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This paper considers fusion of dimension-reduced estimates in a decentralized sensor network. The benefits of a decentralized sensor network include modularity, robustness and flexibility. Moreover, since preprocessed data is exchanged between the agents it allows for reduced communication. Nevertheless, in certain applications the communication load is required to be reduced even further. One way to decrease the communication load is to exchange dimension-reduced estimates instead of full estimates. Previous work on this topic assumes global availability of covariance matrices, an assumption which is not realistic in decentralized applications. Hence, in this paper we consider the problem of deriving dimension-reduced estimates using only local information. The proposed solution is based on an estimate of the information common to the network. This common information estimate is computed locally at each agent by fusion of all information that is either received or transmitted by that agent. It is shown how the common information estimate is utilized for fusion of dimension-reduced estimates using two well-known fusion methods: the Kalman fuser which is optimal under the assumption of uncorrelated estimates, and covariance intersection. One main theoretical result is that the common information estimate allows for a decorrelation procedure such that uncorrelated estimates can be maintained. This property is crucial to be able to use the Kalman fuser without double counting of information. A numerical comparison suggests that the performance degradation of using the common information estimate, compared to having local access to the actual covariance matrices computed by other agents, is relatively small., Funding: Industry Excellence Center LINK-SIC - Swedish Governmental Agency for Innovation Systems (VINNOVA); Saab AB

This paper considers fusion of dimension-reduced estimates in a decentralized sensor network. The benefits of a decentralized sensor network include modularity, robustness and flexibility. Moreover, since preprocessed data is exchanged between the agents it allows for reduced communication. Nevertheless, in certain applications the communication load is required to be reduced even further. One way to decrease the communication load is to exchange dimension-reduced estimates instead of full estimates. Previous work on this topic assumes global availability of covariance matrices, an assumption which is not realistic in decentralized applications. Hence, in this paper we consider the problem of deriving dimension-reduced estimates using only local information. The proposed solution is based on an estimate of the information common to the network. This common information estimate is computed locally at each agent by fusion of all information that is either received or transmitted by that agent. It is shown how the common information estimate is utilized for fusion of dimension-reduced estimates using two well-known fusion methods: the Kalman fuser which is optimal under the assumption of uncorrelated estimates, and covariance intersection. One main theoretical result is that the common information estimate allows for a decorrelation procedure such that uncorrelated estimates can be maintained. This property is crucial to be able to use the Kalman fuser without double counting of information. A numerical comparison suggests that the performance degradation of using the common information estimate, compared to having local access to the actual covariance matrices computed by other agents, is relatively small., Funding: Industry Excellence Center LINK-SIC - Swedish Governmental Agency for Innovation Systems (VINNOVA); Saab AB

This paper considers fusion of dimension-reduced estimates in a decentralized sensor network. The benefits of a decentralized sensor network include modularity, robustness and flexibility. Moreover, since preprocessed data is exchanged between the agents it allows for reduced communication. Nevertheless, in certain applications the communication load is required to be reduced even further. One way to decrease the communication load is to exchange dimension-reduced estimates instead of full estimates. Previous work on this topic assumes global availability of covariance matrices, an assumption which is not realistic in decentralized applications. Hence, in this paper we consider the problem of deriving dimension-reduced estimates using only local information. The proposed solution is based on an estimate of the information common to the network. This common information estimate is computed locally at each agent by fusion of all information that is either received or transmitted by that agent. It is shown how the common information estimate is utilized for fusion of dimension-reduced estimates using two well-known fusion methods: the Kalman fuser which is optimal under the assumption of uncorrelated estimates, and covariance intersection. One main theoretical result is that the common information estimate allows for a decorrelation procedure such that uncorrelated estimates can be maintained. This property is crucial to be able to use the Kalman fuser without double counting of information. A numerical comparison suggests that the performance degradation of using the common information estimate, compared to having local access to the actual covariance matrices computed by other agents, is relatively small., Funding: Industry Excellence Center LINK-SIC - Swedish Governmental Agency for Innovation Systems (VINNOVA); Saab AB

This paper considers fusion of dimension-reduced estimates in a decentralized sensor network. The benefits of a decentralized sensor network include modularity, robustness and flexibility. Moreover, since preprocessed data is exchanged between the agents it allows for reduced communication. Nevertheless, in certain applications the communication load is required to be reduced even further. One way to decrease the communication load is to exchange dimension-reduced estimates instead of full estimates. Previous work on this topic assumes global availability of covariance matrices, an assumption which is not realistic in decentralized applications. Hence, in this paper we consider the problem of deriving dimension-reduced estimates using only local information. The proposed solution is based on an estimate of the information common to the network. This common information estimate is computed locally at each agent by fusion of all information that is either received or transmitted by that agent. It is shown how the common information estimate is utilized for fusion of dimension-reduced estimates using two well-known fusion methods: the Kalman fuser which is optimal under the assumption of uncorrelated estimates, and covariance intersection. One main theoretical result is that the common information estimate allows for a decorrelation procedure such that uncorrelated estimates can be maintained. This property is crucial to be able to use the Kalman fuser without double counting of information. A numerical comparison suggests that the performance degradation of using the common information estimate, compared to having local access to the actual covariance matrices computed by other agents, is relatively small., Funding: Industry Excellence Center LINK-SIC - Swedish Governmental Agency for Innovation Systems (VINNOVA); Saab AB

