Zero-sum risk-sensitive stochastic games on a countable state space

Infinite horizon discounted-cost and ergodic-cost risk-sensitive zero-sum stochastic games for controlled Markov chains with countably many states are analyzed. Upper and lower values for these games are established. The existence of value and saddle-point equilibria in the class of Markov strategies is proved for the discounted-cost game. The existence of value and saddle-point equilibria in the class of stationary strategies is proved under the uniform ergodicity condition for the ergodic-cost game. The value of the ergodic-cost game happens to be the product of the inverse of the risk-sensitivity factor and the logarithm of the common Perron-Frobenius eigenvalue of the associated controlled nonlinear kernels. (C) 2013 Elsevier B.V. All rights reserved.

Non-singular terminal sliding mode guidance and control with terminal angle constraints for non-maneuvering targets

In this paper guidance laws to intercept stationary and constant velocity targets at a desired impact angle, based on sliding mode control theory, are proposed. The desired impact angle, which is defined in terms of a desired line-of-sight (LOS) angle, is achieved in finite time by selecting the missile's lateral acceleration (latax) to enforce non-singular terminal sliding mode on a switching surface designed using this desired LOS angle and based on non-linear engagement dynamics. Numerical simulation results are presented to validate the proposed guidance laws for different initial engagement geometries and impact angles.

A Novel Design Method for SOGI-PLL for Minimum Settling Time and Low Unit Vector Distortion

Phase-locked loops (PLLs) are necessary in grid connected systems to obtain information about the frequency, amplitude and phase of the grid voltage. In stationary reference frame control, the unit vectors of PLLs are used for reference generation. It is important that the PLL performance is not affected significantly when grid voltage undergoes amplitude and frequency variations. In this paper, a novel design for the popular single-phase PLL topology, namely the second-order generalized integrator (SOGI) based PLL is proposed which achieves minimum settling time during grid voltage amplitude and frequency variations. The proposed design achieves a settling time of less than 27.7 ms. This design also ensures that the unit vectors generated by this PLL have a steady state THD of less than 1% during frequency variations of the grid voltage. The design of the SOGI-PLL based on the theoretical analysis is validated by experimental results.

Free turbulent shear layer in a point vortex gas as a problem in nonequilibrium statistical mechanics

This paper attempts to unravel any relations that may exist between turbulent shear flows and statistical mechanics through a detailed numerical investigation in the simplest case where both can be well defined. The flow considered for the purpose is the two-dimensional (2D) temporal free shear layer with a velocity difference Delta U across it, statistically homogeneous in the streamwise direction (x) and evolving from a plane vortex sheet in the direction normal to it (y) in a periodic-in-x domain L x +/-infinity. Extensive computer simulations of the flow are carried out through appropriate initial-value problems for a ``vortex gas'' comprising N point vortices of the same strength (gamma = L Delta U/N) and sign. Such a vortex gas is known to provide weak solutions of the Euler equation. More than ten different initial-condition classes are investigated using simulations involving up to 32 000 vortices, with ensemble averages evaluated over up to 10(3) realizations and integration over 10(4)L/Delta U. The temporal evolution of such a system is found to exhibit three distinct regimes. In Regime I the evolution is strongly influenced by the initial condition, sometimes lasting a significant fraction of L/Delta U. Regime III is a long-time domain-dependent evolution towards a statistically stationary state, via ``violent'' and ``slow'' relaxations P.-H. Chavanis, Physica A 391, 3657 (2012)], over flow time scales of order 10(2) and 10(4)L/Delta U, respectively (for N = 400). The final state involves a single structure that stochastically samples the domain, possibly constituting a ``relative equilibrium.'' The vortex distribution within the structure follows a nonisotropic truncated form of the Lundgren-Pointin (L-P) equilibrium distribution (with negatively high temperatures; L-P parameter lambda close to -1). The central finding is that, in the intermediate Regime II, the spreading rate of the layer is universal over the wide range of cases considered here. The value (in terms of momentum thickness) is 0.0166 +/- 0.0002 times Delta U. Regime II, extensively studied in the turbulent shear flow literature as a self-similar ``equilibrium'' state, is, however, a part of the rapid nonequilibrium evolution of the vortex-gas system, which we term ``explosive'' as it lasts less than one L/Delta U. Regime II also exhibits significant values of N-independent two-vortex correlations, indicating that current kinetic theories that neglect correlations or consider them as O(1/N) cannot describe this regime. The evolution of the layer thickness in present simulations in Regimes I and II agree with the experimental observations of spatially evolving (3D Navier-Stokes) shear layers. Further, the vorticity-stream-function relations in Regime III are close to those computed in 2D Navier-Stokes temporal shear layers J. Sommeria, C. Staquet, and R. Robert, J. Fluid Mech. 233, 661 (1991)]. These findings suggest the dominance of what may be called the Kelvin-Biot-Savart mechanism in determining the growth of the free shear layer through large-scale momentum and vorticity dispersal.

