Feedback for physicists: A tutorial essay on control

Abstract: The purpose of this paper is to provide a comprehensive presentation and interpretation of the Ensemble Kalman Filter (EnKF) and its numerical implementation. The EnKF has a large user group, and numerous publications have discussed applications and theoretical aspects of it. This paper reviews the important results from these studies and also presents new ideas and alternative interpretations which further explain the success of the EnKF. In addition to providing the theoretical framework needed for using the EnKF, there is also a focus on the algorithmic formulation and optimal numerical implementation. A program listing is given for some of the key subroutines. The paper also touches upon specific issues such as the use of nonlinear measurements, in situ profiles of temperature and salinity, and data which are available with high frequency in time. An ensemble based optimal interpolation (EnOI) scheme is presented as a cost-effective approach which may serve as an alternative to the EnKF in some applications. A fairly extensive discussion is devoted to the use of time correlated model errors and the estimation of model bias.

Abstract: This book provides an introduction to the mathematics needed to model, analyze, and design feedback systems. It is an ideal textbook for undergraduate and graduate students, and is indispensable for researchers seeking a self-contained reference on control theory. Unlike most books on the subject, Feedback Systems develops transfer functions through the exponential response of a system, and is accessible across a range of disciplines that utilize feedback in physical, biological, information, and economic systems. Karl strm and Richard Murray use techniques from physics, computer science, and operations research to introduce control-oriented modeling. They begin with state space tools for analysis and design, including stability of solutions, Lyapunov functions, reachability, state feedback observability, and estimators. The matrix exponential plays a central role in the analysis of linear control systems, allowing a concise development of many of the key concepts for this class of models. strm and Murray then develop and explain tools in the frequency domain, including transfer functions, Nyquist analysis, PID control, frequency domain design, and robustness. They provide exercises at the end of every chapter, and an accompanying electronic solutions manual is available. Feedback Systems is a complete one-volume resource for students and researchers in mathematics, engineering, and the sciences.Covers the mathematics needed to model, analyze, and design feedback systems Serves as an introductory textbook for students and a self-contained resource for researchers Includes exercises at the end of every chapter Features an electronic solutions manual Offers techniques applicable across a range of disciplines

Abstract: Some of the most sensitive methods of measuring magnetic fields use interactions of resonant light with atomic vapour. Recent developments in this vibrant field have led to improvements in sensitivity and other characteristics of atomic magnetometers, benefiting their traditional applications for measurements of geomagnetic anomalies and magnetic fields in space, and opening many new areas previously accessible only to magnetometers based on superconducting quantum interference devices. We review basic principles of modern optical magnetometers, discuss fundamental limitations on their performance, and describe recently explored applications for dynamical measurements of biomagnetic fields, detecting signals in NMR and MRI, inertial rotation sensing, magnetic microscopy with cold atoms, and tests of fundamental symmetries of nature.

Abstract: 181 pages, 48 figures. In Press, Accepted Manuscript, Physics Reports 2015 Acknowledgments We are indebted with B. Sonnenschein, E. R. dos Santos, P. Schultz, C. Grabow, M. Ha and C. Choi for insightful and helpful discussions. T.P. acknowledges FAPESP (No. 2012/22160-7 and No. 2015/02486-3) and IRTG 1740. P.J. thanks founding from the China Scholarship Council (CSC). F.A.R. acknowledges CNPq (Grant No. 305940/2010-4) and FAPESP (Grants No. 2011/50761-2 and No. 2013/26416-9) for financial support. J.K. would like to acknowledge IRTG 1740 (DFG and FAPESP).

Abstract: The outstanding problem of controlling complex networks is relevant to many areas of science and engineering, and has the potential to generate technological breakthroughs as well. We address the physically important issue of the energy required for achieving control by deriving and validating scaling laws for the lower and upper energy bounds. These bounds represent a reasonable estimate of the energy cost associated with control, and provide a step forward from the current research on controllability toward ultimate control of complex networked dynamical systems.