Underwater surveillance using passive sonar and track-before-detect technology requires accurate models of the tracked signal and the background noise. However, in an underwater environment, the signal channel is time-varying and prior knowledge about the spatial distribution of the background noise is unavailable. In this paper, an autoregressive model that captures a time-varying signal level caused by multi-path propagation is presented. In addition, a multi-source model is proposed to describe spatially distributed background noise. The models are used in a Bernoulli filter track-before-detect framework and evaluated using both simulated and sea trial data. The simulations demonstrate clear improvements in terms of target loss and improved ability to discern the target from the noisy background. An evaluation of the track-before-detect algorithm on the sea trial data indicates a performance gain when incorporating the proposed models in underwater surveillance and tracking problems.

This paper proposes the modeling and analysis of multi-energy systems as multilayer networks. The aim is to assess the interdependence between different energy infrastructures. Multilayer network modeling enhances the one-dimensional graph-based approach employed to study the vulnerability and the topological characteristics of power grids. The centrality indices defined for one-dimensional networks are extended to multilayer networks, highlighting the differences emerging when interdependence is considered. The proposed multilayer framework is demonstrated on the 24-bus IEEE power grid coupled with a gas network with 7 nodes.

Hegselmann-Krause (HK) models exhibit complex behaviors which are not easily tractable through mathematical analysis. In this paper, a characterization of the steady-state behaviors of homogeneous HK models and sensitivity to confidence thresholds is discussed by commenting on existing and new numerical results. The typical decreasing of number of clusters and convergence time by increasing the confidence thresholds are discussed and motivations for the behavior of some counterexamples are provided. A tighter upper bound for the dependence of the number of clusters with respect to the confidence thresholds is proposed. Differences and analogies between the opinions evolution for symmetric and asymmetric HK models are commented.

Recent studies of selective auditory attention have demonstrated that neural responses recorded with electroencephalogram (EEG) can be decoded to classify the attended talker in everyday multitalker cocktail-party environments. This is generally referred to as the auditory attention decoding (AAD) and could lead to a breakthrough for the next-generation of hearing aids (HAs) to have the ability to be cognitively controlled. The aim of this paper is to investigate whether cepstral analysis can be used as a more robust mapping between speech and EEG. Our preliminary analysis revealed an average AAD accuracy of 96%. Moreover, we observed a significant increase in auditory attention classification accuracies with our approach over the use of traditional AAD methods (7% absolute increase). Overall, our exploratory study could open a new avenue for developing new AAD methods to further advance hearing technology. We recognize that additional research is needed to elucidate the full potential of cepstral analysis for AAD.

An autonomous underwater vehicle (AUV) is a crewless robotic vehicle that dives into the water and performs without human assistance. This paper focuses on developing trajectory tracking control for bio-mimetic AUV system under uncertain environments. Therefore, a relatively new control technique called time delay-based estimation control is proposed for trajectory tracking under multiple uncertainties. This algorithm estimates the total disturbance in the system using immediate past information of input and output of feedback state and control variables. The benefit of this scheme is that it avoids assumptions about a priori upper bound information of disturbance. Further, the control structure is simple and does not require any high-frequency switching or high gain to nullify the effects of disturbance. The theoretical analysis of the proposed scheme guarantees the uniformly ultimate bounded stability of the closed-loop system. The numerical analysis is also carried out to validate the control performance of the given algorithm for lemniscate reference path tracking.

The classical SIR model is a fundamental building block in most epidemiological models. Despite its widespread use, its properties in filtering and estimation applications are much less well explored. Independently of how the basic SIR model is integrated into more complex models, the fundamental question is whether the states and parameters can be estimated from a fusion of available numeric measurements. The problem studied in this paper focuses on the parameter and state estimation of a stochastic SIR model from assumed direct measurements of the number of infected people in the population, and the generalisation to other measurements is left for future research. In terms of parameter estimation, two components are discussed separately. The first component is model parameter estimation assuming that the all states are measured directly. The second component is state estimation assuming known parameters. These two components are combined into an iterative state and parameter estimator. This iterative method is compared to a straightforward approach based on state augmentation of the unknown parameters. Feasibility of the problem is studied from an information-theoretic point of view using the Cramer Rao Lower Bound (CRLB). Using simulated data resembling the first wave of Covid-19 in Sweden, the iterative method outperforms the state augmentation approach., Scalable Kalman Filters funded by the Swedish Research Council

This paper presents a variant of the Traveling Salesman Problem (TSP) with nonholonomic constraints and dynamic obstacles, with optimal control applications in the mining industry. The problem is discretized and an approach for solving the discretized problem to optimality is proposed. The proposed approach solves the three subproblems (waypoint ordering, heading at each waypoint and motion planning between waypoints) simultaneously using two nested graph-search planners. The higher-level planner solves the waypoint ordering and heading subproblems while making calls to the lower-level planner that solves the motion planning subproblem using a lattice-based motion planner. For the higher-level motion planner A* search is used and two different heuristics, a minimal spanning tree heuristic and a nearest insertion heuristic, are proposed and optimality bounds are proven. The proposed planner is evaluated on numerical examples and compared to Dijkstras algorithm. Furthermore, the performance and observed suboptimality are investigated when the minimal spanning tree heuristic cost is inflated., Funding Agencies|Wallenberg AI, Autonomous Systems and Software Program (WASP) - Knut and Alice Wallenberg Foundation