Estimation of time variant reliability of randomly parametered non-linear vibrating systems

The problem of time variant reliability analysis of randomly parametered and randomly driven nonlinear vibrating systems is considered. The study combines two Monte Carlo variance reduction strategies into a single framework to tackle the problem. The first of these strategies is based on the application of the Girsanov transformation to account for the randomness in dynamic excitations, and the second approach is fashioned after the subset simulation method to deal with randomness in system parameters. Illustrative examples include study of single/multi degree of freedom linear/non-linear inelastic randomly parametered building frame models driven by stationary/non-stationary, white/filtered white noise support acceleration. The estimated reliability measures are demonstrated to compare well with results from direct Monte Carlo simulations. (C) 2014 Elsevier Ltd. All rights reserved.

Exploring Transfer Learning Approaches for Head Pose Classification from Multi-view Surveillance Images

Head pose classification from surveillance images acquired with distant, large field-of-view cameras is difficult as faces are captured at low-resolution and have a blurred appearance. Domain adaptation approaches are useful for transferring knowledge from the training (source) to the test (target) data when they have different attributes, minimizing target data labeling efforts in the process. This paper examines the use of transfer learning for efficient multi-view head pose classification with minimal target training data under three challenging situations: (i) where the range of head poses in the source and target images is different, (ii) where source images capture a stationary person while target images capture a moving person whose facial appearance varies under motion due to changing perspective, scale and (iii) a combination of (i) and (ii). On the whole, the presented methods represent novel transfer learning solutions employed in the context of multi-view head pose classification. We demonstrate that the proposed solutions considerably outperform the state-of-the-art through extensive experimental validation. Finally, the DPOSE dataset compiled for benchmarking head pose classification performance with moving persons, and to aid behavioral understanding applications is presented in this work.

Globally coupled stochastic two-state oscillators: Fluctuations due to finite numbers

Infinite arrays of coupled two-state stochastic oscillators exhibit well-defined steady states. We study the fluctuations that occur when the number N of oscillators in the array is finite. We choose a particular form of global coupling that in the infinite array leads to a pitchfork bifurcation from a monostable to a bistable steady state, the latter with two equally probable stationary states. The control parameter for this bifurcation is the coupling strength. In finite arrays these states become metastable: The fluctuations lead to distributions around the most probable states, with one maximum in the monostable regime and two maxima in the bistable regime. In the latter regime, the fluctuations lead to transitions between the two peak regions of the distribution. Also, we find that the fluctuations break the symmetry in the bimodal regime, that is, one metastable state becomes more probable than the other, increasingly so with increasing array size. To arrive at these results, we start from microscopic dynamical evolution equations from which we derive a Langevin equation that exhibits an interesting multiplicative noise structure. We also present a master equation description of the dynamics. Both of these equations lead to the same Fokker-Planck equation, the master equation via a 1/N expansion and the Langevin equation via standard methods of Ito calculus for multiplicative noise. From the Fokker-Planck equation we obtain an effective potential that reflects the transition from the monomodal to the bimodal distribution as a function of a control parameter. We present a variety of numerical and analytic results that illustrate the strong effects of the fluctuations. We also show that the limits N -> infinity and t -> infinity(t is the time) do not commute. In fact, the two orders of implementation lead to drastically different results.

