837 resultados para Robust stochastic approximation
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En entornos hostiles tales como aquellas instalaciones científicas donde la radiación ionizante es el principal peligro, el hecho de reducir las intervenciones humanas mediante el incremento de las operaciones robotizadas está siendo cada vez más de especial interés. CERN, la Organización Europea para la Investigación Nuclear, tiene alrededor de unos 50 km de superficie subterránea donde robots móviles controlador de forma remota podrían ayudar en su funcionamiento, por ejemplo, a la hora de llevar a cabo inspecciones remotas sobre radiación en los diferentes áreas destinados al efecto. No solo es preciso considerar que los robots deben ser capaces de recorrer largas distancias y operar durante largos periodos de tiempo, sino que deben saber desenvolverse en los correspondientes túneles subterráneos, tener en cuenta la presencia de campos electromagnéticos, radiación ionizante, etc. y finalmente, el hecho de que los robots no deben interrumpir el funcionamiento de los aceleradores. El hecho de disponer de un sistema de comunicaciones inalámbrico fiable y robusto es esencial para la correcta ejecución de las misiones que los robots deben afrontar y por supuesto, para evitar tales situaciones en las que es necesario la recuperación manual de los robots al agotarse su energía o al perder el enlace de comunicaciones. El objetivo de esta Tesis es proveer de las directrices y los medios necesarios para reducir el riesgo de fallo en la misión y maximizar las capacidades de los robots móviles inalámbricos los cuales disponen de almacenamiento finito de energía al trabajar en entornos peligrosos donde no se dispone de línea de vista directa. Para ello se proponen y muestran diferentes estrategias y métodos de comunicación inalámbrica. Teniendo esto en cuenta, se presentan a continuación los objetivos de investigación a seguir a lo largo de la Tesis: predecir la cobertura de comunicaciones antes y durante las misiones robotizadas; optimizar la capacidad de red inalámbrica de los robots móviles con respecto a su posición; y mejorar el rango operacional de esta clase de robots. Por su parte, las contribuciones a la Tesis se citan más abajo. El primer conjunto de contribuciones son métodos novedosos para predecir el consumo de energía y la autonomía en la comunicación antes y después de disponer de los robots en el entorno seleccionado. Esto es importante para proporcionar conciencia de la situación del robot y evitar fallos en la misión. El consumo de energía se predice usando una estrategia propuesta la cual usa modelos de consumo provenientes de diferentes componentes en un robot. La predicción para la cobertura de comunicaciones se desarrolla usando un nuevo filtro de RSS (Radio Signal Strength) y técnicas de estimación con la ayuda de Filtros de Kalman. El segundo conjunto de contribuciones son métodos para optimizar el rango de comunicaciones usando novedosas técnicas basadas en muestreo espacial que son robustas frente a ruidos de campos de detección y radio y que proporcionan redundancia. Se emplean métodos de diferencia central finitos para determinar los gradientes 2D RSS y se usa la movilidad del robot para optimizar el rango de comunicaciones y la capacidad de red. Este método también se valida con un caso de estudio centrado en la teleoperación háptica de robots móviles inalámbricos. La tercera contribución es un algoritmo robusto y estocástico descentralizado para la optimización de la posición al considerar múltiples robots autónomos usados principalmente para extender el rango de comunicaciones desde la estación de control al robot que está desarrollando la tarea. Todos los métodos y algoritmos propuestos se verifican y validan usando simulaciones y experimentos de campo con variedad de robots móviles disponibles en CERN. En resumen, esta Tesis ofrece métodos novedosos y demuestra su uso para: predecir RSS; optimizar la posición del robot; extender el rango de las comunicaciones inalámbricas; y mejorar las capacidades de red de los robots móviles inalámbricos para su uso en aplicaciones dentro de entornos peligrosos, que como ya se mencionó anteriormente, se destacan las instalaciones científicas con emisión de radiación ionizante. En otros términos, se ha desarrollado un conjunto de herramientas para mejorar, facilitar y hacer más seguras las misiones de los robots en entornos hostiles. Esta Tesis demuestra tanto en teoría como en práctica que los robots móviles pueden mejorar la calidad de las comunicaciones inalámbricas mediante la profundización en el estudio de su movilidad para optimizar dinámicamente sus posiciones y mantener conectividad incluso cuando no existe línea de vista. Los métodos desarrollados en la Tesis son especialmente adecuados para su fácil integración en robots móviles y pueden ser aplicados directamente en la capa de aplicación de la red inalámbrica. ABSTRACT In hostile environments such as in scientific facilities where ionising radiation is a dominant hazard, reducing human interventions by increasing robotic operations are desirable. CERN, the European Organization for Nuclear Research, has around 50 km of underground scientific facilities, where wireless mobile robots could help in the operation of the accelerator complex, e.g. in