Essentially, motive behind using control system is to generate suitable control signal for yielding desired response of a physical process. Control of synchronous generator has always remained very critical in power system operation and control. For certain well known reasons power generators are normally operated well below their steady state stability limit. This raises demand for efficient and fast controllers. Artificial intelligence has been reported to give revolutionary outcomes in the field of control engineering. Artificial Neural Network (ANN), a branch of artificial intelligence has been used for nonlinear and adaptive control, utilizing its inherent observability. The overall performance of neurocontroller is dependent upon input features too. Selecting optimum features to train a neurocontroller optimally is very critical. Both quality and size of data are of equal importance for better performance. In this work filter technique is employed to select independent factors for ANN training.

The low-rank matrix factorization as a L1 norm minimization problem has recently attracted much attention due to its intrinsic robustness to the presence of outliers and missing data. In this paper, we propose a new method, called the divide-and-conquer method, for solving this problem. The main idea is to break the original problem into a series of smallest possible sub-problems, each involving only unique scalar parameter. Each of these subproblems is proved to be convex and has closed-form solution. By recursively optimizing these small problems in an analytical way, efficient algorithm, entirely avoiding the time-consuming numerical optimization as an inner loop, for solving the original problem can naturally be constructed. The computational complexity of the proposed algorithm is approximately linear in both data size and dimensionality, making it possible to handle large-scale L1 norm matrix factorization problems. The algorithm is also theoretically proved to be convergent. Based on a series of experiment results, it is substantiated that our method always achieves better results than the current state-of-the-art methods on $L1$ matrix factorization calculation in both computational time and accuracy, especially on large-scale applications such as face recognition and structure from motion.

This paper considers a dynamic game with transferable utilities (TU), where the characteristic function is a continuous-time bounded mean ergodic process. A central planner interacts continuously over time with the players by choosing the instantaneous allocations subject to budget constraints. Before the game starts, the central planner knows the nature of the process (bounded mean ergodic), the bounded set from which the coalitions' values are sampled, and the long run average coalitions' values. On the other hand, he has no knowledge of the underlying probability function generating the coalitions' values. Our goal is to find allocation rules that use a measure of the extra reward that a coalition has received up to the current time by re-distributing the budget among the players. The objective is two-fold: i) guaranteeing convergence of the average allocations to the core (or a specific point in the core) of the average game, ii) driving the coalitions' excesses to an a priori given cone. The resulting allocation rules are robust as they guarantee the aforementioned convergence properties despite the uncertain and time-varying nature of the coaltions' values. We highlight three main contributions. First, we design an allocation rule based on full observation of the extra reward so that the average allocation approaches a specific point in the core of the average game, while the coalitions' excesses converge to an a priori given direction. Second, we design a new allocation rule based on partial observation on the extra reward so that the average allocation converges to the core of the average game, while the coalitions' excesses converge to an a priori given cone. And third, we establish connections to approachability theory and attainability theory.

Improving the energy-efficiency of heating, ventilation, and air-conditioning (HVAC) systems has the potential to realize large economic and societal benefits. This paper concerns the system identification of a hybrid system model of a building-wide HVAC system and its subsequent control using a hybrid system formulation of learning-based model predictive control (LBMPC). Here, the learning refers to model updates to the hybrid system model that incorporate the heating effects due to occupancy, solar effects, outside air temperature (OAT), and equipment, in addition to integrator dynamics inherently present in low-level control. Though we make significant modeling simplifications, our corresponding controller that uses this model is able to experimentally achieve a large reduction in energy usage without any degradations in occupant comfort. It is in this way that we justify the modeling simplifications that we have made. We conclude by presenting results from experiments on our building HVAC testbed, which show an average of 1.5MWh of energy savings per day (p = 0.002) with a 95% confidence interval of 1.0MWh to 2.1MWh of energy savings.

Time delays are components that make time-lag in systems response. They arise in physical, chemical, biological and economic systems, as well as in the process of measurement and computation. In this work, we implement Genetic Algorithm (GA) in determining PID controller parameters to compensate the delay in First Order Lag plus Time Delay (FOLPD) and compare the results with Iterative Method and Ziegler-Nichols rule results.

