Optical stationary control of a linear system with state-dependent noise
Optical stationary control of linear control system with state dependent Gaussian noise
STOCHASTIC PROCESS↗
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Optimal stationary control of a linear system with state-dependent noise.
Linear optimal stationary control system with state dependent white noise disturbances described by differential equation
STEADY STATE↗
On optimal control of linear systems in the presence of multiplicative noise
This correspondence considers the problem of optimal regulator design for discrete time linear systems subjected to white state-dependent and control-dependent noise in addition to additive white noise in the input and the observations. A pseudo-deterministic problem is first defined in which multiplicative and additive input disturbances are present, but noise-free measurements of the complete state vector are available. This problem is solved via discrete dynamic programming. Next is formulated the problem in which the number of measurements is less than that of the state variables and the measurements are contaminated with state-dependent noise. The inseparability of control and estimation is brought into focus, and an 'enforced separation' solution is obtained via heuristic reasoning in which the control gains are shown to be the same as those in the pseudo-deterministic problem. An optimal linear state estimator is given in order to implement the controller.
Joshi, S. M.↗
Two-Stage Estimation and Variance Modeling for Latency-Constrained Variational Quantum Algorithms
The quantum approximate optimization algorithm (QAOA) has enjoyed increasing attention in noisy, intermediate-scale quantum computing with its application to combinatorial optimization problems. QAOA has the potential to demonstrate a quantum advantage for NP-hard combinatorial optimization problems. As a hybrid quantum-classical algorithm, the classical component of QAOA resembles a simulation optimization problem in which the simulation outcomes are attainable only through a quantum computer. The simulation that derives from QAOA exhibits two unique features that can have a substantial impact on the optimization process: (i) the variance of the stochastic objective values typically decreases in proportion to the optimality gap, and (ii) querying samples from a quantum computer introduces an additional latency overhead. In this paper, we introduce a novel stochastic trust-region method derived from a derivative-free, adaptive sampling trust-region optimization method intended to efficiently solve the classical optimization problem in QAOA by explicitly taking into account the two mentioned characteristics. The key idea behind the proposed algorithm involves constructing two separate local models in each iteration: a model of the objective function and a model of the variance of the objective function. Exploiting the variance model allows us to restrict the number of communications with the quantum computer and also helps navigate the nonconvex objective landscapes typical in QAOA optimization problems. In conclusion, we numerically demonstrate the superiority of our proposed algorithm using the SimOpt library and Qiskit when we consider a metric of computational burden that explicitly accounts for communication costs.
Derivative-free Optimization↗
A Model Predictive Control Approach for In-Flight Acoustic Constraint Compliance
Vehicle noise remains one of the major barriers to public acceptance of Urban Air Mobility-class aircraft. This work focuses on motion planning for aircraft in noise-sensitive areas. A nonlinear Model Predictive Path Integral~(MPPI) control law is used to generate a finite-horizon trajectory that satisfies acoustic level constraints at a set of observer locations. The MPPI framework places no restrictions on the class of state-dependent cost functionals that can be employed, making it well-suited for use with sophisticated acoustic models and metrics, in addition to dynamic and mission-relevant constraints. The proposed control law is also suitable for implementation in a real-time application. A simulation example demonstrates the ability of the controller to modify the flight trajectory in order to satisfy acoustic constraints at multiple measurement locations.
Aircraft motion planning↗
A Model Predictive Control Approach for In-Flight Acoustic Constraint Compliance
Vehicle noise remains one of the major barriers to public acceptance of Urban Air Mobility class aircraft. This work focuses on motion planning for aircraft in noise-sensitive areas. A nonlinear Model Predictive Path Integral (MPPI) control law is used to generate a finite horizon trajectory that satisfies acoustic level constraints at a set of (three-dimensional) observer locations. The MPPI framework places no restrictions on the class of state-dependent cost functionals that can be employed, making it well-suited for use with sophisticated acoustic models and metrics, in addition to dynamic and mission-relevant constraints. The model predictive control architecture is also suitable for implementation in a real-time application. A simulation example demonstrates the ability of the controller to modify the flight trajectory in order to satisfy acoustic constraints at multiple measurement locations.
acoustically-aware vehicle↗
A Model Predictive Control Approach for In-Flight Acoustic Constraint Compliance
Vehicle noise remains one of the major barriers to public acceptance of Urban Air Mobility-class aircraft. This work focuses on motion planning for aircraft in noise-sensitive areas. A nonlinear Model Predictive Path Integral (MPPI) control law is used to generate a finite-horizon trajectory that satisfies acoustic level constraints at a set of (three-dimensional) observer locations. The MPPI framework places no restrictions on the class of state-dependent cost functionals that can be employed, making it well-suited for use with sophisticated acoustic models and metrics, in addition to dynamic and mission-relevant constraints. The model predictive control architecture is also suitable for implementation in a real-time application. A simulation example demonstrates the ability of the controller to modify the flight trajectory in order to satisfy acoustic constraints at multiple measurement locations.
acoustically-aware vehicle↗
State Dependent Optimization with Quantum Circuit Cutting
Quantum circuits can be reduced through optimization to better fit the constraints of quantum hardware. One such method, initial-state dependent optimization (ISDO), reduces gate count by leveraging knowledge of the input quantum states. Surprisingly, we found that ISDO is broadly applicable to the downstream circuits produced by circuit cutting. Circuit cutting also requires measuring upstream qubits and has some flexibility of selection observables to do reconstruction. Therefore, we propose a state-dependent optimization (SDO) framework that incorporates ISDO, our newly proposed measure-state dependent optimization (MSDO), and a biased observable selection strategy. Building on the strengths of the SDO framework and recognizing the scalability challenges of circuit cutting, we propose nonseparate circuit cutting-a more flexible approach that enables optimizing gates without fully separating them. We validate our methods on noisy simulations of QAOA, QFT, and BV circuits. Results show that our approach consistently mitigates noise and improves overall circuit performance, demonstrating its promise for enhancing quantum algorithm execution on near-term hardware.
Li, Xinpeng↗
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↗