Optimal simultaneous maximum a posterioriestimation of states, noise statistics and parameters I. Algorithm

The simultaneous state and parameter estimation problem for a linear discrete-time system with unknown noise statistics is treated as a large-scale optimization problem. The a posterioriprobability density function is maximized directly with respect to the states and parameters subject to the constraint of the system dynamics. The resulting optimization problem is too large for any of the standard non-linear programming techniques and hence an hierarchical optimization approach is proposed. It turns out that the states can be computed at the first levelfor given noise and system parameters. These, in turn, are to be modified at the second level.The states are to be computed from a large system of linear equations and two solution methods are considered for solving these equations, limiting the horizon to a suitable length. The resulting algorithm is a filter-smoother, suitable for off-line as well as on-line state estimation for given noise and system parameters. The second level problem is split up into two, one for modifying the noise statistics and the other for modifying the system parameters. An adaptive relaxation technique is proposed for modifying the noise statistics and a modified Gauss-Newton technique is used to adjust the system parameters.

Single network adaptive critic design for power system stabilisers

The recently developed single network adaptive critic (SNAC) design has been used in this study to design a power system stabiliser (PSS) for enhancing the small-signal stability of power systems over a wide range of operating conditions. PSS design is formulated as a discrete non-linear quadratic regulator problem. SNAC is then used to solve the resulting discrete-time optimal control problem. SNAC uses only a single critic neural network instead of the action-critic dual network architecture of typical adaptive critic designs. SNAC eliminates the iterative training loops between the action and critic networks and greatly simplifies the training procedure. The performance of the proposed PSS has been tested on a single machine infinite bus test system for various system and loading conditions. The proposed stabiliser, which is relatively easier to synthesise, consistently outperformed stabilisers based on conventional lead-lag and linear quadratic regulator designs.

Conflict-Tolerant Real-Time Features

This paper addresses the problem of detecting and resolving conflicts due to timing constraints imposed by features in real-time systems. We consider systems composed of a base system with multiple features or controllers, each of which independently advise the system on how to react to input events so as to conform to their individual specifications. We propose a methodology for developing such systems in a modular manner based on the notion of conflict tolerant features that are designed to continue offering advice even when their advice has been overridden in the past. We give a simple priority based scheme for composing such features. This guarantees the maximal use of each feature. We provide a formal framework for specifying such features, and a compositional technique for verifying systems developed in this framework.

Discrete parameter simulation optimization algorithms with applications to admission control with dependent service times

We propose certain discrete parameter variants of well known simulation optimization algorithms. Two of these algorithms are based on the smoothed functional (SF) technique while two others are based on the simultaneous perturbation stochastic approximation (SPSA) method. They differ from each other in the way perturbations are obtained and also the manner in which projections and parameter updates are performed. All our algorithms use two simulations and two-timescale stochastic approximation. As an application setting, we consider the important problem of admission control of packets in communication networks under dependent service times. We consider a discrete time slotted queueing model of the system and consider two different scenarios - one where the service times have a dependence on the system state and the other where they depend on the number of arrivals in a time slot. Under our settings, the simulated objective function appears ill-behaved with multiple local minima and a unique global minimum characterized by a sharp dip in the objective function in a small region of the parameter space. We compare the performance of our algorithms on these settings and observe that the two SF algorithms show the best results overall. In fact, in many cases studied, SF algorithms converge to the global minimum.

S-nets: A Petri net based model for performance evaluation of real-time scheduling algorithms

A new class of nets, called S-nets, is introduced for the performance analysis of scheduling algorithms used in real-time systems Deterministic timed Petri nets do not adequately model the scheduling of resources encountered in real-time systems, and need to be augmented with resource places and signal places, and a scheduler block, to facilitate the modeling of scheduling algorithms. The tokens are colored, and the transition firing rules are suitably modified. Further, the concept of transition folding is used, to get intuitively simple models of multiframe real-time systems. Two generic performance measures, called �load index� and �balance index,� which characterize the resource utilization and the uniformity of workload distribution, respectively, are defined. The utility of S-nets for evaluating heuristic-based scheduling schemes is illustrated by considering three heuristics for real-time scheduling. S-nets are useful in tuning the hardware configuration and the underlying scheduling policy, so that the system utilization is maximized, and the workload distribution among the computing resources is balanced.