In this paper, we propose a progressive Bayesian procedure, where the measurement information is continuously included into the given prior estimate (although we perform observations at discrete time steps). The key idea is to derive a system of ordinary first-order differential equations (ODE) by employing a new coupled density representation comprising a Gaussian density and its Dirac Mixture approximation. The ODE is used for continuously tracking the true non-Gaussian posterior by its best matching Gaussian approximation. The performance of the new filter is evaluated in comparison with state-of-the-art filters by means of a canonical benchmark example, the discrete-time cubic sensor problem.

In the considered linear Gaussian sensor scheduling problem, only one sensor out of a set of sensors performs a measurement. To minimize the estimation error over multiple time steps in a computationally tractable fashion, the so-called information-based pruning algorithm is proposed. It utilizes the information matrices of the sensors and the monotonicity of the Riccati equation. This allows ordering sensors according to their information contribution and excluding many of them from scheduling. Additionally, a tight lower is calculated for branch-and-bound search, which further improves the pruning performance.

In this work we study the formulation of convection/diffusion equations on the 3D motion group SE(3) in terms of the irreducible representations of SO(3). Therefore, the left-invariant vector-fields on SE(3) are expressed as linear operators, that are differential forms in the translation coordinate and algebraic in the rotation. In the context of 3D image processing this approach avoids the explicit discretization of SO(3) or $S_2$, respectively. This is particular important for SO(3), where a direct discretization is infeasible due to the enormous memory consumption. We show two applications of the framework: one in the context of diffusion-weighted magnetic resonance imaging and one in the context of object detection.

Markov control algorithms that perform smooth, non-greedy updates of the policy have been shown to be very general and versatile, with policy gradient and Expectation Maximisation algorithms being particularly popular. For these algorithms, marginal inference of the reward weighted trajectory distribution is required to perform policy updates. We discuss a new exact inference algorithm for these marginals in the finite horizon case that is more efficient than the standard approach based on classical forward-backward recursions. We also provide a principled extension to infinite horizon Markov Decision Problems that explicitly accounts for an infinite horizon. This extension provides a novel algorithm for both policy gradients and Expectation Maximisation in infinite horizon problems.

We consider filtering for a continuous-time, or asynchronous, stochastic system where the full distribution over states is too large to be stored or calculated. We assume that the rate matrix of the system can be compactly represented and that the belief distribution is to be approximated as a product of marginals. The essential computation is the matrix exponential. We look at two different methods for its computation: ODE integration and uniformization of the Taylor expansion. For both we consider approximations in which only a factored belief state is maintained. For factored uniformization we demonstrate that the KL-divergence of the filtering is bounded. Our experimental results confirm our factored uniformization performs better than previously suggested uniformization methods and the mean field algorithm.

Let us assume that $f$ is a continuous function defined on the unit ball of $\mathbb R^d$, of the form $f(x) = g (A x)$, where $A$ is a $k \times d$ matrix and $g$ is a function of $k$ variables for $k \ll d$. We are given a budget $m \in \mathbb N$ of possible point evaluations $f(x_i)$, $i=1,...,m$, of $f$, which we are allowed to query in order to construct a uniform approximating function. Under certain smoothness and variation assumptions on the function $g$, and an {\it arbitrary} choice of the matrix $A$, we present in this paper 1. a sampling choice of the points $\{x_i\}$ drawn at random for each function approximation; 2. algorithms (Algorithm 1 and Algorithm 2) for computing the approximating function, whose complexity is at most polynomial in the dimension $d$ and in the number $m$ of points. Due to the arbitrariness of $A$, the choice of the sampling points will be according to suitable random distributions and our results hold with overwhelming probability. Our approach uses tools taken from the {\it compressed sensing} framework, recent Chernoff bounds for sums of positive-semidefinite matrices, and classical stability bounds for invariant subspaces of singular value decompositions.

An integrated GPS-GSM system is proposed to track vehicles using Google Earth application. The remote module has a GPS mounted on the moving vehicle to identify its current position, and to be transferred by GSM with other parameters acquired by the automobile's data port as an SMS to a recipient station. The received GPS coordinates are filtered using a Kalman filter to enhance the accuracy of measured position. After data processing, Google Earth application is used to view the current location and status of each vehicle. This goal of this system is to manage fleet, police automobiles distribution and car theft cautions.

