Optimal infinite-horizon feedback laws for a general class of constrained discrete-time systems: stability and moving-horizon approximations

Stability results are given for a class of feedback systems arising from the regulation of time-varying discrete-time systems using optimal infinite-horizon and moving-horizon feedback laws. The class is characterized by joint constraints on the state and the control, a general nonlinear cost function and nonlinear equations of motion possessing two special properties. It is shown that weak conditions on the cost function and the constraints are sufficient to guarantee uniform asymptotic stability of both the optimal infinite-horizon and movinghorizon feedback systems. The infinite-horizon cost associated with the moving-horizon feedback law approaches the optimal infinite-horizon cost as the moving horizon is extended.

Distributed Simulation Of Flexible Manufacturing Systems

Flexible Manufacturing Systems (FMS), widely considered as the manufacturing technology of the future, are gaining increasing importance due to the immense advantages they provide in terms of cost, quality and productivity over the conventional manufacturing. An FMS is a complex interconnection of capital intensive resources and high levels of system performance is very crucial for survival in a competing environment.Discrete event simulation is one of the most popular methods for performance evaluation of FMS during planning, design and operation phases. Indeed fast simulators are suggested for selection of optimal strategies for flow control (which part type to enter and at what instant), AGV scheduling (which vehicle to carry which part), routing (which machine to process the part) and part selection (which part for processing next). In this paper we develop a C-net based model for an FMS and use the same for distributed discrete event simulation. We illustrate using examples the efficacy of destributed discrete event simulation for the performance evaluation of FMSs.

Design and Performance Evaluation of EXMAN: An EXtended MANchester Data Flow Computer

Data flow computers are high-speed machines in which an instruction is executed as soon as all its operands are available. This paper describes the EXtended MANchester (EXMAN) data flow computer which incorporates three major extensions to the basic Manchester machine. As extensions we provide a multiple matching units scheme, an efficient, implementation of array data structure, and a facility to concurrently execute reentrant routines. A simulator for the EXMAN computer has been coded in the discrete event simulation language, SIMULA 67, on the DEC 1090 system. Performance analysis studies have been conducted on the simulated EXMAN computer to study the effectiveness of the proposed extensions. The performance experiments have been carried out using three sample problems: matrix multiplication, Bresenham's line drawing algorithm, and the polygon scan-conversion algorithm.

A global convergence criterion for discrete-time multivariable adaptive systems

The paper deals with the basic problem of adjusting a matrix gain in a discrete-time linear multivariable system. The object is to obtain a global convergence criterion, i.e. conditions under which a specified error signal asymptotically approaches zero and other signals in the system remain bounded for arbitrary initial conditions and for any bounded input to the system. It is shown that for a class of up-dating algorithms for the adjustable gain matrix, global convergence is crucially dependent on a transfer matrix G(z) which has a simple block diagram interpretation. When w(z)G(z) is strictly discrete positive real for a scalar w(z) such that w-1(z) is strictly proper with poles and zeros within the unit circle, an augmented error scheme is suggested and is proved to result in global convergence. The solution avoids feeding back a quadratic term as recommended in other schemes for single-input single-output systems.

Class of linear time-varying discrete systems

A class of linear time-varying discrete systems is considered, and closed-form solutions are obtained in different cases. Some comments on stability are also included.

New Insights into Optimal Discrete Rate Adaptation for Average Power Constrained Single and Multi-Node Systems

The throughput-optimal discrete-rate adaptation policy, when nodes are subject to constraints on the average power and bit error rate, is governed by a power control parameter, for which a closed-form characterization has remained an open problem. The parameter is essential in determining the rate adaptation thresholds and the transmit rate and power at any time, and ensuring adherence to the power constraint. We derive novel insightful bounds and approximations that characterize the power control parameter and the throughput in closed-form. The results are comprehensive as they apply to the general class of Nakagami-m (m >= 1) fading channels, which includes Rayleigh fading, uncoded and coded modulation, and single and multi-node systems with selection. The results are appealing as they are provably tight in the asymptotic large average power regime, and are designed and verified to be accurate even for smaller average powers.

Interplay Between Optimal Selection Scheme, Selection Criterion, and Discrete Rate Adaptation in Opportunistic Wireless Systems

An opportunistic, rate-adaptive system exploits multi-user diversity by selecting the best node, which has the highest channel power gain, and adapting the data rate to selected node's channel gain. Since channel knowledge is local to a node, we propose using a distributed, low-feedback timer backoff scheme to select the best node. It uses a mapping that maps the channel gain, or, in general, a real-valued metric, to a timer value. The mapping is such that timers of nodes with higher metrics expire earlier. Our goal is to maximize the system throughput when rate adaptation is discrete, as is the case in practice. To improve throughput, we use a pragmatic selection policy, in which even a node other than the best node can be selected. We derive several novel, insightful results about the optimal mapping and develop an algorithm to compute it. These results bring out the inter-relationship between the discrete rate adaptation rule, optimal mapping, and selection policy. We also extensively benchmark the performance of the optimal mapping with several timer and opportunistic multiple access schemes considered in the literature, and demonstrate that the developed scheme is effective in many regimes of interest.

