Formal analysis of security properties in trusted computing protocols

This research introduces a general methodology in order to create a Coloured Petri Net (CPN) model of a security protocol. Then standard or user-defined security properties of the created CPN model are identified. After adding an attacker model to the protocol model, the security property is verified using state space method. This approach is applied to analyse a number of trusted computing protocols. The results show the applicability of proposed method to analyse both standard and user-defined properties.

Mechanism based emulation of dynamic simulation models : concept and application in hydrology

Many model-based investigation techniques, such as sensitivity analysis, optimization, and statistical inference, require a large number of model evaluations to be performed at different input and/or parameter values. This limits the application of these techniques to models that can be implemented in computationally efficient computer codes. Emulators, by providing efficient interpolation between outputs of deterministic simulation models, can considerably extend the field of applicability of such computationally demanding techniques. So far, the dominant techniques for developing emulators have been priors in the form of Gaussian stochastic processes (GASP) that were conditioned with a design data set of inputs and corresponding model outputs. In the context of dynamic models, this approach has two essential disadvantages: (i) these emulators do not consider our knowledge of the structure of the model, and (ii) they run into numerical difficulties if there are a large number of closely spaced input points as is often the case in the time dimension of dynamic models. To address both of these problems, a new concept of developing emulators for dynamic models is proposed. This concept is based on a prior that combines a simplified linear state space model of the temporal evolution of the dynamic model with Gaussian stochastic processes for the innovation terms as functions of model parameters and/or inputs. These innovation terms are intended to correct the error of the linear model at each output step. Conditioning this prior to the design data set is done by Kalman smoothing. This leads to an efficient emulator that, due to the consideration of our knowledge about dominant mechanisms built into the simulation model, can be expected to outperform purely statistical emulators at least in cases in which the design data set is small. The feasibility and potential difficulties of the proposed approach are demonstrated by the application to a simple hydrological model.

Connectivity of workflow nets : the foundations of stepwise verification

Behavioral models capture operational principles of real-world or designed systems. Formally, each behavioral model defines the state space of a system, i.e., its states and the principles of state transitions. Such a model is the basis for analysis of the system’s properties. In practice, state spaces of systems are immense, which results in huge computational complexity for their analysis. Behavioral models are typically described as executable graphs, whose execution semantics encodes a state space. The structure theory of behavioral models studies the relations between the structure of a model and the properties of its state space. In this article, we use the connectivity property of graphs to achieve an efficient and extensive discovery of the compositional structure of behavioral models; behavioral models get stepwise decomposed into components with clear structural characteristics and inter-component relations. At each decomposition step, the discovered compositional structure of a model is used for reasoning on properties of the whole state space of the system. The approach is exemplified by means of a concrete behavioral model and verification criterion. That is, we analyze workflow nets, a well-established tool for modeling behavior of distributed systems, with respect to the soundness property, a basic correctness property of workflow nets. Stepwise verification allows the detection of violations of the soundness property by inspecting small portions of a model, thereby considerably reducing the amount of work to be done to perform soundness checks. Besides formal results, we also report on findings from applying our approach to an industry model collection.

Hybrid frequency–time domain models for dynamic response analysis of marine structures

Time-domain models of marine structures based on frequency domain data are usually built upon the Cummins equation. This type of model is a vector integro-differential equation which involves convolution terms. These convolution terms are not convenient for analysis and design of motion control systems. In addition, these models are not efficient with respect to simulation time, and ease of implementation in standard simulation packages. For these reasons, different methods have been proposed in the literature as approximate alternative representations of the convolutions. Because the convolution is a linear operation, different approaches can be followed to obtain an approximately equivalent linear system in the form of either transfer function or state-space models. This process involves the use of system identification, and several options are available depending on how the identification problem is posed. This raises the question whether one method is better than the others. This paper therefore has three objectives. The first objective is to revisit some of the methods for replacing the convolutions, which have been reported in different areas of analysis of marine systems: hydrodynamics, wave energy conversion, and motion control systems. The second objective is to compare the different methods in terms of complexity and performance. For this purpose, a model for the response in the vertical plane of a modern containership is considered. The third objective is to describe the implementation of the resulting model in the standard simulation environment Matlab/Simulink.