For the general problem of minimizing a convex function over a compact convex domain, we will investigate a simple iterative approximation algorithm based on the method by Frank & Wolfe 1956, that does not need projection steps in order to stay inside the optimization domain. Instead of a projection step, the linearized problem defined by a current subgradient is solved, which gives a step direction that will naturally stay in the domain. Our framework generalizes the sparse greedy algorithm of Frank & Wolfe and its primal-dual analysis by Clarkson 2010 (and the low-rank SDP approach by Hazan 2008) to arbitrary convex domains. We give a convergence proof guaranteeing ε-small duality gap after O(1/ε) iterations. The method allows us to understand the sparsity of approximate solutions for any l1-regularized convex optimization problem (and for optimization over the simplex), expressed as a function of the approximation quality. We obtain matching upper and lower bounds of Θ(1/ε) for the sparsity for l1-problems. The same bounds apply to low-rank semidefinite optimization with bounded trace, showing that rank O(1/ε) is best possible here as well. As another application, we obtain sparse matrices of O(1/ε) non-zero entries as ε-approximate solutions when optimizing any convex function over a class of diagonally dominant symmetric matrices. We show that our proposed first-order method also applies to nuclear norm and max-norm matrix optimization problems. For nuclear norm regularized optimization, such as matrix completion and low-rank recovery, we demonstrate the practical efficiency and scalability of our algorithm for large matrix problems, as e.g. the Netflix dataset. For general convex optimization over bounded matrix max-norm, our algorithm is the first with a convergence guarantee, to the best of our knowledge.

In the classic Bayesian restless multi-armed bandit (RMAB) problem, there are $N$ arms, with rewards on all arms evolving at each time as Markov chains with known parameters. A player seeks to activate $K \geq 1$ arms at each time in order to maximize the expected total reward obtained over multiple plays. RMAB is a challenging problem that is known to be PSPACE-hard in general. We consider in this work the even harder non-Bayesian RMAB, in which the parameters of the Markov chain are assumed to be unknown \emph{a priori}. We develop an original approach to this problem that is applicable when the corresponding Bayesian problem has the structure that, depending on the known parameter values, the optimal solution is one of a prescribed finite set of policies. In such settings, we propose to learn the optimal policy for the non-Bayesian RMAB by employing a suitable meta-policy which treats each policy from this finite set as an arm in a different non-Bayesian multi-armed bandit problem for which a single-arm selection policy is optimal. We demonstrate this approach by developing a novel sensing policy for opportunistic spectrum access over unknown dynamic channels. We prove that our policy achieves near-logarithmic regret (the difference in expected reward compared to a model-aware genie), which leads to the same average reward that can be achieved by the optimal policy under a known model. This is the first such result in the literature for a non-Bayesian RMAB. For our proof, we also develop a novel generalization of the Chernoff-Hoeffding bound.

In many real world problems, optimization decisions have to be made with limited information. The decision maker may have no a priori or posteriori data about the often nonconvex objective function except from on a limited number of points that are obtained over time through costly observations. This paper presents an optimization framework that takes into account the information collection (observation), estimation (regression), and optimization (maximization) aspects in a holistic and structured manner. Explicitly quantifying the information acquired at each optimization step using the entropy measure from information theory, the (nonconvex) objective function to be optimized (maximized) is modeled and estimated by adopting a Bayesian approach and using Gaussian processes as a state-of-the-art regression method. The resulting iterative scheme allows the decision maker to solve the problem by expressing preferences for each aspect quantitatively and concurrently.

We consider a fuzzy linear system with crisp coefficient matrix and with an arbitrary fuzzy number in parametric form on the right-hand side. It is known that the well-known existence and uniqueness theorem of a strong fuzzy solution is equivalent to the following: The coefficient matrix is the product of a permutation matrix and a diagonal matrix. This means that this theorem can be applicable only for a special form of linear systems, namely, only when the system consists of equations, each of which has exactly one variable. We prove an existence and uniqueness theorem, which can be use on more general systems. The necessary and sufficient conditions of the theorem are dependent on both the coefficient matrix and the right-hand side. This theorem is a generalization of the well-known existence and uniqueness theorem for the strong solution.

This paper addresses the problem of minimizing a convex, Lipschitz function $f$ over a convex, compact set $\xset$ under a stochastic bandit feedback model. In this model, the algorithm is allowed to observe noisy realizations of the function value $f(x)$ at any query point $x \in \xset$. The quantity of interest is the regret of the algorithm, which is the sum of the function values at algorithm's query points minus the optimal function value. We demonstrate a generalization of the ellipsoid algorithm that incurs $\otil(\poly(d)\sqrt{T})$ regret. Since any algorithm has regret at least $Ω(\sqrt{T})$ on this problem, our algorithm is optimal in terms of the scaling with $T$.