Discrete-Rate Adaptation and Selection in Energy Harvesting Wireless Systems

In a system with energy harvesting (EH) nodes, the design focus shifts from minimizing energy consumption by infrequently transmitting less information to making the best use of available energy to efficiently deliver data while adhering to the fundamental energy neutrality constraint. We address the problem of maximizing the throughput of a system consisting of rate-adaptive EH nodes that transmit to a destination. Unlike related literature, we focus on the practically important discrete-rate adaptation model. First, for a single EH node, we propose a discrete-rate adaptation rule and prove its optimality for a general class of stationary and ergodic EH and fading processes. We then study a general system with multiple EH nodes in which one is opportunistically selected to transmit. We first derive a novel and throughput-optimal joint selection and rate adaptation rule (TOJSRA) when the nodes are subject to a weaker average power constraint. We then propose a novel rule for a multi-EH node system that is based on TOJSRA, and we prove its optimality for stationary and ergodic EH and fading processes. We also model the various energy overheads of the EH nodes and characterize their effect on the adaptation policy and the system throughput.

Microprocessor-based event sequence recorder

An event sequence recorder is a specialized piece of equipment that accepts inputs from switches and contactors, and prints the sequence in which they operate. This paper describes an event sequence recorder based on an Intel 8085 microprocessor. It scans the inputs every millisecond and prints in a compact form the channel number, type of event (normal or abnormal) and time of occurrence. It also communicates these events over an RS232C link to a remote computer. A realtime calendar/clock is included. The system described has been designed for continuous operation in process plants, power stations etc. The system has been tested and found to be working satisfactorily.

Periodic oscillations in feedback systems with combined pulse modulation

This paper presents a systematic method of investigating the existence of limit cycle oscillations in feedback systems with combined integral pulse frequency-pulse width (IPF-P/V) modulation. The method is based on the non-linear discrete equivalence of the continuous feedback system containing the IPF-PW modulator.

Scattering theory and the discrete linear optimal control problem

This paper deals with the interpretation of the discrete-time optimal control problem as a scattering process in a discrete medium. We treat the discrete optimal linear regulator, constrained end-point and servo and tracking problems, providing a unified approach to these problems. This approach results in an easy derivation of the desired results as well as several new ones.

A method of fraud & intrusion detection for e-payment systems in mobile

The need for paying with mobile devices has urged the development of payment systems for mobile electronic commerce. In this paper we have considered two important abuses in electronic payments systems for detection. The fraud, which is an intentional deception accomplished to secure an unfair gain, and an intrusion which are any set of actions that attempt to compromise the integrity, confidentiality or availability of a resource. Most of the available fraud and intrusion detection systems for e-payments are specific to the systems where they have been incorporated. This paper proposes a generic model called as Activity-Event-Symptoms(AES) model for detecting fraud and intrusion attacks which appears during payment process in the mobile commerce environment. The AES model is designed to identify the symptoms of fraud and intrusions by observing various events/transactions occurs during mobile commerce activity. The symptoms identification is followed by computing the suspicion factors for event attributes, and the certainty factor for a fraud and intrusion is generated using these suspicion factors. We have tested the proposed system by conducting various case studies, on the in-house established mobile commerce environment over wired and wire-less networks test bed.

Optimal threshold policies for admission control in communication networks via discrete parameter stochastic approximation

The problem of admission control of packets in communication networks is studied in the continuous time queueing framework under different classes of service and delayed information feedback. We develop and use a variant of a simulation based two timescale simultaneous perturbation stochastic approximation (SPSA) algorithm for finding an optimal feedback policy within the class of threshold type policies. Even though SPSA has originally been designed for continuous parameter optimization, its variant for the discrete parameter case is seen to work well. We give a proof of the hypothesis needed to show convergence of the algorithm on our setting along with a sketch of the convergence analysis. Extensive numerical experiments with the algorithm are illustrated for different parameter specifications. In particular, we study the effect of feedback delays on the system performance.

Low PAPR full-diversity space-frequency codes for MIMO-OFDM systems

Use of precoding transforms such as Hadamard Transforms and Phase Alteration for Peak to Average Power Ratio (PAPR) reduction in OFDM systems are well known. In this paper we propose use of Inverse Discrete Fourier Transform (IDFT) and Hadamard transform as precoding transforms in MIMO-OFDM systems to achieve low peak to average power ratio (PAPR). We show that while our approach using IDFT does not disturb the diversity gains of the MIMO-OFDM systems (spatial, temporal and frequency diversity gains), it offers a better trade-off between PAPR reduction and ML decoding complexity compared to that of the Hadamard transform precoding. We study in detail the amount of PAPR reduction achieved for the following two recently proposed full-diversity Space-Frequency coded MIMO-OFDM systems using both the IDFT and the Hadamard transform: (i) W. Su. Z. Safar, M. Olfat, K. J. R. Liu (IEEE Trans. on Signal Processing, Nov. 2003), and (ii) W. Su, Z. Safar, K. J. R. Liu (IEEE Trans. on Information Theory, Jan. 2005).