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General Information
Institute of Information Theory and Au-tomation is a research institute of the Academyof Sciences of the Czech Republic. It is con-cerned with the development of control, informa-tion and computer sciences including in particu-lar system theory and random processes from thepoint of view of mathematical modelling, decisionmaking, automatic control and signal processing.
Mailing Address: P. O. Box 18182 08 Prague 8Czech Republic
Visiting Address: Pod Vodarenskou vezı 4Praha 8 – Liben
Tel.: (+420) 286 890 298Fax: (+420) 286 890 378e-mail: [email protected]: http://www.utia.cas.cz
How To Get There
The Institute is situated in the Hornı Liben neigh-borhood of Prague, close to Dablice, Kobylisy andProsek.
By public transportation: From the centerof Prague, use the METRO line C to the ter-minal station “Ladvı”. The Institute is within awalking distance (see Map 1).
By car: From the center of Prague, go across“Barikadnıku” bridge and along “V Holeso-vickach” street to the “Vychovatelna” cross-ing. Then continue by “Davıdkova” street (seeMap 2).
History and ProfessionalBackground
The Institute of Information Theory and Au-tomation (UTIA) was established in 1959 bya merger between two academic laboratories: theDepartment of Information Theory of the Insti-tute for Radiotechnics and Electronics, and theLaboratory for Automation and Telemechanics.UTIA has been pursuing basic research in sys-tems, control, and information sciences. Inthe 1960s it achieved significant results on theentropy of various sources and on the capacity ofinformation channels with memory. An algebraicapproach to control system design was mainly de-veloped in the 1970s; it yielded many importantresults, among them parametrization of all stabi-lizing controllers. The main contributions of the1980s included Bayesian approach to self-tuning
control, theory of Renyi distances in probabilityspaces, and a method of mathematical modellingof large-scale gas-distribution networks. Main de-velopments in the 1990s were in recursive non-linear estimation, usual data reconstruction andpattern recognition. Recently, the main attentionhas been focused on various advanced meth-ods of data processing and mathematicalmodelling of real-world phenomena (see alsopages of particular research departments).
The scientific library of UTIA contains morethan 32,000 books and journals. The IT systemincludes a Local Area Network with HP 720 work-stations and PCs and is periodically upgradedand extended. UTIA is also the administratorof the Academy of Sciences network domain, andin 1997 – 2002 the Institute was responsible forthe administration of the whole Mazanka Cam-pus with 7 institutes of the Academy. Since 2006,the Institute is responsible for the new EconomicInformation System of the Academy of Sciences.
UTIA publishes the scientific journal Kyber-netika, and supports the edition of the Bulletinof the Czech Econometric Society .
The information bellow concerns year 2006.In January 2007 UTIA becomes Public Rese-arch Institution which includes new legal statusand new control bodies.
Institute Representatives
Director:Prof. RNDr. Milan Mares, DrSc.
Vice–Directors:RNDr. Martin Janzura, CSc.– researchMgr. Jirı Fidler, CSc. – management
Scientific Board:Prof. Ing. Jan Flusser, DrSc. – chairmanDoc. Ing. Michal Haindl, DrSc.Prof. Radim Jirousek, DrSc.Ing. Jirı Kadlec, CSc.Prof.Ing. Vladimır Kucera, DrSc.– external memberIng. Rudolf Kulhavy, DrSc.– external memberDoc.Ing. Edita Pelantova , CSc.– external memberKarel Sladky, CSc.Igor Vajda, DrSc.
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Staff and Departments
The Institute staff consists of (as of December 31,2006):
Category Quantity
Research:Full-time researchers: 63Part-time researchers: 33Research assistants: 25Doctoral students: 26
Support:Administrative and technical: 43IT department, information-retrieval system: 12Economic Information System of Academy: 10
Among the 121 researchers, 15 are women.The average age of the members of research de-partments is 39 years.
List of research departments (in alphabeticorder) and brief characterizations of their orien-tations:
Adaptive Systemssystem identification, adaptive control and signalprocessing
Control Theorylinear systems, robust control, nonlinear systems,optimal control
Decision-Making Theoryartificial intelligence, discrete systems, variationalmethods, optimization
Econometricsstochastic models in econometrics
Image Processingrestoration of multi-source images
Pattern Recognitionpattern recognition, random fields, neural nets
Signal Processingsignal processing implementation, rapid proto-typing, programmable logic design
Stochastic Informaticsmathematical statistics, information theory, sto-chastic systems.
Budget
The total annual budget amounts to about 140mil. CZK including the costs connected with theimplementation of the Economic Information Sys-tem of Academy.
Out of this total budget, the research grants,projects and analogous activities amount 65 mil.CZK (i.e., about 46 %).
Annual Publication Activities
Full list of publications is available at the Insti-tute website.
Breakdown of publications’ quantity by typeis shown in the table below:
Type QuantityBook / monograph 1Part (chapter) of a book 3Dissertation 2Proceedings of an internat. conference 3Proceedings of a Czech conference 3Article in a scientific journal 74Contribution at an internat. conference 122Contribution at a Czech conference 24Abstract 26Research report 21Electronic document 5Total 284
Conferences Organized andCo-Organized by the Institute
• 7th Prague Symposium on Asymptotic Sta-tistics and 15th Prague Conference on Infor-mation Theory, Statistical Decision Func-tions and Random Processes “Prague Sto-chastics 2006”, 21.-25. 8. 2006, Praha
• 7th Int. PhD Workshop “Young GenerationView-point”, 25.-30. 9. 2006, Hruba Skala
• The third European Workshop on Proba-bilistic Graphical Models, 12.-15. 9. 2006,Praha
• Spring School on Variation Analysis, April2006, Paseky
• 7th Workshop on Uncertainty Processing“WUPES06”, 16.-20. 9. 2006, Mikulov
• International Workshop “Data-Algorithms-Decision Making” (organized by ResearchCentre DAR), 9.-12. 12. 2006, Trest
• Robotics in IST FP7, 7. 11. 2006, Praha
• Transition of the Academy Institutesto v.v.i.-implications for running FP6projects, 14. 11. 2006, Praha
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Cooperation with CzechUniversities
The Institute closely cooperates with 8 fac-ulties of 4 universities. Beyond that frame-work, Institute members participate in individ-ual projects that involve further 7 faculties and3 universities. The top forms of the cooperationare:
Joint Research Centers
• ”SALOME” - Joint Laboratory with Man-agement Faculty of the Prague EconomicUniversity
• ”Center for Monetary Macro-dynamics” -Joint Laboratory with Faculty of Financeof the Prague Economic University
• ”CAK II” - Applied Cybernetics Centerwith the Czech Technical University inPrague and other 12 partners
• ”DAR” - Research Center: Data-Algorithms- Decision Making, UTIA andother 8 partners
• ”CQR” - The Center of Quality and Reli-ability with the Czech Technical Universityin Prague and other 5 partners
• ”CZVDEE” - Center for Basic Research inDynamic Economics and Econometrics withthe Prague Economic University and other2 universities
Joint Accreditations
This form of cooperation covers accreditationsfor training of doctoral students. Details can befound under Doctoral Studies.
Doctoral Studies
UTIA provides training to about 70 doc-toral students in cooperation with the univer-sities.The Institute has achieved joint accredi-tation licence for organizing post-graduate studyprogrammes with the following faculties:
• Faculty of Mathematics and Physics,Charles University, Prague program-mes Computer science; Software systems;Probability and mathematical statistics;Econometrics; and Operations research
• Nuclear Engineering Faculty, CzechTechnical University, Prague pro-gramme Applications of Science
• Electrical Engineering Faculty, CzechTechnical University, Prague program-me Artificial intelligence and bio-cybernetics within the programme Elec-trical Engineering and Informatics
• Faculty of Management, Universityof Economics, Jindrichuv Hradecprogramme Management
Doctoral studies at the Institute have beenquickly developing as a promising direction ofmutually advantageous cooperation between theAcademy of Sciences and various universities. Allstudents interested in taking their doctoral stud-ies at the Institute of Information Theory andAutomation are encouraged to contact the Insti-tute representatives; they will be provided withmore detailed information and answers to theirquestions concerning such studies.
International Cooperation
The Institute participates in research and/or co-ordination under 20 international contractsand agreements with foreign subjects (researchinstitutes and universities).
The international joint projects are mentionedin Grants and Projects.
45 outstanding foreign researchers have vis-ited the Institute in 2006. The members of the In-stitute have travelled abroad 210 times including175 active participations at international confer-ences with 149 lectures (24 of them were invited).Moreover 2 members of the Institute presentedlectures at foreign universities.
23 researchers are members of committees ofinternational scientific organizations.
Grants and Projects
The Institute is the principal holder of a largeresearch project - Center of Applied Research”Data-Algorithms-Decisions” supported by theMinistry of Education, Youth and Sports underthe number 1M0572. We coordinate the relatedresearch teams from the Institute and eight co-holders, namely:
• West Bohemian University, Faculty of Ap-plied Science, Plzen,
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• Technical University, Faculty of ElectricalEngineering and Communication technolo-gies, Brno,
• University of Ostrava, Institute for the Re-search and Applications of Fuzzy Models,
• Empo Company, Praha,
• Compureg Company, Plzen,
• ELTODO, Transport Systems Company,Praha,
• OASA Computers Company, Ostrava,
• DELTAX Systems Company, Praha,
aiming to optimize the intermediation of thebasic research and applied development.
Moreover, the research teams of UTIA ac-tively participate in 3 analogous Centers, see thelist above. The research centers represent in gen-eral the most important form of projects and ac-tivities of the Institute.
The research teams and individual researchersof the Institute participate in the solution ofgrants and other research projects supported byCzech or foreign grant agencies. Namely,in 2006,the Grant Agency of the Czech Republic sup-ported 17 grants, Grant Agency of the Academyof Sciences supported 10 grants. The Academyof Sciences supported other 3 grants and fur-ther 8 under the Information Society Programme.Ministry of Education supported 9 grants, othergrant agencies in the Czech Republic supported 2grants. There were 9 international grant projects(7 of them were supported by EU) solved in theInstitute, and further 6 research and developmentproject were solved on the base of two-sided co-operation with foreign partners.
From the above mentioned 64 grants and pro-ject there were 13 of them solved in cooperationwith business firms.
The wide grant and project activities coveredalmost one half (about 46 %) of the Institute bud-get and this fact had facilitated the Institute toform its active personal policy as well as the ef-fective strategy of its own technical innovation.
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Department
ofAdaptive Systems
Contact Information
tel.: +420-26605 2061fax: +420-26605 2068
e-mail: [email protected]
http://as.utia.cz
Personnel
Head of Department
Miroslav Karny – dynamic decision-making under uncertainty26605 2274, [email protected]
Secretary
Vera Kralova26605 2061, [email protected]
Research Fellows
Josef Andrysek – software engineering, approxi-mation of Bayesian decision making26605 2307, [email protected]
Lubomır Bakule – decentralized control of large-scale systems26605 2214, [email protected]
Kvetoslav Belda – model-based control, robotics26605 2310, [email protected]
Josef Bohm – robust control algorithms26605 2337, [email protected]
Petr Gebousky – modelling of dynamicprocesses, road traffic control26605 2310, [email protected]
Tatiana V. Guy – modelling, adaptive control26605 2254, [email protected]
Ladislav Jirsa – statistics in biophysics26605 2302, [email protected]
Ferdinand Kraffer – control theory26605 2042, [email protected]
Rudolf Kulhavy – recursive nonlinear estimation26605 2358, rudolf [email protected]
Ivan Nagy – transportation control26605 2251, [email protected]
Petr Nedoma – software engineering26605 2307, [email protected]
Miroslav Novak – computer-aided design26605 2583, [email protected]
Petr Pecha – radiation protection26605 2009, [email protected]
Jan Prikryl – modelling and algorithms26605 2358, [email protected]
Adrian Rafterry – Bayesian statistics26605 2442, [email protected]
Evgenia Suzdaleva – e-learning in Bayesiandecision-making, factorized filtering in traf-fic26605 2570, [email protected]
Vaclav Smıdl – functional approximations forBayesian estimation and control26605 2420, [email protected]
Ludvık Tesar – structure identification, medicalimage analysis, software engineering26605 2583, [email protected]
Petr Zagalak – control theory26605 2367, [email protected]
Postgraduate Students
Pavel Dohnal – learning in traffic control26605 2583, [email protected]
Radek Hofman – algorithms for radiation pro-tection26605 2442, [email protected]
Jitka Homolova – traffic flow modelling and con-trol26605 2347, [email protected]
Jan Kracık – knowledge integration26605 2570, [email protected]
Pavla Pecherkova – data pre-processing, trans-portation control26605 2358 [email protected]
Lenka Pavelkova – Bayesian learning26605 2337, [email protected]
Ferdinand Varga – analysis and estimation inbiophysics26605 2358, [email protected]
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Jan Sindelar – financial decision making26605 2442, [email protected]
Katerina Personova – verification of models innuclear medicine26605 2358,[email protected]
Profile
Research Topics
The Department of Adaptive Systems concen-trates predominantly on the design of decision-making systems, which modify their behavior ac-cording to the changing properties of their en-vironment. This essential ability — adaptivity— enhances their efficiency. Decades of researchbrought a number of conceptual, theoretical, al-gorithmic, software and application results. Atpresent, the applicability of adaptive systems isbeing extended towards complex scenarios by im-proving the classical adaptive systems and by de-veloping their new versions.
Departmental “know-how” serves to solutionof national and international research projects,running in collaboration with industry and gov-ernment agencies. The interplay between the-ory and limited computing power is the com-mon issue behind the various project domains.They include traffic control, management andcontrol of technological systems, radiation pro-tection, nuclear medicine, analysis of financialdata, electronic democracy etc. Increasing com-plexity of problems addressed directs the mainstream of the research towards decentralized con-trol of large scale systems and normative decision-making with multiple participants.
The information presented here can bycomplemented by looking at http://as.cas.cz.Our publications are now registered athttp://library.sk/i2/i2.entry.cls?ictx=cav.
International Cooperation
International collaboration is supported by agree-ments of Academy of Sciences and Ministry ofEducation of the Czech Republic.
The Czech-Slovenian cooperation is supportedby Intergovernmental S & T Cooperation pro-gramme, project “Data-driven Modelling forDecision-making Support and Process Monitor-ing”. The cooperation with Italy runs withinthe Czech-Italian bilateral collaboration Con-siglio Nazionale delle Ricerche – Academy of Sci-ences of the Czech Republic, project “Advanced
Techniques of Bayesian Decision Making in Com-plex Systems”. The multi-lateral cooperationruns mainly within the project TED – Towardselectronic democracy: Internet-based ComplexDecision Support, http://bayes.escet.urjc.es/ted,supported by European Science Foundation, ESF,http://www.esf.org. The Department’s ma-jor partners are in Austria, Bulgaria, Finland,France, Germany, Hungary, Italy, Russia, Slo-vakia, Slovenia, Spain and UK.
University Boards
M. Karny is a member of three boards for doc-toral theses defenses at the Czech Technical Uni-versity and the University of West Bohemia.
Editorial Boards
L. Bakule – Intersections; Zentralblatt fur Math-ematik
M. Karny – Int. Journal of Adaptive Controland Signal Processing; Int. Journal of Knowledge-Based Intelligent Engineering Systems, associateeditor; Int. Series on Advanced Intelligence, ad-visory board.
Representation in International Societies
L. Bakule, vice-chair of Technical Committee onLarge Scale Complex Systems, IFAC; chair ofWG, Technical Committee on Large Scale Com-plex Systems, IFAC
J. Bohm, member of Technical Committee onController Design, IFAC
T. V. Guy, R. Kulhavy, senior members of IEEE
M. Karny, R. Kulhavy, members of TechnicalCommittee on Stochastic Systems, IFAC
F. Kraffer, member of the Marie Curie FellowshipAssociation
P. Zagalak, member of Technical Committee onLinear Systems, IFAC
Recent Activities
Grants and Projects
The following list acknowledges our sponsors.
L. Bakule – Decentralized control of large-scalesystems (GA AV CR A2075304)
L. Bakule – IFAC. (MSMT, INGO, LA 282)
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K. Belda – Model-based control of mechatronicsystems for robotics (GA CR 102/06/P275)
J. Bohm – Predictive control: Algorithm and im-plementation (GA CR 102/05/0273)
T. V. Guy – Data-driven modelling for decision-making support and process monitoring(MSMT ME 8/2005-06)
L. Jirsa – Intelligent decision support of di-agnosis and therapy in nuclear medi-cine by Bayesian processing of uncertaindata and probabilistic mixtures (AV CR1ET100750404)
M. Karny – TED: Towards electronic democracy(ESF project, concluded)
M. Karny – BADDYR: Bayesian adaptive dis-tributed dynamic decision making (AV CR1ET100750401)
M. Karny – BAYES: Fully probabilistic designof adaptive decision-making strategies un-der informationally demanding conditions(MSMT 2C06001)
R. Kulhavy – Stochastic modeling of dynamicvalue networks (GACR)
I. Nagy – Transportation control in the centers ofhistorical cities (MD CR 1F43A/003/120)
E. Suzdaleva – Urban traffic feedback control(GA CR 201/06/P434)
L. Tesar – Artificial intelligence methods indiagnostics from medical images (AV CR1ET101050403)
Teaching and Supervising Activities
Courses at Czech Technical University
Faculty of Electrical Engineering:Robots in Practice given by K. BeldaElectronic Systems given by P. Dohnal.
Faculty of Transportation Sciences:Probability Theory and Statistics given byI. Nagy, J. Homolova, P. PecherkovaCoding Theory and Cryptography given byJ. Prikryl and L. Karna.
Faculty of Nuclear and Physical Engineering:Predictive Control, given by J. BohmLarge Scale Systems Control, given by L. BakuleDynamic Decision Making, given by M. Karny.
Supervising
J. Andrysek defended his thesis [1]. K. Belda de-fended his second thesis [8]. M. Novak submit-ted it [19]. J. Homolova, J. Kracık, F. Varga,L. Pavelkova and P. Pecherkova are expected tosubmit them during the year 2007. R. Hofmanand J. Sindelar represent our new generation ofpostgraduate students.
