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At least 37 records · Page 2

Resilient Reinforcement in Secure State Estimation against Sensor Attacks with a priori Information

This paper deals with the state estimation problem in the presence of malicious sensor attacks. Unlike the existing work, in this paper, we address the problem with a priori information of the state to be estimated. Specifically, we address three prior knowledge: the sparsity information, (alpha, n_0)-sparsity information, and side information, and in each scenario, we show that the state can be reconstructed even if more sensors are compromised. This implies that the prior information reinforces the system resilience against sensor attacks. Then, an estimator under sensor attacks considering the information is developed and, under a certain condition, the estimator can be relaxed into a tractable convex optimization problem. Further, we extend this analysis to systems in presence of measurement noises, and it is shown that the prior information reduces the state-estimation error caused by the noise. Here, the numerical simulations in a diffusion process finally illustrate the reinforcement and error-reduction results with the information.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Numerical characterization of support recovery in sparse regression with correlated design

Sparse regression is employed in diverse scientific settings as a feature selection method. A pervasive aspect of scientific data is the presence of correlations between predictive features. These correlations hamper both feature selection and estimation and jeopardize conclusions drawn from estimated models. On the other hand, theoretical results on sparsity-inducing regularized regression have largely addressed conditions for selection consistency via asymptotics, and disregard the problem of model selection, whereby regularization parameters are chosen. In this numerical study, we address these issues through exhaustive characterization of the performance of several regression estimators, coupled with a range of model selection strategies. These estimators and selection criteria were examined across correlated regression problems with varying degrees of signal to noise, distributions of non-zero model coefficients, and model sparsity. Our results reveal a fundamental tradeoff between false positive and false negative control in all regression estimators and model selection criteria examined. Additionally, we numerically explore a transition point modulated by the signal-to-noise ratio and spectral properties of the design covariance matrix at which the selection accuracy of all considered algorithms degrades. Overall, we find that SCAD coupled with BIC or empirical Bayes model selection performs the best feature selection across the regression problems considered.

97 MATHEMATICS AND COMPUTING↗

Derivative-based SINDy (DSINDy): Addressing the challenge of discovering governing equations from noisy data

Recent advances in the field of data-driven dynamics allow for the discovery of ODE systems using state measurements. One approach, known as Sparse Identification of Nonlinear Dynamics (SINDy), assumes the dynamics are sparse within a predetermined basis in the states and finds the expansion coefficients through linear regression with sparsity constraints. This approach requires an accurate estimation of the state time derivatives, which is not necessarily possible in the high-noise regime without additional constraints. We present an approach called Derivative-based SINDy (DSINDy) that combines two novel methods to improve ODE recovery at high-noise levels. First, we denoise the state variables by applying a projection operator that leverages the assumed basis for the system dynamics. Second, we use a second order cone program (SOCP) to find the derivative and governing equations simultaneously. We derive theoretical results for the projection-based denoising step, which allow us to estimate the values of hyperparameters used in the SOCP formulation. This underlying theory helps limit the number of required user-specified parameters. Finally, we present results demonstrating that our approach leads to improved system recovery for the Van der Pol oscillator, the Duffing oscillator, the Rössler attractor, and the Lorenz 96 model.

97 MATHEMATICS AND COMPUTING↗

Sparse regression for plasma physics

Many scientific problems can be formulated as sparse regression, i.e., regression onto a set of parameters when there is a desire or expectation that some of the parameters are exactly zero or do not substantially contribute. This includes many problems in signal and image processing, system identification, optimization, and parameter estimation methods such as Gaussian process regression. Sparsity facilitates exploring high-dimensional spaces while finding parsimonious and interpretable solutions. In the present work, we illustrate some of the important ways in which sparse regression appears in plasma physics and point out recent contributions and remaining challenges to solving these problems in this field. Further, a brief review is provided for the optimization problem and the state-of-the-art solvers, especially for constrained and high-dimensional sparse regression.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Variational Dirichlet Blur Kernel Estimation

Blind image deconvolution involves two key objectives: 1) latent image and 2) blur estimation. For latent image estimation, we propose a fast deconvolution algorithm, which uses an image prior of nondimensional Gaussianity measure to enforce sparsity and an undetermined boundary condition methodology to reduce boundary artifacts. For blur estimation, a linear inverse problem with normalization and nonnegative constraints must be solved. However, the normalization constraint is ignored in many blind image deblurring methods, mainly because it makes the problem less tractable. In this paper, we show that the normalization constraint can be very naturally incorporated into the estimation process by using a Dirichlet distribution to approximate the posterior distribution of the blur. Making use of variational Dirichlet approximation, we provide a blur posterior approximation that considers the uncertainty of the estimate and removes noise in the estimated kernel. Furthermore, experiments with synthetic and real data demonstrate that the proposed method is very competitive to the state-of-the-art blind image restoration methods.