WCET Estimation for Executables in the Presence of Data Caches

This paper describes techniques to estimate the worst case execution time of executable code on architectures with data caches. The underlying mechanism is Abstract Interpretation, which is used for the dual purposes of tracking address computations and cache behavior. A simultaneous numeric and pointer analysis using an abstraction for discrete sets of values computes safe approximations of access addresses which are then used to predict cache behavior using Must Analysis. A heuristic is also proposed which generates likely worst case estimates. It can be used in soft real time systems and also for reasoning about the tightness of the safe estimate. The analysis methods can handle programs with non-affine access patterns, for which conventional Presburger Arithmetic formulations or Cache Miss Equations do not apply. The precision of the estimates is user-controlled and can be traded off against analysis time. Executables are analyzed directly, which, apart from enhancing precision, renders the method language independent.

An Implementation of Partitioned Scheduling Scheme for Hard Real-Time Tasks in Multicore Linux with Fair Share for Linux Tasks

The correctness of a hard real-time system depends its ability to meet all its deadlines. Existing real-time systems use either a pure real-time scheduler or a real-time scheduler embedded as a real-time scheduling class in the scheduler of an operating system (OS). Existing implementations of schedulers in multicore systems that support real-time and non-real-time tasks, permit the execution of non-real-time tasks in all the cores with priorities lower than those of real-time tasks, but interrupts and softirqs associated with these non-real-time tasks can execute in any core with priorities higher than those of real-time tasks. As a result, the execution overhead of real-time tasks is quite large in these systems, which, in turn, affects their runtime. In order that the hard real-time tasks can be executed in such systems with minimal interference from other Linux tasks, we propose, in this paper, an integrated scheduler architecture, called SchedISA, which aims to considerably reduce the execution overhead of real-time tasks in these systems. In order to test the efficacy of the proposed scheduler, we implemented partitioned earliest deadline first (P-EDF) scheduling algorithm in SchedISA on Linux kernel, version 3.8, and conducted experiments on Intel core i7 processor with eight logical cores. We compared the execution overhead of real-time tasks in the above implementation of SchedISA with that in SCHED_DEADLINE's P-EDF implementation, which concurrently executes real-time and non-real-time tasks in Linux OS in all the cores. The experimental results show that the execution overhead of real-time tasks in the above implementation of SchedISA is considerably less than that in SCHED_DEADLINE. We believe that, with further refinement of SchedISA, the execution overhead of real-time tasks in SchedISA can be reduced to a predictable maximum, making it suitable for scheduling hard real-time tasks without affecting the CPU share of Linux tasks.

Deviated linear cyclic pursuit

This paper analyses deviated linear cyclic pursuit in which an agent pursues its leader with an angle of deviation in both the continuous- and discrete-time domains, while admitting heterogeneous gains and deviations for the agents. Sufficient conditions for the stability of such systems, in both the domains, are presented in this paper along with the derivation of the reachable set, which is a set of points where the agents may converge asymptotically. The stability conditions are derived based on Gershgorin's theorem. Simulations validating the theoretical results presented in this paper are provided.

Multiresolution Area-based Fractal Dimension Estimation of Signals Applied to EEG Data

In this paper, we present an approach to estimate fractal complexity of discrete time signal waveforms based on computation of area bounded by sample points of the signal at different time resolutions. The slope of best straight line fit to the graph of log(A(rk)A / rk(2)) versus log(l/rk) is estimated, where A(rk) is the area computed at different time resolutions and rk time resolutions at which the area have been computed. The slope quantifies complexity of the signal and it is taken as an estimate of the fractal dimension (FD). The proposed approach is used to estimate the fractal dimension of parametric fractal signals with known fractal dimensions and the method has given accurate results. The estimation accuracy of the method is compared with that of Higuchi's and Sevcik's methods. The proposed method has given more accurate results when compared with that of Sevcik's method and the results are comparable to that of the Higuchi's method. The practical application of the complexity measure in detecting change in complexity of signals is discussed using real sleep electroencephalogram recordings from eight different subjects. The FD-based approach has shown good performance in discriminating different stages of sleep.