We propose an optimal control framework for persistent monitoring problems where the objective is to control the movement of mobile agents to minimize an uncertainty metric in a given mission space. For a single agent in a one-dimensional space, we show that the optimal solution is obtained in terms of a sequence of switching locations, thus reducing it to a parametric optimization problem. Using Infinitesimal Perturbation Analysis (IPA) we obtain a complete solution through a gradient-based algorithm. We also discuss a receding horizon controller which is capable of obtaining a near-optimal solution on-the-fly. We illustrate our approach with numerical examples.

Probabilistic graphical models are a fundamental tool in statistics, machine learning, signal processing, and control. When such a model is defined on a directed acyclic graph (DAG), one can assign a partial ordering to the events occurring in the corresponding stochastic system. Based on the work of Judea Pearl and others, these DAG-based "causal factorizations" of joint probability measures have been used for characterization and inference of functional dependencies (causal links). This mostly expository paper focuses on several connections between Pearl's formalism (and in particular his notion of "intervention") and information-theoretic notions of causality and feedback (such as causal conditioning, directed stochastic kernels, and directed information). As an application, we show how conditional directed information can be used to develop an information-theoretic version of Pearl's "back-door" criterion for identifiability of causal effects from passive observations. This suggests that the back-door criterion can be thought of as a causal analog of statistical sufficiency.

This paper presents GRASTA (Grassmannian Robust Adaptive Subspace Tracking Algorithm), an efficient and robust online algorithm for tracking subspaces from highly incomplete information. The algorithm uses a robust $l^1$-norm cost function in order to estimate and track non-stationary subspaces when the streaming data vectors are corrupted with outliers. We apply GRASTA to the problems of robust matrix completion and real-time separation of background from foreground in video. In this second application, we show that GRASTA performs high-quality separation of moving objects from background at exceptional speeds: In one popular benchmark video example, GRASTA achieves a rate of 57 frames per second, even when run in MATLAB on a personal laptop.

Recovery of low-rank matrices has recently seen significant activity in many areas of science and engineering, motivated by recent theoretical results for exact reconstruction guarantees and interesting practical applications. A number of methods have been developed for this recovery problem. However, a principled method for choosing the unknown target rank is generally not provided. In this paper, we present novel recovery algorithms for estimating low-rank matrices in matrix completion and robust principal component analysis based on sparse Bayesian learning (SBL) principles. Starting from a matrix factorization formulation and enforcing the low-rank constraint in the estimates as a sparsity constraint, we develop an approach that is very effective in determining the correct rank while providing high recovery performance. We provide connections with existing methods in other similar problems and empirical results and comparisons with current state-of-the-art methods that illustrate the effectiveness of this approach.

Given a set of alternatives to be ranked, and some pairwise comparison data, ranking is a least squares computation on a graph. The vertices are the alternatives, and the edge values comprise the comparison data. The basic idea is very simple and old: come up with values on vertices such that their differences match the given edge data. Since an exact match will usually be impossible, one settles for matching in a least squares sense. This formulation was first described by Leake in 1976 for rankingfootball teams and appears as an example in Professor Gilbert Strang's classic linear algebra textbook. If one is willing to look into the residual a little further, then the problem really comes alive, as shown effectively by the remarkable recent paper of Jiang et al. With or without this twist, the humble least squares problem on graphs has far-reaching connections with many current areas ofresearch. These connections are to theoretical computer science (spectral graph theory, and multilevel methods for graph Laplacian systems); numerical analysis (algebraic multigrid, and finite element exterior calculus); other mathematics (Hodge decomposition, and random clique complexes); and applications (arbitrage, and ranking of sports teams). Not all of these connections are explored in this paper, but many are. The underlying ideas are easy to explain, requiring only the four fundamental subspaces from elementary linear algebra. One of our aims is to explain these basic ideas and connections, to get researchers in many fields interested in this topic. Another aim is to use our numerical experiments for guidance on selecting methods and exposing the need for further development.

In the paper, combinatorial synthesis of structure for applied Web-based systems is described. The problem is considered as a combination of selected design alternatives for system parts/components into a resultant composite decision (i.e., system configuration design). The solving framework is based on Hierarchical Morphological Multicriteria Design (HMMD) approach: (i) multicriteria selection of alternatives for system parts, (ii) composing the selected alternatives into a resultant combination (while taking into account ordinal quality of the alternatives above and their compatibility). A lattice-based discrete space is used to evaluate (to integrate) quality of the resultant combinations (i.e., composite system decisions or system configurations). In addition, a simplified solving framework based on multicriteria multiple choice problem is considered. A multistage design process to obtain a system trajectory is described as well. The basic applied example is targeted to an applied Web-based system for a communication service provider. Two other applications are briefly described (corporate system and information system for academic application).