conducting remote inspections and radiation surveys in different areas. The main challenges to be considered here are not only that the robots should be able to go over long distances and operate for relatively long periods, but also the underground tunnel environment, the possible presence of electromagnetic fields, radiation effects, and the fact that the robots shall in no way interrupt the operation of the accelerators. Having a reliable and robust wireless communication system is essential for successful execution of such robotic missions and to avoid situations of manual recovery of the robots in the event that the robot runs out of energy or when the robot loses its communication link. The goal of this thesis is to provide means to reduce risk of mission failure and maximise mission capabilities of wireless mobile robots with finite energy storage capacity working in a radiation environment with non-line-of-sight (NLOS) communications by employing enhanced wireless communication methods. Towards this goal, the following research objectives are addressed in this thesis: predict the communication range before and during robotic missions; optimise and enhance wireless communication qualities of mobile robots by using robot mobility and employing multi-robot network. This thesis provides introductory information on the infrastructures where mobile robots will need to operate, the tasks to be carried out by mobile robots and the problems encountered in these environments. The reporting of research work carried out to improve wireless communication comprises an introduction to the relevant radio signal propagation theory and technology followed by explanation of the research in the following stages: An analysis of the wireless communication requirements for mobile robot for different tasks in a selection of CERN facilities; predictions of energy and communication autonomies (in terms of distance and time) to reduce risk of energy and communication related failures during missions; autonomous navigation of a mobile robot to find zone(s) of maximum radio signal strength to improve communication coverage area; and autonomous navigation of one or more mobile robots acting as mobile wireless relay (repeater) points in order to provide a tethered wireless connection to a teleoperated mobile robot carrying out inspection or radiation monitoring activities in a challenging radio environment. The specific contributions of this thesis are outlined below. The first sets of contributions are novel methods for predicting the energy autonomy and communication range(s) before and after deployment of the mobile robots in the intended environments. This is important in order to provide situational awareness and avoid mission failures. The energy consumption is predicted by using power consumption models of different components in a mobile robot. This energy prediction model will pave the way for choosing energy-efficient wireless communication strategies. The communication range prediction is performed using radio signal propagation models and applies radio signal strength (RSS) filtering and estimation techniques with the help of Kalman filters and Gaussian process models. The second set of contributions are methods to optimise the wireless communication qualities by using novel spatial sampling based techniques that are robust to sensing and radio field noises and provide redundancy features. Central finite difference (CFD) methods are employed to determine the 2-D RSS gradients and use robot mobility to optimise the communication quality and the network throughput. This method is also validated with a case study application involving superior haptic teleoperation of wireless mobile robots where an operator from a remote location can smoothly navigate a mobile robot in an environment with low-wireless signals. The third contribution is a robust stochastic position optimisation algorithm for multiple autonomous relay robots which are used for wireless tethering of radio signals and thereby to enhance the wireless communication qualities. All the proposed methods and algorithms are verified and validated using simulations and field experiments with a variety of mobile robots available at CERN. In summary, this thesis offers novel methods and demonstrates their use to predict energy autonomy and wireless communication range, optimise robots position to improve communication quality and enhance communication range and wireless network qualities of mobile robots for use in applications in hostile environmental characteristics such as scientific facilities emitting ionising radiations. In simpler terms, a set of tools are developed in this thesis for improving, easing and making safer robotic missions in hostile environments. This thesis validates both in theory and experiments that mobile robots can improve wireless communication quality by exploiting robots mobility to dynamically optimise their positions and maintain connectivity even when the (radio signal) environment possess non-line-of-sight characteristics. The methods developed in this thesis are well-suited for easier integration in mobile robots and can be applied directly at the application layer of the wireless network. The results of the proposed methods have outperformed other comparable state-of-the-art methods.