An inhomogeneous multispecies TASEP on a ring

We reinterpret and generalize conjectures of Lam and Williams as statements about the stationary distribution of a multispecies exclusion process on the ring. The central objects in our study are the multiline queues of Ferrari and Martin. We make some progress on some of the conjectures in different directions. First, we prove Lam and Williams' conjectures in two special cases by generalizing the rates of the Ferrari-Martin transitions. Secondly, we define a new process on multiline queues, which have a certain minimality property. This gives another proof for one of the special cases; namely arbitrary jump rates for three species. (C) 2014 Elsevier Inc. All rights reserved.

Basin Scale Water Resources Systems Modeling Under Cascading Uncertainties

Global change in climate and consequent large impacts on regional hydrologic systems have, in recent years, motivated significant research efforts in water resources modeling under climate change. In an integrated future hydrologic scenario, it is likely that water availability and demands will change significantly due to modifications in hydro-climatic variables such as rainfall, reservoir inflows, temperature, net radiation, wind speed and humidity. An integrated regional water resources management model should capture the likely impacts of climate change on water demands and water availability along with uncertainties associated with climate change impacts and with management goals and objectives under non-stationary conditions. Uncertainties in an integrated regional water resources management model, accumulating from various stages of decision making include climate model and scenario uncertainty in the hydro-climatic impact assessment, uncertainty due to conflicting interests of the water users and uncertainty due to inherent variability of the reservoir inflows. This paper presents an integrated regional water resources management modeling approach considering uncertainties at various stages of decision making by an integration of a hydro-climatic variable projection model, a water demand quantification model, a water quantity management model and a water quality control model. Modeling tools of canonical correlation analysis, stochastic dynamic programming and fuzzy optimization are used in an integrated framework, in the approach presented here. The proposed modeling approach is demonstrated with the case study of the Bhadra Reservoir system in Karnataka, India.

HupB, a Nucleoid-Associated Protein of Mycobacterium tuberculosis, Is Modified by Serine/Threonine Protein Kinases In Vivo

HU, a widely conserved bacterial histone-like protein, regulates many genes, including those involved in stress response and virulence. Whereas ample data are available on HU-DNA communication, the knowledge on how HU perceives a signal and transmit it to DNA remains limited. In this study, we identify HupB, the HU homolog of the human pathogen Mycobacterium tuberculosis, as a component of serine/threonine protein kinase (STPK) signaling. HupB is extracted in its native state from the exponentially growing cells of M. tuberculosis H37Ra and is shown to be phosphorylated on both serine and threonine residues. The STPKs capable of modifying HupB are determined in vitro and the residues modified by the STPKs are identified for both in vivo and the in vitro proteins through mass spectrometry. Of the identified phosphosites, Thr(65) and Thr(74) in the DNA-embracing beta-strand of the N-terminal domain of HupB (N-HupB) are shown to be crucial for its interaction with DNA. In addition, Arg(55) is also identified as an important residue for N-HupB-DNA interaction. N-HupB is shown to have a diminished interaction with DNA after phosphorylation. Furthermore, hupB is shown to be maximally expressed during the stationary phase in M. tuberculosis H37Ra, while HupB kinases were found to be constitutively expressed (PknE and PknF) or most abundant during the exponential phase (PknB). In conclusion, HupB, a DNA-binding protein, with an ability to modulate chromatin structure is proposed to work in a growth-phase-dependent manner through its phosphorylation carried out by the mycobacterial STPKs.

