Constantino Lagoa

Sarah Hojjatinia, Constantino M. Lagoa, Fabrizio Dabbene

The paper introduces a novel methodology for the identification of coefficients of switched autoregressive linear models. We consider the case when the system's outputs are contaminated by possibly large values of measurement noise. It is assumed that only partial information on the probability distribution of the noise is available. Given input-output data, we aim at identifying switched system coefficients and parameters of the distribution of the noise which are compatible with the collected data. System dynamics are estimated through expected values computation and by exploiting the strong law of large numbers. We demonstrate the efficiency of the proposed approach with several academic examples. The method is shown to be extremely effective in the situations where a large number of measurements is available; cases in which previous approaches based on polynomial or mixed-integer optimization cannot be applied due to very large computational burden.

Cesare Donati, Martina Mammarella, Fabrizio Dabbene et al.

The aim of this paper is to present a novel physics-based framework for the identification of dynamical systems, in which the physical and structural insights are reflected directly into a backpropagation-based learning algorithm. The main result is a method to compute in closed form the gradient of a multi-step loss function, while enforcing physical properties and constraints. The derived algorithm has been exploited to identify the unknown inertia matrix of a space debris, and the results show the reliability of the method in capturing the physical adherence of the estimated parameters.

Mohammadreza Chamanbaz, Fabrizio Dabbene, Constantino Lagoa

This chapter presents recent solutions to the optimal power flow (OPF) problem in the presence of renewable energy sources (RES), {such} as solar photo-voltaic and wind generation. After introducing the original formulation of the problem, arising from the combination of economic dispatch and power flow, we provide a brief overview of the different solution methods proposed in the literature to solve it. Then, we explain the main difficulties arising from the increasing RES penetration, and the ensuing necessity of deriving robust solutions. Finally, we present the state-of-the-art techniques, with a special focus on recent methods we developed, based on the application on randomization-based methodologies.

Sarah Hojjatinia, Constantino M. Lagoa

This paper introduces a novel methodology for the identification of switching dynamics for switched autoregressive linear models. Switching behavior is assumed to follow a Markov model. The system's outputs are contaminated by possibly large values of measurement noise. Although the procedure provided can handle other noise distributions, for simplicity, it is assumed that the distribution is Normal with unknown variance. Given noisy input-output data, we aim at identifying switched system coefficients, parameters of the noise distribution, dynamics of switching and probability transition matrix of Markovian model. System dynamics are estimated using previous results which exploit algebraic constraints that system trajectories have to satisfy. Switching dynamics are computed with solving a maximum likelihood estimation problem. The efficiency of proposed approach is shown with several academic examples. Although the noise to output ratio can be high, the method is shown to be extremely effective in the situations where a large number of measurements is available.

Sahand Kiani, Constantino M. Lagoa

The synthesis of robust invariant sets for nonlinear systems has traditionally been hindered by the inherent non convexity and a strict reliance on exact analytical models. This paper presents a purely data-driven framework to compute robust polytopic contractive sets for unknown nonlinear systems operating under persistent bounded process noise and state-input constraints. Rather than attempting to identify a single, potentially nominal model, we utilize a finite data set to construct a polytopic consistency set--a rigorous geometric boundary encapsulating all possible system dynamics compatible with the noisy measurements. The core contribution of this work extends an established sufficient condition for λ contractiveness into the data-driven setting. Crucially, we prove that enforcing this condition strictly over the vertices of the consistency set guarantees robust invariance.

Sahar Hojjatinia, Constantino M. Lagoa

Developing electrophysiological recordings of brain neuronal activity and their analysis provide a basis for exploring the structure of brain function and nervous system investigation. The recorded signals are typically a combination of spikes and noise. High amounts of background noise and possibility of electric signaling recording from several neurons adjacent to the recording site have led scientists to develop neuronal signal processing tools such as spike sorting to facilitate brain data analysis. Spike sorting plays a pivotal role in understanding the electrophysiological activity of neuronal networks. This process prepares recorded data for interpretations of neurons interactions and understanding the overall structure of brain functions. Spike sorting consists of three steps: spike detection, feature extraction, and spike clustering. There are several methods to implement each of spike sorting steps. This paper provides a systematic comparison of various spike sorting sub-techniques applied to real extracellularly recorded data from a rat brain basolateral amygdala. An efficient sorted data resulted from careful choice of spike sorting sub-methods leads to better interpretation of the brain structures connectivity under different conditions, which is a very sensitive concept in diagnosis and treatment of neurological disorders. Here, spike detection is performed by appropriate choice of threshold level via three different approaches. Feature extraction is done through PCA and Kernel PCA methods, which Kernel PCA outperforms. We have applied four different algorithms for spike clustering including K-means, Fuzzy C-means, Bayesian and Fuzzy maximum likelihood estimation. As one requirement of most clustering algorithms, optimal number of clusters is achieved through validity indices for each method. Finally, the sorting results are evaluated using inter-spike interval histograms.

Fabrizio Dabbene, Didier Henrion, Constantino Lagoa

Many uncertainty sets encountered in control systems analysis and design can be expressed in terms of semialgebraic sets, that is as the intersection of sets described by means of polynomial inequalities. Important examples are for instance the solution set of linear matrix inequalities or the Schur/Hurwitz stability domains. These sets often have very complicated shapes (non-convex, and even non-connected), which renders very difficult their manipulation. It is therefore of considerable importance to find simple-enough approximations of these sets, able to capture their main characteristics while maintaining a low level of complexity. For these reasons, in the past years several convex approximations, based for instance on hyperrect-angles, polytopes, or ellipsoids have been proposed. In this work, we move a step further, and propose possibly non-convex approximations , based on a small volume polynomial superlevel set of a single positive polynomial of given degree. We show how these sets can be easily approximated by minimizing the L1 norm of the polynomial over the semialgebraic set, subject to positivity constraints. Intuitively, this corresponds to the trace minimization heuristic commonly encounter in minimum volume ellipsoid problems. From a computational viewpoint, we design a hierarchy of linear matrix inequality problems to generate these approximations, and we provide theoretically rigorous convergence results, in the sense that the hierarchy of outer approximations converges in volume (or, equivalently, almost everywhere and almost uniformly) to the original set. Two main applications of the proposed approach are considered. The first one aims at reconstruction/approximation of sets from a finite number of samples. In the second one, we show how the concept of polynomial superlevel set can be used to generate samples uniformly distributed on a given semialgebraic set. The efficiency of the proposed approach is demonstrated by different numerical examples.

Fabrizio Dabbene, Didier Henrion, Constantino Lagoa et al.

The aim of this paper is twofold: In the first part, we leverage recent results on scenario design to develop randomized algorithmsfor approximating the image set of a nonlinear mapping, that is, a (possibly noisy) mapping of a set via a nonlinear function.We introduce minimum-volume approximations which have the characteristic of guaranteeing a low probability of violation, i.e.,we admit for a probability that some points in the image set are not contained in the approximating set,but this probability is kept below a pre-specified threshold.In the second part of the paper, this idea is then exploited to develop a new family of randomized prediction-corrector filters.These filters represent a natural extension and rapprochement of Gaussian and set-valued filters,and bear similarities with modern tools such as particle filters.