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Nearest feature line-based subspace analysis is first proposed in this paper. Compared with conventional methods, the newly proposed one brings better generalization performance and incremental analysis. The projection point and feature line distance are expressed as a function of a subspace, which is obtained by minimizing the mean square feature line distance. Moreover, by adopting stochastic approximation rule to minimize the objective function in a gradient manner, the new method can be performed in an incremental mode, which makes it working well upon future data. Experimental results on the FERET face database and the UCI satellite image database demonstrate the effectiveness.
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Distributed network utility maximization (NUM) is receiving increasing interests for cross-layer optimization problems in multihop wireless networks. Traditional distributed NUM algorithms rely heavily on feedback information between different network elements, such as traffic sources and routers. Because of the distinct features of multihop wireless networks such as time-varying channels and dynamic network topology, the feedback information is usually inaccurate, which represents as a major obstacle for distributed NUM application to wireless networks. The questions to be answered include if distributed NUM algorithm can converge with inaccurate feedback and how to design effective distributed NUM algorithm for wireless networks. In this paper, we first use the infinitesimal perturbation analysis technique to provide an unbiased gradient estimation on the aggregate rate of traffic sources at the routers based on locally available information. On the basis of that, we propose a stochastic approximation algorithm to solve the distributed NUM problem with inaccurate feedback. We then prove that the proposed algorithm can converge to the optimum solution of distributed NUM with perfect feedback under certain conditions. The proposed algorithm is applied to the joint rate and media access control problem for wireless networks. Numerical results demonstrate the convergence of the proposed algorithm. © 2013 John Wiley & Sons, Ltd.
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Distributed network utility maximization (NUM) is receiving increasing interests for cross-layer optimization problems in multihop wireless networks. Traditional distributed NUM algorithms rely heavily on feedback information between different network elements, such as traffic sources and routers. Because of the distinct features of multihop wireless networks such as time-varying channels and dynamic network topology, the feedback information is usually inaccurate, which represents as a major obstacle for distributed NUM application to wireless networks. The questions to be answered include if distributed NUM algorithm can converge with inaccurate feedback and how to design effective distributed NUM algorithm for wireless networks. In this paper, we first use the infinitesimal perturbation analysis technique to provide an unbiased gradient estimation on the aggregate rate of traffic sources at the routers based on locally available information. On the basis of that, we propose a stochastic approximation algorithm to solve the distributed NUM problem with inaccurate feedback. We then prove that the proposed algorithm can converge to the optimum solution of distributed NUM with perfect feedback under certain conditions. The proposed algorithm is applied to the joint rate and media access control problem for wireless networks. Numerical results demonstrate the convergence of the proposed algorithm. © 2013 John Wiley & Sons, Ltd.
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2000 Mathematics Subject Classification: 62G07, 62L20.
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We introduce a technique for quantifying and then exploiting uncertainty in nonlinear stochastic control systems. The approach is suboptimal though robust and relies upon the approximation of the forward and inverse plant models by neural networks, which also estimate the intrinsic uncertainty. Sampling from the resulting Gaussian distributions of the inversion based neurocontroller allows us to introduce a control law which is demonstrably more robust than traditional adaptive controllers.
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A robust semi-implicit central partial difference algorithm for the numerical solution of coupled stochastic parabolic partial differential equations (PDEs) is described. This can be used for calculating correlation functions of systems of interacting stochastic fields. Such field equations can arise in the description of Hamiltonian and open systems in the physics of nonlinear processes, and may include multiplicative noise sources. The algorithm can be used for studying the properties of nonlinear quantum or classical field theories. The general approach is outlined and applied to a specific example, namely the quantum statistical fluctuations of ultra-short optical pulses in chi((2)) parametric waveguides. This example uses a non-diagonal coherent state representation, and correctly predicts the sub-shot noise level spectral fluctuations observed in homodyne detection measurements. It is expected that the methods used wilt be applicable for higher-order correlation functions and other physical problems as well. A stochastic differencing technique for reducing sampling errors is also introduced. This involves solving nonlinear stochastic parabolic PDEs in combination with a reference process, which uses the Wigner representation in the example presented here. A computer implementation on MIMD parallel architectures is discussed. (C) 1997 Academic Press.
