrial cancer.

Gene microarray technology is highly effective in screening for differential gene expression and has hence become a popular tool in the molecular investigation of cancer. When applied to tumours, molecular characteristics may be correlated with clinical features such as response to chemotherapy. Exploitation of the huge amount of data generated by microarrays is difficult, however, and constitutes a major challenge in the advancement of this methodology. Independent component analysis (ICA), a modern statistical method, allows us to better understand data in such complex and noisy measurement environments. The technique has the potential to significantly increase the quality of the resulting data and improve the biological validity of subsequent analysis. We performed microarray experiments on 31 postmenopausal endometrial biopsies, comprising 11 benign and 20 malignant samples. We compared ICA to the established methods of principal component analysis (PCA), Cyber-T, and SAM. We show that ICA generated patterns that clearly characterized the malignant samples studied, in contrast to PCA. Moreover, ICA improved the biological validity of the genes identified as differentially expressed in endometrial carcinoma, compared to those found by Cyber-T and SAM. In particular, several genes involved in lipid metabolism that are differentially expressed in endometrial carcinoma were only found using this method. This report highlights the potential of ICA in the analysis of microarray data.

Towards a perceptually optimal spectral amplitude estimator for audio signal enhancement

We present a statistical model-based approach to signal enhancement in the case of additive broadband noise. Because broadband noise is localised in neither time nor frequency, its removal is one of the most pervasive and difficult signal enhancement tasks. In order to improve perceived signal quality, we take advantage of human perception and define a best estimate of the original signal in terms of a cost function incorporating perceptual optimality criteria. We derive the resultant signal estimator and implement it in a short-time spectral attenuation framework. Audio examples, references, and further information may be found at http://www-sigproc.eng.cam.ac.uk/~pjw47.

Simulation-based optimal sensor scheduling with application to observer trajectory planning

The sensor scheduling problem can be formulated as a controlled hidden Markov model and this paper solves the problem when the state, observation and action spaces are continuous. This general case is important as it is the natural framework for many applications. The aim is to minimise the variance of the estimation error of the hidden state w.r.t. the action sequence. We present a novel simulation-based method that uses a stochastic gradient algorithm to find optimal actions. © 2007 Elsevier Ltd. All rights reserved.

Component-based approach to the holonic control of a robot assembly cell

The aim of this paper is to describe the implementation of a new approach for the introduction of so called 'holonic manufacturing' principles into existing production control systems. Such an approach is intended to improve the reconfigurability of the control system to cope with the increasing requirements of production change. A conceptual architecture is described and implemented in a robot assembly cell to demonstrate that this approach can lead to a manufacturing control system which can adapt relatively simply to long-term change. A design methodology and migration strategy for achieving these solutions using conventional hardware is proposed to develop execution level of manufacturing control systems.

Uniform stability of a particle approximation of the optimal filter derivative

Sequential Monte Carlo methods, also known as particle methods, are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. In many applications it may be necessary to compute the sensitivity, or derivative, of the optimal filter with respect to the static parameters of the state-space model; for instance, in order to obtain maximum likelihood model parameters of interest, or to compute the optimal controller in an optimal control problem. In Poyiadjis et al. [2011] an original particle algorithm to compute the filter derivative was proposed and it was shown using numerical examples that the particle estimate was numerically stable in the sense that it did not deteriorate over time. In this paper we substantiate this claim with a detailed theoretical study. Lp bounds and a central limit theorem for this particle approximation of the filter derivative are presented. It is further shown that under mixing conditions these Lp bounds and the asymptotic variance characterized by the central limit theorem are uniformly bounded with respect to the time index. We demon- strate the performance predicted by theory with several numerical examples. We also use the particle approximation of the filter derivative to perform online maximum likelihood parameter estimation for a stochastic volatility model.