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Constrained Optimization with Decision-Dependent Distributions

IEEE Transactions on Automatic control 2025年

作者： Wang, Zifan Liu, Changxin Parisini, Thomas Zavlanos, Michael M. Johansson, Karl H. KTH Royal Institute of Technology Division of Decision and Control Systems School of Electrical Engineering and Computer Science Sweden Digital Futures StockholmSE-10044 Sweden East China University of Science and Technology Key Laboratory of Smart Manufacturing in Energy Chemical Process Ministry of Education Shanghai200237 China Imperial College London Department of Electrical and Electronic Engineering LondonSW7 2AZ United Kingdom Aalborg University Department of Electronic Systems Denmark University of Trieste Department of Engineering and Architecture Italy Duke University Department of Mechanical Engineering and Materials Science DurhamNC United States

In this paper we deal with stochastic optimization problems where the data distributions change in response to the decision variables. Traditionally, the study of optimization problems with decision-dependent distributions has assumed either the absence of constraints or fixed constraints. This work considers a more general setting where the constraints can also dynamically adjust in response to changes in the decision variables. Specifically, we consider linear constraints and analyze the effect of decision-dependent distributions in both the objective function and constraints. Firstly, we establish a sufficient condition for the existence of a constrained equilibrium point, at which the distributions remain invariant under retraining. Moreover, we propose and analyze two algorithms: repeated constrained optimization and repeated dual ascent. For each algorithm, we provide sufficient conditions for convergence to the constrained equilibrium point. Furthermore, we explore the relationship between the equilibrium point and the optimal point for the constrained decision-dependent optimization problem. Notably, our results encompass previous findings as special cases when the constraints remain fixed. To show the effectiveness of our theoretical analysis, we provide numerical experiments on both a market problem and a dynamic pricing problem for parking based on real-world data. © 1963-2012 IEEE.

关键词： Optimization algorithms

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The applied principles of EEG analysis methods in neuroscience and clinical neurology

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Military Medical Research 2024年第6期11卷 907-941页

作者： Hao Zhang Qing-Qi Zhou He Chen Xiao-Qing Hu Wei-Guang Li Yang Bai Jun-Xia Han Yao Wang Zhen-Hu Liang Dan Chen Feng-Yu Cong Jia-Qing Yan Xiao-Li Li School of Systems Science Beijing Normal UniversityBeijing 100875China College of Electrical and Control Engineering North China University of TechnologyBeijing 100041China School of Automation Science and Engineering South China University of TechnologyGuangzhou 510641China Department of Psychology the State Key Laboratory of Brain and Cognitive Sciencesthe University of Hong KongHong Kong SAR 999077China HKU-Shenzhen Institute of Research and Innovation Shenzhen 518057GuangdongChina Department of Health Technology and Informatics the Hong Kong Polytechnic UniversityHong Kong SAR 999077China Department of Rehabilitation Medicine the First Afliated Hospital of Nanchang UniversityNanchang 330006China Rehabilitation Medicine Clinical Research Center of Jiangxi Province Nanchang 330006China Beijing Key Laboratory of Learning and Cognition School of PsychologyCapital Normal UniversityBeijing 100048China School of Communication Science Beijing Language and Culture UniversityBeijing 100083China Institute of Electrical Engineering Yanshan UniversityQinhuangdao 066004HebeiChina School of Computer Science Wuhan UniversityWuhan 430072China School of Biomedical Engineering Faculty of Electronic Information and Electrical EngineeringDalian University of TechnologyDalian 116081LiaoningChina Guangdong Artifcial Intelligence and Digital Economy Laboratory(Guangzhou) Guangzhou 510335China.

Electroencephalography(EEG)is a non-invasive measurement method for brain *** to its safety,high resolution,and hypersensitivity to dynamic changes in brain neural signals,EEG has aroused much interest in scientific research and medical *** article reviews the types of EEG signals,multiple EEG signal analysis methods,and the application of relevant methods in the neuroscience feld and for diagnosing neurological ***,3 types of EEG signals,including time-invariant EEG,accurate event-related EEG,and random event-related EEG,are ***,5 main directions for the methods of EEG analysis,including power spectrum analysis,time-frequency analysis,connectivity analysis,source localization methods,and machine learning methods,are described in the main section,along with diferent sub-methods and effect evaluations for solving the same ***,the application scenarios of different EEG analysis methods are emphasized,and the advantages and disadvantages of similar methods are *** article is expected to assist researchers in selecting suitable EEG analysis methods based on their research objectives,provide references for subsequent research,and summarize current issues and prospects for the future.