Conferences, International Contacts
L. Bakule serves as an IPC member of: The11th IFAC Symposium on Large Scale Systems,Gdansk, Poland, 2007; The 1st IFAC Workshopon Applications of Large Scale Industrial Sys-tems, Oulu, Finland, 2006; an Advisory Commit-tee member and a TPC member of: The Int. Con-ference on Autonomic and Autonomous Systems2006, IARIA, Santa Clara, CA, USA; The ThirdInt. Conference on Autonomic and AutonomousSystems 2007, IARIA, Athens, Greece; a TPCmember of The First Int. Workshop on Safetyin Industrial Systems 2007, IARIA, Sainte-Luce,Martinique.
M. Karny served as a general-track chairman atThe 10th KES Conference, Bournemouth, UKand has the same role for The 11th KES Con-ference to be held in 2007, Italy.
P. Zagalak serves as an IPC member of the 3rdIFAC Symposium on System Structure and Con-trol, which will be held in Brazil in 2007.
Conferences – Organization
The Department organized the 7th Int. PhDWorkshop, Young Generation Viewpoint: Inter-play of Societal and Technical Decision-Making,September 25 – 30, 2006, Hruba Skala, Czech Re-public, http://as.utia.cz/phd2006/program, [4].It was supported by the TED project and by theresearch center DAR.
L. Bakule organized two invited sessions at the11th IFAC Symposium on Large Scale Systems,Gdansk, Poland, 2007.
Conferences – Participation
L. Bakule: The Int. Conference on HybridSystems and Applications, Lafayette, LA,USA, invited lecture; 2nd IFAC Conferenceon Analysis and Design of Hybrid Systems,Alghero, Italy, lecture; 25th IASTED Int.Conference Modelling, Identification, andControl, Lanzarote, Spain, lecture
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K. Belda: Int. Conference on Parallel KinematicMachines in Research and Practice. Chem-nitz, Germany, lecture; 7th Int. Conferenceon Process Control, Dlouhe Strane, CzechRepublic, lecture; 10th WSEAS Conferenceon Circuits, Athens, Greece, lecture
J. Bohm: 7th Int. Conference on Process Con-trol, Dlouhe Strane, Czech Republic, lec-ture; 15th Int. Conference on Process Con-trol, Strbske pleso, Slovakia, lecture
P. Dohnal: 2nd Int. Workshop on Data – Al-gorithms – Decision Making 2006, Trest,Czech Republic, poster; 7th Int. PhD Work-shop – Young Generation Viewpoint, HrubaSkala, Czech Republic, lecture; 10th Int.Student Conference on Electrical Engineer-ing - Poster 2006, Prague, Czech Republic,poster
J. Homolova: The 11th Int. Conference of HongKong Society for Transportation Studies,Hong Kong, lecture; 7th Int. PhD Work-shop – Young Generation Viewpoint, HrubaSkala, Czech Republic, lecture
L. Jirsa: ISBA 8th Valencia meeting 2006,Benidorm, Spain, lecture [11]
M. Karny, T.V. Guy: Towards e-Democracy:Participation, Deliberation, Communities(TED 2006), Mantova, Italy invited lecture
M. Karny: KES 2006 Conference,Bournemouth, UK, Chairman of Signalprocessing and control sessions; Seminar ofFET Open section DG, Brussels, Belgium,invited lecture; 7th Int. PhD Workshop –Young Generation Viewpoint, Hruba Skala,Czech Republic, invited lecture;
F. Kraffer: 7th Int. Conference on Process Con-trol, Dlouhe Strane, Czech Republic, lec-ture
M. Novak: 7th Int. PhD Workshop – YoungGeneration Viewpoint, Hruba Skala, CzechRepublic, lecture; 2nd Int. Workshop onData – Algorithms – Decision Making 2006,Trest, Czech Republic, lecture,
L. Pavelkova: ISBA 8th Valencia meeting 2006,Benidorm, Spain, poster; NSSPW 2006,Cambridge, UK, poster; 7th Int. PhDWorkshop – Young Generation Viewpoint,Hruba Skala, Czech Republic, lecture; 2ndInt. Workshop on Data – Algorithms – De-cision Making 2006, Trest, Czech Republic,lecture
P. Pecha: XXVIII DRO Int. Conference on ra-diation protection, Luhacovice, Czech Re-public, lecture
P. Pecherkova: 7th Int. PhD Workshop – YoungGeneration Viewpoint, Hruba Skala, CzechRepublic, lecture; The 11th Int. Conferenceof Hong Kong Society for TransportationStudies, Hong Kong, lecture
J. Prikryl: 7th Int. PhD Workshop – YoungGeneration Viewpoint, Hruba Skala, CzechRepublic, lecture; IEEE IECON’06, Paris,France, lecture; 2nd Int. Workshop onData – Algorithms – Decision Making 2006,Trest, Czech Republic, lecture
E. Suzdaleva: 2nd Int. Conference “From Sci-entific Computing to Computational En-gineering”, Athens, Greece, poster; 10thWSEAS Int. Conference on EngineeringEducation, Athens, Greece, lecture; 7th Int.PhD Workshop – Young Generation View-point, Hruba Skala, Czech Republic, lecture
V. Smıdl: IEEE ICASP’06, Toulouse, France,lecture; NSSPW 06, Cambridge, UnitedKingdom, lecture; 7th Int. PhD Workshop –Young Generation Viewpoint, Hruba Skala,Czech Republic, lecture; IEEE IECON’06,Paris, France, lecture; 2nd Int. Workshopon Data – Algorithms – Decision Making2006, Trest, Czech Republic, lecture
L. Tesar: The Fourth IASTED Interna-tional Conference on Signal Processing,Pattern Recognition, and Applications2006, Innsbruck, Austria, lecture; TheSixth IASTED International Conferenceon Modelling, Simulation, and Optimiza-tion 2006, Gaborone, Botswana, lecture;Nineteenth IEEE International Symposiumon Computer-Based Medical Systems, SaltLake City, USA, poster; 11th Congress ofWorld Federation for Ultrasound in Medi-cine and Biology (WFUMB’2006), Seoul,Korea, poster;
J. Zeman: 2nd Int. Workshop on Data – Al-gorithms – Decision Making 2006, Trest,Czech Republic, poster.
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International Contacts
The Department hosted a number of visitors:A. Bodini, IT, A.L. Fradkov, RU, V. Lyubenova,BG, , A. Magyar, HU, S. Popova, BG, A. Quinn,IE, A. Rafterry, USA, sabbatical leave, F. Rug-geri, IT, K. Warwick, UK.
L. Bakule consults to Frontier Research Cen-ter, Osaka University, Osaka, Japan and OsakaPrefecture University a The Japan Society forAeronautical and Space Sciences, Osaka, Japan.
Stays abroad of our members were mostlyproject-driven and included long stays:
L. Bakule, Technical University, Barcelona,Spain, invited stay
L. Tesar, Tokyo University of Agriculture andTechnology, Koganei, Tokyo, Japan, re-search
as well as short-term stays
T. V. Guy, M. Karny, Italian National ResearchCouncil, Milano, Italy – study stay withina common project
M. Novak, Institute of Control Systems Re-search, Bulgaria – cooperation within acommon project
J. Homolova, Lithuanian Academy of Science,Vilnius, Lithuania Institute of Mathematicsand Informatics, Systems Analysis Depart-ment; exchange programme
V. Smıdl, Russian Academy of Science, St. Pe-tersburg, Moscow, Irkutsk, exchange pro-gramme.
P. Zagalak, Institut de Recherche en Communi-cations et Cybernetique de Nantes, CNRSUMR 6597 – invited stay.
Results
Design of Decision-Making Strategies
Theoretical and algorithmic framework of dy-namic Bayesian decision making is systematicallybuilt and gradually converted into a practicallyapplicable tool. Specifically: (i) fully probabilis-tic design of decision strategies, has been ex-tended to state-space models [15]; (ii) automatictranslation of technical knowledge into the proba-bilistic machinery was improved and unified; (iii)forgetting, the key building block of adaptive sys-tems, was improved by optimizing theoreticallyjustified version of the Kullback-Leibler diver-gence; (iv) factorized versions of filtering, needed
for models with mixed discrete and continuousvalues, was developed [23, 24]; (v) important es-timation and filtering with probabilistic modelshaving restricted supports were improved [20].
Distributed Bayesian Decision Making
This research tries to cross complexity barriers in-herent to centralized (single participant) decisionmaking. Our research orientation is based on thefollowing, fully scalable, simple idea. Individualparticipants with a limited perceiving, evaluatingand acting abilities use their strategies as if theirwere alone. The cooperation with their neighborsis reached during strategy re-design when theycan exchange and harmonize their knowledge andaims. The research focuses mainly on develop-ment of tools for this type of cooperation. Thekey progress has been made in using probabilisticinformation about data for improving paramet-ric estimation [13]. Ideal distributions expressingparticipants’ aims are expected to be modified ina similar way. In this respect, translation of tech-nical aims into such ideal distribution has beenelaborated. Initial experiments encourage us tofollow the chosen research direction [28].
Stochastic Modelling of Dynamic ValueNetworks
This research deals with modelling and simulationof dynamic value networks, which are increasinglyreplacing the traditional vertically integrated en-terprizes. The project’s objective is to developa stochastic model of the dynamic behavior of avalue network, which would account for both theformation of a functioning network out of avail-able nodes and the changes in performance of in-dividual nodes over time. The proposed approachto modelling combines Ulf Grenander’s generalpattern theory with stochastic extension of JayForrester’s system dynamics. Estimation of thenetwork state and parameter values is formulatedas the Bayesian inference problem, whose numer-ical solution is assumed using a sequential MonteCarlo algorithm. The model is generic enough tocover value networks in diverse industries. Theproject explores various definitions of the “value”concept and the relationship between the valuetransformation over a specific node and the nodeperformance characteristics.
Factorized Filtering
The factorized version of filtering, needed formodels with mixed discrete and continuous
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states, was developed [24]. It applies chain rule tothe state and observation models in order to de-scribe respective state entries individually. Origi-nally it was expected, that a special reduced formof the system model might have be needed forthe general solution. The results, published in[24], demonstrated the reverse. Specialization tothe discrete Kalman filter has been described in[23]. The algorithm was implemented in tool-boxes Mixtools and Mixtools 3000.
Decentralized Control ofLarge-Scale Systems
Inclusion Principle was extended to the designof robust overlapping controllers for state-delayeddiscrete-time systems with norm bounded uncer-tainties using the concept of guaranteed cost.
Expansion-contraction relations for sys-tems and contractibility conditions for output-guaranteed-cost memoryless controllers areproved, including conditions on the equality ofguaranteed performance bounds. The controllersare designed in the expanded space using a linearmatrix inequality (LMI) delay independent pro-cedure adapted to this class of problems. Then,the controllers are contracted and implemented.The results are specialized to the overlapping de-centralized control design. The method enablesan effective construction of block tri-diagonalcontrollers. An illustrative example is presented[7].
Reduced–order design of decentralized H∞static output switching controllers was proposedfor uncertain discrete–time symmetric compos-ite systems with state-dependent switching rule.First, a reduced-order control design model isconstructed with the dimension equal to a subsys-tem’s dimension of the original system. It servesfor LMIs-based design of quadratically stabilizingswitching controller with a given H∞ disturbanceattenuation level. This decentralized controller– implementing the reduced-order controller intoeach subsystem together with a switching rule op-erating on local states – is proved to be quadrat-ically stabilizing with H∞ norm bound γ [6].
A new low-order resilient controller–observerdesign method was developed for a class ofcontinuous–time state delayed uncertain nonlin-ear, but nominally linear, symmetric compositesystems with norm bounded uncertainties. Ad-ditive controller–observer gain perturbations areconsidered. Both subsystems and interconnec-tions include time–delays. A low-order controldesign model approach is used to design a stabiliz-ing controller–observer with norm bounded gain
uncertainties LMIs. The overall resilient con-troller obtained by local implementations of thelow–order resilient controller–observer is provedto be quadratically stable [5].
Linear Systems
The problem of pole structure assignment bystate feedback in generalized and uncontrollablesystem has (in some special cases) been solved.A paper, [16], on that topic was provisionally ac-cepted for publishing in Automatica. A similarwork goes on in the case of networked systems.
Software System Mixtools
The software toolbox represents a full algorith-mic image of Bayesian, single participant, deci-sion making, developed at the Department. Itis run by an unified interface Jobcontrol recentlyequipped by a Graphical User’s Interface.
The re-formulated and re-solved task of thefully probabilistic knowledge incorporation wasimplemented and successfully tested [18].
Software System Mixtools 3000
Mixtools 3000 is designed as a successor of thepackage Mixtools. The goal of this project isto re-design the Mixtools package to make it ap-plicable to multiple-participant decision making.This together with improved flexibility, extensi-bility, and user friendliness will be achieved us-ing object-oriented approach. As a first step, ourown implementation of basic properties of object-oriented approach in Matlab has been completed[2]. Using this framework, classes for decisionmaking with participants based on controlled au-toregressive models were implemented [3] andtested [28]. Unified and general Graphical User’sInterface was designed.
Libre Software for Free Education
Although the motivating project Edukalibreended, the research continues. It resulted inan advanced educational system for dynamicBayesian decision making [25, 26]. Moreover, theteaching system is tailored to special conditionsof The Faculty of Transportation, especially formagister and doctoral students, [17].
Hierarchic Urban-Traffic Control
A systematic approach of tackling traffic controlproblem has been elaborated. Now, special tasksare solved. One of the most important is the
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solution for exceptional traffic states, as over-saturation, accidents or some obstacles in a road.For a solution to this problem, we use mixturemodel of the whole traffic area and we computeits likelihood for changes detection. The secondstream of our effort is building a software systemin which the tasks of estimation and control withtraffic model can be easily run.
Control Application in Robotics
A mathematical model of a newly designed par-allel robot structure was derived. The structurewill help in construction of a laboratory modelserving for tests of control in real-time.
The optimized predictive controller relying oninput–output model was designed, implementedand verified on the laboratory beam-and-ballmodel [9]. A state-space version of the predictivecontroller was also designed and implemented.The algorithm needs neither change of the phys-ical meaning nor extension of initial state [10].
Decision Making in Societal Systems
Transfer of know-how acquired in technical andmedical application to societal domain has provedto be fruitful. Specifically, modelling of reviewersserving to a granting agency as noisy sensors ledto a more objective evaluation of grant proposals.Moreover, the results allow assessing quality andreliability to respective reviewers. Similarly, fullyprobabilistic analysis of participatory democracybrought a fresh perspective on this important do-main. For instance, it justifies a limited responseof citizens on various political stimuli.
Control of Large-ScaleMechanical Structures
Particular results concerning the real-world,cable-stayed bridge control benchmark, whoseaim is to protect the bridge against seismic activ-ities, were extended to a general design method-ology suitable for large scale flexible structures.The disjoint and the overlapping decompositionapproaches form the core of this control design.Intermediate cases between the normal function-ing and total disconnection of the controller fromthe plant are included within the well-known con-cept of connective stabilization. The scenariosfor the control design and the performance eval-uation sequences are given. The methodology isconvenient for any low authority controller.
Data assimilation in radiological risk as-sessment
Data assimilation methods for improvementof mathematical model predictability have beeninvestigated. Input uncertainties involved inthe model were analyzed and their propagationthrough the model quantified. Sensitivity studyto random input-parameters variations was per-formed on their relevant selection. Basic tech-niques of empirical interpolation techniques wereapplied to several accidental release scenarios.Methodology has progressed towards optimal sta-tistical interpolation. The results were publishedin the conference proceedings of XXVIII. Days ofRadiation Protection. The successful algorithmsare gradually implemented into the assimilationsubsystem of environmental model HARP. Dataassimilation activities are summarized in [21, 22].
Advising in Nuclear Medicine
Bayesian analysis of the treatment of thyroidgland carcinoma has been extended to advis-ing on therapeutic amount of radioactive 131Iadministered to a patient. Patients’ biophysi-cal records, characterizing their accumulation dy-namics of 131I etc., have been modelled by proba-bilistic mixture [14]. In cooperation with medicaldoctors, a set of processing variables has beenextended and corresponding data are being col-lected and used for some clinical studies, e.g. [27].Improvement in modelling and identification ofa key dosimetric quantity, used both as an impor-tant input for mixture processing and as a prac-tical medical information, has been achieved [12]and implemented in practice.
References
[1] J. Andrysek. Estimation of Dynamic Proba-bilistic Mixtures. PhD thesis, FJFI, CVUT,POB 18, 18208 Prague 8, Czech Republic,2005.
[2] J. Andrysek, M. Pistek, V. Smıdl,O. Sterbak, M. Tkac, M. Tynovsky,and I. Vanova. Mixtools 3000 Foundation.Technical Report 2179, UTIA AV CR,Praha, 2006.
[3] J. Andrysek, J. Prikryl, and V. Smıdl.Mixtools 3000 Interactive Reference Man-ual. Technical Report 2178, UTIA AV CR,Praha, 2006.
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[4] J. Andrysek, V. Smıdl, and J. Prikryl, ed-itors. Proceedings of the 7th InternationalPhD Workshop on Interplay of Societal andTechnical Decision-Making, Young Genera-tion Viewpoint. UTIA AV CR, December2006.
[5] L. Bakule. Resilient stabilization of uncer-tain state-delayed symmetric composite sys-tems. In H. M. H., editor, Proceedings of the25th IASTED International Conference onModelling, Identification, and Control, pages149–154, 2006.
[6] L. Bakule. Robust h-infinity control of uncer-tain discrete-time switching symmetric com-posite systems. In Proceedings of the 2ndIFAC Conference on Analysis and Design ofHybrid Systems, pages 130–135, 2006.
[7] L. Bakule, J. Rodellar, and J. Rossell. Ro-bust overlapping guaranteed cost control ofuncertain state discrete-time systems-delaysystems. IEEE Transactions on AutomaticControl, 12 (2006):1943–1950, 2006.
[8] K. Belda. Control of Parallel Robotic Struc-tures Driven by Electromotors. PhD thesis,2005.
[9] K. Belda and J. Bohm. Adaptive General-ized Predictive Control for Mechatronic Sys-tems. WSEAS Transactions on Systems,5(8):1830–1837, 2006.
[10] K. Belda and J. Bohm. Predictive controlof redundant parallel robots and trajectoryplanning. In R. Neugebauer, editor, Pro-ceedings of the Parallel Kinematic Machinesin Research and Practice. PKS 2006, pages497–513, Chemnitz, April 2006. IWU.