Parameter estimation of structural commodity price models

Commodity price modeling is normally approached in terms of structural time-series models, in which the different components (states) have a financial interpretation. The parameters of these models can be estimated using maximum likelihood. This approach results in a non-linear parameter estimation problem and thus a key issue is how to obtain reliable initial estimates. In this paper, we focus on the initial parameter estimation problem for the Schwartz-Smith two-factor model commonly used in asset valuation. We propose the use of a two-step method. The first step considers a univariate model based only on the spot price and uses a transfer function model to obtain initial estimates of the fundamental parameters. The second step uses the estimates obtained in the first step to initialize a re-parameterized state-space-innovations based estimator, which includes information related to future prices. The second step refines the estimates obtained in the first step and also gives estimates of the remaining parameters in the model. This paper is part tutorial in nature and gives an introduction to aspects of commodity price modeling and the associated parameter estimation problem.

Security analysis of the non-aggressive challenge response of the DNP3 Protocol using a CPN Model

Distributed Network Protocol Version 3 (DNP3) is the de-facto communication protocol for power grids. Standard-based interoperability among devices has made the protocol useful to other infrastructures such as water, sewage, oil and gas. DNP3 is designed to facilitate interaction between master stations and outstations. In this paper, we apply a formal modelling methodology called Coloured Petri Nets (CPN) to create an executable model representation of DNP3 protocol. The model facilitates the analysis of the protocol to ensure that the protocol will behave as expected. Also, we illustrate how to verify and validate the behaviour of the protocol, using the CPN model and the corresponding state space tool to determine if there are insecure states. With this approach, we were able to identify a Denial of Service (DoS) attack against the DNP3 protocol.

Beyond point forecasting : evaluation of alternative prediction intervals for tourist arrivals

This paper evaluates the performances of prediction intervals generated from alternative time series models, in the context of tourism forecasting. The forecasting methods considered include the autoregressive (AR) model, the AR model using the bias-corrected bootstrap, seasonal ARIMA models, innovations state space models for exponential smoothing, and Harvey’s structural time series models. We use thirteen monthly time series for the number of tourist arrivals to Hong Kong and Australia. The mean coverage rates and widths of the alternative prediction intervals are evaluated in an empirical setting. It is found that all models produce satisfactory prediction intervals, except for the autoregressive model. In particular, those based on the biascorrected bootstrap perform best in general, providing tight intervals with accurate coverage rates, especially when the forecast horizon is long.

Analysis of two authorization protocols using Colored Petri Nets

To prevent unauthorized access to protected trusted platform module (TPM) objects, authorization protocols, such as the object-specific authorization protocol (OSAP), have been introduced by the trusted computing group (TCG). By using OSAP, processes trying to gain access to the protected TPM objects need to prove their knowledge of relevant authorization data before access to the objects can be granted. Chen and Ryan’s 2009 analysis has demonstrated OSAP’s authentication vulnerability in sessions with shared authorization data. They also proposed the Session Key Authorization Protocol (SKAP) with fewer stages as an alternative to OSAP. Chen and Ryan’s analysis of SKAP using ProVerif proves the authentication property. The purpose of this paper was to examine the usefulness of Colored Petri Nets (CPN) and CPN Tools for security analysis. Using OSAP and SKAP as case studies, we construct intruder and authentication property models in CPN. CPN Tools is used to verify the authentication property using a Dolev–Yao-based model. Verification of the authentication property in both models using the state space tool produces results consistent with those of Chen and Ryan.

Contactless and replaceable modularized battery energy storage system for electric vehicles

A novel replaceable, modularized energy storage system with wireless interface is proposed for a battery operated electric vehicle (EV). The operation of the proposed system is explained and analyzed with an equivalent circuit and an averaged state-space model. A non-linear feedback linearization based controller is developed and implemented to regulate the DC link voltage by modulating the phase shift ratio. The working and control of the proposed system is verified through simulation and some preliminary results are presented.