Average-Delay Optimal Policies for the Point-to-Point Channel

Average-delay optimal scheduflng of messages arriving to the transmitter of a point-to-point channel is considered in this paper. We consider a discrete time batch-arrival batch-service queueing model for the communication scheme, with service time that may be a function of batch size. The question of delay optimality is addressed within the semi-Markov decision-theoretic framework. Approximations to the average-delay optimal policy are obtained.

Network flow-control using asynchronous stochastic approximation

We propose several stochastic approximation implementations for related algorithms in flow-control of communication networks. First, a discrete-time implementation of Kelly's primal flow-control algorithm is proposed. Convergence with probability 1 is shown, even in the presence of communication delays and stochastic effects seen in link congestion indications. This ensues from an analysis of the flow-control algorithm using the asynchronous stochastic approximation (ASA) framework. Two relevant enhancements are then pursued: a) an implementation of the primal algorithm using second-order information, and b) an implementation where edge-routers rectify misbehaving flows. Next, discretetime implementations of Kelly's dual algorithm and primaldual algorithm are proposed. Simulation results a) verifying the proposed algorithms and, b) comparing the stability properties are presented.

Stability of scheduled message communication over degraded broadcast channels

We develop a multi-class discrete-time processor-sharing queueing model for scheduled message communication over a discrete memoryless degraded broadcast channel. The framework we consider here models both the random message arrivals and the subsequent reliable communication by suitably combining techniques from queueing theory and information theory. Requests for message transmissions are assumed to arrive according to i.i.d. arrival processes. Then, (i) we derive an outer bound to the stability region of message arrival rate vectors achievable by the class of stationary scheduling policies, (ii) we show for any message arrival rate vector that satisfies the outer bound, that there exists a stationary "state-independent" policy that results in a stable system for the corresponding message arrival processes, and (iii) under an asymptotic regime, we show that the stability region of information arrival rate vectors is the information-theoretic capacity region of a degraded broadcast channel.

Distributed Coding for Multiple Access Communication with Side Information

In a typical sensor network scenario a goal is to monitor a spatio-temporal process through a number of inexpensive sensing nodes, the key parameter being the fidelity at which the process has to be estimated at distant locations. We study such a scenario in which multiple encoders transmit their correlated data at finite rates to a distant, common decoder over a discrete time multiple access channel under various side information assumptions. In particular, we derive an achievable rate region for this communication problem.

Automatic verification of distributed logic specifications

Formal specification is vital to the development of distributed real-time systems as these systems are inherently complex and safety-critical. It is widely acknowledged that formal specification and automatic analysis of specifications can significantly increase system reliability. Although a number of specification techniques for real-time systems have been reported in the literature, most of these formalisms do not adequately address to the constraints that the aspects of 'distribution' and 'real-time' impose on specifications. Further, an automatic verification tool is necessary to reduce human errors in the reasoning process. In this regard, this paper is an attempt towards the development of a novel executable specification language for distributed real-time systems. First, we give a precise characterization of the syntax and semantics of DL. Subsequently, we discuss the problems of model checking, automatic verification of satisfiability of DL specifications, and testing conformance of event traces with DL specifications. Effective solutions to these problems are presented as extensions to the classical first-order tableau algorithm. The use of the proposed framework is illustrated by specifying a sample problem.

Computing Fractal Dimension of Signals using Multiresolution Box-counting Method

In this paper, we have developed a method to compute fractal dimension (FD) of discrete time signals, in the time domain, by modifying the box-counting method. The size of the box is dependent on the sampling frequency of the signal. The number of boxes required to completely cover the signal are obtained at multiple time resolutions. The time resolutions are made coarse by decimating the signal. The loglog plot of total number of boxes required to cover the curve versus size of the box used appears to be a straight line, whose slope is taken as an estimate of FD of the signal. The results are provided to demonstrate the performance of the proposed method using parametric fractal signals. The estimation accuracy of the method is compared with that of Katz, Sevcik, and Higuchi methods. In ddition, some properties of the FD are discussed.