[11] L. Jirsa, A. Quinn, and F. Varga. Identi-fication of thyroid gland activity in radio-therapy. In J.-M. Bernardo, editor, Valen-cia 8 ISBA 2006 World Meeting on BayesianStatistics, pages 140–140, Spain, June 2006.University of Valencia.
[12] L. Jirsa, A. Quinn, and F. Varga. Identifi-cation of thyroid gland activity in radiother-apy. Bayesian Analysis, 2, 2007. accepted.
[13] M. Karny, J. Andrysek, A. Bodini, T. V.Guy, J. Kracık, and F. Ruggeri. How to ex-ploit external model of data for parameterestimation? International Journal of Adap-tive Control and Signal Processing, 20(1):41–50, 2006.
[14] M. Karny, J. Bohm, T. V. Guy, I. Nagy,and P. Nedoma. Case Studies in Opti-mized Bayesian Dynamic Advising. (Pro-gram). UTIA AV CR, Praha, 2005.
[15] M. Karny and T. V. Guy. Fully probabilisticcontrol design. Systems & Control Letters,55(4):259–265, 2006.
[16] J. J. Loiseau and P. Zagalak. On pole struc-ture assignment in linear systems. Automat-ica, 0(0):000–000, 2006.
[17] I. Nagy, J. Homolova, and E. Suzdaleva.Teaching system for advanced statistics. InL. Botturi, R. Mazza, and S. Tardini, editors,FOSLET 2006. Proceedings of the Workshopon Free and Open Source Learning Environ-ments and Tools, pages 13–20, Lugano, June2006. Impressum.
[18] P. Nedoma, M. Karny, and N. M. InteractiveCase Studies in Prior Knowledge Process-ing. Technical Report 2173, UTIA AV CR,Praha, 2006.
[19] M. Novak. Multivariate Adaptive ControllerDesign with Constraints under Uncertainty.PhD thesis, FJFI CVUT, Praha, Prague,Czech Republic, 2006. submitted.
[20] L. Pavelkova, M. Karny, and V. Smıdl. To-wards bayesian filtering on restricted sup-port. In Proceedings of NSSPW ’06. Cam-bridge, pages 1–4, Cambridge, October 4-82006. University of Cambridge.
[21] P. Pecha and R. Hofman. Asimilacematematickeho modelu s merenımi datypri odhadech znecistenı zivotnıho prostredı.Bezpecnost jaderne energie, November 2006.prijato k publikaci.
[22] P. Pecha and L. Housa. Modelysırenı znecistenı zivotnım prostredım- od deterministickych odhadu kpravdepodobnostnımu hodnocenı.Bezpecnost jaderne energie.
[23] E. Suzdaleva. Factorized Kalman filtering.In Proceedings of the 7th International PhDWorkshop on Interplay of societal and tech-nical decision-making, Hruba Skala, CzechRepublic, September 25-30 2006. UTIA AVCR. ISBN 80 903834 1 6.
[24] E. Suzdaleva. Towards state estimation inthe factorized form. In D. Tsahalis, editor,
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Proceedings of the 2nd International Confer-ence on From Scientific Computing to Com-putational Engineering, pages 1–6, Athens,July 2006. University of Patras.
[25] E. Suzdaleva and P. Nedoma. Educationaltools for dynamic Bayesian decision-making.WSEAS Transactions on Advances in Engi-neering Education, 5(3):288–295, 2006.
[26] E. Suzdaleva and P. Nedoma. Interactiveeducational system for dynamic Bayesiandecision-making. In N. Bardis and V. Mlade-nov, editors, Proceedings of the WSEASCSCC & EE International Conferences,pages 1–6, Athens, July 2006. WSEAS.
[27] P. Sykorova, P. Vlcek, K. Personova, andL. Jirsa. Impact of TNM classification cat-egories on thyroid gland carcinoma. In En-docrine Abstracts 8th European Congress ofEndocrinology incorporating the British En-docrine Societies, volume 11, page P938,Glasgow, UK, April 2006. BioScientifica.www.endocrine-abstracts.org.
[28] V. Smıdl and J. Andrysek. DistributedBayesian decision making: Early experi-ments. In V. Smıdl, J. Andrysek, andJ. Prikryl, editors, Proceedings of the 7thInternational PhD workshop, Young gener-ation viewpoint, 2006.
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Department
ofControl Theory
Contact Information:
tel.: 266 052 385
fax: 286 890 286
e-mail: [email protected]
http://tr.utia.cas.cz/
Personnel:
Head of Department:
Sergej Celikovsky – nonlinear systems, stabiliza-tion, chaotic systems, output feedback con-trol, underactuated mechanical systems26605 2020, [email protected]
Assistant:
Miroslava Souckova26605 2385, [email protected]
Research Fellows:
Jaroslav Dolezal – nonlinear system modellingand optimization26605 2062,[email protected]
Martin Hromcık – linear systems, robust control,numerical algorithms for control design26605 2223, [email protected]
Zdenek Hurak – linear systems, numerical algo-rithms for control design26605 2392, [email protected]
Jan Jezek – linear systems, algebraic methods incontrol26605 2387, [email protected]
Vladimır Kucera – linear systems, optimal con-trol, robust control22435 5700, [email protected]
Branislav Rehak – numerical methods for non-linear control26605 2809 [email protected]
Michael Sebek – linear systems, robust control,algorithms and software for control design26605 2314, [email protected]
Petra Sindelarova – differencial and geometrictheory of dynamic systems and their appli-cation in automatic control26605 2392, [email protected]
Administrative Staff:
Ruzena Kalivodova – assistant of the CzechCommittee for Automation and the IFAC26605 2453, [email protected]
Postgraduate Students:
Petr Augusta – multidimensional systems, algo-rithms for polynomial matrices22435 5704, [email protected]
Lukas Ferkl – modelling and control of ventila-tion and pollution22435 5702, [email protected]
Petr Kujan – numerical algorithms for n − Dsystems22435 5706 [email protected]
Volodymyr Lynnyk – synchronization of nonlin-ear systems, stabilization, chaotic systemscontrol, secure encryption26605 2223, [email protected]
Otakar Sprdlık – use of acccelerometers and gy-roscopes for the measurement of people mo-vement26605 2286, [email protected]
Pavel Zezula – linear systems, numerical algo-rithms for n−D systems26605 2392 [email protected]
Jirı Zikmund – modelling and control of walkingrobots26605 2223 [email protected]
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Profile:
Research Topics:
The research in linear control theory has a longtradition at the Institute. In early 1960s, un-der the leadership of Professor Strejc, researchersat the Institute made significant developments inboth transfer-function and state-space methods.During the 1970s and the 1980s members of theDepartment, lead by Professor Kucera, obtainedsignificant results which launched an entirely newarea of research worldwide. Among these is aparametrization of all controllers that stabilize agiven plant (known as the Youla-Kucera parame-trization) and the design of control systems viapolynomial equations. In the 1990s, the researchactivities of the department range from robustcontrol to nonlinear systems.Application research in the Department concen-trates on numerical methods for control systemsimulation and design. This results in variousoriginal software packages for control and simula-tion.The current research objectives in the Depart-ment of Control Theory are in the analysis anddesign of control systems. Three main researchdirections are as follows:
a) Analysis and design of linear systems in-cluding robust control.
b) Numerical methods for control systemsanalysis and design including chaotic sys-tems.
c) Analysis and design of nonlinear controlsystems.
Interest is focused on both theoretical studies andcomputer implementation of the results obtained.
International Cooperation:
Members of the Department participate in jointresearch with their colleagues from Universitiesand Institututes in:Hong Kong, China (Prof. G. Chen), Toulouse,France (Dr. D. Arzelier, D. Peaucelle), ETH Zu-rich, CH, (Dr. F. Kraus), Enschede, The Nether-lands, (Prof. H. Kwakernaak), Thessaloniki,Greece, (Prof. A. Vardulakis), Nantes, F, (Prof.J. J. Loiseau, Prof. C. Moog), CINVESTAV Mex-ico (Dr. Javier Ruiz), Laboratory of microrobot-ics at EPFL (Prof. Jean-Marc Breguet): collab-oration on control for micro and nanoposition-ing devices, Laboratory of Micro- & Nano-ScaleEngineering, Mechanical Engineering, Eindhoven
University of Technology (Prof. Yves Bellouard):collaboration in application of control methods inself-assembly process of smart materials, prepa-ration of joint European project, submission of aproposal.
Study Stays:
P. Sindelarova: University of North Carolina atChapel Hill, North Carolina, USA.O. Sprdlık: University of Twente, Enschede, Fac-ulty of Electrical Engineering, Mathematics andComputer Science, NL.P. Augusta: School of Electronics and ComputerScience, University of Southampton, UK.J. Zikmund: in double degree PhD. program ”Co-tutelle” with Ecole Central de Nantes, France.
University Boards:
Vladimır Kucera - member of Research and De-velopment Council, Technical Committee for Sci-ence and Engineering; member of the Advi-sory Board of DG-INFSO for Information Soci-ety Technologies; member of Scientific Council,University of Technology in Brno, University ofWestern Bohemia in Plzen, University of TomasBata in Zlın; member of Scientific Council, Fac-ulty of Mechatronics of the Technical Universityof Liberec, Faculty of Management in JindrichuvHradec of the School of Economics in Prague,Faculty of Applied Informatics of the Universityof Tomas Bata in Zlın.
Michael Sebek is a member of Scientific Council,Technical University of Liberec and a member of aSubject Area Council of the University of TomasBata, Zlın.
Jaroslav Dolezal is a member of VUT Brno Sci-entific Board.
Editorial Boards:
Sergej Celikovsky – Kybernetika, IEEE Transac-tions on Automatic Control,
Jaroslav Dolezal — Journal on OptimizationMethods and Software, Journal of ComputationalOptimization and Applications,
Jan Jezek — Kybernetika.
Vladimır Kucera — International Journal of Ro-bust and Nonlinear Control; Bulletin of the Pol-ish Academy of Sciences; Slaboproudy obzor; Au-toma.
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Representation in Scientific Societies:
Activity of the Department in international tech-nical and scientific societies is remarkable. Ourmembers serve in governing bodies of the Inter-national Federation of Automatic Control (IFAC)and of the Institute of Electrical and ElectronicEngineers (IEEE).
Sergej Celikovsky – member of IFAC TechnicalCommittee on Nonlinear Systems, IFAC TC onRobust Control, Secretary of the Czech Commit-tee for Automation and the IFAC; Vice-chairmanof the Executive Committee of the Czech Chapterof the IEEE Control Systems Society.
Jaroslav Dolezal — Elected Nov. 14, 2005 a mem-ber of Engineering Academy of the Czech Repub-lic.
Branislav Rehak – member of IFAC TechnicalCommittee on Nonlinear Systems;
Vladimır Kucera – Past President of IFAC; mem-ber of the IFAC Council; member of the Tech-nical Committee on Linear Systems; member ofthe Board of Trustees, IFAC Foundation; memberof the Administrative Council, European UnionControl Association.
Michael Sebek – Vice Chair of the IFAC PolicyCommittee and a member of the Technical Com-mittee on Robust Control, Executive Committeemember of the Central European Chapter of theIEEE SME, Executive Committee member of theCzech Chapter of the IEEE Control Systems So-ciety, Executive Council member of the EUCA(European Union Control Association).
Zdenek Hurak – Member IEEE: Control Sys-tem Society, Engineering in Medicine and Biol-ogy Society, Circuits and Systems Society. Chairof Polynomial Action Group of IEEE TC onCACSD.
R&D Activities and Industry Cooperation:
Jaroslav Dolezal - member of Contact develop-ment and facilitation of Honeywell business (au-tomation & aerospace), founding member of Me-dia Lab CVUT Foundation to support appliedstudent projects, a member of sponzoring com-mittee of High-Tech Czech-US seminar on inno-vation and university-industry relations; Activityas member of R&D Council of the Czech Govern-ment. Promotion of university-industry coopera-tion on various management fora and events.
Recent Activities:
Grants and Projects:
V. Kucera: “Center for Applied Cybernetics”(Ministry of Education of the Czech Repub-lic, 1M0567 2005 – 2008)
S. Celikovsky, M. Sebek: “Structure and Univer-sality in Complex System Control Design”(GA CR, 102/05/0011, 2005 – 2007)
J. Dolezal: “Prague Technology Center (Honey-well)” (Coordination of Prague TechnologyProject at UTIA AV CR, Bilateral Agree-ment UTIA-Honeywell, permanent); GrantAgency Project; Ministry of Industry andTrade development project
Teaching and Supervising Activities:
University Courses:
11 semestral courses on subjects related to theresearch field of the department were read by de-partment members.
Czech Technical University in Prague – Facultyof Electrical Engineering:
- Electrical Engineering and Informatics: Dy-namical Systems Theory; Algebraic Ap-proach to Control System Design – Masterdegree course (V. Kucera)
- Electrical Engineering and Informatics:Linear Systems; Algebraic Approach toControl System Design – Doctor degreecourse (V. Kucera)
- Algebraic Approach to Control System De-sign – graduate course (V. Kucera)
- Algebraic Approach to Control System De-sign – postgraduate course (V. Kucera)
- Linear Systems – graduate course (V.Kucera)
- Systems and Control – undergraduatecourse (M. Sebek)
- Robust Control – postgraduate course (M.Sebek)
- Numerical Algorithms for Control Systems– postgraduate course (M. Sebek)
- Nonlinear Systems – graduate course (S.Celikovsky)
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- Nonlinear systems – postgraduate course(S. Celikovsky)
- Robust control – graduate course (Z.Hurak)
Universita di Pavia (Italy)
- Methods for Management of Complex Sys-tems: Polynomial Control – Internationalmaster degree course (V. Kucera)
Brno
- V. Kucera - What did pointed the 16thIFAC World Congress in Prague 2005,World Machine-Industries Trade Fair inBrno, 2006.
Supervising:
6 PhD students are currently being supervised bythe department members.
Conferences and International Con-tacts:
Conferences – Participations:
• 50 Years of IFAC – Heidelberg, D (S. Celi-kovsky, V. Kucera, M. Sebek, V. Strejc)
• 1st IFAC Conference on Analysis and Con-trol of Chaotic Systems – Reims, F (S. Ce-likovsky)
• 45th IEEE Conference on Decision andControl – San Diego, CA, USA (S.Celikovsky, M. Sebek, J. Zikmund)
• Asian Control Conference AsCC 2006 –Bali, Indonesie (S. Celikovsky)
• 40. regelungstechnisches Kolloquium –Bo-ppard, D (V. Kucera)
• Second International Symposium on Com-munications, Control and Signal Processing– Marrakech (V.Kucera)
• SWAN 2006 - Systems Workshop on Adap-tive & Networks – Arlington, Texas, USA(V.Kucera, M. Sebek)
• 14th IEEE Mediterranean Conference onControl and Automation – Ancona, I (V.Kucera)
• 11th International Student Olympiad onAutomatic Control, State University of In-formation Technologies, Mechanics and Op-tics – Saint-Petersburg, Russia (P. Au-gusta)
• MTNS’06, 17th International Symposiumon Mathematical Theory of Networks andSystems, Kjoto, J (P. Augusta)
• Control Applications – Montreal, USA (B.Rehak)
• 1st IFAC Workshop on applications ofLarge Scale Industrial Systems – Helsinky,S (B. Rehak)
• Midwest Dynamical System Seminar – In-diana University-Purdue University Indi-anapolis, USA (P. Sindelarova)
• ITA 2006, Soul, Republic of Korea (L.Ferkl)
International Contacts:
The following scientists were guests in depart-ment in 2006: Prof. Helm, NL, Universityof Technology, Laboratory of Process Control,Prof. Zampieri, I, University of Padova, Dr.M.David Tlalolini Romero, F, RCCyN Nantes,Dr. Didier Henrion, F, LAAS Toulouse,ProfessorFrantisek Kraus, CH, ETH - Zurich, Profes-sor Javier Ruiz, MX, CINVESTAV-IPN, UnidadGuadalajara, Prof. Noboru Sakamoto, J, Depart-ment Aerospace Eng., Nagoya University,Prof.Fornasini, I, Universita of Padova.
Awards:
V. Kucera was awarded the Chevalier danslordre des Palmes Academiques medal based byNapoleon Bonaparte in 1808.
V. Kucera was awarded the Gold Felber medal ofthe Czech Technical University.
P. Augusta was awarded the Diploma III de-gree of the Scientific Section of the XI. Inter-national Student Olympiad on Automatic Con-trol for the Theoretical Contribution in Saint-Petersburg, Russia.
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Results:
The H2 Control Problem: A Comparisonof State-space and Transfer-function Solu-tions
The H2 control problem consists of stabilizing thecontrol system while minimizing the H2 norm ofits transfer function. Several solutions to thisproblem are available. For systems in state spaceform, an optimal regulator can be obtained in ob-server form by solving two algebraic Riccati equa-tions. For systems described by transfer func-tions, either Wiener-Hopf optimization or projec-tion results can be applied. The optimal regulatoris then obtained using operations with proper sta-ble rational matrices: inner-outer factorizationsand stable projections. The aim of this researchwas to compare the two approaches. It is wellunderstood that the inner-outer factorization isequivalent to solving an algebraic Riccati equa-tion. However, why are the stable projections notneeded in the state-space approach? The differ-ence between the two approaches derives from adifferent construction of doubly coprime properstable factors used to represent the plant. Thetransfer-function approach takes any fixed doublycoprime factors, while the state-space approachparametrizes all such factors and those selectedobviate the need for stable projections. In addi-tion to this conceptual advantage, the state-spaceapproach is computationally more efficient thanthe transfer-function one. The operations withrational matrices generically result in commonfactors that must be cancelled to obtain the op-timal controller in reduced form. In general, thecomputational complexity of the state space de-sign depends largely on the size of the state vectorwhereas the transfer-function algorithms dependcritically on the number of the control inputs andthe measurement outputs. That is why the latteralgorithms are most efficient in the single-inputsingle-output case. Kucera V.: The H2 controlproblem: state-apace and transfer-function solu-tions. In Proceedings of the IEEE MediterraneanConference on Control and Automation, Ancona2006, CD-ROM, Paper FEA3-4.