Abstract: Preface to the Second Edition. Preface to the First Edition. Acknowledgments for the Second Edition. Acknowledgments for the First Edition. 1. Introduction and Preview. 1.1 Preview of the Book. 2. Entropy, Relative Entropy, and Mutual Information. 2.1 Entropy. 2.2 Joint Entropy and Conditional Entropy. 2.3 Relative Entropy and Mutual Information. 2.4 Relationship Between Entropy and Mutual Information. 2.5 Chain Rules for Entropy, Relative Entropy, and Mutual Information. 2.6 Jensen's Inequality and Its Consequences. 2.7 Log Sum Inequality and Its Applications. 2.8 Data-Processing Inequality. 2.9 Sufficient Statistics. 2.10 Fano's Inequality. Summary. Problems. Historical Notes. 3. Asymptotic Equipartition Property. 3.1 Asymptotic Equipartition Property Theorem. 3.2 Consequences of the AEP: Data Compression. 3.3 High-Probability Sets and the Typical Set. Summary. Problems. Historical Notes. 4. Entropy Rates of a Stochastic Process. 4.1 Markov Chains. 4.2 Entropy Rate. 4.3 Example: Entropy Rate of a Random Walk on a Weighted Graph. 4.4 Second Law of Thermodynamics. 4.5 Functions of Markov Chains. Summary. Problems. Historical Notes. 5. Data Compression. 5.1 Examples of Codes. 5.2 Kraft Inequality. 5.3 Optimal Codes. 5.4 Bounds on the Optimal Code Length. 5.5 Kraft Inequality for Uniquely Decodable Codes. 5.6 Huffman Codes. 5.7 Some Comments on Huffman Codes. 5.8 Optimality of Huffman Codes. 5.9 Shannon-Fano-Elias Coding. 5.10 Competitive Optimality of the Shannon Code. 5.11 Generation of Discrete Distributions from Fair Coins. Summary. Problems. Historical Notes. 6. Gambling and Data Compression. 6.1 The Horse Race. 6.2 Gambling and Side Information. 6.3 Dependent Horse Races and Entropy Rate. 6.4 The Entropy of English. 6.5 Data Compression and Gambling. 6.6 Gambling Estimate of the Entropy of English. Summary. Problems. Historical Notes. 7. Channel Capacity. 7.1 Examples of Channel Capacity. 7.2 Symmetric Channels. 7.3 Properties of Channel Capacity. 7.4 Preview of the Channel Coding Theorem. 7.5 Definitions. 7.6 Jointly Typical Sequences. 7.7 Channel Coding Theorem. 7.8 Zero-Error Codes. 7.9 Fano's Inequality and the Converse to the Coding Theorem. 7.10 Equality in the Converse to the Channel Coding Theorem. 7.11 Hamming Codes. 7.12 Feedback Capacity. 7.13 Source-Channel Separation Theorem. Summary. Problems. Historical Notes. 8. Differential Entropy. 8.1 Definitions. 8.2 AEP for Continuous Random Variables. 8.3 Relation of Differential Entropy to Discrete Entropy. 8.4 Joint and Conditional Differential Entropy. 8.5 Relative Entropy and Mutual Information. 8.6 Properties of Differential Entropy, Relative Entropy, and Mutual Information. Summary. Problems. Historical Notes. 9. Gaussian Channel. 9.1 Gaussian Channel: Definitions. 9.2 Converse to the Coding Theorem for Gaussian Channels. 9.3 Bandlimited Channels. 9.4 Parallel Gaussian Channels. 9.5 Channels with Colored Gaussian Noise. 9.6 Gaussian Channels with Feedback. Summary. Problems. Historical Notes. 10. Rate Distortion Theory. 10.1 Quantization. 10.2 Definitions. 10.3 Calculation of the Rate Distortion Function. 10.4 Converse to the Rate Distortion Theorem. 10.5 Achievability of the Rate Distortion Function. 10.6 Strongly Typical Sequences and Rate Distortion. 10.7 Characterization of the Rate Distortion Function. 10.8 Computation of Channel Capacity and the Rate Distortion Function. Summary. Problems. Historical Notes. 11. Information Theory and Statistics. 11.1 Method of Types. 11.2 Law of Large Numbers. 11.3 Universal Source Coding. 11.4 Large Deviation Theory. 11.5 Examples of Sanov's Theorem. 11.6 Conditional Limit Theorem. 11.7 Hypothesis Testing. 11.8 Chernoff-Stein Lemma. 11.9 Chernoff Information. 11.10 Fisher Information and the Cram-er-Rao Inequality. Summary. Problems. Historical Notes. 12. Maximum Entropy. 12.1 Maximum Entropy Distributions. 12.2 Examples. 12.3 Anomalous Maximum Entropy Problem. 12.4 Spectrum Estimation. 12.5 Entropy Rates of a Gaussian Process. 12.6 Burg's Maximum Entropy Theorem. Summary. Problems. Historical Notes. 13. Universal Source Coding. 13.1 Universal Codes and Channel Capacity. 13.2 Universal Coding for Binary Sequences. 13.3 Arithmetic Coding. 13.4 Lempel-Ziv Coding. 13.5 Optimality of Lempel-Ziv Algorithms. Compression. Summary. Problems. Historical Notes. 14. Kolmogorov Complexity. 14.1 Models of Computation. 14.2 Kolmogorov Complexity: Definitions and Examples. 14.3 Kolmogorov Complexity and Entropy. 14.4 Kolmogorov Complexity of Integers. 14.5 Algorithmically Random and Incompressible Sequences. 14.6 Universal Probability. 14.7 Kolmogorov complexity. 14.9 Universal Gambling. 14.10 Occam's Razor. 14.11 Kolmogorov Complexity and Universal Probability. 14.12 Kolmogorov Sufficient Statistic. 14.13 Minimum Description Length Principle. Summary. Problems. Historical Notes. 15. Network Information Theory. 15.1 Gaussian Multiple-User Channels. 15.2 Jointly Typical Sequences. 15.3 Multiple-Access Channel. 15.4 Encoding of Correlated Sources. 15.5 Duality Between Slepian-Wolf Encoding and Multiple-Access Channels. 15.6 Broadcast Channel. 15.7 Relay Channel. 15.8 Source Coding with Side Information. 15.9 Rate Distortion with Side Information. 15.10 General Multiterminal Networks. Summary. Problems. Historical Notes. 16. Information Theory and Portfolio Theory. 16.1 The Stock Market: Some Definitions. 16.2 Kuhn-Tucker Characterization of the Log-Optimal Portfolio. 16.3 Asymptotic Optimality of the Log-Optimal Portfolio. 16.4 Side Information and the Growth Rate. 16.5 Investment in Stationary Markets. 16.6 Competitive Optimality of the Log-Optimal Portfolio. 16.7 Universal Portfolios. 16.8 Shannon-McMillan-Breiman Theorem (General AEP). Summary. Problems. Historical Notes. 17. Inequalities in Information Theory. 17.1 Basic Inequalities of Information Theory. 17.2 Differential Entropy. 17.3 Bounds on Entropy and Relative Entropy. 17.4 Inequalities for Types. 17.5 Combinatorial Bounds on Entropy. 17.6 Entropy Rates of Subsets. 17.7 Entropy and Fisher Information. 17.8 Entropy Power Inequality and Brunn-Minkowski Inequality. 17.9 Inequalities for Determinants. 17.10 Inequalities for Ratios of Determinants. Summary. Problems. Historical Notes. Bibliography. List of Symbols. Index.