Motion planning and decision-making while considering uncertainty is critical for an autonomous vehicle to safely and efficiently drive on a highway. This paper presents a new combined two-step approach for this problem, where a partially observable Markov decision process (POMDP) is tightly coupled with a scenario model predictive control (SCMPC) step. To generate the scenarios in the SCMPC step, the solution to the POMDP is used together with a novel scenario-reduction procedure, which selects a small representative subset of all scenarios considered in the POMDP. The resulting planner is evaluated in a simulation study where the impact of the two-step approach and the scenario-reduction method is shown., Funding Agencies|Swedens Innovation Agency

The classical SIR model is a fundamental building block in most epidemiological models. Despite its widespread use, its properties in filtering and estimation applications are much less well explored. Independently of how the basic SIR model is integrated into more complex models, the fundamental question is whether the states and parameters can be estimated from a fusion of available numeric measurements. The problem studied in this paper focuses on the parameter and state estimation of a stochastic SIR model from assumed direct measurements of the number of infected people in the population, and the generalisation to other measurements is left for future research. In terms of parameter estimation, two components are discussed separately. The first component is model parameter estimation assuming that the all states are measured directly. The second component is state estimation assuming known parameters. These two components are combined into an iterative state and parameter estimator. This iterative method is compared to a straightforward approach based on state augmentation of the unknown parameters. Feasibility of the problem is studied from an information-theoretic point of view using the Cramer Rao Lower Bound (CRLB). Using simulated data resembling the first wave of Covid-19 in Sweden, the iterative method outperforms the state augmentation approach., Scalable Kalman Filters funded by the Swedish Research Council

Motion planning and decision-making while considering uncertainty is critical for an autonomous vehicle to safely and efficiently drive on a highway. This paper presents a new combined two-step approach for this problem, where a partially observable Markov decision process (POMDP) is tightly coupled with a scenario model predictive control (SCMPC) step. To generate the scenarios in the SCMPC step, the solution to the POMDP is used together with a novel scenario-reduction procedure, which selects a small representative subset of all scenarios considered in the POMDP. The resulting planner is evaluated in a simulation study where the impact of the two-step approach and the scenario-reduction method is shown., Funding Agencies|Swedens Innovation Agency

This paper presents a variant of the Traveling Salesman Problem (TSP) with nonholonomic constraints and dynamic obstacles, with optimal control applications in the mining industry. The problem is discretized and an approach for solving the discretized problem to optimality is proposed. The proposed approach solves the three subproblems (waypoint ordering, heading at each waypoint and motion planning between waypoints) simultaneously using two nested graph-search planners. The higher-level planner solves the waypoint ordering and heading subproblems while making calls to the lower-level planner that solves the motion planning subproblem using a lattice-based motion planner. For the higher-level motion planner A* search is used and two different heuristics, a minimal spanning tree heuristic and a nearest insertion heuristic, are proposed and optimality bounds are proven. The proposed planner is evaluated on numerical examples and compared to Dijkstras algorithm. Furthermore, the performance and observed suboptimality are investigated when the minimal spanning tree heuristic cost is inflated., Funding Agencies|Wallenberg AI, Autonomous Systems and Software Program (WASP) - Knut and Alice Wallenberg Foundation

The classical SIR model is a fundamental building block in most epidemiological models. Despite its widespread use, its properties in filtering and estimation applications are much less well explored. Independently of how the basic SIR model is integrated into more complex models, the fundamental question is whether the states and parameters can be estimated from a fusion of available numeric measurements. The problem studied in this paper focuses on the parameter and state estimation of a stochastic SIR model from assumed direct measurements of the number of infected people in the population, and the generalisation to other measurements is left for future research. In terms of parameter estimation, two components are discussed separately. The first component is model parameter estimation assuming that the all states are measured directly. The second component is state estimation assuming known parameters. These two components are combined into an iterative state and parameter estimator. This iterative method is compared to a straightforward approach based on state augmentation of the unknown parameters. Feasibility of the problem is studied from an information-theoretic point of view using the Cramer Rao Lower Bound (CRLB). Using simulated data resembling the first wave of Covid-19 in Sweden, the iterative method outperforms the state augmentation approach., Scalable Kalman Filters funded by the Swedish Research Council

Asymptotic theory for the regularized system identification has received increasing interests in recent years. In this paper, for the finite impulse response (FIR) model and filtered white noise inputs, we show the convergence in distribution of the Steins unbiased risk estimator (SURE) based hyper-parameter estimator and find factors that influence its convergence properties. In particular, we consider the ridge regression case to obtain closed-form expressions of the limit of the regression matrix and the variance of the limiting distribution of the SURE based hyper-parameter estimator, and then demonstrate their relation numerically., Funding Agencies|Thousand Youth Talents Plan funded by the central government of China - NSFC [61773329]; Shenzhen Science and Technology Innovation Council [Ji-20170189, JCY20170411102101881]; Robotic Discipline Development Fund from Shenzhen Government [2016-1418]; CUHKSZ [PF. 01.000249, 2014.0003.23]; Swedish Research Council [2019-04956]; Vinnovas center LINKSIC