Polmat: Symbolic Algorithms for Polyno-mial Matrices
Polmat is a freely available library for symboliccomputation with polynomial matrices. The li-brary is developed for computer algebra systemMuPAD. The Polmat library is focused on al-gorithms useful in control and filter design suchas solvers for linear equations with polynomials
and polynomial matrices and spectral factoriza-tion of polynomial matrices. Recently, algorithmsfor two-sided polynomials and multidimensionalpolynomials have been implemented.
Polynomial Approach to Modelling, Analy-sis and Control of Non-causal Systems
Motivation for this project is the fact that thespatial structure should be preserved in the modelused for computational design of control and thatthe same structure should be inherited by the con-troller. The project deals with deformable mirrorplaying the role of a wavefront corrector, the mostimportant part of an adaptive optics system.A multidimensional transfer function describingdynamics of vertical deformation of a continu-ous plate supported by a triangular grid of ac-tuators, has been derived. A rigorous analysisof von Neumann’s stability of the discretisationscheme based on finite differences was performedand numerical simulation was used to illustratethe analytical results. The firsts attempts on con-trol design have been done and will be publishedin the near future.
Output regulation problem
The Regulator Equation is the fundamental equa-tion in the solution of the output regulation prob-lem. It is a rather nonstandard partial first ordeddifferential equation combined with an algebraiccondition. Three methods for its solution wereproposed. Their common feature is the use ofthe finite element method. Research in this areaprogressed in cooperation with foreign partners,a controller using the tracking error only was pro-posed. It has been verified on a real system - amodel of a gyroscope. Further, a progress hasbeen done in proving convergence of the iterativemethods for the solution of the regulator equationthat were proposed in the previous year. (theo-retical result)
An algorithm for the decentralized control oflarge-scale systems was proposed. It is based onpenalization of the interconnections between sub-systems. On the other hand, it is required thatthe increase of the quadratic cost does not exceeda prescribed limit. A characteristic feature of thismethod is the use of the linear matrix inequali-ties. (theoretical result)
A controller for the magnetic bearing was pro-posed in cooperation with the Czech TechnicalUniversity. This controller uses the exact lin-earization method. (applicational result)
A controller for the magnetic bearing was de-
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signed in cooperation with CTU FEE. This con-troller uses the exact linearization method. Theresults were presented at a conference.
Numerical and Symbolical Polynomial Me-thods; Special Systems of PolynomialEquations for Multilevel Voltage Convert-ers
Principal aim is calculating the optimum se-quence of switching angles of the multilevel con-verter of direct to alternating voltage in the three-phase connection. The chosen optimal solutionminimize undesirable total harmonic distortion(THD). This electrical devise has wide use nowa-days. For example, the output of solar cells areDC voltages, and if this energy is to be fed intoan AC power grid, a power electronic interface isrequired.
Main problem lies in solving the trigonomet-ric set of equations or, after substitution for theChebyshev polynomials, in solving the polyno-mial set of equations. There are several possibili-ties how to solve this but this task is very compli-cated. Therefore we concentrte on construction ofa new set of polynomial equations leading to theoptimal solution of switching angles. The num-ber of equations obtained by this method is lowerthan using usual methods. Than it is possibleto solve the problem more simply. This methodis based on analytical solution of PWM problemin single-phase connection which is very fast andefficient and give the conjunction between bothproblems.
LQ-optimal 2-D linear systems via polyno-mial approach
In the branch of LQ-optimal 2-D linear systemsvia polynomial approach the bulk of the toolboxfor Matlab was written and offers a user-friendlyhandling, now. Further, the category of factor-ization of 2-D two-sided polynomials respectingcausality was investigated.
A method of synthesis of LQ-optimal 2-D lin-ear systems via polynomial approach has beendeveloped. The symmetrical factorization of 2-D polymials leads to algebraical solutions, unlikethe 1-D case with polynomial solutions. There-fore, some part of the theory of two complex vari-ables were developed (2-D principle of argument,2-D residue theorem) and the 2-D discrete Fouriertransform.
Special issue of International Journal ofRobust and Nonlinear Control focused onpolynomial methods
The group succeeded at organizing a special is-sue of a prestigious International Journal of Ro-bust and Nonlinear Control. Organizers (guesteditors) are Michael Sebek and Martin Hromcık,but other members of the group contributed bytheir papers: Vladimır Kucera tutorial, ZdenekHurak technical paper. The issue was put inpress by Wiley at the beginnig of 2007.
Optimal posicast controller: input com-mand shaping with a special structure
The researchers of the group (Zdenek Hurak andMartin Hromcık) developed a new algorithm fordesign of an input command shaper, which is sortof a feedforward controller that preshapes the ref-erence signal such that the oscillations observedat the output of the plant are avoided. The al-gorithm aims at minimization of l2 norm of theerror signal and is based on the theory of linearand quadratic equations with polynomials.
The structure of 2-bodies mechanical sys-tems systems
Our main contribution is to find explicit changeof coordinates that transform one class of me-chanic underactuated systems into cascade non-linear systems with structural properties thatare convenient for control design purposes. Us-ing algebraic approach we extending the previ-ous works interested in colocated and noncolcatedpartial feedback linearization of underactuatedsystems. The key analytical tools that allow re-duction of high-order underactuated systems us-ing transformations in explicit forms are ”nor-malized generalized momentums and their inte-grals” (whenever integrable). The maximal lin-earization problem was investigated and it wasshown that these systems may be classified intotwo subfamilies depending whether or not theyhave an actuated shape variable or not. In onecase, it is possible to solve the maximal lineariza-tion problem with internal stability. In next, wederived new control scheme for stabilization suchunderactuated systems called ”Composite con-trol”. The control is based on the superpositionof n control schemes based on the well-known ex-act linearization theory of nonlinear systems andcombines two different control strategies. Maincontrol based on maximal exact linearization ofthe system is design for control the trajectory of
20
the centre of gravity of the system. Critically sta-bile internal dynamics is control by a set of auxil-iary inputs derived from partially exact lineariza-tion of the system. All parts of control (maincontrol and set of auxiliary inputs) working si-multaneously. In opposition to standard controlmethods available for the control and stabiliza-tion of this class of underactuated systems, thiscontrol does not include any switching scheme.
Publications:
Altogether 24 publications 3 journals and 21 con-ference papers) have appeared during 2006 asa result of research activities of CTD.
Selected Publications:
Journal Papers
1. Fernandez-Anaya G., Martınez-Garcıa J.C.,Kucera V.: Characterizing families of posi-tive real matrices by matrix substitutionson scalar rational functions. Systems &Control Letters, 55 (2006), 871-878.
2. Ferkl L., Sladek O.: Simulace a rızenı vetra-nı tunelu prazskeho vnitrnıho okruhu. Vy-tapenı, vetranı, instalace. Vol. 15, No. 2(2006), pp. 101-103.
3. Sebek M.: Conference Report - 16th IFACWorld Congress: The Largest AutomaticEver. IEEE CONTROL SYSTEMS MAG-AZINE. 2006, vol. 26, no. 1, s. 107-110.
Conferences Papers
6. Augusta P.: Polynomial approach to a de-formable mirror modelling and control de-sign. Preprints of the 11th InternationalStudent Olympiad on Automatic Control2006, pp. 194-203.
7. Augusta P., Hurak Z.: Multidimensionaltransfer function model of a deformablemirror in adaptive optics systems. Proceed-ings of the 17th International Symposiumon Mathematical Theory of Networks andSystems 2006, pp. 1556-1561.
8. Celikovsky S., Lynnyk V., Sebek M.: Anti-synchronization chaos shift keying methodbased on generalized Lorenz system. Pro-ceedings of the 1st IFAC Conference onAnalysis and Control of Chaotic Systems.CHAOS ’06. Reims, pp. 333-338.
9. Celikovsky S., Lynnyk V.: Observer-basedchaos synchronization and its application tomulti-valued alphabet chaos shift keying se-cure encryption. Proceedings Book of the6th Asian Control Conference. ASCC 2006.Bali : ASCC, 2006, pp. 52-57.
10. Celikovsky S., Lynnyk V., Sebek M.: Ob-server-based chaos synchronization in thegeneralized chaotic Lorenz systems and itsapplication to secure enryption. Proceed-ings of the 45th IEEE Conference on Deci-sion & Control, San Diego, CA, USA, 2006,pp. 3783–3788.
11. Ferkl L., Meinsma G., Sladek O.: StaticController for Ventilation of Highway Tun-nels. Tunnelling and Underground SpaceTechnology. Incorporating Trenchless Tech-nology Research. Seoul, Republic of Ko-rea, AITES-ITA 2006 World Tunnel Con-gres and ITA General Assembly 32, pp. 1-7.
12. Ferkl L., Sladek O., Porızek J.: Tunnel ven-tilation simulation of the City Ring in Pra-gue. Tunnelling and Underground SpaceTechnology. Incorporating Trenchless Tech-nology Research. Seoul, Republic of Korea,pp. 1-6. (AITES-ITA 2006 World TunnelCongres and ITA General Assembly /32).
13. Kucera V.: The H2 Control Problem:State-space and Transfer-function Solu-tions. Proceedings of the IEEE Mediter-ranean Conference on Control and Automa-tion. Ancona, Universita Politecnica delleMarche, 2006, pp. 1-5.
14. Kujan P., Hromcık M., Sebek M.: Vypocetspecialnı soustavy polynomialnıch rovnicpro vıcehladinovy konvertor. (Solving spe-cial equations for multi-level converter.)Setkanı uzivatelu systemu Mathematica.Praha : Elkan, 2006, pp. 1-8.
15. Rehak B., Synek L., Pachner D.: Design ofa Control of a Magnetic Bearing via ExactLinearization. Proceedings of the IASTEDInternational Conference on Control andApplication. Quebec : IASTED, 2006, pp.297-302.
16. Rehak B.: Optimization-based decomposi-tion of a large-scale system. Proceedings ofthe ALSIS’06 1st IFAC Workshop on Ap-plicatons of Large Scale Industrial Systems.Helsinky : IFAC, 2006, pp. 1-6.
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17. Rehak B., Celikovsky S.: A numerical me-thod for the solution of the error-feedbackoutput regulation problem. ProceedingsBook of the 6th Asian Control Conference.AsCC 2006. Bali, AsCC, 2006, pp. 58-63.
18. Rezac M., Holub O., Augusta P., Hurak Z.:Uzivatelske rozhranı pro navrh frekvencnıchfiltru. (Graphical user interface for filter de-sign in frequency domain.) Proceedings ofthe 7th International Scientific - TechnicalConference. Process Control 2006, Pardu-bice, pp. 1-6.
19. Zikmund J., Moog H. C.: The structure of2-bodies mechanical systems. Proceedingsof the 45th IEEE Conference on Decision& Control, San Diego, CA, USA, 2006, pp.6494-6499.
20. Zikmund J., Celikovsky S.: Design and Re-alization of Experimental Robotic WalkingPlatform, CVUT-Workshop, Prague, Janu-ary 2006.
21. Zikmund J.: Analyse et Commande de Sys-temes Mecaniques Sous-Actionnes, JDOC-06, Saint Nazaire, June 2006.
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Department
of Decision-Making
Theory
Contact Information:
tel.: 26605 2806
fax: 28658 1419
e-mail: [email protected]
http://mtr.utia.cas.cz/
Personnel:
Head of the Department:
Martin Kruzık – Calculus of variations, math-ematical [email protected]
Assistant:
Marie Kolarova – 28658 1419, 26605 [email protected]
Research Fellows:
Radim Jirousek – Probabilistic methods in [email protected]
Milan Studeny – Probabilistic conditional in-dependence [email protected]
Michal Kocvara – Numerical and applied [email protected]
Frantisek Matus – Random and discrete [email protected]
Jirı Outrata – Optimization [email protected]
Tomas Roubıcek – Partial differential equa-tions, optimization [email protected]
Jirina Vejnarova – Probabilistic methods in [email protected]
Jirı Vomlel – Probabilistic methods in [email protected]
Tomas Kroupa – Uncertainty [email protected]
Vaclav Kratochvıl – Probabilistic methods [email protected]
PhD Students:
Radim Lnenicka – Algebraic [email protected]
Michal Cervinka – [email protected]
Jan Koutny – Mathematical [email protected]
Petr Simecek – Structures of conditional [email protected]
Jan Fiala – [email protected]
Profile:
Most of the research activities of the departmentbelong to the field of applied mathematics. Thefocus is on theoretical problems as well as prob-lems connected with implementation of methodsin the following areas:
mathematical optimization,nonsmooth analysis,differential equations,variational problems,probabilistic models of decision support systems,conditional independence structures,alternative calculi of uncertainty in artificial in-
telligence.
Recent Activities:
Grants and Projects:
R. Jirousek: Multidimensional compositionalprobabilistic models. (Grant GA AV CRNo. A207 5302)
M. Kocvara: EU FP6 project PLATO-N. A plat-form for Topology Optimization incorporat-ing Novel, Large-Scale, Free Material Opti-mization and Mixed Integer ProgrammingMethods.
T. Kroupa: Formal theory of mathematicalstructures with vagueness. (Junior grantGA AV CR No. KJB 100300502)
F. Matus: Information geometry of multidimen-sional models in statistics and artificial in-telligence. (Grant GA AV CR No. IAA100750603)
J. Outrata: Variational problems in non-smoothmathematical physics: Theory, numericalmethods and applications. (Grant GA AVCR No. A107 5402)
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M. Studeny: Conditional independence struc-tures: information-theoretical approach III.(Grant GA CR No. 201/04/0393)
R. Jirousek, M. Studeny, T. Kroupa, J. Vom-lel, R. Lnenicka: participate at the projectDAR (Data, Algorithms, Decision Making),coordinated by M. Mares
Teaching Activities:
Faculty of Mathematics and Physics – CharlesUniversity
Variational methods in physics. (M. Kruzık)
Mathematical elasticity. (M. Kruzık, T. Roubı-cek)
Analytical and statistical theory of exponentialfamilies. (F. Matus)
Selected parts from optimization theory.(T. Roubıcek)
Nonlinear differential equations and inequalities.(T. Roubıcek)
Conditional independence structures. (M. Stu-deny)
Faculty of Informatics and Statistics of the Uni-versity of Economics
Bayesian networks. (J. Vomlel)
Faculty of Physical and Nuclear Engineering ofthe Czech Technical University
Probabilistic models in artificial intelligence.(R. Jirousek)
Faculty of Electrical Engineering
Mathematical logic. (T. Kroupa)
Faculty of Management of the University of Eco-nomics
Mathematics. (R. Jirousek)
Supervised Postgraduate Students:
Petr Beremlijski - VSB Ostrava
Martin Cermak - Charles University
Michal Cervinka - Charles University
Vladislav Chyna - Charles University
Jan Koutny - Charles University
Radim Lnenicka - Charles University
Michal Stingl - University of Erlangen
Jan Fiala - Charles University
Petr Simecek - Charles University
Vaclav Kratochvıl - Czech Technical University
T. Surowiec - Humboldt University, Berlin
Supervised diploma students:
One diploma-thesis student has been supervised.
Visitors:
Prof. Alberto Roverato (University of Modenaand Reggio Emilia, Italy)
Dr. Agneszka Ka lamajska (University of War-saw, Poland)
Prof.Dr. Wolfgang Achtziger (University ofDortmund, Germany)
Sven Gronewaller (University of Dortmund,Germany)
Prof. Helene Massam (York University,Toronto, Canada)
Dr. Mathias Drton (Chicago University, USA)
Michael Stingl (University of Erlangen, Ger-many)
Prof. Boris Mordukhovich (Wayne State Uni-versity Detroit,USA)
Prof. Gernot Kleiter (University of Salzburg,Austria)
Dr. Niki Pfeifer (University of Salzburg, Aus-tria)
Prof. Peter Naeve (University of Bielefeld, Ger-many)
Results:
Graphical characterization of equivalenceclasses of AMP chain graphs
by Milan Studeny and Alberto Roverato
This paper [1] deals with chain graph mod-els under alternative AMP interpretation. A newrepresentative of an AMP Markov equivalenceclass, called the largest deflagged graph, is pro-posed. The representative is based on revealed in-ternal structure of the AMP Markov equivalenceclass. More specifically, the AMP Markov equiv-alence class decomposes into finer strong equiv-alence classes and there exists a distinguishedstrong equivalence class among those forming the
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AMP Markov equivalence class. The largest de-flagged graph is the largest chain graph in thatdistinguished strong equivalence class. A com-posed graphical procedure to get the largest de-flagged graph on the basis of any AMP Markovequivalent chain graph is presented. In general,the largest deflagged graph differs from the AMPessential graph, which is another representativeof the AMP Markov equivalence class.
Two constructions on limits of entropyfunctions
by Frantisek Matus
The correspondence between the subvectorsof a random vector and their Shannon entropiesgives rise to an entropy function. Limits of theentropy functions are closed to convolutions withmodular polymatroids, and when integer-valuedalso to free expansions. The problem of descrip-tion of the limits of entropy functions is reducedto those limits that correspond to matroids [5].Related results on entropy functions are reviewedwith regard to polymatroid and matroid theories,and perfect and ideal secret sharing.
Efficient inference and learning of Bayesiannetworks
by Jirı Vomlel
In [17], we discussed an application of a familyof Bayesian network models known as models ofindependence of causal influence (ICI) to classifi-cation tasks with large numbers of attributes.Thekey that enabled application of the ICI models istheir compact representation using a hidden vari-able. We address the issue of learning these clas-sifiers by an computationally efficient implemen-tation of the EM-algorithm.
We studied a new additive decomposition ofprobability tables - tensor rank-one decomposi-tion in [15].We have show that tensor rank-onedecomposition can be used to reduce the spaceand time requirements in probabilistic inference.We provide a closed form solution for minimaltensor rank-one decomposition for some specialtables.
A standard graphical representative of aBayesian network model is a special chain graph,named the essential graph. An alternative alge-braic approach to the mathematical description ofthis statistical model uses instead of it a certaininteger-valued vector, named the standard imset.In [16]we give a direct formula for the translationof any chain graph describing a Bayesian network
model into the standard imset. The formula is ap-plicable to the essential graph as well. Moreover,we present a two-stage algorithm which makes itpossible to reconstruct the essential graph on ba-sis of the standard imset. The core of this paperis the proof of the correctness of the algorithm.
Mathematical modeling in continuumphysics
by Tomas Roubıcek
Mathematical theory of incompressible heat-conductive non-Newtonean fluids had been sub-stantially advanced and allows now for fully cou-pled systems with viscosity of the p-growth withp > 11/5, which seems to be an optimal resultin nowadays general knowledge. This was doneboth for single-component fluid and for ionizedmixtures.