关键词： Electroencephalogram analysis methods Applied principles Neuroscience Diagnosis Neurological diseases

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On the Gaussian Filtering for Nonlinear Dynamic systems Using Variational Inference

On the Gaussian Filtering for Nonlinear Dynamic Systems Usin...

引用

International Conference on Information Fusion

作者： Yi Liu Xi Li Le Yang Lyudmila Mihaylova Ji Li Department of Electrical and Computer Engineering University of Canterbury Christchurch NZ State Key Lab of Complex Electromagnetic Environment Effects on Electronics and Information Systems National University of Defense Technology Changsha China Department of Automatic Control and System Engineering University of Sheffield Sheffield UK Locaris Electronic Technology Co. Ltd Zhengzhou China

ISBN: (数字)9781737749769

ISBN: (纸本)9798350371420

This paper introduces a new variational Gaussian filtering approach for estimating the state of a nonlinear dynamic system. We first assume that the predictive distribution of the state is Gaussian and derive an iterative method for updating the state posterior in the natural parameter space through KullbackLeibler divergence minimization. The obtained update rule is the same as that of the conjugate-computation variational inference technique in Bayesian learning. The derivation here is simpler and more insightful. We then impose a Wishart prior on the inverse of the state prediction covariance to take into account the impact of approximating the state predictive distribution using a Gaussian density on the state posterior estimation. The prediction covariance is identified jointly with the state using variational inference and the established state posterior update rule to achieve the desired Gaussian filtering. Simulation study examines the performance of the proposed filtering framework in target tracking based on bearing and range measurements.

关键词： Target tracking Smoothing methods Filtering Estimation Filtering algorithms Prediction algorithms Minimization Nonlinear dynamical systems Bayes methods Iterative methods

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Centralized Cloud Predictive control of Multiple Lighting systems

Centralized Cloud Predictive Control of Multiple Lighting Sy...

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第41届中国控制会议

作者： Chuanguo Chi Clara-Mihaela lonescu Ricardo Cajo Guo-Ping Liu School of Astronautics Harbin Institute of Technology Ghent University Research group on Dynamical Systems and Control Department of Electronic and Electrical Engineering Southern University of Science and Technology

This paper studies the application of centralized cloud predictive control based on dSPACE system in multiple lighting system control.A centralized cloud predictive control scheme is designed to achieve the consistency and stability of multiple lighting control at the same *** dSPACE multiple lighting control system is corrected and *** design of cloud prediction controller based on dSPACE system is introduced in *** cloud predictive control scheme is analyzed through simulation experiments,and the effective parameters of stability and consistency of closed-loop multiple lighting control system are *** effectiveness of the proposed scheme on the dynamic behavior and control performance of multiple lighting system is *** research results provide a foundation for multiple lighting cooperative control and its ***,the stability and consistency of the controller are verified by the physical experiment platform based on dSPACE.

关键词： Multiple lighting control dSPACE controller cloud predictive control consensus and stability

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Quick unsupervised hyperspectral dimensionality reduction for earth observation: A comparison

arXiv

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arXiv 2024年

作者： Lupu, Daniela Garrett, Joseph L. Johansen, Tor Arne Orlandic, Milica Necoara, Ion Automatic Control and System Engineering Department National University of Science and Technology Politehnica Bucharest Bucharest060042 Romania Center for Autonomous Marine Operations and Systems Norwegian University of Science and Technology Trondheim Norway Department of Engineering Cybernetics Norway Department of Electronic Systems Norway G. Mihoc-C. Iacob Institute of Mathematical Statistics and Applied Mathematics The Romanian Academy Bucharest050711 Romania

Dimensionality reduction can be applied to hyperspectral images so that the most useful data can be extracted and processed more quickly. This is critical in any situation in which data volume exceeds the capacity of the computational resources, particularly in the case of remote sensing platforms (e.g., drones, satellites), but also in the case of multi-year datasets. Moreover, the computational strategies of unsupervised dimensionality reduction often provide the basis for more complicated supervised techniques. Seven unsupervised dimensionality reduction algorithms are tested on hyperspectral data from the HYPSO-1 earth observation satellite. Each particular algorithm is chosen to be representative of a broader collection. The experiments probe the computational complexity, reconstruction accuracy, signal clarity, sensitivity to artifacts, and effects on target detection and classification of the different algorithms. No algorithm consistently outperformed the others across all tests, but some general trends regarding the characteristics of the algorithms did emerge. With half a million pixels, computational time requirements of the methods varied by 5 orders of magnitude, and the reconstruction error varied by about 3 orders of magnitude. A relationship between mutual information and artifact susceptibility was suggested by the tests. The relative performance of the algorithms differed significantly between the target detection and classification tests. Overall, these experiments both show the power of dimensionality reduction and give guidance regarding how to evaluate a technique prior to incorporating it into a processing pipeline. © 2024, CC BY.