If a concatenated Friedkin-Johnsen model is used to describe the evolution of the opinions of stubborn agents in a sequence of discussion events, then the social power achieved by the agents at the end of the discussions depends from the stubbornness coefficients adopted by the agents through the sequence of events. In this paper we assume that the agents are free to choose their stubbornness profiles, and ask ourselves what strategy should an agent follow in order to maximize its social power. Formulating the problem as a strategic game, we show that choosing the highest possible values of stubbornness in the early discussions leads to the highest possible social power., Funding Agencies|Swedish Research Council [2020-03701]; China Scholarship Council CSC [202004910739]; Shanghai Municipal Science and Technology Major Project [2021SHZDZX0100]; National Natural Science Foundation of China [61733018]

This paper presents a variant of the Traveling Salesman Problem (TSP) with nonholonomic constraints and dynamic obstacles, with optimal control applications in the mining industry. The problem is discretized and an approach for solving the discretized problem to optimality is proposed. The proposed approach solves the three subproblems (waypoint ordering, heading at each waypoint and motion planning between waypoints) simultaneously using two nested graph-search planners. The higher-level planner solves the waypoint ordering and heading subproblems while making calls to the lower-level planner that solves the motion planning subproblem using a lattice-based motion planner. For the higher-level motion planner A* search is used and two different heuristics, a minimal spanning tree heuristic and a nearest insertion heuristic, are proposed and optimality bounds are proven. The proposed planner is evaluated on numerical examples and compared to Dijkstras algorithm. Furthermore, the performance and observed suboptimality are investigated when the minimal spanning tree heuristic cost is inflated., Funding Agencies|Wallenberg AI, Autonomous Systems and Software Program (WASP) - Knut and Alice Wallenberg Foundation

The classical SIR model is a fundamental building block in most epidemiological models. Despite its widespread use, its properties in filtering and estimation applications are much less well explored. Independently of how the basic SIR model is integrated into more complex models, the fundamental question is whether the states and parameters can be estimated from a fusion of available numeric measurements. The problem studied in this paper focuses on the parameter and state estimation of a stochastic SIR model from assumed direct measurements of the number of infected people in the population, and the generalisation to other measurements is left for future research. In terms of parameter estimation, two components are discussed separately. The first component is model parameter estimation assuming that the all states are measured directly. The second component is state estimation assuming known parameters. These two components are combined into an iterative state and parameter estimator. This iterative method is compared to a straightforward approach based on state augmentation of the unknown parameters. Feasibility of the problem is studied from an information-theoretic point of view using the Cramer Rao Lower Bound (CRLB). Using simulated data resembling the first wave of Covid-19 in Sweden, the iterative method outperforms the state augmentation approach., Scalable Kalman Filters funded by the Swedish Research Council

The classical SIR model is a fundamental building block in most epidemiological models. Despite its widespread use, its properties in filtering and estimation applications are much less well explored. Independently of how the basic SIR model is integrated into more complex models, the fundamental question is whether the states and parameters can be estimated from a fusion of available numeric measurements. The problem studied in this paper focuses on the parameter and state estimation of a stochastic SIR model from assumed direct measurements of the number of infected people in the population, and the generalisation to other measurements is left for future research. In terms of parameter estimation, two components are discussed separately. The first component is model parameter estimation assuming that the all states are measured directly. The second component is state estimation assuming known parameters. These two components are combined into an iterative state and parameter estimator. This iterative method is compared to a straightforward approach based on state augmentation of the unknown parameters. Feasibility of the problem is studied from an information-theoretic point of view using the Cramer Rao Lower Bound (CRLB). Using simulated data resembling the first wave of Covid-19 in Sweden, the iterative method outperforms the state augmentation approach., Scalable Kalman Filters funded by the Swedish Research Council

Motion planning and decision-making while considering uncertainty is critical for an autonomous vehicle to safely and efficiently drive on a highway. This paper presents a new combined two-step approach for this problem, where a partially observable Markov decision process (POMDP) is tightly coupled with a scenario model predictive control (SCMPC) step. To generate the scenarios in the SCMPC step, the solution to the POMDP is used together with a novel scenario-reduction procedure, which selects a small representative subset of all scenarios considered in the POMDP. The resulting planner is evaluated in a simulation study where the impact of the two-step approach and the scenario-reduction method is shown., Funding Agencies|Swedens Innovation Agency

This paper presents a variant of the Traveling Salesman Problem (TSP) with nonholonomic constraints and dynamic obstacles, with optimal control applications in the mining industry. The problem is discretized and an approach for solving the discretized problem to optimality is proposed. The proposed approach solves the three subproblems (waypoint ordering, heading at each waypoint and motion planning between waypoints) simultaneously using two nested graph-search planners. The higher-level planner solves the waypoint ordering and heading subproblems while making calls to the lower-level planner that solves the motion planning subproblem using a lattice-based motion planner. For the higher-level motion planner A* search is used and two different heuristics, a minimal spanning tree heuristic and a nearest insertion heuristic, are proposed and optimality bounds are proven. The proposed planner is evaluated on numerical examples and compared to Dijkstras algorithm. Furthermore, the performance and observed suboptimality are investigated when the minimal spanning tree heuristic cost is inflated., Funding Agencies|Wallenberg AI, Autonomous Systems and Software Program (WASP) - Knut and Alice Wallenberg Foundation