Theory of rate-independent processes hadbeen substantially developed in connection withthe so-called Gamma-convergence and with con-vergent numerical strategies. Particular appli-cation concerns shape memory alloys, whereour long-lasted activity had also been advanced.Even, a thermally coupled model, which naturallygoes beyond purely rate-independent framework,was proposed and analysed.
Non-additive Measures in Game Theoryand Decision Making
by Tomas Kroupa
1. In 2006 I started to cooperate on topicsfrom coalition game theory with prof. DanButnariu (University of Haifa, Israel). Wehave studied the games with fuzzy coali-tions in which the degree of membership ofthe player in a coalition is viewed as a levelof risk each player assumes when he joinsthe coalition. The concept of value of agame captures “a fair distribution of profit”among individual players. We have provedthat there is a sound axiomatization of avalue for the studied class of games, whichenables to derive a computational form ofthe value. The results will appear in [1].
2. Possibility measures count among fre-quently used non-additive set functions indecision-making under uncertainty. Everypossibility measure gives rise to a certaincompact convex sets of finitely additiveprobabilities. Geometrical properties of this
25
set are studied in [4] for possibility mea-sures on finite universe. It was proved thatthis set of probabilities forms a very specialkind of a polyhedral set; namely, a so-calledsimple polytope. This result enables to usemore efficient computational procedures forprocessing possibility measures.
Coderivative analysis of quasivariationalinequalities with applications to stabilityand optimization
by Boris S. Mordukhovich and Jirı V. OutrataEquilibrium models governed by parameter-
dependent quasivariational inequalities have beenstudied [8] from the viewpoint of stability andoptimization. The main attention is paid to qua-sivariational inequalities with parameters enter-ing both single-valued and multivalued parts ofthe corresponding generalized equations in thesense of Robinson. The main tools of the usedvariational analysis involve coderivatives of solu-tion maps to quasivariational inequalities, whichallow to obtain efficient conditions for robust Lip-schitzian stability of quasivariational inequalitiesand also to derive new necessary optimality con-ditions for mathematical programs with quasi-variational constraints. To conduct this analysis,we develop new results on coderivative calculusfor structural settings involved in our models.The results obtained are illustrated by appli-cations to some optimization and equilibriummodels related to parameterized Nash games oftwo players and to oligopolistic market equilibria.
Oscillations and concentrations in se-quences of gradients
by Agnieszka Ka lamajska and Martin KruzıkWe used generalized Young measures to de-
scribe oscillations and concentrations effects gen-erated by gradients of Sobolev mappings. Theseresults are then applied to obtain new weaklower semicontinuity results of integral function-als. Particularly, we give necessary and sufficientconditions for weak continuity of determinants ofgradients; cf. [2].
List of Selected References
1. D. Butnariu, T. Kroupa, Shapley Mappingsand the Cumulative Value for n-PersonGames with Fuzzy Coalitions. To appear inEuropean Journal of Operational Research.
2. A. Ka lamajska, M. Kruzık, Oscillations andconcentrations in sequences of gradients.Accepted in Control. Optim. Calc. Var.
3. J. Koutny, M. Kruzık, A. Kurdila, T.Roubıcek, Identification of Preisach-typehysteresis operators. Numer. Funct. Anal.Optim., submitted.
4. T. Kroupa, Geometry of Possibility Mea-sure on Finite Set. International Journal ofApproximate Reasoning, submitted.
5. F. Matus. Two constructions on limits ofentropy functions. IEEE Trans. Inform.Theory, 53 (2007) 320– 330.
6. A. Mielke, T. Roubıcek: Numerical ap-proaches to rate-independent processes andapplications in inelasticity. (PreprintNo.1169, WIAS, Berlin, 2006), Math. Mod-elling Numer. Anal., submitted.
7. A. Mielke, T. Roubıcek, U. Stefanelli:Gamma limits and relaxations for rate inde-pendent evolutionary problems. (PreprintNo.1156, WIAS, Berlin, 2006) Calc. Var.PDE, submitted.
8. B. S. Mordukhovich, J. V. Outrata:Coderivative analysis of quasivariational in-equalities with applications to stability andoptimization. Accepted in SIAM J. Opti-mization.
9. T. Roubıcek: On non-Newtonean fluidswith energy transfer. Journal of Mathemat-ical Fluid Mechanics, submitted.
10. T. Roubıcek: Incompressible ionized non-Newtonean fluid mixtures. SIAM J. Math.Anal., submitted.
11. T. Roubıcek, M. Kruzık, J. Koutny: Amesoscopical model of shape-memory al-loys. Proc. Estonian Acad. Sci. Math.Phys., submitted.
12. T. Roubıcek: Modelling of thermodynam-ics of martensitic transformation in shape-memory-alloys. Discrete and Cont. Dy-nam. Syst. submitted.
13. A. Roverato, M. Studeny: A graphical rep-resentation of equivalence classes of AMPchain graphs, Journal of Machine LearningResearch 7 (2006), 1045-1078.
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14. P. Savicky, J. Vomlel, Tensor rank-one de-composition of probability tables, In theProceedings of the 11th IPMU conference,Paris, France, July 2-7, 2006, 2292-2299.
15. M. Studeny, J. Vomlel (Editors). Proceed-ings of the third European Workshop onProbabilistic Graphical Models (PGM’06).Prague, September 12-15, 2006.
16. J. Vomlel, M. Studeny. Graphical and Al-gebraic Representatives of Conditional In-dependence Models. A chapter accepted forpublication in Advances in Bayesian Net-works, Studies in Fuzziness and Soft Com-puting, Springer-Verlag, 2007.
17. J. Vomlel, Noisy-or classifier. InternationalJournal of Intelligent Systems, 21, (2006),381-398.
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Department
ofEconometrics
Contact Information:
tel.: (+420) 266052400
fax: (+420) 286890449
e-mail: [email protected]
http://e.utia.cas.cz/
Personnel:
Head of Department:
Miloslav Vosvrda – Dynamic economics,and econometrics.e-mail: [email protected]
Assistant:
Eva Dostalova –Phone: (+420) 266052411Fax: (+420) 286890449e-mail: [email protected]
Research Fellows:
Alexis Derviz – Stochastic finance.e-mail: [email protected]
Jirı Hlavacek – Generalized decision-makingprocedures.e-mail: [email protected]
Vlasta Kankova – Stochastic programmingproblems, stochastic decision procedures.e-mail: [email protected]
Jan Kodera – Nonlinear economic dynamics.e-mail: [email protected]
Magda Komornıkova – Fuzzy sets theory, trian-gular norm theory.e-mail: [email protected]
Milan Mares – Fuzzy sets theory, decision-making theory.e-mail: [email protected]
Radko Mesiar – Fuzzy sets theory, triangularnorm theory.e-mail: [email protected]
Vilem Novak – Fuzzy sets theory.e-mail: [email protected]
Karel Sladky – Economic dynamics, dynamicprogramming, stochastic systems.e-mail: [email protected]
Milan Sitar – Stochastic dynamic programming.(CSOB, UTIA AV CR)
Martin Smıd – Approximation methods, multi-stage stochastic programming.e-mail: [email protected]
Lukas Vacha – Heterogeneous capital markets.e-mail: [email protected]
Filip Zikes – Econometrics of capital markets.e-mail: [email protected]
Fellow:
Dusan Krizan – Macroeconomic modelling, eco-nomics indicators databases.e-mail: dusan [email protected]
Postgraduate Students:
Karel Divis – Capital markets theory.(FSV UK, CT)
Michal Houda –Stochastic programming, stabil-ity, empirical estimates, approximations.(MFF UK, JCU, UTIA AV CR)
Petr Chovanec – Stochastic programming, ap-plications to social problems.(MFF UK, CERGE)
Jakub Jerabek – Economic dynamics.(CERGE, UTIA AV CR)
Alexej Kuchynka – Nonlinear econometrics.(EF ZCU)
Robert Pecha – Management of information anddecision under uncertainty.(FM VSE).
Martin Schimek – Derivatives, capital markets.(FSV UK, CNB)
Blanka Sediva – Economic dynamics.(FAV ZCU)
Karel Vanıcek – Financial econometrics.(MFF UK, GE Bank)
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Profile:
Research Topics:
The members of department have concentratedon the following research fields:
a) real and monetary macrodynamics, dy-namic economics and econometrics, stoch-astic economics and econometrics, andeconometric modelling,
b) theoretical fuzzy set approach to decisionmaking,
c) nonlinear and stochastic optimization,stochastic dynamic optimization,
d) stochastic differential-difference equationsand its applications to the mathematicalfinance, and to stability of dynamic eco-nomics,
e) uncertainty processing in expert systems,
f) advanced methods in financial econometricsand wavelets analysis of capital markets.
Recent Activities:
Grants and Projects:
V. Kankova: Stochastic Decision Approaches inNonlinear Economic Models (Grant GA CRNo. 402/04/1294)
M. Mares: Mathematics, Informatics and Cyber-netics: Tools and Applications (Key Projectof the Academy of Sciences of the Czech Re-public No. K 1019101)
M. Mares: Semantic Part of Vague Verbal Data(Grant GA AV CR No. A 1075301)
M. Mares: Aggregation Principles in the Modelsof Mathematical Economy (Grant GA CRNo. 402/04/1026)
K. Sladky: Validation of Economic DecisionModels and Results (Grant GA CR No.402/05/0115 – with Charles University)
K. Sladky: Economic Dynamics: Analyticaland Computational Treatment of Macroeco-nomic Models (Grant GA AV CR No. A7075202)
M. Vosvrda: Nonlinear Economic Dynamics(Grant GA CR No. 402/03/H057 – withUniversity of Economics in Prague and Fac-ulty of Social Sciences of Charles Univer-sity)
J. Kodera: Nonlinear Dynamics and Stochasticsof Economics Systems: Equilibria, Stabil-ity, and Bifurcations (Grant GA CR No.402/06/0990)
M. Smıd: Mathematical Modeling of the Mi-crostructure of the Financial Markets withthe Non-synchronous Trading (Grant GaCR No. 402/06/1417)
M. Vosvrda: Center for Dynamic Economicsand Econometrics (Ministry of educationLC06075 - with University of Economicsin Prague, Faculty of Social Sciences ofCharles University, and Faculty of Eco-nomics of West Bohemia University)
Teaching and Supervising Activities:
University Courses:
University of Economics, Prague:
J. Kodera – Monetary Economics.
Charles University, Faculty of Social Sciences:
A. Derviz – International Finance.
J. Hlavacek – Advanced Microeconomics.
V. Kankova – Decision in Economics –Stochastic Optimization.
K. Sladky – Stochastic Processes in Economy.
M. Smıd – Quantitative Finance.
L. Vacha – Business Cycle Theory.
L. Vacha – Quantitative Finance.
M. Vosvrda – Economic Dynamics.
M. Vosvrda – Business Cycles Theory(SOKRATES).
M. Vosvrda – Quantitative Finance Theory.
F. Zikes – Quantitative Finance.
Czech Technical University, Faculty of ElectricalEngineering:
M. Mares – Coalitional Games Theory.
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Diploma and Doctoral projects:
Diploma
Faculty of Mathematics and Physics, CharlesUniversity (supervisor V. Kankova – 2,M. Vosvrda – 1).
Faculty of Nuclear Physics and Engineer-ing, Czech Technical University (supervisorA. Derviz – 1).
Doctoral
Faculty of Mathematics and Physics, CharlesUniversity (supervisor V. Kankova – 3,K. Sladky – 2).
Charles University, Faculty of Social Sciences(supervisor M. Vosvrda – 4).
Conferences and InternationalContacts:
Conferences – Participation
International Conference WEHIA. Bologna 2006(Italy) (M. Smıd, L. Vacha, M. Vosvrda)
Econometric Day 2006, Prague (V. Kankova,J. Kodera, K. Sladky, M. Smıd, L. Vacha,M. Vosvrda)
EURO XXI 2006, Reykjavik, (Iceland)(V. Kankova, K. Sladky)
Prague Stochastics 2006 (The Czech Repub-lic)(P. Chovanec, J. Jerabek, V. Kankova,K. Sladky, M. Smıd)
Operations Research Proceedings 2006, Karl-sruhe, (Germany)( V. Kankova, K. Sladky)
IPMU’2006, Paris (France) (M. Mares)
24th International Conference MathematicalMethods in Economics 2006, Plzen (M.Houda, V. Kankova, J. Kodera, M. Sitar,K. Sladky, M. Smıd, L. Vacha, M. Vosvrda)
International Conference Computational Eco-nomics and Finance, Lomassol, Cyprus,2006 (J. Kodera, M. Vosvrda)
11th International Conference IPMU 2006,Paris, Les Cordeliers, (France) (M. Ko-mornıkova, R. Mesiar)
17th Symposium COMPSTAT 2006, Roma,(Italy) (M. Komornıkova)
East West Fuzzy Colloquium 2006, 13th ZittauFuzzy Colloquium, (R. Mesiar)
Preferences, Games and Decisions. Linz Semi-nar on Fuzzy Set Theory 2006. Linz, Jo-hannes Kepler Universitat, (R. Mesiar)
9th Fuzzy Days 2006, Dortmund, (R. Mesiar)
Quantitative Methods in Economics 2006,Bratislava (P. Chovanec, V. Kankova, K.Sladky)
Swiss Society for Financial Market ResearchAnnual Conference 2006, (Curych), (A.Derviz)
Quantitative Methods in Finance 2006, Sydney,(M. Smıd)
International Cooperations
Joint venture research group with University ofAmsterdam (Department of Economic Sciencesand Econometrics), JAIST (Japan), Universityof Gent (Belgium), Escola Superior de Technolo-gia, Castelo Branco, Portugal, Technical Univer-sity Ilmenau (Germany), JKU Linz (Seminar),University Alcala de Henares, University of NoviSad, University La Sapienza Rome, University ofParis, University of Udine (Italy), University ofSalermo and Artificial Intelligence Research Insti-tute IIIA – CSIC, Bellaterra, Barcelona. NATOproject “Aggregation Operators” with Uni Alcala(Spain). A cooperation for the macroeconomicmodel constructed for the Slovak Republic andfor the Czech Republic continued with the Insti-tute of Slovak and World Economics of SlovakAcademy of the Sciences, Bratislava.
Guests and visitors
Prof. Dr. Nico M. van Dijk – University of Am-sterdam, Department of Economic Sciencesand Econometrics, The Netherlands
Dr. M. Dzemida – Mathematical Institute ofLithuanian Academy of Science
– University of Venice, Italy
– University of Houston, USA
31
Public Utility Services
Three members of the Department (V. Kankova,J. Kodera, and M. Vosvrda) were elected in theCzech Econometric Society Board and Execu-tive Committee, K. Sladky was elected in theCzech Society of Operations Research Board.M. Vosvrda and E. Dostalova are editors of theBulletin of the Czech Econometric Society.
J. Hlavacek, V. Kankova, and M. Vosvrda aremembers of the Economic Sciences Division of theGrant Agency of the Czech Republic.
V. Kankova is a member of the AmericanMathematical Society. L. Komornıkova is a mem-ber of the EUSFLAT, and the SEF, MathematicsWorking Group, Stockholm.
M. Mares is a member of the American Mathe-matical Society, a member of the European Acad-emy of Sciences and Arts, a member of the Eu-ropean Society for Fuzzy Logic and Technologies,a member of the Editorial Board of the Interna-tional Journal of Intelligent Systems and Infor-mation Processing, Editor-in-chief of the Kyber-netika journal, a member of Boards of the Re-search Programmes INFRA, Chairman of the 1stCommission for Evaluation of Research Plans ofthe Czech Universities with the Ministry of Edu-cation.
R. Mesiar is a member of Editorial Board ofthe International Journal Fuzzy Sets and Sys-tems, and of the Kybernetika journal and theEUSFLAT Board.
V. Novak is a member of Editorial Board ofthe International Journal Fuzzy Sets and Sys-tems.
K. Sladky is Managing Editor of the Kyber-netika journal.
M. Vosvrda is an elected member of AdvisorsBoard of the Computational Economics Society,a member of Editorial Board of the Prague Econ-omic Papers, and a member of the 7. scientificprogramme board of the EU.
Results
Dynamic Economics and MacroeconomicsModelling
Nonlinear model of closed economy is formulatedon an extended and modified Kaldor’s model ofsmall closed economy with a simple structure andseveral nonlinearities. Nonlinear pattern of de-pendencies in this model is created by a logisticfunction. The model is realized by four differ-ential equations. The first equation and second
equation describe output and capital dynamics.A core of the output dynamics is formulated byinvestment and savings disequilibrium. Capitaldynamics is formed by a net investment. Thethird equation describes price dynamics throughdisequilibrium powers on monetary markets. Andthe fourth equation describes expected inflationformulated as an adaptive expectation. Behav-ior analysis of this model is realized on numericalcalibrated model. The considered model demon-strates chaotic solution of attractors by positiveLyapunov exponent. Kaldor’s model is describedin some classical macroeconomics. Chaotic be-havior of extended and modified Kaldor’s modelis analyzed in [9]. A simple dynamic continuousnonlinear model for the description and investi-gate the possibility of more complex behaviour ofsuch systems was chosen. The stability such sys-tems was tested and Lyapunov exponents werecomputed using appropriate numerical methods.The non-linear approach to economic dynamicsenables us to study traditional economic modelsusing modified formulations and different meth-ods of solution. We compare dynamical proper-ties of Keynesian and Classical macroeconomicmodels. We start with an extended dynamicalIS-LM neoclassical model generating behaviour ofthe real product, interest rate, expected inflationand the price level over time. Limiting behaviour,stability, and existence of limit cycles and otherspecific features of these models will be compared[8].
Heterogeneous Agents Models
A heterogeneous agents model with the worstout algorithm (WOA)was considered for obtain-ing more realistic market conditions. The WOAreplaces periodically the trading strategies thathave the lowest performance level of all strategiespresented on the market by the new ones. Newstrategies that enter on the market have the samestochastic structure as an initial set of strategies.By wavelets applications, influences of measure-ment on the trading strategies with the WOA areshown. [16], [17].
