Martin Corless

Sarah Boufelja Y., Anthony Quinn, Martin Corless et al.

The goal of this paper is to introduce a new theoretical framework for Optimal Transport (OT), using the terminology and techniques of Fully Probabilistic Design (FPD). Optimal Transport is the canonical method for comparing probability measures and has been successfully applied in a wide range of areas (computer vision Rubner et al. [2004], computer graphics Solomon et al. [2015], natural language processing Kusner et al. [2015], etc.). However, we argue that the current OT framework suffers from two shortcomings: first, it is hard to induce generic constraints and probabilistic knowledge in the OT problem; second, the current formalism does not address the question of uncertainty in the marginals, lacking therefore the mechanisms to design robust solutions. By viewing the OT problem as the optimal design of a probability density function with marginal constraints, we prove that OT is an instance of the more generic FPD framework. In this new setting, we can furnish the OT framework with the necessary mechanisms for processing probabilistic constraints and deriving uncertainty quantifiers, hence establishing a new extended framework, called FPD-OT. Our main contribution in this paper is to establish the connection between OT and FPD, providing new theoretical insights for both. This will lay the foundations for the application of FPD-OT in a subsequent work, notably in processing more sophisticated knowledge constraints, as well as in designing robust solutions in the case of uncertain marginals.

Martin Corless, Ankush Chakrabarty

We consider the problem of estimating the state and unknown input for a large class of nonlinear systems subject to unknown exogenous inputs. The exogenous inputs themselves are modeled as being generated by a nonlinear system subject to unknown inputs. The nonlinearities considered in this work are characterized by multiplier matrices that include many commonly encountered nonlinearities. We obtain a linear matrix inequality (LMI), that, if feasible, provides the gains for an observer which results in certified L2 performance of the error dynamics associated with the observer. We also present conditions which guarantee that the L2 norm of the error can be made arbitrarily small and investigate conditions for feasibility of the proposed LMIs.

Mingming Liu, Fabian Wirth, Martin Corless et al.

We consider a class of consensus systems driven by a nonlinear input. Such systems arise in a class of IoT applications. Our objective in this paper is to determine conditions under which a certain partially distributed system converges to a Lur'e-like scalar system, and to provide a rigorous proof of its stability. Conditions are derived for the non-uniform convergence and stability of such a system and an example is given of a speed advisory system where such a system arises in real engineering practice.