97 MATHEMATICS AND COMPUTING↗

MO-G-17A-05: PET Image Deblurring Using Adaptive Dictionary Learning

Purpose: The aim of this work is to deblur PET images while suppressing Poisson noise effects using adaptive dictionary learning (DL) techniques. Methods: The model that relates a blurred and noisy PET image to the desired image is described as a linear transform y=Hm+n where m is the desired image, H is a blur kernel, n is Poisson noise and y is the blurred image. The approach we follow to recover m involves the sparse representation of y over a learned dictionary, since the image has lots of repeated patterns, edges, textures and smooth regions. The recovery is based on an optimization of a cost function having four major terms: adaptive dictionary learning term, sparsity term, regularization term, and MLEM Poisson noise estimation term. The optimization is solved by a variable splitting method that introduces additional variables. We simulated a 128×128 Hoffman brain PET image (baseline) with varying kernel types and sizes (Gaussian 9×9, σ=5.4mm; Uniform 5×5, σ=2.9mm) with additive Poisson noise (Blurred). Image recovery was performed once when the kernel type was included in the model optimization and once with the model blinded to kernel type. The recovered image was compared to the baseline as well as another recovery algorithm PIDSPLIT+ (Setzer et. al.) by calculating PSNR (Peak SNR) and normalized average differences in pixel intensities (NADPI) of line profiles across the images. Results: For known kernel types, the PSNR of the Gaussian (Uniform) was 28.73 (25.1) and 25.18 (23.4) for DL and PIDSPLIT+ respectively. For blinded deblurring the PSNRs were 25.32 and 22.86 for DL and PIDSPLIT+ respectively. NADPI between baseline and DL, and baseline and blurred for the Gaussian kernel was 2.5 and 10.8 respectively. Conclusion: PET image deblurring using dictionary learning seems to be a good approach to restore image resolution in presence of Poisson noise. GE Health Care.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Hierarchical ensemble Kalman methods with sparsity-promoting generalized gamma hyperpriors

This paper introduces a computational framework to incorporate flexible regularization techniques in ensemble Kalman methods, generalizing the iterative alternating scheme to nonlinear inverse problems. The proposed methodology approximates the maximum a posteriori (MAP) estimate of a hierarchical Bayesian model characterized by a conditionally Gaussian prior and generalized gamma hyperpriors. Suitable choices of hyperparameters yield sparsity-promoting regularization. We propose an iterative algorithm for MAP estimation, which alternates between updating the unknown with an ensemble Kalman method and updating the hyperparameters in the regularization to promote sparsity. Here, the effectiveness of our methodology is demonstrated in several computed examples, including compressed sensing and subsurface flow inverse problems.

Ensemble Kalman methods↗

Sparse Overcomplete Denoising: Aggregation Versus Global Optimization

Denoising is often addressed via sparse coding with respect to an overcomplete dictionary. There are two main approaches when the dictionary is composed of translates of an orthonormal basis. The first, traditionally employed by techniques such as wavelet cycle spinning, separately seeks sparsity w.r.t. each translate of the orthonormal basis, solving multiple partial optimizations and obtaining a collection of sparse approximations of the noise-free image, which are aggregated together to obtain a final estimate. The second approach, recently employed by convolutional sparse representations, instead seeks sparsity over the entire dictionary via a global optimization. It is tempting to view the former approach as providing a suboptimal solution of the latter. In this letter, we analyze whether global sparsity is a desirable property, and under what conditions the global optimization provides a better solution to the denoising problem. In particular, our experimental analysis shows that the two approaches attain comparable performance in case of natural images and global optimization outperforms the simpler aggregation of partial estimates only when the image admits an extremely sparse representation. Here, we explain this phenomenon by separately studying the bias and variance of these solutions, and by noting that the variance of the global solution increases very rapidly as the original signal becomes less and less sparse.