Microstructure of Financial Markets
Two types of models were studied: those de-scribing behavior of rational agents in limit ordermarkets and those describing such a market as awhole. In particular: Papers [13] and [14] studycontinuous time portfolio selection problems withthe possibility to place limit orders - it is foundthat those models are often equivalent to “tradi-
32
tional” portfolio selection problems (i.e. withoutlimit orders). In work [15], a mathematical de-scription of an evolution of limit order marketis formulated and conditions for the state of themarket to be Markov are formulated.
Risk-Sensitive Optimality Conditions inMarkov Decision Processes
In [11] we focus our attention on discrete-timeMarkov decision processes when the stream of re-wards generated by the Markov processes is evalu-ated by an exponential utility function. This pro-blem can be treated as a classical Markov decisionprocess on condition that the transition probabil-ities are replaced by general nonnegative matri-ces. Using the uniform block-triangular decom-position of a set of nonnegative matrices fulfilling“product property” we suggest a value iterationmethod for finding optimal policies.
Vagueness and Uncertainty
The investigation of the non-stochastic uncer-tainty continued in the research in the field of ag-gregation operators and copulas. Moreover, theanalysis of the role of fuzzy zero, fuzzy unit andrelated weak equivalences resulted in the conclu-sion that their definition can be significantly sim-plified without any changes of their properties.The theory of fuzzy quantities was suggested forapplications in the computational geography.
Stochastic Programming and Decision inEconomy
Our attention was focused on:1. A stability and empirical estimates in the
case of optimization problems depending on aprobability measure. To obtained new stabilityresults the Wasserstein and Kolmogorov metricswith “underlying” 1-norm have been employed.This approach gives possibility to evaluate nu-merically an “approximation” error in the caseof finite dimensional random element [6]. Fur-thermore, a relationship between empirical esti-mates in the stochastic programming and inte-grated empirical processes has been investigatedin [5], [6]. The achieved stability results have beenapplied to the multistage stochastic programmingproblems in the case when the “underlying” ran-dom element follows an autoregressive random se-quence and constraints sets correspond to a sys-tem of individual probability constraints [7].
2. A comparison of two different approachesto the optimization problems with random el-
ement, stochastic programming problems withprobability constraints and robust models. Thenumerical studies are presented in [3] and [4].
Optimality Conditions in Semi-Markov De-cision Processes
In [10] we consider semi-Markov decisionprocesses with a finite state space and generalmultichain structure (i.e. the embedded Markovchain contains several classes of recurrent states).We formulate necessary and sufficient optimal-ity conditions for average reward optimality ofthe embedded Markov chain. Then the optimal-ity conditions are extended to semi-Markov de-cision processes when averaging is considered ei-ther with respect to the number of transition orwith respect to the time elapsed. Conditions forequivalence of these optimality criteria are alsoestablished.
Publications:
List of Selected References:
References
[1] van Dijk, N.M., Sladky, K.: Monotonicity andcomparison results for nonnegative dynamicsystems. Part I: Discrete-time case. Kyber-netika 42 (2006), No.1, 37-56
[2] van Dijk, N.M., Sladky, K.: On the total re-ward variance for continuous-time Markov re-ward chains. Journal of Applied Probability43 (2006), No.4, pp.1044–1052.
[3] Houda, M.: Comparison of Approximationsin Stochastic and Robust Optimization Pro-grams. In: Proceedings of Prague Stochas-tics 2006 (M. Huskova and M. Janzura, eds.)MATFYZPRESS by publishing house of theFaculty of Mathematical and Physics, CharlesUniversity in Prague, Prague 2006, 418–425,CD ROM.
[4] Houda, M.: Comparison of Approximationsin Stochastic and Robust Optimization Pro-grams. Approximations in Stochastic and Ro-bust Programming Problems. In: Proceed-ings of Mathematical Methods in Economics2006 (L. Lukas, ed.) TYPOS-Digital Print.spols.r.o., Pilsen (Czech Republic) 2006, 249–254.
[5] Kankova, V., Houda, M.: Dependent Samplesin Empirical Estimation of Stochastic Pro-
33
gramming Problems. Austrian Journal of Sta-tistics 35 (2006), 2&3, 271–279.
[6] Kankova, V., Houda, M.: Empirical Processesin Stochastic Programming. In: Proceedingsof Prague Stochastics 2006 (M. Huskova andM. Janzura, eds.) MATFYZPRESS by pub-lishing house of the Faculty of Mathemati-cal and Physics, Charles University in Prague,Prague 2006, 426–436, CD ROM.
[7] Kankova, V.: Multistage Stochastic Pro-gramming Problems; Stability and Approx-imations. In: Operations Research Proceed-ings 2006 (to appear).
[8] Kodera, J., Sladky, K., Vosvrda, M.: Neo-Keynesian and Neo-Classical MacroeconomicModels: Stability and Lyapunov Exponents.Working Paper IES, WP 10 2006, FSV UK.
[9] Kodera J., Vosvrda M.: Product, capital,and price motion in a simple nonlinear modelclosed economy. Politicka ekonomie 3, 2006,pp. 339-350.
[10] Sladky, K., Sitar, M.: Necessary and suf-ficient optimality conditions in multichainsemi-Markov decision processes. In: PragueStochastics 2006 (M. Huskova a M. Janzura,eds.), Matfyzpress, Prague 2006, pp.633-643,CD-ROM
[11] Sladky, K.: Some remarks on risk-sensitive optimality criteria in Markov deci-sion processes. Proc. Internat. Conf. Quanti-
tative Methods in Economics (Multiple Cri-teria Decision Making XIII, J. Pekar, ed.),University of Economics, Bratislava 2006, pp.165–173.
[12] Sladky, K.: Approximation in stochasticgrowth models. Proc. 24 Internat. Conf.Mathematical Methods in Economics 2006,Plzen, pp.465-470. CD-ROM
[13] Smıd, M.: Behavior of a Risk Averse EMH-believer at a Limit Order Market, proceedingsof WEHIA 2006, International Conference onEconomic Sciences with Heterogeneous Inter-acting Agents. WEHIA 2006, Bologna, IT
[14] Smıd, M.: Optimal Strategies at a Limit Or-der Market, Proceedings of the 24th Interna-tional Conference Mathematical Methods inEconomics 2006, Eds: Lukas L., Plzen, pp.471-474, CD-ROM.
[15] Smıd, M.: On Markov Properties of LimitOrder Markets, Prague Stochastics 2006, Eds:Huskova M., Janzura M., Prague, pp. 633-643, CD-ROM.
[16] Vacha, L., Vosvrda, M.: Wavelet Applica-tions to Heterogeneous Agents Model, PragueEconomic Papers, 16 (2007), 1, 38-54, ISSN1210-0455.
[17] Vacha, L., Vosvrda, M.: Wavelet Applica-tions to Heterogeneous Agents Model, Work-ing Paper 21, FSV UK, 2006
34
Department
ofImage Processing
Contact Information
tel.: (+420) 26605 2586
fax: (+420) 28468 0730
e-mail: [email protected]
http://zoi.utia.cas.cz/
Personnel:
Head of Department:
Jan Flusser – image processing and patternrecognition26605 2357, [email protected]
Secretary:
Jana Svarcova26605 2586, [email protected]
Research Fellows:
Jirı Boldys – 3-D invariants26605 2231, [email protected]
Dana Klimesova – temporal and context analy-sis, texture analysis, GIS26605 2247, [email protected]
Stanislav Saic – digital image forgery detection,software systems26605 2211, [email protected]
Lubomır Soukup – geometric transformations,Bayesian methods26605 2551, [email protected]
Tomas Suk – image processing and patternrecognition, geometric invariants26605 2231, [email protected]
Filip Sroubek – image restoration, blind decon-volution26605 2567, [email protected]
Barbara Zitova – image registration, invariants,wavelets26605 2390, [email protected]
Software Service
Marie Robkova26605 2853, [email protected]
Postgraduate Students
Michal Sorel – image restoration26605 2451, [email protected]
Roman Kaspar – image denoising, splines26605 2069, [email protected]
Filip Krolupper – object recognition, local in-variants26605 2451, [email protected]
Ondrej Horacek – local invariants26605 2597, [email protected]
Jan Kamenicky – local invariants26605 2597, [email protected]
Jirı Sedlar – biomedical imaging26605 2597, [email protected]
Jakub Bican – medical image registration26605 2597, [email protected]
Babak Mahdian – digital image forgery detec-tion26605 2864, [email protected]
Miroslav Benes – image databases26605 2597, [email protected]
Miroslav Krhounek – medical image processing26605 2597
Visitors
Gabriel Cristobal – Inst. of Optics, Madrid,Spain
Rafael Redondo – Inst. of Optics, Madrid,Spain
Eva Ocelıkova – Faculty of Electrotechnics andInformatics, Technical University Kosice,Slovak Republic
Jaroslav Kautsky – Flinders University of SouthAustralia, Adelaide, Australia
Esa Rahtu – University of Oulu, Finsko
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Profile:
Research Topics:
The Department is involved in basic research inimage processing and pictorial pattern recogni-tion. Major application areas are biomedicine,remote sensing, astronomy, and art conservation.
a) Recognition of distorted images and pat-terns by invariant descriptors regardless oftheir actual position in the scene
b) Registration and fusion of several imagesof the same scene taken at different times,by different sensors and/or from differentviewpoints in order to obtain informationof higher quality
c) Theory of moment invariants, namely of ro-tation invariants, affine invariants and in-variants to convolution.
d) Restoration of degraded images, namelymultichannel blind deconvolution, edge-preserving denoising, local contrast en-hancement, and color transformations
International Cooperation:
Members of the Department participate in jointresearch with their colleagues from:
Flinders University of South Australia, Ade-laide, Australia,
University of Dortmund, Germany,
CIC-IPN, Mexico City, Mexico
Institute of Optics, CSIC, Madrid, Spain,
Faculty of Electrotechnics and Informatics,Technical University Kosice, Slovak Repub-lic.
University Boards:
J. Flusser is a chairmen of the Scientific Boardof the Institute of Information Theory andAutomation.
J. Flusser is a member of the State Examina-tion Committee at the Faculty of NuclearScience and Physical Engineering.
J. Flusser and S. Saic are members of the Boardof doctoral studies I2 ”Software systems” atthe Faculty of Mathematics and Physics.
Editorial Boards:
J. Flusser is a member of the Editorial Board ofthe journal Kybernetika
Recent Activities:
Grants and Projects:
”Digital image fusion in case of nonlinear imag-ing models”, J. Flusser, supported by theGrant Agency of the Czech Republic No.102/04/0155;
”Intelligent and information technology for in-formation and control systems decision-making support”, D. Klimesova, supportedby the Ministry of education No. 69, jointlywith the Faculty of Electrotechnics and In-formatics, Technical University of Kosice;
”New developments on multimodality image fu-sion”, J. Flusser, jointly with the Instituteof Optics, Madrid, Spain;
”Image processing in art conservation”, B. Zi-tova, jointly with the Academy of Fine Art,Prague;
”Construction of knowledge system for deci-sion support based on geodata”, L. Soukup,jointly with the Research Institute of Geo-desy, Topography and Cartography, grantof Ministry of Education No. 2C06028 (In-GeoCalc);
”Mathematical methods for superresolution ofdigital images”, F. Sroubek
”Space resolved ballistic electron emission spec-troscopy on individual InAs/GaAs dots em-bedded in AlGaAs barriers.” F. Sroubek,supported by the Grant Agency of theCzech Republic No 202/05/0242
”Subcontract project under Person Identifica-tion in Mobile Decives and Video Surveil-lance (Person ID)”, University of Oulu, J.Flusser
36
Teaching and Supervising Activities:
University Courses:
Digital Image Processing, J. Flusser, Faculty ofMathematics and Physics, Charles Univer-sity, Prague
Image Processing and Pattern Recognition I, II,J. Flusser (lectures); B. Zitova, O. Horacek,and J. Kamenicky (computer exercises),Faculty of Nuclear Science and Physical En-gineering, CTU, Prague
Special Functions and Transformations in ImageAnalysis, J. Flusser and B. Zitova, Facultyof Mathematics and Physics, Charles Uni-versity, Prague
Geographical Information Systems and ImageProcessing, D. Klimesova, Faculty of Eco-nomics and Management, Czech Universityof Agriculture, Prague
Applied Computer Science, S. Saic, Faculty ofScience, Charles University, Prague
Adjustment of Geodetic Networks, L. Soukup,Faculty of Civil Engineering, CTU, Prague
Supervising:
In 2006, 11 Ph.D students and 13 diploma (mas-ter) students were supervised by the members ofthe Department. Three Ms. theses were success-fully defended.
Conferences and InternationalContacts:
Conferences – Participation:
The members of the Department presentedtwenty two papers at international conferences.
Conferences – Organization:
J. Flusser was a member of the program com-mittees of the Computer Vision Winter Work-shop CVWW’06, Telc, Czech Republic, 18thInt’l. Conf. Pattern Recognition ICPR’06, HongKong, Conf. Advanced Concepts for IntelligentVision Systems ACIVS’06, Antwerp, Belgium,Workshop on Information Optics, Toledo, Spain,Chairman of COMPSTAT’06 Invited Session onImage Analysis, Rome, Italy.
Filip Sroubek was a member of the programcommittee of the Workshop on Information Op-tics, Toledo, Spain.
International Contacts:
The Department has numerous contacts with uni-versities and research institutes abroad (see Inter-national Cooperation section for details). Thiscollaboration has led, among others, to two jointprojects and several joint papers published orsubmitted in 2006.
Results:
A unified approach to superresolution andmultichannel blind deconvolution
We have developed a new method for blind de-convolution and superresolution of multiple de-graded low-resolution images. No prior informa-tion about the shape of degradation blurs is as-sumed. The proposed approach consists of build-ing a regularized energy function and minimizingit with respect to the original image and blurs,where regularization is carried out in both the im-age and blur domains. The image regularizationbased on variational principles maintains stableperformance under severe noise corruption. Theblur regularization guarantees consistency of thesolution by exploiting differences among the ac-quired low-resolution images. We have performedseveral experiments on synthetic and real data toillustrate robustness and utilization of the pro-posed technique in real applications [1,2].
Recognition of partially occluded objects
We introduce novel method for object descriptionbased on affine moment invariants. The descrip-tion uses new kind of important points, doesn’tneed higher than first derivative and it is affineinvariant. We demonstrated that our object de-scription is suitable method for partially occludedobject recognition [3].
Duplicated image regions detection basedon moment invariants
Duplicated image regions or the copy-moveforgery is a common type of digital image forgery.The method is based on moment blur invari-ants, which results in an advantage that the pro-posed method successfully detect duplicated re-gions even in presence of blur degradation, ad-ditional noise or contrast changes in the forgedareas. The method is able to work successfullyalso when the tampered image is saved in a lossyformat, such as JPEG. The proposed method tilesthe image with overlapping blocks and uses blurinvariants to represent them. The dimension of
37
the blocks representation is reduced by using theprincipal component transformation. Further-more, to be able to do efficiently range queries inmultidimensional data to analyze the block sim-ilarities, a K-d tree representation is used. Theoutput of the algorithm is a duplicated image re-gions map [4].
Space-variant restoration of images de-graded by camera motion blur
We were working on the problem of restorationof images degraded by camera motion blur withapplication in the reduction of camera shake. Weconsidered multichannel case, when at least twoimages of the same scene are available.We havedeveloped a restoration algorithm that can be ap-plied if the camera moves in one plane perpendic-ular to optical axis without any rotations. More-over, we have started investigation of the wayshow the algorithm could be extended to generalcamera motion. The proposed algorithm belongsto the group of variational methods that esti-mate simultaneously sharp image and depth map,based on the minimization of a cost functional [5].
Electronic database of materials researchof paintings
We have developed a comprehensive solution forprocessing and archiving information about art-work specimens used in the course of art restora-tion - Nephele. The information processing basedon image data is used in the procedure of iden-tification of pigment and binder present in theartwork, which is very important issue for restor-ers. Materials research is usually provided as apart of restoration process. The aim of the ma-terials research of painting layers is to identifyinorganic and organic compounds (pigments andbinders) using microanalytical methods, and todescribe stratigraphy and morphology of layersin light end electron microscopes. The results areused to interpret the painting technique of origi-nal paint and re-paints and to describe secondarychanges of painting materials. The materials re-search report usually contains images, texts andanalytical data. The Nephele system is the data-base for painting materials research reports, ex-tended with the image preprocessing modules andthe image retrieval facilities [6].
Publications:
Altogether one book chapter, 4 journal papersand 23 conference papers appeared in 2006.
List of Selected References:
1. Sroubek F., Flusser J. : ”Resolution En-hancement via Probabilistic Deconvolutionof Multiple Degraded Images”, PatternRecognition Letters, vol. 27, pp. 287-293,2006
2. Sroubek F., Flusser J., Zitova B. : ”ImageFusion: A Powerful Tool for Object Iden-tification”, in: Imaging for Detection andIdentification, (Byrnes J. ed.), pp. 107-128,Springer, 2006
3. Krolupper F., Flusser J. : ”Polygonal ShapeDescription for Recognition of Partially Oc-cluded Objects”, Pattern Recognition Let-ters, accepted in Dec 2006
4. Mahdian B., Saic S. : ”Detection of copy-move forgery using a method based on blurmoment invariants”, Forensic Science In-ternational, accepted in Nov 2006
5. Sorel M., Flusser J. : ”Simultaneous Recov-ery of Scene Structure and Blind Restora-tion of Defocused Images.”, in: Proc. Com-puter Vision Winter Workshop CVWW’06,(Chum O., Franc V. eds.), pp. 40-45, Telc,Czech Republic, February 2006
6. Benes M., Zitova B., Flusser J., HradilovaJ., Hradil D. : ”The Image Processing Sys-tem for Art Specimens: Nephele”, in: Proc.14th European Signal Proc. Conf. EU-SIPCO’06, Florence, Italy, Sept. 2006
7. Flusser J., Suk T. : ”Rotation Moment In-variants for Recognition of Symmetric Ob-jects”, IEEE Trans. Image Proc., vol. 15,pp. 3784-3790, 2006
Software Products
Three image processing software products, cre-ated by the Department members, have been up-graded and their new versions were released in2006.