关键词： Remote sensing

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A DRL-enabled Adaptive Sparsity Promoting Wide-area Damping controller for Power System with Time-delay and Packet Dropout

A DRL-enabled Adaptive Sparsity Promoting Wide-area Damping ...

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Power and Energy (PandaFPE), Panda Forum on

作者： Di Cao Guozhou Zhang Jiaxiang Hu Weihao Hu Yuehui Huang Zhe Chen State Key Laboratory of Operation and Control of Renewable Energy & Storage Systems China Electric Power Research Institute School of Mechanical and Electrical Engineering University of Electronic Science and Technology of China Chengdu China School of Mechanical and Electrical Engineering University of Electronic Science and Technology of China Chengdu China State Key Laboratory of Operation and Control of Renewable Energy & Storage Systems China Electric Power Research Institute Beijing China Department of Energy Technology Aalborg University Aalborg Denmark

This paper proposes a deep reinforcement learning (DRL) based adaptive sparsity promoting wide-area damping controller for power system. Different from traditional fixed wide-area control structure, the proposed method employs DRL algorithm to identify the optimal sparsity promoting control structure and obtain corresponding parameter settings under different operating conditions considering the time-delay and packet drop. Simulation are carried out on 10-machine 39-bus system to demonstrate the effectiveness of the proposed approach.

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An EM Algorithm for Lebesgue-sampled State-space Continuous-time System Identification

arXiv

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arXiv 2023年

作者： González, Rodrigo A. Cedeño, Angel L. Coronel, María Agüero, Juan C. Rojas, Cristian R. Department of Mechanical Engineering Eindhoven University of Technology Eindhoven Netherlands Electronic Engineering Department Universidad Técnica Federico Santa María Valparaíso Chile Advanced Center for Electrical and Electronic Engineering AC3E Valparaíso Chile Division of Decision and Control Systems KTH Royal Institute of Technology Stockholm Sweden

This paper concerns the identification of continuous-time systems in state-space form that are subject to Lebesgue sampling. Contrary to equidistant (Riemann) sampling, Lebesgue sampling consists of taking measurements of a continuous-time signal whenever it crosses fixed and regularly partitioned thresholds. The knowledge of the intersample behavior of the output data is exploited in this work to derive an expectation-maximization (EM) algorithm for parameter estimation of the state-space and noise covariance matrices. For this purpose, we use the incremental discrete-time equivalent of the system, which leads to EM iterations of the continuous-time state-space matrices that can be computed by standard filtering and smoothing procedures. The effectiveness of the identification method is tested via Monte Carlo simulations. © 2023, CC BY-NC-ND.

关键词： Continuous time systems

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Stress Matrix-Based Formation control of Multi-Agent systems with Discrete-Time Communication

Stress Matrix-Based Formation Control of Multi-Agent Systems...

引用

International Conference on systems and control (ICSC)

作者： Okechi Onuoha Brendan Chijioke Ubochi Suleiman Kurawa Zezhi Tang Changshun Wu Yi Dong School of Physics Engineering and Computer Science (SPECS) University of Hertfordshire UK The Department of Electrical and Electronic Engineering Federal University of Technology Akure Nigeria The Department of Electrical Engineering University of Manchester UK The Department of Automatic Control and Systems Engineering University of Sheffield UK University Grenoble Alpes Grenoble France The School of Electronics & Computer Science University of Southampton UK

ISBN: (数字)9798331531812

ISBN: (纸本)9798331531829

This study addresses the affine formation maneuver control of cooperative multi-agent systems (MAS) having periodic inter-agent communication for both static and dynamic leader cases. Here, we focus on the leader-follower MASs. The primary aim of the control system is to steer the entire collection of agents to produce required patterns (geometric) along with any required maneuver through the direct control of only few a selected agents referred to as leaders. Most of the existing works are constrained to either the individual agents communicate with each other in continuous-time or the sample-data scenario where the leaders are stationary or have constant acceleration or velocities. Here, we consider the scenarios where the velocities of the leaders can be time-varying or constant. Here, different cases are addressed and some control laws are proposed. Conditions are established to help guarantee the overall stability of the systems. A simulation study is employed for the illustration of our proposed laws.