Skip Decision and Reference Frame Selection for Low-Complexity H.264/AVC Surveillance Video Coding

H. 264/advanced video coding surveillance video encoders use the Skip mode specified by the standard to reduce bandwidth. They also use multiple frames as reference for motion-compensated prediction. In this paper, we propose two techniques to reduce the bandwidth and computational cost of static camera surveillance video encoders without affecting detection and recognition performance. A spatial sampler is proposed to sample pixels that are segmented using a Gaussian mixture model. Modified weight updates are derived for the parameters of the mixture model to reduce floating point computations. A storage pattern of the parameters in memory is also modified to improve cache performance. Skip selection is performed using the segmentation results of the sampled pixels. The second contribution is a low computational cost algorithm to choose the reference frames. The proposed reference frame selection algorithm reduces the cost of coding uncovered background regions. We also study the number of reference frames required to achieve good coding efficiency. Distortion over foreground pixels is measured to quantify the performance of the proposed techniques. Experimental results show bit rate savings of up to 94.5% over methods proposed in literature on video surveillance data sets. The proposed techniques also provide up to 74.5% reduction in compression complexity without increasing the distortion over the foreground regions in the video sequence.

Risk-sensitive control of continuous time Markov chains

We study risk-sensitive control of continuous time Markov chains taking values in discrete state space. We study both finite and infinite horizon problems. In the finite horizon problem we characterize the value function via Hamilton Jacobi Bellman equation and obtain an optimal Markov control. We do the same for infinite horizon discounted cost case. In the infinite horizon average cost case we establish the existence of an optimal stationary control under certain Lyapunov condition. We also develop a policy iteration algorithm for finding an optimal control.

Smoothed Functional Algorithms for Stochastic Optimization Using q-Gaussian Distributions

Smoothed functional (SF) schemes for gradient estimation are known to be efficient in stochastic optimization algorithms, especially when the objective is to improve the performance of a stochastic system However, the performance of these methods depends on several parameters, such as the choice of a suitable smoothing kernel. Different kernels have been studied in the literature, which include Gaussian, Cauchy, and uniform distributions, among others. This article studies a new class of kernels based on the q-Gaussian distribution, which has gained popularity in statistical physics over the last decade. Though the importance of this family of distributions is attributed to its ability to generalize the Gaussian distribution, we observe that this class encompasses almost all existing smoothing kernels. This motivates us to study SF schemes for gradient estimation using the q-Gaussian distribution. Using the derived gradient estimates, we propose two-timescale algorithms for optimization of a stochastic objective function in a constrained setting with a projected gradient search approach. We prove the convergence of our algorithms to the set of stationary points of an associated ODE. We also demonstrate their performance numerically through simulations on a queuing model.

Random vibration testing with controlled samples

This paper proposes a novel experimental test procedure to estimate the reliability of structural dynamical systems under excitations specified via random process models. The samples of random excitations to be used in the test are modified by the addition of an artificial control force. An unbiased estimator for the reliability is derived based on measured ensemble of responses under these modified inputs based on the tenets of Girsanov transformation. The control force is selected so as to reduce the sampling variance of the estimator. The study observes that an acceptable choice for the control force can be made solely based on experimental techniques and the estimator for the reliability can be deduced without taking recourse to mathematical model for the structure under study. This permits the proposed procedure to be applied in the experimental study of time-variant reliability of complex structural systems that are difficult to model mathematically. Illustrative example consists of a multi-axes shake table study on bending-torsion coupled, geometrically non-linear, five-storey frame under uni/bi-axial, non-stationary, random base excitation. Copyright (c) 2014 John Wiley & Sons, Ltd.

Performance Assessment of a Small Biogas-fuelled Power Generator Prototype

This study reports the development and performance evaluation of prototypes of biogas-fuelled stationary power generators in the range of 1 kW. Strategies to achieve high engine efficiency namely pulsed manifold injection, electronic throttle control and dual spark plugs, have been incorporated in the prototype. A complete closed-loop control of the engine operation to maintain a steady engine speed of 3000 rpm (+/- 5%) across the entire load range while maintaining an optimum fuel-air equivalence ratio is made possible by an electronic control unit (ECU) controlling the injection duration, ignition timing and throttle position. This study specifically focuses on the response of the generator to transient loads, and the overall efficiency obtained. The results obtained from testing the prototype have been found to be satisfactory and show that biogas power generators for low power applications can be made efficient (overall efficiency of 19% at electrical load of 640 W) using the strategies of biogas fuel injection.