ZODOP – General-purpose image processingsystem for Windows (S. Saic, T. Suk)
IMARE – Matlab toolbox for image registrationand matching (B. Zitova, J. Flusser)
BSR Tool – Matlab toolbox for blind decon-volution a superresolution (F.Sroubek, J.Flusser)
38
Department
ofPattern Recognition
Contact Information:
tel.: 26605 2505
fax: 284683031
e-mail: [email protected]
http://www.utia.cas.cz/RO/
Personnel:
Head of Department:
Michal Haindl – spatial data modelling, mo-del-based pattern recognition, virtual real-ity26605 2350, [email protected]
Secretary:
Ivana Bosakova – 26605 2505,[email protected]
Research Fellows:
Jirı Filip – bidirectional texture modelling26605 2365,[email protected]
Jirı Grim – probabilistic neural networks,method of finite mixtures26605 2215, [email protected]
Rudolf Hanka – statistical approach to patternrecognition26605 2353, [email protected]
Vojtech Havlıcek – texture synthesis26605 2200, [email protected]
Jana Novovicova – statistical pattern recogni-tion, text document classification26605 2224, [email protected]
Pavel Pudil – statistical approach to patternrecognition: dimensionality reduction26605 2353, [email protected]
Petr Somol – statistical pattern recognition; di-mensionality reduction26605 2205, [email protected]
Hana Sevcıkova – statistical pattern recognition26605 2861, [email protected]
Pavel Zid – image [email protected]
Postgraduate Students:
Milan Bok – statistical pattern recognition, fea-ture [email protected]
Martin Hatka– statistical pattern recognition,texture [email protected]
Jan Hora– statistical modelling of large [email protected]
Jirı Humpolıcek – statistical pattern recognition,text document [email protected]
Antonın Malık – statistical pattern recognition,text document [email protected]
Stanislav Mikes – image [email protected]
Pavel Vacha – query by pictorial [email protected]
Profile:
Research Topics:
The scope of the Department of Pattern Recog-nition activities covers statistical pattern recog-nition, with emphasis on model-based patternrecognition and application of finite mixtures,modelling of random fields for scene interpre-tation, probabilistic neural networks, statisticalfeature selection and applications in economics,car industry, architecture, medicine, and textdocument classification and processing. In allthese areas the group members enjoy an interna-tional reputation expressed by scientific awardsand memberships in governing bodies of interna-tional organizations.
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International Cooperation:
Members of the Department co-operate in thefield of statistical pattern recognition with sev-eral foreign Universities, especially with the Uni-versity of Surrey, UK, (Prof. Kittler); Universityof Bonn, Germany, (Prof. R. Klein); Vienna Uni-versity of Technology, Austria, (Prof. W. Pur-gathofer); University of Valencia, Spain, (Prof.F. Ferri); University of Hokkaido, Japan, (Prof.Mineichi Kudo, joint research project); Univer-sity of Salzburg (Dr. H. Meier, joint researchproject); Max-Planck Institute for Informatics,Saarbrucken, Germany, (Prof. H. Seidel); Insti-tute National de Recherche en Informatique eten Automatique, Montbonnot, Sophia Antipolis,France (Dr. C. Soler, Dr. J. Zerubia joint re-search project); Delft University of Technology,The Netherlands, (Prof. R.P.W. Duin, Dr. P.Paclik); Cambridge University, United Kingdom(Prof. R. Hanka); University of Auckland, NewZealand (Prof. G. Gimmelfarb) and others.
University Boards:
J.Novovicova is a member of the Field of StudyBoard of doctoral studies on the Faculty of Math-ematics and Physics, Charles University, Prague.M. Haindl is a member of the Field of StudyBoard of doctoral studies on the Faculty of Elec-trical Engineering of the Czech Technical Univer-sity in Prague and on the Faculty of Electrical En-gineering and Communication Brno University ofTechnology, a member of State Doctoral Exami-nation Committees at the Faculty of Mathemat-ics and Physics, Charles University, Prague andthe Faculty of Electrical Engineering of the CzechTechnical University in Prague, and the ScientificBoards of the Institute of Information Theory andAutomation and the Institute of Computer Sci-ence. .
Editorial Boards:
Michal Haindl - ERCIM News, IAPR Newsletter.
Representation in International Societies:
M. Haindl is the Chair of the IAPR Member-ship Committee, a member of the IAPR Pub-lication and Publicity Committee, a member ofthe ERCIM - Editorial Board, a member of theERCIM European Cooperation Task Force, amember of the ERCIM Human Resources TaskForce and a member of the ERCIM WG ImageUnderstanding. Pavel Pudil is an external PhD
examiner for Cambridge University and a mem-ber of the IAPR Governing Board (representa-tive of the Czech Republic). J.Grim, M.Haindl,J.Novovicova, P.Pudil and P.Somol are membersof the Committee TC1 ”Statistical Techniques inPattern Recognition” of the International Asso-ciation for Pattern Recognition.
Grants and Projects:
M. Haindl: “Multimedia Understandingthrough Semantics, Computation andLearning - MUSCLE, ”(EC Network of Excellence No. FP6-507752, 2005-2008)
M. Haindl: “Automatic Acquisition of VirtualReality Models from Real World Scenes, ”(GAAV CR IS 1ET400750407, 2004-2008)
M. Haindl: “ERCIM”(Grant Agency of MSMT, INGO No.LA147, 2002-2006)
M. Haindl: “Research Centre DAR - Data, Al-gorithms, Decision Making, ”(Grant Agency of MSMT, 1M0572, 2005-2009)
J. Grim: “Recurrent Probabilistic Neural Net-works, ”(Grant Agency of the Czech Republic, No.102/07/1594, 2007-2010)
Teaching and Supervising Activities:
University Courses:
The following university courses are presented bythe members of the department:University of Economics - Faculty of Manage-ment: Fundamentals of Statistics, (P. Pudil);Applied artificial intelligence for management (P.Pudil)
Supervising:
Jirı Filip was awarded his PhD. Three diplomatheses and 7 doctoral projects were supervised bythe department members in 2006. Martin Hatkawas awarded the first price (applied mathematicscategory) in the International SVOC competition,Bratislava for his diploma thesis.
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Conferences and InternationalContacts:
Conferences – Participation:
Members of the department presented their con-tributions at the following international confer-ences:
J. Filip, M. Haindl: IWICPAS (InternationalWorkshop on Intelligent Computing in PatternAnalysis/Synthesis). Xian, China, August 2006,
J. Filip, J. Novovicova, P. Somol, P. Vacha:DAR workshop, Trest, December 2006,
J. Grim, J. Novovicova, P. Somol: Joint IAPRInternational Workshops SSPR 2006 and SPR2006. Hong Kong, China, August 2006,
M. Haindl, J. Filip: 5th MUSCLE workshop,February 2006, Istanbul, Turkey,
M. Haindl, J. Filip, J. Grim, S. Mikes, J.Novovicova, P. Pudil, P. Somol, P. Vacha: 18thInternational Conference on Pattern Recognition.Hong-Kong, China, August 2006,
M. Haindl: 1st International Workshop onthe European Network of Mechatronics Centres,Plzen, June 2006,
M. Haindl, J. Novovicova, P. Pudil, P. Somol:11th Iberoamerican Congress in Pattern Recog-nition, Cancun, Mexico, November 2006,
M. Haindl: International Conference ImageAnalysis and Inverse Problems, Eindhoven, TheNetherlands, December 2006,
M. Haindl, P. Pudil, P. Somol: 2nd Inter-national Workshop on the European Network ofMechatronics Centres, Zelezna Ruda, December2006
Conferences–Organization:
M. Haindl has been a member of the programcommittees of the 18th International Conferenceon Pattern Recognition, 2006 Hong Kong, China;International Conference on Image Analysis andRecognition, ICIAR 2006, Povoa de Varzim, Por-tugal; Workshop on Intelligent Computing in Pat-tern Analysis/Synthesis (IWICPAS 2006), Xi’an,China and 17th European Conference on Artifi-cial Intelligence, Riva del Garda, Italy.
J. Novovicova has been a member of the Pro-gram Committee of the Joint IAPR InternationalWorkshops SSPR 2006 and SPR 2006, HongKong, China and the Iberoamerican Congress onPattern Recognition CIARP 2006, Cancun, Mex-ico.
International Contacts:
The Department has extensive contacts with for-eign research institutes and universities. Thiscollaboration was formalised in solution of twointernational research projects and several jointpublications. Professor R. Hanka from the Cam-bridge University, UK, Prof. Dmitris Ververidisfrom the Aristotle University of Thessaloniki,Greece, Prof. Dimitry Chetverikov and Dr Ga-bor Renner from SZTAKI Budapest, Hungary,Dr Hana Sevcıkova from the University of Wash-ington, Seattle, USA and Prof. Xiaoyi Jiangfrom the University of Munster, Munster, Ger-many were visiting researchers in the department.
Results:
Compression and Modelling of Bidirectio-nal Texture Function
The highest fidelity representations of realis-tic real-world materials currently used compriseBidirectional Texture Functions (BTF). The BTFis a six dimensional function depending on viewand illumination directions as well as on planartexture coordinates. The huge size of such mea-surements, typically in the form of thousands ofimages covering all possible combinations of illu-mination and viewing angles, has prohibited theirpractical exploitation and obviously some com-pression and modelling method of these enormousBTF data spaces is inevitable. The proposed ap-proach [3] combines BTF spatial clustering withcluster index modelling by means of an efficientMarkov random field model. This method allowsto generate seamless cluster index of arbitrarysize to cover large virtual 3D objects surfaces.The method [3] represents original BTF data us-ing a set of local spatially dependent BidirectionalReflectance Distribution Function (BRDF) val-ues which are combined according to synthesisedcluster index and illumination / viewing direc-tions. BTF data compression using this methodis about 1 : 100 and their synthesis is very fast.
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Dynamic Colour Texture Synthesis
Textural appearance of many real word materialsis not static but often shows progress in time. Ifsuch a progress is spatially and temporally ho-mogeneous these materials can be representedby means of dynamic textures (DT). DT mod-elling is a challenging problem which can add newquality into computer graphics applications. Wehave developed a novel hybrid method [1],[2] forcolour DTs modelling. The method is based oneigen-analysis of DT images and subsequent pre-processing and modelling of temporal interpola-tion eigen-coefficients using a spatial causal auto-regressive model. The proposed method showsgood performance [2] for most of the tested DTs,which depends mainly on the properties of theoriginal sequence. Moreover, this method com-presses significantly the original data and en-ables extremely fast synthesis of unlimited ar-tificial sequence, which can be easily performedby means of contemporary graphics hardware.This work was developed as a part of EU NoEMUSCLE project in cooperation between threeERCIM members UTIA, SZTAKI, Hungary andCWI, Amsterdam hosting the experimental DTdatabase.
Text Document Classification
The usability of the Oscillating Search algorithmfor feature/word selection (FS) in text catego-rization was explored [12]. The multi-class Bhat-tacharyya distance for multinomial model as theglobal feature subset selection criterion for reduc-ing the dimensionality of the bag of words vectordocument representation has been used. This cri-terion takes into consideration inter-feature rela-tionships. Three subset selection procedures hasbeen experimentally compared: the commonlyused best individual feature selection based oninformation gain, the same based on individ-ual Bhattacharyya distance, and the OscillatingSearch to maximize Bhattacharyya distance ongroups of features. The obtained feature subsetsare then tested on the standard Reuters data withtwo classifiers: the multinomial Bayes and thelinear SVM. The presented experimental resultsillustrate that using a non-trivial feature selec-tion algorithm is not only computationally feasi-ble, but it also brings substantial improvement inclassification accuracy over traditional, individualfeature evaluation based methods.
We also investigated the idea of modifying cer-tain feature selection algorithms to enable proto-type (keyword) search in documents. This led
to definition of a flexible prototype-search frame-work [17] whose potential applicability is not re-stricted to document processing only.
Feature Selection
Among recent topics studied in context of featureselection the hybrid algorithms seem to receiveparticular attention. We proposed a new hybridalgorithm, the flexible hybrid floating sequentialsearch algorithm, that combines both the filterand wrapper search principles [17]. The mainbenefit of the proposed algorithm is its abilityto deal flexibly with the quality-of-result versuscomputational time trade-off and to enable wrap-per based feature selection in problems of higherdimensionality than before. We show that it ispossible to trade significant reduction of searchtime for negligible decrease of the classificationaccuracy. Experimental results are reported ontwo data sets, WAVEFORM data from the UCIrepository and SPEECH data from British Tele-com. Another method [10] based on mutual cor-relation was proposed for extensive feature spacesapplications.
Multimodal Range Image Segmentation
A fast range image segmentation method [7] forscenes comprising general faced objects was pro-posed.
The range segmentation is based on a recur-sive adaptive probabilistic detection of step dis-continuities which are present at object face bor-ders in mutually registered range and intensitydata. Detected face outlines guides the subse-quent region growing step where the neighbour-ing face curves are grouped together. Regiongrowing based on curve segments instead of pix-els like in the classical approaches considerablyspeed up the algorithm. The exploitation of mul-timodal data significantly improves the segmen-tation quality .
Unsupervised Color Texture Segmentation
Recently we have proposed Gaussian mixtures asa local statistical model to synthesize artificialtextures. In particular, we describe the statisti-cal dependence of pixels of a movable window bymultivariate Gaussian mixture of product com-ponents. As the mixture components correspondto different variants of image patches appearingin the window they can be used to identify dif-ferent segments of the source color texture im-age. The segmentation can be obtained by means
42
of Bayes formula provided that a proper decom-position of the estimated Gaussian mixture intosub-mixtures is available. As shown in the pa-per [6] the mixture model can be decomposed bymaximizing the mean probability of correct clas-sification of pixels into segments. The algorithmtakes into account the assumed consistency of fi-nal segmentation.
Another two color texture unsupervised seg-mentation algorithms [8],[15] were published.The algorithm [15], based on Markov tree models,processes independently the spectral and spatialinformation. The method [8] locally representsmultispectral texture mosaics by four causal mul-tispectral random field models recursively eval-uated for each pixel and the segmentation algo-rithm is based on the underlying Gaussian mix-ture model. The performance of both methodswas extensively tested on the Prague segmen-tation benchmark [11] and compares favourablywith several alternative texture segmentationmethods.
Trainable Similarity Measure for ImageClassification
In object recognition problems a two-stage systemis usually adopted composed of a fast and simpledetector and a more complex classifier. A designof the second stage classifier based on the recentlyproposed trainable similarity measure which isspecifically designed for supervised classificationof images has been studied. Common global mea-sures such as correlation suffer from uninforma-tive pixels and occlusions. The proposed measureis based on local matches in a set of regions withinan image which increases its robustness. Theconfiguration of local regions is derived specifi-cally for each prototype by a training procedure.The classifiers built using the trainable similar-ity have been experimentally compared to thestate-of-the-art AdaBoost image classifier basedon locally-extracted image features. The compar-ison has been carried out on a real-world pedes-trian recognition problem. The result illustratesthat for a given range of sample sizes the trainablesimilarity represents a better solution than theAdaBoost algorithm which requires significantlylarger training sets [13].
Image Retrieval
Two fast illumination invariant image retrievalmethods [9] for scenes comprising textured ob-jects with variable illumination were developed.Both methods are based on texture gradient mod-
elled by efficient set of random field models.We developed illumination insensitive measuresfor textured images representation and comparedthem favorably with steerable pyramid and Ga-bor features in the illumination invariant BTFtexture recognition.
Publications:
Altogether 17 papers have been published in thelast year.
List of Selected References:
1. Filip J., Haindl M., Chetverikov D.
Fast synthesis of dynamic colour textures.
ERCIM News, 66 (2006):53–54, 2006.
2. Filip J., Haindl M., Chetverikov D.
Fast synthesis of dynamic colour textures.
In Yeung D.S. Yan H. Lorette G. Tang Y.Y.,Wang S.P., editor,
Proceedings of ICPR 2006 - The 18th Inter-national Conference on Pattern
Recognition, 2006.
3. Filip J., Haindl M.
Btf modelling using brdf texels.
Lecture Notes in Computer Science, 4153(2006):475–484, 2006.
4. Grim J.
EM cluster analysis for categorical data.
Lecture Notes in Computer Science, 4109(2006):640–648, 2006.
5. Grim J., Haindl M., Somol P. Pudil P.
A subspace approach to texture modellingby using gaussian mixtures.
In Ho T. K. Haralic B., editor, Proceedingsof the 18th
Conference on Pattern Recognition. ICPR2006, 2006.
6. Grim J., Somol P., Haindl M. Pudil P.
Color texture segmentation by decomposi-tion of gaussian mixture
model.
Progress in Pattern Recognition, ImageAnalysis and
Applications, 4225 (2006):287–296, 2006.
43
7. Haindl M., Zid P.
Multimodal range image segmentation bycurve grouping.
In Yeung D.S. Yan H. Lorette G. Tang Y.Y.,Wang S.P., editor,
Proceedings of ICPR 2006 - The 18th Inter-national Conference on Pattern
Recognition, 2006.
8. Haindl M., Mikes S.
Unsupervised texture segmentation usingmultispectral modelling approach.
In Yeung D.S. Yan H. Lorette G. Tang Y.Y.,Wang S.P., editor,
Proceedings of ICPR 2006 - The 18th Inter-national Conference on Pattern
Recognition, 2006.
9. Haindl M., Vacha P.
Illumination invariant texture retrieval.
In Proceedings of ICPR 2006 - The 18th In-ternational Conference
on Pattern Recognition, 2006.
10. Haindl M., Somol P., Ververidis D.Kotropoulos C.
Feature selection based on mutual correla-tion.
Progress in Pattern Recognition, ImageAnalysis and
Applications, 4225 (2006):569–577, 2006.
11. Mikes S., Haindl M.
Prague texture segmentation data genera-tor and benchmark.
ERCIM News, 64 (2006):67–68, 2006.
12. Novovicova J., Somol P., Pudil P.
Oscillating feature subset search algorithmfor text categorization.
Lecture Notes in Computer Science, 4225(2006):578–587, 2006.
13. Paclık P., Novovicova J., Duin R.
Building road-sign classifiers using a train-able similarity measure.
IEEE Transactions on Intelligent Trans-portation Systems, 3
(2006):309–321, 2006.
14. Paclık P., Novovicova J., Duin R.
A trainable similarity measure for imageclassification.
In Proceedings of the 18th Conference onPattern Recognition.
ICPR 2006, 2006.
15. Scarpa G. Haindl M.
Unsupervised texture segmentation byspectral-spatial-independent.
In Proceedings of ICPR 2006 - The 18th In-ternational Conference
on Pattern Recognition, 2006.