This study proposes a framework of Uncertainty-based Group Decision Support System (UGDSS). It provides a platform for multiple criteria decision analysis in six aspects including (1) decision environment, (2) decision problem, (3) decision group, (4) decision conflict, (5) decision schemes and (6) group negotiation. Based on multiple artificial intelligent technologies, this framework provides reliable support for the comprehensive manipulation of applications and advanced decision approaches through the design of an integrated multi-agents architecture.

Current tomographic imaging systems need major improvements, especially when multi-dimensional, multi-scale, multi-temporal and multi-parametric phenomena are under investigation. Both preclinical and clinical imaging now depend on in vivo tomography, often requiring separate evaluations by different imaging modalities to define morphologic details, delineate interval changes due to disease or interventions, and study physiological functions that have interconnected aspects. Over the past decade, fusion of multimodality images has emerged with two different approaches: post-hoc image registration and combined acquisition on PET-CT, PET-MRI and other hybrid scanners. There are intrinsic limitations for both the post-hoc image analysis and dual/triple modality approaches defined by registration errors and physical constraints in the acquisition chain. We envision that tomography will evolve beyond current modality fusion and towards grand fusion, a large scale fusion of all or many imaging modalities, which may be referred to as omni-tomography or multi-tomography. Unlike modality fusion, grand fusion is here proposed for truly simultaneous but often localized reconstruction in terms of all or many relevant imaging mechanisms such as CT, MRI, PET, SPECT, US, optical, and possibly more. In this paper, the technical basis for omni-tomography is introduced and illustrated with a top-level design of a next generation scanner, interior tomographic reconstructions of representative modalities, and anticipated applications of omni-tomography.

We consider the problem of identifying the sparse principal component of a rank-deficient matrix. We introduce auxiliary spherical variables and prove that there exists a set of candidate index-sets (that is, sets of indices to the nonzero elements of the vector argument) whose size is polynomially bounded, in terms of rank, and contains the optimal index-set, i.e. the index-set of the nonzero elements of the optimal solution. Finally, we develop an algorithm that computes the optimal sparse principal component in polynomial time for any sparsity degree.

We present a general probabilistic perspective on Gaussian filtering and smoothing. This allows us to show that common approaches to Gaussian filtering/smoothing can be distinguished solely by their methods of computing/approximating the means and covariances of joint probabilities. This implies that novel filters and smoothers can be derived straightforwardly by providing methods for computing these moments. Based on this insight, we derive the cubature Kalman smoother and propose a novel robust filtering and smoothing algorithm based on Gibbs sampling.

Optimal search strategies where targets are observed at several different angles are found. Targets are assumed to exhibit rectangular symmetry and have a uniformly-distributed orientation. By rectangular symmetry, it is meant that one side of a target is the mirror image of its opposite side. Finding an optimal solution is generally a hard problem. Fortunately, symmetry principles allow analytical and intuitive solutions to be found. One such optimal search strategy consists of choosing n angles evenly separated on the half-circle and leads to a lower bound of the probability of not detecting targets. As no prior knowledge of the target orientation is required, such search strategies are also robust, a desirable feature in search and detection missions.

We transpose an optimal control technique to the image segmentation problem. The idea is to consider image segmentation as a parameter estimation problem. The parameter to estimate is the color of the pixels of the image. We use the adaptive parameterization technique which builds iteratively an optimal representation of the parameter into uniform regions that form a partition of the domain, hence corresponding to a segmentation of the image. We minimize an error function during the iterations, and the partition of the image into regions is optimally driven by the gradient of this error. The resulting segmentation algorithm inherits desirable properties from its optimal control origin: soundness, robustness, and flexibility.

In this paper, we first review the theory of symmetry-preserving observers and we mention some recent results. Then, we apply the theory to Extended Kalman Filter-based Simultaneous Localization and Mapping (EKF SLAM). It allows to derive a new (symmetry-preserving) Extended Kalman Filter for the non-linear SLAM problem that possesses convergence properties. We also prove a special choice of the gains ensures global exponential convergence.