Laplacian dynamics on signed graphs have a richer behavior than those on nonnegative graphs. In particular, their stability is not guaranteed a priori. Consequently, also the time-varying case must be treated with care. In particular, instabilities can occur also when switching in a family of systems each of which corresponds to a stable signed Laplacian. In the paper we obtain sufficient conditions for such a family of signed Laplacians to form a consensus set, i.e., to be stable and converging to consensus for any possible switching pattern. The conditions are that all signed Laplacian matrices are eventually exponentially positive (a Perron-Frobenius type of property) and normal., Funding Agencies|Swedish Research Council [2020-03701]; Shanghai Municipal Science and Technology Major Project [2021SHZDZX0100]; National Natural Science Foundation of China [61733018]

Motion planning and decision-making while considering uncertainty is critical for an autonomous vehicle to safely and efficiently drive on a highway. This paper presents a new combined two-step approach for this problem, where a partially observable Markov decision process (POMDP) is tightly coupled with a scenario model predictive control (SCMPC) step. To generate the scenarios in the SCMPC step, the solution to the POMDP is used together with a novel scenario-reduction procedure, which selects a small representative subset of all scenarios considered in the POMDP. The resulting planner is evaluated in a simulation study where the impact of the two-step approach and the scenario-reduction method is shown., Funding Agencies|Swedens Innovation Agency

Raman spectroscopy in conjunction with a Coded Aperture Snapshot Spectral Imaging (CASSI) system allows for detection of small amounts of explosives from stand-off distances. The obtained Compressed Sensing (CS) measurements from CASSI consists of mixed spatial and spectral information, from which a HyperSpectral Image (HSI) can be reconstructed. The HSI contains Raman spectra for all spatial locations in the scene, revealing the existence of substances. In this paper we present the possibility of utilizing a learned prior in the form of a conditional generative model for HSI reconstruction using CS. A Generative Adversarial Network (GAN) is trained using simulated samples of HSI, and conditioning on their respective CASSI measurements to refine the prior. Two different types of simulated HSI were investigated, where spatial overlap of substances was either allowed or disallowed. The results show that the developed method produces precise reconstructions of HSI from their CASSI measurements in a matter of seconds., Funding Agencies|Security Link project "Compressive Sensing for spektral detektion av explosivamnen"

Motion planning and decision-making while considering uncertainty is critical for an autonomous vehicle to safely and efficiently drive on a highway. This paper presents a new combined two-step approach for this problem, where a partially observable Markov decision process (POMDP) is tightly coupled with a scenario model predictive control (SCMPC) step. To generate the scenarios in the SCMPC step, the solution to the POMDP is used together with a novel scenario-reduction procedure, which selects a small representative subset of all scenarios considered in the POMDP. The resulting planner is evaluated in a simulation study where the impact of the two-step approach and the scenario-reduction method is shown., Funding Agencies|Swedens Innovation Agency

This paper presents a variant of the Traveling Salesman Problem (TSP) with nonholonomic constraints and dynamic obstacles, with optimal control applications in the mining industry. The problem is discretized and an approach for solving the discretized problem to optimality is proposed. The proposed approach solves the three subproblems (waypoint ordering, heading at each waypoint and motion planning between waypoints) simultaneously using two nested graph-search planners. The higher-level planner solves the waypoint ordering and heading subproblems while making calls to the lower-level planner that solves the motion planning subproblem using a lattice-based motion planner. For the higher-level motion planner A* search is used and two different heuristics, a minimal spanning tree heuristic and a nearest insertion heuristic, are proposed and optimality bounds are proven. The proposed planner is evaluated on numerical examples and compared to Dijkstras algorithm. Furthermore, the performance and observed suboptimality are investigated when the minimal spanning tree heuristic cost is inflated., Funding Agencies|Wallenberg AI, Autonomous Systems and Software Program (WASP) - Knut and Alice Wallenberg Foundation

Asymptotic theory is one of the core subjects in system identification theory and often used to assess properties of model estimators. In this paper, we focus on the asymptotic theory for the kernel-based regularized system identification and study the convergence in distribution of the generalized cross validation (GCV) based hyper-parameter estimator. It is shown that the difference between the GCV based hyper-parameter estimator and the optimal hyper-parameter estimator that minimizes the mean square error scaled by 1/root N converges in distribution to a zero mean Gaussian distribution, where N is the sample size and an expression of covariance matrix is obtained. In particular, for the ridge regression case, a closed-form expression of the variance is obtained and shows the influence of the limit of the regression matrix on the asymptotic distribution. For illustration, Monte Carlo numerical simulations are run to test our theoretical results., Funding Agencies|Thousand Youth Talents Plan funded by the central government of China - NSFC [61773329]; Shenzhen Science and Technology Innovation Council [Ji-20170189, JCY20170411102101881]; Robotic Discipline Development Fund [20161418]; Shenzhen Government [2014.0003.23]; CUHKSZ; Swedish Research Council [2019-04956]

