The Gaussian mixture MCMC particle algorithm for dynamic cluster tracking

We present a novel filtering algorithm for tracking multiple clusters of coordinated objects. Based on a Markov chain Monte Carlo (MCMC) mechanism, the new algorithm propagates a discrete approximation of the underlying filtering density. A dynamic Gaussian mixture model is utilized for representing the time-varying clustering structure. This involves point process formulations of typical behavioral moves such as birth and death of clusters as well as merging and splitting. For handling complex, possibly large scale scenarios, the sampling efficiency of the basic MCMC scheme is enhanced via the use of a Metropolis within Gibbs particle refinement step. As the proposed methodology essentially involves random set representations, a new type of estimator, termed the probability hypothesis density surface (PHDS), is derived for computing point estimates. It is further proved that this estimator is optimal in the sense of the mean relative entropy. Finally, the algorithm's performance is assessed and demonstrated in both synthetic and realistic tracking scenarios. © 2012 Elsevier Ltd. All rights reserved.

A preliminary study of a new multi-objective optimization algorithm

This paper presents a preliminary study which describes and evaluates a multi-objective (MO) version of a recently created single objective (SO) optimization algorithm called the "Alliance Algorithm" (AA). The algorithm is based on the metaphorical idea that several tribes, with certain skills and resource needs, try to conquer an environment for their survival and to ally together to improve the likelihood of conquest. The AA has given promising results in several fields to which has been applied, thus the development of a MO variant (MOAA) is a natural extension. Here the MOAA's performance is compared with two well-known MO algorithms: NSGA-II and SPEA-2. The performance measures chosen for this study are the convergence and diversity metrics. The benchmark functions chosen for the comparison are from the ZDT and OKA families and the main classical MO problems. The results show that the three algorithms have similar overall performance. Thus, it is not possible to identify a best algorithm for all the problems; the three algorithms show a certain complementarity because they offer superior performance for different classes of problems. © 2012 IEEE.

An online expectation-maximisation algorithm for nonnegative matrix factorisation models

In this paper we formulate the nonnegative matrix factorisation (NMF) problem as a maximum likelihood estimation problem for hidden Markov models and propose online expectation-maximisation (EM) algorithms to estimate the NMF and the other unknown static parameters. We also propose a sequential Monte Carlo approximation of our online EM algorithm. We show the performance of the proposed method with two numerical examples. © 2012 IFAC.

A Monte Carlo expectation maximisation algorithm for multiple target tracking

In this paper, we present an expectation-maximisation (EM) algorithm for maximum likelihood estimation in multiple target models (MTT) with Gaussian linear state-space dynamics. We show that estimation of sufficient statistics for EM in a single Gaussian linear state-space model can be extended to the MTT case along with a Monte Carlo approximation for inference of unknown associations of targets. The stochastic approximation EM algorithm that we present here can be used along with any Monte Carlo method which has been developed for tracking in MTT models, such as Markov chain Monte Carlo and sequential Monte Carlo methods. We demonstrate the performance of the algorithm with a simulation. © 2012 ISIF (Intl Society of Information Fusi).

A Maximum-Likelihood Interpretation for Slow Feature Analysis

The brain extracts useful features from a maelstrom of sensory information, and a fundamental goal of theoretical neuroscience is to work out how it does so. One proposed feature extraction strategy is motivated by the observation that the meaning of sensory data, such as the identity of a moving visual object, is often more persistent than the activation of any single sensory receptor. This notion is embodied in the slow feature analysis (SFA) algorithm, which uses “slowness” as an heuristic by which to extract semantic information from multi-dimensional time-series. Here, we develop a probabilistic interpretation of this algorithm showing that inference and learning in the limiting case of a suitable probabilistic model yield exactly the results of SFA. Similar equivalences have proved useful in interpreting and extending comparable algorithms such as independent component analysis. For SFA, we use the equivalent probabilistic model as a conceptual spring-board, with which to motivate several novel extensions to the algorithm.

Accelerating Bayesian hierarchical clustering of time series data with a randomised algorithm.

We live in an era of abundant data. This has necessitated the development of new and innovative statistical algorithms to get the most from experimental data. For example, faster algorithms make practical the analysis of larger genomic data sets, allowing us to extend the utility of cutting-edge statistical methods. We present a randomised algorithm that accelerates the clustering of time series data using the Bayesian Hierarchical Clustering (BHC) statistical method. BHC is a general method for clustering any discretely sampled time series data. In this paper we focus on a particular application to microarray gene expression data. We define and analyse the randomised algorithm, before presenting results on both synthetic and real biological data sets. We show that the randomised algorithm leads to substantial gains in speed with minimal loss in clustering quality. The randomised time series BHC algorithm is available as part of the R package BHC, which is available for download from Bioconductor (version 2.10 and above) via http://bioconductor.org/packages/2.10/bioc/html/BHC.html. We have also made available a set of R scripts which can be used to reproduce the analyses carried out in this paper. These are available from the following URL. https://sites.google.com/site/randomisedbhc/.

