论文标题

部分可观测时空混沌系统的无模型预测

A Distributed Adaptive Algorithm for Non-Smooth Spatial Filtering Problems

论文作者

Hovine, Charles, Bertrand, Alexander

论文摘要

储层计算是预测湍流的有力工具,其简单的架构具有处理大型系统的计算效率。然而,其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间,然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用,该系统模拟了湍流的若干特征。我们表明,使用径向基函数作为非线性投影器,即使只有部分观测并且不知道控制方程,也能稳健地捕捉复杂的系统非线性。最后,我们表明,当测量稀疏、不完整且带有噪声,甚至控制方程变得不准确时,我们的网络仍然可以产生相当准确的预测,从而为实际湍流系统的无模型预测铺平了道路。

Computing the optimal solution to a spatial filtering problems in a Wireless Sensor Network can incur large bandwidth and computational requirements if an approach relying on data centralization is used. The so-called distributed adaptive signal fusion (DASF) algorithm solves this problem by having the nodes collaboratively solve low-dimensional versions of the original optimization problem, relying solely on the exchange of compressed views of the sensor data between the nodes. However, the DASF algorithm has only been shown to converge for filtering problems that can be expressed as smooth optimization problems. In this paper, we explore an extension of the DASF algorithm to a family of non-smooth spatial filtering problems, allowing the addition of non-smooth regularizers to the optimization problem, which could for example be used to perform node selection, and eliminate nodes not contributing to the filter objective, therefore further reducing communication costs. We provide a convergence proof of the non-smooth DASF algorithm and validate its convergence via simulations in both a static and adaptive setting.

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