A concatenated Friedkin-Johnsen (FJ) model is a two time-scale opinion dynamics model in which stubborn agents discuss a sequence of issues. For each issue, a FJ model is adopted, and concatenation refers to the fact that the final opinion of the agents at issue s becomes the initial condition at issue s + 1. In this paper we deal with the case in which the system is open, i.e., the group of interacting agents changes at each issue, and so does their stubbornness. A concatenated FJ model can in this case be represented as an infinite product of stochastic matrices. For such system, we obtain sufficient conditions under which the opinions of the agents converge to consensus., Funding Agencies|Swedish Research Council [2020-03701]

The pseudoinverse of a graph Laplacian is used in many applications and fields, such as for instance in the computation of the effective resistance in electrical networks, in the calculation of the hitting/commuting times for a Markov chain and in continuous-time distributed averaging problems. In this paper we show that the Laplacian pseudoinverse is in general not a Laplacian matrix but rather a signed Laplacian with the property of being an eventually exponentially positive matrix, i.e., of obeying a strong Perron-Frobenius property. We show further that the set of signed Laplacians with this structure (i.e., eventual exponential positivity) is closed with respect to matrix pseudoinversion. This is true even for signed digraphs, and provided that we restrict to Laplacians that are weight balanced also stability is guaranteed., Funding Agencies|Swedish Research Council [2020-03701]; Swedish ELLIIT program

When solving a quadratic program (QP), one can improve the numerical stability of any QP solver by performing proximal-point outer iterations, resulting in solving a sequence of better conditioned QPs. In this paper we present a method which, for a given multi-parametric quadratic program (mpQP) and any polyhedral set of parameters, determines which sequences of QPs will have to be solved when using outer proximal-point iterations. By knowing this sequence, bounds on the worst-case complexity of the method can be obtained, which is of importance in, for example, real-time model predictive control (MPC) applications. Moreover, we combine the proposed method with previous work on complexity certification for active-set methods to obtain a more detailed certification of the proximal-point methods complexity, namely the total number of inner iterations., Funding Agencies|Swedish Research Council (VR)Swedish Research Council [2017-04710]

Network reconstruction has become particularly important in systems biology, and is now expected to deliver information on causality. Systems in nature are inherently nonlinear. However, for nonlinear dynamical systems with hidden states, how to give a useful definition of dynamic networks is still an open question. This paper presents a useful definition of Boolean dynamic networks for a large class of nonlinear systems. Moreover, a robust inference method is provided. The well-known Millar-10 model in systems biology is used as a numerical example, which provides the ground truth of causal networks for key mRNAs involved in eukaryotic circadian clocks. In addition, as second contribution of this paper, we suggest definitions of linear network identifiability, which helps to unify the available work on network identifiability., Funding Agencies|Fonds National de la Recherche Luxembourg [AFR-9247977, AFR-8864515]

One-dimensional Bayesian filtering and smoothing problems can be solved numerically using a number of algorithms, even in nonlinear and non-Gaussian cases. In this educational paper we advocate for the benefits of visualizing the obtained posterior densities as complement to, e.g., estimation error analysis. In addition to a review of Bayesian filtering and smoothing and the respective point mass and particle solutions, we devise a novel algorithm for filtering when the likelihood cannot be evaluated. Several instructive examples are discussed and easily adjustable matlab code is provided as complement to this paper., Funding Agencies|project Scalable KaIman Filters - Swedish Research Council (VR)

One-dimensional Bayesian filtering and smoothing problems can be solved numerically using a number of algorithms, even in nonlinear and non-Gaussian cases. In this educational paper we advocate for the benefits of visualizing the obtained posterior densities as complement to, e.g., estimation error analysis. In addition to a review of Bayesian filtering and smoothing and the respective point mass and particle solutions, we devise a novel algorithm for filtering when the likelihood cannot be evaluated. Several instructive examples are discussed and easily adjustable matlab code is provided as complement to this paper., Funding Agencies|project Scalable KaIman Filters - Swedish Research Council (VR)

One-dimensional Bayesian filtering and smoothing problems can be solved numerically using a number of algorithms, even in nonlinear and non-Gaussian cases. In this educational paper we advocate for the benefits of visualizing the obtained posterior densities as complement to, e.g., estimation error analysis. In addition to a review of Bayesian filtering and smoothing and the respective point mass and particle solutions, we devise a novel algorithm for filtering when the likelihood cannot be evaluated. Several instructive examples are discussed and easily adjustable matlab code is provided as complement to this paper., Funding Agencies|project Scalable KaIman Filters - Swedish Research Council (VR)

One-dimensional Bayesian filtering and smoothing problems can be solved numerically using a number of algorithms, even in nonlinear and non-Gaussian cases. In this educational paper we advocate for the benefits of visualizing the obtained posterior densities as complement to, e.g., estimation error analysis. In addition to a review of Bayesian filtering and smoothing and the respective point mass and particle solutions, we devise a novel algorithm for filtering when the likelihood cannot be evaluated. Several instructive examples are discussed and easily adjustable matlab code is provided as complement to this paper., Funding Agencies|project Scalable KaIman Filters - Swedish Research Council (VR)