A Newton algorithm for invariant subspace computation with large basins of attraction

We study the global behaviour of a Newton algorithm on the Grassmann manifold for invariant subspace computation. It is shown that the basins of attraction of the invariant subspaces may collapse in case of small eigenvalue gaps. A Levenberg-Marquardt-like modification of the algorithm with low numerical cost is proposed. A simple strategy for choosing the parameter is shown to dramatically enlarge the basins of attraction of the invariant subspaces while preserving the fast local convergence.

Constructive Nonlinear Control

In this book several streams of nonlinear control theory are merged and di- rected towards a constructive solution of the feedback stabilization problem. Analytic, geometric and asymptotic concepts are assembled as design tools for a wide variety of nonlinear phenomena and structures. Di®erential-geometric concepts reveal important structural properties of nonlinear systems, but al- low no margin for modeling errors. To overcome this de¯ciency, we combine them with analytic concepts of passivity, optimality and Lyapunov stability. In this way geometry serves as a guide for construction of design procedures, while analysis provides robustness tools which geometry lacks.

Design of diesel smoke feedback control using a combination of PI control algorithm and performance optimization

A novel smoke sensor was used to realize smoke feedback control on a diesel engine. The controller design based on a combination of PI control algorithm and the engine performance optimization is described. Experimental results demonstrate how this control system behave to meet both of the speed and smoke requirements during engine transients.

Application of the multi-objective Alliance algorithm to a benchmark aerodynamic optimization problem

This paper introduces a new version of the multiobjective Alliance Algorithm (MOAA) applied to the optimization of the NACA 0012 airfoil section, for minimization of drag and maximization of lift coefficients, based on eight section shape parameters. Two software packages are used: XFoil which evaluates each new candidate airfoil section in terms of its aerodynamic efficiency, and a Free-Form Deformation tool to manage the section geometry modifications. Two versions of the problem are formulated with different design variable bounds. The performance of this approach is compared, using two indicators and a statistical test, with that obtained using NSGA-II and multi-objective Tabu Search (MOTS) to guide the optimization. The results show that the MOAA outperforms MOTS and obtains comparable results with NSGA-II on the first problem, while in the other case NSGA-II is not able to find feasible solutions and the MOAA is able to outperform MOTS. © 2013 IEEE.

Enhancing and developing the practical optimisation capabilities and intelligence of automatic design software

In the modern engineering design cycle the use of computational tools becomes a neces- sity. The complexity of the engineering systems under consideration for design increases dramatically as the demands for advanced and innovative design concepts and engineering products is expanding. At the same time the advancements in the available technology in terms of computational resources and power, as well as the intelligence of the design software, accommodate these demands and make them a viable approach towards the chal- lenge of real-world engineering problems. This class of design optimisation problems is by nature multi-disciplinary. In the present work we establish enhanced optimisation capabil- ities within the Nimrod/O tool for massively distributed execution of computational tasks through cluster and computational grid resources, and develop the potential to combine and benefit from all the possible available technological advancements, both software and hardware. We develop the interface between a Free Form Deformation geometry manage- ment in-house code with the 2D airfoil aerodynamic efficiency evaluation tool XFoil, and the well established multi-objective heuristic optimisation algorithm NSGA-II. A simple airfoil design problem has been defined to demonstrate the functionality of the design sys- tem, but also to accommodate a framework for future developments and testing with other state-of-the-art optimisation algorithms such as the Multi-Objective Genetic Algorithm (MOGA) and the Multi-Objective Tabu Search (MOTS) techniques. Ultimately, heav- ily computationally expensive industrial design cases can be realised within the presented framework that could not be investigated before. © 2012 by the authors. Published by the American Institute of Aeronautics and Astronautics, Inc.

Enhancing and developing the practical optimisation capabilities and intelligence of automatic design software

In the modern engineering design cycle the use of computational tools becomes a necessity. The complexity of the engineering systems under consideration for design increases dramatically as the demands for advanced and innovative design concepts and engineering products is expanding. At the same time the advancements in the available technology in terms of computational resources and power, as well as the intelligence of the design software, accommodate these demands and make them a viable approach towards the challenge of real-world engineering problems. This class of design optimisation problems is by nature multi-disciplinary. In the present work we establish enhanced optimisation capabilities within the Nimrod/O tool for massively distributed execution of computational tasks through cluster and computational grid resources, and develop the potential to combine and benefit from all the possible available technological advancements, both software and hardware. We develop the interface between a Free Form Deformation geometry management in-house code with the 2D airfoil aerodynamic efficiency evaluation tool XFoil, and the well established multi-objective heuristic optimisation algorithm NSGA-II. A simple airfoil design problem has been defined to demonstrate the functionality of the design system, but also to accommodate a framework for future developments and testing with other state-of-the-art optimisation algorithms such as the Multi-Objective Genetic Algorithm (MOGA) and the Multi-Objective Tabu Search (MOTS) techniques. Ultimately, heavily computationally expensive industrial design cases can be realised within the presented framework that could not be investigated before. ©2012 AIAA.