Controller synthesis of a bidirectional inductive power interface for electric vehicles

Bidirectional Inductive Power Transfer (IPT) systems are preferred for Vehicle-to-Grid (V2G) applications. Typically, bidirectional IPT systems consist of high order resonant networks, and therefore, the control of bidirectional IPT systems has always been a difficulty. To date several different controllers have been reported, but these have been designed using steady-state models, which invariably, are incapable of providing an accurate insight into the dynamic behaviour of the system A dynamic state-space model of a bidirectional IPT system has been reported. However, currently this model has not been used to optimise the design of controllers. Therefore, this paper proposes an optimised controller based on the dynamic model. To verify the operation of the proposed controller simulated results of the optimised controller and simulated results of another controller are compared. Results indicate that the proposed controller is capable of accurately and stably controlling the power flow in a bidirectional IPT system.

Online estimation of Allan variance parameters

A new online method is presented for estimation of the angular randomwalk and rate randomwalk coefficients of inertial measurement unit gyros and accelerometers. In the online method, a state-space model is proposed, and recursive parameter estimators are proposed for quantities previously measured from offline data techniques such as the Allan variance method. The Allan variance method has large offline computational effort and data storage requirements. The technique proposed here requires no data storage and computational effort of approximately 100 calculations per data sample.

On-line estimation of Allan variance parameters

A new online method is presented for estimation of the angular random walk and rate random walk coefficients of IMU (inertial measurement unit) gyros and accelerometers. The online method proposes a state space model and proposes parameter estimators for quantities previously measured from off-line data techniques such as the Allan variance graph. Allan variance graphs have large off-line computational effort and data storage requirements. The technique proposed here requires no data storage and computational effort of O(100) calculations per data sample.

Modeling and control of a CLC resonant dual active bridge

This paper proposes a linear large signal state-space model for a phase controlled CLC (Capacitor Inductor Capacitor) Resonant Dual Active Bridge (RDAB). The proposed model is useful for fast simulation and for the estimation of state variables under large signal variation. The model is also useful for control design because the slow changing dynamics of the dq variables are relatively easy to control. Simulation results of the proposed model are presented and compared to the simulated circuit model to demonstrate the proposed model's accuracy. This proposed model was used for the design of a Proportional-Integral (PI) controller and it has been implemented in the circuit simulation to show the proposed models usefulness in control design.

Linear programming for large-scale Markov decision problems

We consider the problem of controlling a Markov decision process (MDP) with a large state space, so as to minimize average cost. Since it is intractable to compete with the optimal policy for large scale problems, we pursue the more modest goal of competing with a low-dimensional family of policies. We use the dual linear programming formulation of the MDP average cost problem, in which the variable is a stationary distribution over state-action pairs, and we consider a neighborhood of a low-dimensional subset of the set of stationary distributions (defined in terms of state-action features) as the comparison class. We propose a technique based on stochastic convex optimization and give bounds that show that the performance of our algorithm approaches the best achievable by any policy in the comparison class. Most importantly, this result depends on the size of the comparison class, but not on the size of the state space. Preliminary experiments show the effectiveness of the proposed algorithm in a queuing application.

Accelerating Pseudo-Marginal MCMC using Gaussian Processes

Pseudo-marginal methods such as the grouped independence Metropolis-Hastings (GIMH) and Markov chain within Metropolis (MCWM) algorithms have been introduced in the literature as an approach to perform Bayesian inference in latent variable models. These methods replace intractable likelihood calculations with unbiased estimates within Markov chain Monte Carlo algorithms. The GIMH method has the posterior of interest as its limiting distribution, but suffers from poor mixing if it is too computationally intensive to obtain high-precision likelihood estimates. The MCWM algorithm has better mixing properties, but less theoretical support. In this paper we propose to use Gaussian processes (GP) to accelerate the GIMH method, whilst using a short pilot run of MCWM to train the GP. Our new method, GP-GIMH, is illustrated on simulated data from a stochastic volatility and a gene network model.