One-dimensional Bayesian filtering and smoothing problems can be solved numerically using a number of algorithms, even in nonlinear and non-Gaussian cases. In this educational paper we advocate for the benefits of visualizing the obtained posterior densities as complement to, e.g., estimation error analysis. In addition to a review of Bayesian filtering and smoothing and the respective point mass and particle solutions, we devise a novel algorithm for filtering when the likelihood cannot be evaluated. Several instructive examples are discussed and easily adjustable matlab code is provided as complement to this paper., Funding Agencies|project Scalable KaIman Filters - Swedish Research Council (VR)

In this paper, we study the influence of ill-conditioned regression matrix on two hyper-parameter estimation methods for the kernel-based regularization method: the empirical Bayes (EB) and the Steins unbiased risk estimator (SURE). First, we consider the convergence rate of the cost functions of EB and SURE, and we find that they have the same convergence rate but the influence of the ill-conditioned regression matrix on the scale factor are different: for upper bounds, the scale factor for SURE contains one more factor cond(Phi(T)Phi) than that of EB, where Phi is the regression matrix and cond(.) denotes the condition number of a matrix. This finding indicates that when Phi is ill-conditioned, i.e., cond(Phi(T)Phi) is large, the cost function of SURE converges slower than that of EB. Then we consider the convergence rate of the optimal hyper-parameters of EB and SURE, and we find that they are both asymptotically normally distributed and have the same convergence rate, but the influence of the ill-conditioned regression matrix on the scale factor are different. In particular, for the ridge regression case, we show that the optimal hyper-parameter of SURE converges slower than that of EB with a factor of 1/n(2), as cond(Phi(T)Phi) goes to infinity, where n is the FIR model order., Funding Agencies|Thousand Youth Talents Plan funded by the central government of China - NSFCNational Natural Science Foundation of China (NSFC) [61773329]; Shenzhen Science and Technology Innovation Council [Ji-20170189 (J-CY20170411102101881)]; Robotic Discipline Development Fund from Shenzhen Government [20161418]; CUHKSZ [2014.0003.23]; [PF. 01.000249]

Model Predictive Control (MPC) requires an optimization problem to be solved at each time step. For real-time MPC, it is important to solve these problems efficiently and to have good upper bounds on how long time the solver needs to solve them. Often for linear MPC problems, the optimization problem in question is a quadratic program (QP) that depends on parameters such as system states and reference signals. A popular class of methods for solving QPs is primal active-set methods, where a sequence of equality constrained QP subproblems are solved. This paper presents a method for computing which sequence of subproblems a primal active-set method will solve, for every parameter of interest in the parameter space. Knowledge about exactly which sequence of subproblems that will be solved can be used to compute a worst-case bound on how many iterations, and ultimately the maximum time, the active-set solver needs to converge to the solution. Furthermore, this information can be used to tailor the solver for the specific control task. The usefulness of the proposed method is illustrated on a set of MPC problems, where the exact worst-case number of iterations a primal active-set method requires to reach optimality is computed., Funding Agencies|Swedish Research Council (VR)Swedish Research Council [2017-04710]

Model Predictive Control (MPC) requires an optimization problem to be solved at each time step. For real-time MPC, it is important to solve these problems efficiently and to have good upper bounds on how long time the solver needs to solve them. Often for linear MPC problems, the optimization problem in question is a quadratic program (QP) that depends on parameters such as system states and reference signals. A popular class of methods for solving QPs is primal active-set methods, where a sequence of equality constrained QP subproblems are solved. This paper presents a method for computing which sequence of subproblems a primal active-set method will solve, for every parameter of interest in the parameter space. Knowledge about exactly which sequence of subproblems that will be solved can be used to compute a worst-case bound on how many iterations, and ultimately the maximum time, the active-set solver needs to converge to the solution. Furthermore, this information can be used to tailor the solver for the specific control task. The usefulness of the proposed method is illustrated on a set of MPC problems, where the exact worst-case number of iterations a primal active-set method requires to reach optimality is computed., Funding Agencies|Swedish Research Council (VR)Swedish Research Council [2017-04710]

Model Predictive Control (MPC) requires an optimization problem to be solved at each time step. For real-time MPC, it is important to solve these problems efficiently and to have good upper bounds on how long time the solver needs to solve them. Often for linear MPC problems, the optimization problem in question is a quadratic program (QP) that depends on parameters such as system states and reference signals. A popular class of methods for solving QPs is primal active-set methods, where a sequence of equality constrained QP subproblems are solved. This paper presents a method for computing which sequence of subproblems a primal active-set method will solve, for every parameter of interest in the parameter space. Knowledge about exactly which sequence of subproblems that will be solved can be used to compute a worst-case bound on how many iterations, and ultimately the maximum time, the active-set solver needs to converge to the solution. Furthermore, this information can be used to tailor the solver for the specific control task. The usefulness of the proposed method is illustrated on a set of MPC problems, where the exact worst-case number of iterations a primal active-set method requires to reach optimality is computed., Funding Agencies|Swedish Research Council (VR)Swedish Research Council [2017-04710]