97 MATHEMATICS AND COMPUTING↗

Attack-Resilient Weighted $\ell_{1}$ Observer with Prior Pruning

Security related questions for Cyber Physical Systems (CPS) have attracted much research attention in searching for novel methods for attack-resilient control and/or estimation. Specifically, false data injection attacks (FDIAs) have been shown to be capable of bypassing bad data detection (BDD), while arbitrarily compromising the integrity of state estimators and robust controller even with very sparse measurements corruption. Moreover, based on the inherent sparsity of pragmatic attack signals, ℓ1 -minimization scheme has been used extensively to improve the design of attack-resilient estimators. For this, the theoretical maximum for the percentage of compromised nodes that can be accommodated has been shown to be 50%. In order to guarantee correct state recoveries for larger percentage of attacked nodes, researchers have begun to incorporate prior information into the underlying resilient observer design framework. For the most pragmatic cases, this prior information is often obtained through some data-driven machine learning process. Existing results have shown strong positive correlation between the tolerated attack percentages and the precision of the prior information. In this paper, we present a pruning method to improve the precision of the prior information, given corresponding stochastic uncertainty characteristics of the underlying machine learning model. Then a weighted ℓ1 -minimization is proposed based on the pruned prior. The theoretical and simulation results show that the pruning method significantly improves the observer performance for much larger attack percentages, even when moderately accurate machine learning model used.

Resilient observer, Cyber-physical systems, prunin↗

Data-Driven Distributed Algorithms for Estimating Eigenvalues and Eigenvectors of Interconnected Dynamical Systems

Here, the paper presents data-driven algorithms to estimate in a distributed manner the eigenvalues, right and left eigenvectors of an unknown linear (or linearized) interconnected dynamic system. In particular, the proposed algorithms do not require the identification of the system model in advance before performing the estimation. As a first step, we consider interconnected dynamical system with distinct eigenvalues. The proposed strategy first estimates the eigenvalues using the well-known Prony method. The right and left eigenvectors are then estimated by solving distributively a set of linear equations. One important feature of the proposed algorithms is that the topology of communication network used to perform the distributed estimation can be chosen arbitrarily, given that it is connected, and is also independent of the structure or sparsity of the system (state) matrix. The proposed distributed algorithms are demonstrated via a numerical example.

97 MATHEMATICS AND COMPUTING↗

A Differentiable Hydrology Approach for Modeling With Time-Varying Parameters

In the analysis of observational data with mathematical models, it is often desirable to let one or more model parameters vary with time to account for changing environmental conditions or to offer more flexibility. A standard approach for dynamic models is to allow for the number of parameters to grow as a function of time, leading to a high-dimensional inference problem for long data records. We propose using Hamiltonian Monte Carlo, a gradient-based Markov chain Monte Carlo (MCMC) method, to perform Bayesian inference for time-varying parameters (TVP) in hydrology models. As derivatives of model error functions with regard to parameters are not available in closed form, we implemented the GR4J rainfall-runoff models in Theano/PyMC3, and Jax/NumPyro, allowing for the application of automatic differentiation techniques. A simulation experiment assessing the viability of these methods for recovering underlying temporal variation in parameters indicates that a discrete Gaussian random walk-based prior appears to be best suited across a range of scenarios while the continuous-time Gaussian process compares relatively poorly. In an analysis of 20 years of daily real-world streamflow records from the Model Parameter Estimation Experiment (MOPEX) hydrology data set with increasing data sparsity and at multiple temporal resolutions, we find that TVP inference with gradient-based MCMC is a flexible and reliable approach for analyzing hydrology models with dynamic parameter sets.

54 ENVIRONMENTAL SCIENCES↗

Sparse signal reconstruction from polychromatic X-ray CT measurements via mass attenuation discretization