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Using a suitable Hull and White type formula we develop a methodology to obtain asecond order approximation to the implied volatility for very short maturities. Using thisapproximation we accurately calibrate the full set of parameters of the Heston model. Oneof the reasons that makes our calibration for short maturities so accurate is that we alsotake into account the term-structure for large maturities. We may say that calibration isnot "memoryless", in the sense that the option's behavior far away from maturity doesinfluence calibration when the option gets close to expiration. Our results provide a wayto perform a quick calibration of a closed-form approximation to vanilla options that canthen be used to price exotic derivatives. The methodology is simple, accurate, fast, andit requires a minimal computational cost.
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An alternative blind deconvolution algorithm for white-noise driven minimum phase systems is presented and verified by computer simulation. This algorithm uses a cost function based on a novel idea: variance approximation and series decoupling (VASD), and suggests that not all autocorrelation function values are necessary to implement blind deconvolution.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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In this article, the authors evaluate a merit function for 2D/3D registration called stochastic rank correlation (SRC). SRC is characterized by the fact that differences in image intensity do not influence the registration result; it therefore combines the numerical advantages of cross correlation (CC)-type merit functions with the flexibility of mutual-information-type merit functions. The basic idea is that registration is achieved on a random subset of the image, which allows for an efficient computation of Spearman's rank correlation coefficient. This measure is, by nature, invariant to monotonic intensity transforms in the images under comparison, which renders it an ideal solution for intramodal images acquired at different energy levels as encountered in intrafractional kV imaging in image-guided radiotherapy. Initial evaluation was undertaken using a 2D/3D registration reference image dataset of a cadaver spine. Even with no radiometric calibration, SRC shows a significant improvement in robustness and stability compared to CC. Pattern intensity, another merit function that was evaluated for comparison, gave rather poor results due to its limited convergence range. The time required for SRC with 5% image content compares well to the other merit functions; increasing the image content does not significantly influence the algorithm accuracy. The authors conclude that SRC is a promising measure for 2D/3D registration in IGRT and image-guided therapy in general.
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This paper contributes with a unified formulation that merges previ- ous analysis on the prediction of the performance ( value function ) of certain sequence of actions ( policy ) when an agent operates a Markov decision process with large state-space. When the states are represented by features and the value function is linearly approxi- mated, our analysis reveals a new relationship between two common cost functions used to obtain the optimal approximation. In addition, this analysis allows us to propose an efficient adaptive algorithm that provides an unbiased linear estimate. The performance of the pro- posed algorithm is illustrated by simulation, showing competitive results when compared with the state-of-the-art solutions.
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We introduce a novel inversion-based neuro-controller for solving control problems involving uncertain nonlinear systems that could also compensate for multi-valued systems. The approach uses recent developments in neural networks, especially in the context of modelling statistical distributions, which are applied to forward and inverse plant models. Provided that certain conditions are met, an estimate of the intrinsic uncertainty for the outputs of neural networks can be obtained using the statistical properties of networks. More generally, multicomponent distributions can be modelled by the mixture density network. In this work a novel robust inverse control approach is obtained based on importance sampling from these distributions. This importance sampling provides a structured and principled approach to constrain the complexity of the search space for the ideal control law. The performance of the new algorithm is illustrated through simulations with example systems.
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We derive an easy-to-compute approximate bound for the range of step-sizes for which the constant-modulus algorithm (CMA) will remain stable if initialized close to a minimum of the CM cost function. Our model highlights the influence, of the signal constellation used in the transmission system: for smaller variation in the modulus of the transmitted symbols, the algorithm will be more robust, and the steady-state misadjustment will be smaller. The theoretical results are validated through several simulations, for long and short filters and channels.
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Loss networks have long been used to model various types of telecommunication network, including circuit-switched networks. Such networks often use admission controls, such as trunk reservation, to optimize revenue or stabilize the behaviour of the network. Unfortunately, an exact analysis of such networks is not usually possible, and reduced-load approximations such as the Erlang Fixed Point (EFP) approximation have been widely used. The performance of these approximations is typically very good for networks without controls, under several regimes. There is evidence, however, that in networks with controls, these approximations will in general perform less well. We propose an extension to the EFP approximation that gives marked improvement for a simple ring-shaped network with trunk reservation. It is based on the idea of considering pairs of links together, thus making greater allowance for dependencies between neighbouring links than does the EFP approximation, which only considers links in isolation.