Model Predictive Control (MPC) requires an optimization problem to be solved at each time step. For real-time MPC, it is important to solve these problems efficiently and to have good upper bounds on how long time the solver needs to solve them. Often for linear MPC problems, the optimization problem in question is a quadratic program (QP) that depends on parameters such as system states and reference signals. A popular class of methods for solving QPs is primal active-set methods, where a sequence of equality constrained QP subproblems are solved. This paper presents a method for computing which sequence of subproblems a primal active-set method will solve, for every parameter of interest in the parameter space. Knowledge about exactly which sequence of subproblems that will be solved can be used to compute a worst-case bound on how many iterations, and ultimately the maximum time, the active-set solver needs to converge to the solution. Furthermore, this information can be used to tailor the solver for the specific control task. The usefulness of the proposed method is illustrated on a set of MPC problems, where the exact worst-case number of iterations a primal active-set method requires to reach optimality is computed., Funding Agencies|Swedish Research Council (VR)Swedish Research Council [2017-04710]

Model Predictive Control (MPC) requires an optimization problem to be solved at each time step. For real-time MPC, it is important to solve these problems efficiently and to have good upper bounds on how long time the solver needs to solve them. Often for linear MPC problems, the optimization problem in question is a quadratic program (QP) that depends on parameters such as system states and reference signals. A popular class of methods for solving QPs is primal active-set methods, where a sequence of equality constrained QP subproblems are solved. This paper presents a method for computing which sequence of subproblems a primal active-set method will solve, for every parameter of interest in the parameter space. Knowledge about exactly which sequence of subproblems that will be solved can be used to compute a worst-case bound on how many iterations, and ultimately the maximum time, the active-set solver needs to converge to the solution. Furthermore, this information can be used to tailor the solver for the specific control task. The usefulness of the proposed method is illustrated on a set of MPC problems, where the exact worst-case number of iterations a primal active-set method requires to reach optimality is computed., Funding Agencies|Swedish Research Council (VR)Swedish Research Council [2017-04710]

In this paper, we analyze a Linear Quadratic (LQ) control problem in terms of the average cost and the structure of the value function. We develop a completely model-free reinforcement learning algorithm to solve the LQ problem. Our algorithm is an off-policy routine where each policy is greedy with respect to all previous value functions. We prove that the algorithm produces stable policies given that the estimation errors remain small. Empirically, our algorithm outperforms the classical Q and off-policy learning routines., Funding Agencies|Vinnova Competence Center LINK-SIC; Wallenberg Artificial Intelligence, Autonomous Systems and Software Program (WASP)

In this paper, we present a new result on robust adaptive dynamic programming for the Linear Quadratic Regulation (LQR) problem, where the linear system is subject to unmatched uncertainty. We assume that the states of the linear system are fully measurable and the matched uncertainty models unmeasurable states with an unspecified dimension. We use the small-gain theorem to give a sufficient condition such that the generated policies in each iteration of on-policy and off-policy routines guarantee robust stability of the overall uncertain system. The sufficient condition can be used to design the weighting matrices in the LQR problem. We use a simulation example to demonstrate the result., Funding Agencies|Vinnova Competence Center LINK-SIC; Wallenberg Artificial Intelligence, Autonomous Systems and Software Program (WASP)

In this paper we show that chordal structure can be used to devise efficient optimization methods for robust model predictive control problems. To this end, first the problem is converted to an equivalent robust quadratic programming formulation. We then illustrate how the chordal structure can be used to distribute the computations in a primal-dual interior-point method among computational agents, which in turn allows us to accelerate the algorithm by efficient parallel computations. We investigate performance of the framework in Julia using numerical examples., Funding Agencies|ELLIIT; Wallenberg Artificial Intelligence, Autonomous Systems and Software Program (WASP) - Knut and Alice Wallenberg Foundation

It has been shown lately that any "standard" Bayesian lower bound (BLB) on the mean squared error (MSE) of the Weiss-Weinstein family (WWF) admits a "tighter" form which upper bounds the "standard" form. Applied to the Bayesian Cramer-Rao bound (BCRB), this result suggests to redefine the concept of efficient estimator relatively to the tighter form of the BCRB, an update supported by a noteworthy example. This paper lays the foundation to revisit some Bayesian estimation problems where the BCRB is not tight in the asymptotic region., Funding Agencies|DGA/MRIS [2018.60.0072.00.470.75.01]; Excellence Center at Linkoping and Lund in Information Technology (ELLIIT)

In this paper we show that chordal structure can be used to devise efficient optimization methods for robust model predictive control problems. To this end, first the problem is converted to an equivalent robust quadratic programming formulation. We then illustrate how the chordal structure can be used to distribute the computations in a primal-dual interior-point method among computational agents, which in turn allows us to accelerate the algorithm by efficient parallel computations. We investigate performance of the framework in Julia using numerical examples., Funding Agencies|ELLIIT; Wallenberg Artificial Intelligence, Autonomous Systems and Software Program (WASP) - Knut and Alice Wallenberg Foundation

In this paper we show that chordal structure can be used to devise efficient optimization methods for robust model predictive control problems. To this end, first the problem is converted to an equivalent robust quadratic programming formulation. We then illustrate how the chordal structure can be used to distribute the computations in a primal-dual interior-point method among computational agents, which in turn allows us to accelerate the algorithm by efficient parallel computations. We investigate performance of the framework in Julia using numerical examples., Funding Agencies|ELLIIT; Wallenberg Artificial Intelligence, Autonomous Systems and Software Program (WASP) - Knut and Alice Wallenberg Foundation