We propose a method for reconstructing sparse images from polychromatic x-ray computed tomography (ct) measurements via mass attenuation coefficient discretization. The material of the inspected object and the incident spectrum are assumed to be unknown. We rewrite the Lambert-Beer’s law in terms of integral expressions of mass attenuation and discretize the resulting integrals. We then present a penalized constrained least-squares optimization approach for reconstructing the underlying object from log-domain measurements, where an active set approach is employed to estimate incident energy density parameters and the nonnegativity and sparsity of the image density map are imposed using negative-energy and smooth ℓ{sub 1}-norm penalty terms. We propose a two-step scheme for refining the mass attenuation discretization grid by using higher sampling rate over the range with higher photon energy, and eliminating the discretization points that have little effect on accuracy of the forward projection model. This refinement allows us to successfully handle the characteristic lines (Dirac impulses) in the incident energy density spectrum. We compare the proposed method with the standard filtered backprojection, which ignores the polychromatic nature of the measurements and sparsity of the image density map. Numerical simulations using both realistic simulated and real x-ray ct data are presented.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Hierarchical Bayesian Inverse Problems: A High-Dimensional Statistics Viewpoint

This paper analyzes hierarchical Bayesian inverse problems using techniques from highdimensional statistics. Furthermore, our analysis leverages a property of hierarchical Bayesian regularizers that we call approximate decomposability to obtain non-asymptotic bounds on the reconstruction error attained by maximum a posteriori estimators. The new theory explains how hierarchical Bayesian models that exploit sparsity, group sparsity, and sparse representations of the unknown parameter can achieve accurate reconstructions in high-dimensional settings.

MAP estimation↗

Suppressing simulation bias in multi-modal data using transfer learning

Abstract Many problems in science and engineering require making predictions based on few observations. To build a robust predictive model, these sparse data may need to be augmented with simulated data, especially when the design space is multi-dimensional. Simulations, however, often suffer from an inherent bias. Estimation of this bias may be poorly constrained not only because of data sparsity, but also because traditional predictive models fit only one type of observed outputs, such as scalars or images, instead of all available output data modalities, which might have been acquired and simulated at great cost. To break this limitation and open up the path for multi-modal calibration, we propose to combine a novel, transfer learning technique for suppressing the bias with recent developments in deep learning, which allow building predictive models with multi-modal outputs. First, we train an initial neural network model on simulated data to learn important correlations between different output modalities and between simulation inputs and outputs. Then, the model is partially retrained, or transfer learned, to fit the experiments; a method that has never been implemented in this type of architecture. Using fewer than 10 inertial confinement fusion experiments for training, transfer learning systematically improves the simulation predictions while a simple output calibration, which we design as a baseline, makes the predictions worse. We also offer extensive cross-validation with real and carefully designed synthetic data. The method described in this paper can be applied to a wide range of problems that require transferring knowledge from simulations to the domain of experiments.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Data-Driven Closures and Assimilation for Stiff Multiscale Random Dynamics

Here, we introduce a data-driven and physics-informed framework for propagating uncertainty in stiff, multiscale random ordinary differential equations (RODEs) driven by correlated (colored) noise. Unlike systems subjected to Gaussian white noise, a deterministic equation for the joint probability density function (PDF) of RODE state variables does not exist in closed form. Moreover, such an equation would require as many phase-space variables as there are states in the RODE system. To alleviate this curse of dimensionality, we instead derive exact, albeit unclosed, reduced-order PDF (RoPDF) equations for low-dimensional observables/quantities of interest. The unclosed terms take the form of state-dependent conditional expectations, which are directly estimated from data at sparse observation times. However, for systems exhibiting stiff, multiscale dynamics, data sparsity introduces regression discrepancies that compound during RoPDF evolution. This is overcome by introducing a kinetic-like defect term to the RoPDF equation, which is learned by assimilating in sparse, low-fidelity RoPDF estimates. Two assimilation methods are considered, namely nudging and deep neural networks, which are successfully tested against Monte Carlo simulations.

97 MATHEMATICS AND COMPUTING↗

Resilient Consensus State Observer for Nonlinear Systems and Against Attacks

Herein, we investigate the design of a resilient consensus observer that yields correct and continuous state estimates of a nonlinear control system whose state observations are subject to attacks. The observations are assumed to be obtained from multiple sensors and/or communication channels employed to provide redundancy. It is shown that, in an attack-free setting, individual globally convergent observers can be designed for each sensor/channel using the corresponding state-dependent Jacobian system. To counter attacks, a resilient consensus observer is then designed by merging the observers estimates to produce a smooth consensus estimate. Resilient convergence of the consensus estimate to the true state is ensured under the condition that the sparsity of the attacks being less than a half of the number of redundant channels. As an illustrative example, the proposed scheme is successfully applied to the chaotic circuit synchronization problem in which their synchronization has been attacked.

97 MATHEMATICS AND COMPUTING↗