关键词： Target tracking Simulation Accelerated aging control systems Formation control Stability analysis Stress Time-varying systems Multi-agent systems

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Network traffic Co-Movement Assessment via Oriented Basis Signal Processing and Ensemble Decision Trees

Network Traffic Co-Movement Assessment via Oriented Basis Si...

引用

International Conference on Intelligent Transportation

作者： Mohammad Reza Mohebbi Mohammad Javad Hassan Zada Majid Rostami-Shahrbabaki Mario Döller Iuliia Yamnenko Josef Ressel Center Vision2Move project University of Applied Sciences Kufstein Tirol Austria Department of Computer Science University of Passau Germany Chair of Traffic Engineering and Control Technical University of Munich Germany Department of Electronic Devices and Systems National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute” Kyiv Ukraine

ISBN: (数字)9798331505929

ISBN: (纸本)9798331505936

Accurate short-term network-wide traffic prediction is essential to guarantee high service quality in urban traffic control systems. Nevertheless, traffic state time series represent network-scale spatiotemporal co-movement patterns and location-specific features. Therefore, hybrid statistical machine learning (ml) algorithms could be utilized to accommodate the aforementioned characteristics. In this paper, a hybrid random forest (rf) and extreme gradient boosting tree (XGBoost) model is introduced for network-wide traffic prediction. Moreover, a multi-noise oriented basis wavelet transform (OBT) filter is employed to pre-process the original time series, and improve the predictive accuracy. The RF model captures the traffic co-movements and the XGBoost extracts the local information. Comparative analysis of the hybrid algorithm and deep learning-based benchmarks indicate better performance of the proposed methodology in hourly traffic state prediction of 30 loop detectors, located in the paris city center. Hence, the hybrid decision-tree-based mechanism is a useful framework for real-time network traffic forecasting offering fewer trainable (hyper-)parameters, and thus, lower computational cost.

关键词： Wavelet transforms Radio frequency Accuracy Machine learning algorithms Urban areas Signal processing algorithms Detectors Prediction algorithms Decision trees Random forests

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STARS Assisted Semi-Grant-Free NOMA Communications

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IEEE Transactions on Wireless Communications 2025年第6期24卷 4904-4919页

作者： Xie, Jin Yue, Xinwei Zhao, Jingjing Zou, Yixuan Liu, Yuanwei Liu, Rongke Ding, Zhiguo Key Laboratory of Information and Communication Systems China Beijing Information Science and Technology University Key Laboratory of Modern Measurement and Control Technology Ministry of Education Beijing100101 China Beihang University School of Electronic and Information Engineering Beijing100191 China Queen Mary University of London School of Electronic Engineering and Computer Science LondonE1 4NS United Kingdom The University of Hong Kong Department of Electrical and Electronic Engineering Hong Kong Hong Kong Kyung Hee University Department of Electronic Engineering Gyeonggi-do Yongin-si17104 Korea Republic of Khalifa University Department of Computer and Information Engineering Abu Dhabi United Arab Emirates

This paper investigates the performance of simultaneously transmitting and reflecting surface (STARS) assisted semi-grant-free non-orthogonal multiple access network with randomly distributed users. By deploying STARS, the transmit signals of grant-based user (GBU) and grant-free users (GFUs) can be exquisitely adjusted to reduce interference. We propose a maximum channel scheduling (MCS) protocol that allows a GFU to access GBU’s channel with the assistance of STARS. In particular, the impacts of perfect/imperfect successive interference cancellation (pSIC/ipSIC) on MCS protocol are taken into account. To characterize the performance of STARS aided MCS (STARS-MCS) network, we derive the expressions of outage probability for GBU and GFU with pSIC/ipSIC. By applying convolution theorem and Laplace transform, the asymptotic expressions of outage probability and diversity orders for GBU and GFU are attained. We further design a STARS-based power control (SPC) strategy to eliminate the outage probability error floor and improve the outage performance. Numerical results show that: 1) The performance of STARS-MCS outperforms the existing benchmarks in terms of outage probability and system throughput;2) The SPC strategy can effectively improve the performance of the STARS-MCS network and eliminate the outage probability error floor at high signal-to-noise ratios;and 3) By adjusting reflection and transmission coefficients of STARS, the outage performance of GBU and GFU can be greatly enhanced. © 2025 IEEE. All rights reserved.

关键词： Laplace transforms

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