Abstract: Das Buch behandelt die Systemidentifizierung in dem theoretischen Bereich, der direkte Auswirkungen auf Verstaendnis und praktische Anwendung der verschiedenen Verfahren zur Identifizierung hat. Da ...

Abstract: The emergence of order in natural systems is a constant source of inspiration for both physical and biological sciences. While the spatial order characterizing for example the crystals has been the basis of many advances in contemporary physics, most complex systems in nature do not offer such high degree of order. Many of these systems form complex networks whose nodes are the elements of the system and edges represent the interactions between them. Traditionally complex networks have been described by the random graph theory founded in 1959 by Paul Erdohs and Alfred Renyi. One of the defining features of random graphs is that they are statistically homogeneous, and their degree distribution (characterizing the spread in the number of edges starting from a node) is a Poisson distribution. In contrast, recent empirical studies, including the work of our group, indicate that the topology of real networks is much richer than that of random graphs. In particular, the degree distribution of real networks is a power-law, indicating a heterogeneous topology in which the majority of the nodes have a small degree, but there is a significant fraction of highly connected nodes that play an important role in the connectivity of the network. The scale-free topology of real networks has very important consequences on their functioning. For example, we have discovered that scale-free networks are extremely resilient to the random disruption of their nodes. On the other hand, the selective removal of the nodes with highest degree induces a rapid breakdown of the network to isolated subparts that cannot communicate with each other. The non-trivial scaling of the degree distribution of real networks is also an indication of their assembly and evolution. Indeed, our modeling studies have shown us that there are general principles governing the evolution of networks. Most networks start from a small seed and grow by the addition of new nodes which attach to the nodes already in the system. This process obeys preferential attachment: the new nodes are more likely to connect to nodes with already high degree. We have proposed a simple model based on these two principles wich was able to reproduce the power-law degree distribution of real networks. Perhaps even more importantly, this model paved the way to a new paradigm of network modeling, trying to capture the evolution of networks, not just their static topology.

Abstract: Inspired by empirical studies of networked systems such as the Internet, social networks, and biological networks, researchers have in recent years developed a variety of techniques and models to help us understand or predict the behavior of these systems. Here we review developments in this field, including such concepts as the small-world effect, degree distributions, clustering, network correlations, random graph models, models of network growth and preferential attachment, and dynamical processes taking place on networks.