16. Somol P., Pudil P.
Multi-subset selection for keyword extrac-tion and other prototype
search tasks using feature selection algo-rithms.
In Proceedings of ICPR 2006 - The 18th In-ternational Conference
on Pattern Recognition, 2006.
17. Somol P., Novovicova J., Pudil P.
Flexible-hybrid sequential floating search instatistical feature selection.
Lecture Notes in Computer Science, 4109(2006):623–639, 2006.
44
Department
ofSignal Processing
Contact Informations:
tel.: 26605 2216
fax: 26605 2511
e-mail: [email protected]
http://sp.utia.cz/
Personnel:
Head of Department:
Jirı Kadlec – parallel signal processing, algo-rithmic engineering26605 2216, [email protected]
Assistants:
Milada Kadlecova – secretary, project support,Idealist34, OKO IST26605 2216, [email protected]
Dana Hermankova – project support, since 2004on maternity leave
Research Fellows:
Jan Schier – advanced signal processing, im-age processing, array processing algorithms,rapid prototyping, applications of FPGA insignal processing,26605 2470, [email protected]
Martin Danek – FPGA architectures, adaptivesystems, embedded systems, dynamic re-configuration in FPGAs, design tools forFPGAs26605 2264, [email protected]
Antonın Hermanek – signal processing in com-munication, MIMO communication sys-tems, OFDM systems, equalization, syn-chronization, adaptive algorithms, DSPprocessors, VLSI signal processing26605 2470, [email protected]
Milan Tichy – DSP in FPGAs, parallel algo-rithms and architectures, logarithmic arith-metic, embedded systems26605 2212, [email protected]
Bohumil Kovar – data mining, signal processing,image processing26605 2472, [email protected]
Zdenek Hanzalek – real time systems22435 5708, [email protected]
Technical Support:
Radim Matulık – hardware design, design andmanufacture of a Braille notetaker for blindpeople GIN26605 2452, [email protected]
Lukas Kohout – application design in FPGA,dynamic reconfiguration of FPGA devices26605 2502, [email protected]
Postgraduate Students:
Roman Bartosinski – embedded systems basedon FPGA, tools for embedded systems26605 2264, [email protected]
Petr Honzık – dynamic reconfiguration in FP-GAs, FPGA architectures26605 2264, [email protected]
Leos Kafka – fault-tolerant design, dynamic re-configuration in FPGA26605 2563, [email protected]
Michal Kunes – hardware/software codesign,partitioning problems26605 2563, [email protected]
Tomas Mazanec – adaptive algorithms, speechprocessing26605 2472, [email protected]
Zdenek Pohl – FPGA designs and operating sys-tems26605 2212, [email protected]
Master Students:
Jan Kloub – application design in FPGAs26605 2502, [email protected]
Josef Dusek – application design in FPGAs26605 2502, [email protected]
Jaroslav Stejskal – application design in FPGAs26605 2502, [email protected]
Jirı Svozil – application design in FPGAs26605 2502, [email protected]
Tomas Skarda – application design in FPGAs26605 2502, [email protected]
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Profile:
Research Topics:
The Department concentrates mainly on multi-disciplinary research in the field of VLSI signalprocessing applications, namely:
The department focuses on research, devel-opment and implementation of advanced digitalsignal processing algorithms, mainly in the fieldsof adaptive signal processing in communications,audio and image processing. Our aim is to use amultidisciplinary approach, building both on ourexperience with using statistics for system iden-tification and modeling, relevant fields of linearalgebra and on research in the field of embeddedsystem architectures.
Our target platforms are Field ProgrammableGate Arrays (FPGAs) and Digital Signal Proces-sors (DSPs). We use Matlab/Simulink to specify,model and verify algorithms that we later convertto C (for the DSP implementation) or hardwaredescription languages such as VHDL or Handel-C. Finally, we synthesize hardware configurationfile for the FPGA device.
As such specialized solutions are likely tobe used in embedded systems, we also researchfeatures that result in extremely fast execution,use small amount of memory, small chip areaor low power consumption. We achieve thisboth through designing new or modifying existingDSP algorithms, and using architectural proper-ties such as dynamic reconfiguration of FPGAs.
Our research areas are namely:
a) Theory of identification, algorithmic designand mapping on parallel processing arrays.
b) General applications of digital signalprocessing: prediction, noise cancellation,adaptive equalization.
c) Advanced signal processing in telecommu-nications, MIMO communication systems,OFDM systems, equalization, synchroniza-tion, adaptive algorithms.
d) Design methodology for dynamic reconfigu-ration of FPGAs, taking into account bothhigh-level design specification and low-levelchip placement and routing.
e) Novel FPGA architectures for future com-plex self-adaptive systems.
f) Fault-tolerant design for FPGAs and ASICswith special consideration of dynamic re-configuration.
g) Hardware/Software codesign, hardware ac-celeration in embedded systems with appli-cations in image processing.
h) Implementations based on rapid prototyp-ing techniques for embedded systems withsignal processors and FPGAs.
University Boards:
Jirı Kadlec and Martin Danek are members ofexamination boards for defenses of master anddoctoral theses at the Czech Technical University,Faculty of Electrical Engineering.
Representation in International Societies:
Jirı Kadlec — Czech delegate of the IST Pro-gramme Committee for the 6th Framework Pro-gramme EU (2002-2006); a member of the CzechChapter of IFAC (Area: Modeling, Identificationand Signal Processing); a member of the Councilfor Support of AS CR Participation in EuropeanIntegration of Research and Development.Martin Danek — a member of the Program Com-mittee of the International Conference on Field-Programmable Logic and Applications, a memberof the Program Committee of the IEEE Work-shop on Design and Diagnostics of Electronic Cir-cuits and Systems (DDECS), a member of theProgram Committee of the Southern Conferenceon Programmable Logic (SPL), a member of theProgram Committee of the Euromicro Sympo-sium on Digital System Design (DSD).Jan Schier and Antonın Hermanek — membersof the Program Committee IASTED Signal andImage Processing 2007 ConferenceMilan Tichy — a member of the Marie Curie Fel-lowship Association
Recent Activities:
Grants and Projects:
M. Danek, J. Kadlec: “AETHER – self-Adaptive Embedded Technologies for Per-vasive Computing Architectures” (No.FP6-IST-027611, 2006-2008)
J. Kadlec: “Centre of Applied Cybernetics” (No.1M0567, 2005-2009, Ministry of Education,Youth and Sports of the CR)
M. Danek: “ Design of Highly Reliable Con-trol Systems Built on Dynamically Recon-figurable FPGAs” (No. GA102/04/2137,Grant Agency of the CR)
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A. Hermanek: “Digital Video-Sensoric Sys-tem of a Reconnaissance Robot” (No.1ET100750408, 2004-2007, NPV TP2 Infor-mation Society)
R. Bartosinski: “Participation in the Evolu-tion of the Standardization for EmbeddedSoftware for Automotive Industry” (No.1ET400750406, 2004-2007, NPV TP2 Infor-mation Society)
J. Schier, A. Hermanek: “Specification of Quan-titative Criteria and Optimization of Re-sources for Broadband Access Network”(No. 1ET300750402, 2004-2007, NPV TP2Information Society)
J. Schier: “Rapid Prototyping Tools forDevelopment of HW-Accelerated Embed-ded Image and Video Processing” (No.1ET400750408, 2004-2008, NPV TP2 Infor-mation Society)
M. Danek: “Technology for Improving theTestability of Modern Digital Circuits” (No.1QS108040510, 2005-2008, NPV PP2)
J. Kadlec: “VLAM - Virtual Laboratory of Mi-croprocessor Technology Application” (No.2C06008, 2006-2011, NPV 2 InformationSociety)
J. Kadlec: “COSINE - Co-ordinating Strate-gic Initiatives on Embedded Systems in theEuropean Research Area” (No. FP6-IST-004225, 2005-2007)
J. Kadlec: “IST World - Knowledge Base forRTD competencies in IST” (No. FP6-IST-015823, 2005-2007)
J. Kadlec: “OKO IST Professional Contact Or-ganization” (No. 1P04OK458, 2004-2007,Ministry of Education, Youth and Sportsof the CR, Programme EUPRO)
M. Kadlecova: “Idealist34 - Partner Search Sup-port for participants in IST Priority by Eu-ropean network of NCP for IST under the6th Framework Programme” (No. FP6-IST-511355, 2004-2006)
M. Kadlecova: “Idealist7fp - Support for Partic-ipants in ICT Priority by Network for ISTunder the Transition to the 7th FrameworkProgramme” (No. FP6-IST-045059, 2006-2008)
Teaching and Supervising Activities:
University Courses:
Eight courses on subjects related to the researchfield of the department were given:
Czech Technical University — Faculty of Electri-cal Engineering:Microprocessor System Design (J. Kadlec,R. Bartosinski);Adaptive Methods of Signal Processing(J. Kadlec);Parallel Algorithms and Architectures (J. Kadlec)Problems and Algorithms (M. Danek);Automated Design of Digital Systems (M. Danek)Logic Circuits (L. Kafka)Czech Technical University — Faculty of Trans-portation Sciences:Modeling of System and Processes (B. Kovar)Mathematical Analysis (B. Kovar)
Supervising:
B. Kovar and M. Tichy have successfully de-fended their doctoral theses.
Six members of the department are still head-ing towards their PhD degree.
Five bachelor and five master students havebeen supervised by the department members in2006. The bachelor theses (J. Svozil, J. Stejskal,T. Skarda, Karel Fatura, Pavel Kolın) and onemaster thesis (L. Kohout) were defended in 2006.
International Cooperation:
Conferences – Participations:
Members of the department presented their pa-pers, posters or demonstrators at numerous in-ternational conferences and fairs such asInnovation & Business LIVE – 8th InternationalConference on Entering Foreign Markets: ICTTrends & Strategies, co-funding from EU pro-grammes – Prague, round table and invited pre-sentation (Kadlec)3rd Annual ARTEMIS International Conference– Austria, Graz, presentation of our R&D resultsat a stand (Kadlec)IST 2006 Strategies for Leadership InternationalConference and Exhibition – Finland, Helsinki,presentation of our R&D at an exhibition booth“PicoNet - Implementing Floating-Point DigitalSignal Processing” (Kadlec, Danek, Bartosinski,Honzık, Kafka, Kohout)ITEA2 Symposium – France, Paris, invited pre-sentation (Kadlec)
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FPGA 2006 – ACM/SIGDA 14th InternationalSymposium on Field-Programmable Gate Arrays– USA, Hyatt Regency Monterey, poster presen-tation (Tichy)DDECS 2006 – IEEE Workshop on Design andDiagnostics of Electronic Circuits and Systems –Prague, paper and poster presentation (Danek,Kadlec, Kafka)ARC 2006 – International Workshop on AppliedReconfigurable Computing – The Netherlands,Delft, poster presentation (Schier)DATE 2006 – Design, Automation and Test inEurope – Germany, Munich, invited presentationat the Renaissance of FPGA-Based High Perfor-mance Computing workshop (Kadlec)ISSPIT 2006 – The IEEE Symposium on Sig-nal Processing and Information Technology –Canada, Vancouver, paper presentation, chair-man of the section “DSP systems and implemen-tations” (Hermanek)FPL 2006 – 16th International Conference onField Programmable Logic and Applications –Spain, Madrid, poster presentation (Kunes).IWES 2006 – 5th International Workshop on Em-bedded Systems – Crete, Heraklion, invited pre-sentation (Schier)MAPLD 2006 – 9th Military and Aerospace Pro-grammable Logic Devices international confer-ence – Washington D.C., USA, paper presenta-tion (Hermanek, Bartosinski)SiPS 2006 – IEEE 2006 Workshop on SignalProcessing Systems – Canada, Calgary, paper andposter presentation (Schier)DT 2006 – Digital Technologies 2006 – Slovakia,Zilina, paper presentation (Schier)
Conferences – Organization:
J. Kadlec — Workshop “Robotics in IST FP7”,7.11.2006, Technology Centre AS CRJ. Kadlec — Workshop and round table for FP6project proposers from the Academy of Sciences,14.11.2006, UTIAM. Danek — Member of the program commit-tee of the International Conference on Field-Programmable Logic and Applications. Conf.FPL’2006 was held in Madrid, Spain, in August2006.
International Cooperation and Contacts:
Department members are networked with Eu-ropean researchers and companies especiallythrough EU IST projects:
Celoxica, Ltd., UK (Dr. P. Bishop)ITIV Karlsruhe, DE (M. Huebner)CEA, F (C. Gamrat)Philips Research Eindhoven, NL (Dr. N. Ben-shop)IMEC Leuven (Leos Kafka – long term stay fin-ished in summer 2006)
Results:
Research performed in frame of the Centrefor Applied Cybernetics
Optimal scheduling of the FI-CMA algorithm forthe library of pipelined logarithmic operationshas been performed in cooperation with the groupof Dr. Zdenek Hanzalek at CTU Prague. Resulthas been presented at the NASA MAPLD 2006conference in Washington, DC and at the SiPS2006 conference in Canada.
Reconfigurable HW has been designed for ac-celeration of computation of large cross ambigu-ity functions. This research has been performedin cooperation with ERA Pardubice.
In cooperation with the company Celoxica UKwe have demonstrated the use of compact Pi-coBlaze controllers for the assembly of high per-formance and power efficient floating point DSPpipelines. We have decomposed floating point al-gorithm into a sequence of hardware processes us-ing a PicoBlaze network to manage the operationsequence. This result has been published in theXilinx Embedded Magazine.
Design of Highly Reliable Control SystemsBuilt on dynamically Reconfigurable FP-GAs
The goal of this longer term research is to designa new, advanced design methodology for recon-figurable circuits that will be based on the newtechnological possibilities and to make it acces-sible both to local small and medium-size enter-prises and to education of students at universities.Our research is aimed at creating an integratedcircuit with new qualities. The current trend indigital VLSI design is such that supply voltagesdecrease as well as feature sizes (which are nowwell under 100 nano meters) and chip sizes in-crease. These trends on the one hand enable toincrease the computing power of the designed cir-cuits, and at the same time to decrease the priceper one transistor, but they also make the cir-cuits more susceptible to errors, their behaviorbecomes more or less stochastic. These reasonschange the meaning of individual circuit parame-
48
ters, it becomes acceptable to use a larger part ofthe circuit for service functions and it is often eco-nomically justifiable to back up function units soas to increase the reliability of the whole circuit.Research is performed together with Faculty ofMechatronics, TU Liberec, Faculty of ElectricalEngineering, CTU. Work is partially supportedby GA 102-04-2137 project.
Specification of Quantitative Criteria andOptimization of Resources for BroadbandAccess Networks – ADSL
The goal of this research is to contribute to thedevelopment of the broadband access networks inthe public domain. It is focused on two relatedareas:
1. specification of qualitative criteria for typ-ical services of broadband access networkand optimization of this network to guar-antee these services
2. optimization methods for filter design andresearch of adaptive equalization algorithmsused in the digital subscriber line
The first task is being solved by using analysisand modeling of the traffic character for differenttypes of services and their combinations and bysimulating the network traffic under various con-ditions. The analytical design methods for thebroadband digital filters are beeing optimized andtheir implementation will have to be considered.In the field of adaptive equalizers, we focus on ad-vanced deconvolution methods, which are, due totheir computational complexity, still seldom usedin the industry. Research is performed togetherwith Faculty of Electrical Engineering, CTU andit is partially supported by NPV-IT Project No.:1ET300750402.
Digital Video-Sensoric System of Recon-naissance Robot – ORPHEUS
This research focuses on methods for a digitalwireless transfer of video and other sensor datafrom the video-sensoric system of a reconnais-sance robot and their visualization and integra-tion in the user interface at the operator seat.The results of the project will be evaluated ina real-world environment using the platform ofthe reconnaissance robot Orpheus. Our goal is toimprove the Orpheus platform so that it will becompetitive with the future top-class reconnais-sance robots used worldwide while adapting it toreal operations. To reach this goal, new meth-ods for robust digital wireless transfer of video
and other data and an innovative telepresentationuser interface with the feature-extraction capabil-ities will be developed. Research is performed to-gether with Faculty of Electrical Engineering andCommunication, BUT. This work is partially sup-ported by NPV-IT Project No.: 1ET100750408.http://www.orpheus-project.cz
Rapid Prototyping Tools for Developmentof HW-Accelerated Embedded Image andVideo Processing Applications - RIPAC
This project is targetted in acceleration of com-putationally intensive image and video process-ing using combined DSP/FPGA system. Theaim of the project is to develop tools allowing foreasy prototyping and on-site adjustment for suchsystem. Such environment, should, at the lowerlevel, use relatively simple scripting language and,at the higher level, some rapid development tool.Included will be also libraries of hardware macrosand DSP functions and their simulation equiva-lents.
In 2006, the accelerator support in the simu-lation environment Simulink has been improved.In the present time, an infrastructure for hard-ware implementation of the acceleration is beingcreated. The project partner, Brno University ofTechnology, has finalized fast data communica-tions between DSP and FPGA and has analyzedimplementation possibilities for HW implementa-tion of image classifiers.
The project is supported the Grant agency ofthe Czech Academy of Sciences, in the frame ofthe NPV-IT Project No. 1ET400750408.http://www.ripac.cz
Participation in the Evolution of the Stan-dardization for Embedded Software for Au-tomotive Industry – SESAP
The objective of this joint effort is to participatein an European–wide standardization of automo-tive software. Since 2005, participation of UTIAin the EU Embedded Technology Platform andmembership of UNIS in the European standard-ization process Autosar has been achieved. Oneof the project aims is development of an integra-tion between the Processor Expert tool and theMatlab environment. The integration supportsautomatic code generation of an embedded sys-tems from their models. In 2005, the ProcessorExpert Embedded Real-time Target package hasbeen developped and registred under the PEERTtrademark for this reason. In 2006, the integra-tion has been upgraded according to the Autosar
49
standard. Research is performed together withFaculty of Electrical Engineering CTU, and com-pany UNIS Brno. Work is partially supported byNPV-IT Project No.: 1ET400750408.
Technology for Improving the Testabilityof Modern Digital Circuits - RETAC
The project aims at creating a new technologyfor diagnosing SoC-type digital circuits; projectoutputs will be a prototype and methodology.The method used for testing SoC circuits willbe based on the so-called RESPIN architecture(IEEE 1500 compliant). The RESPIN architec-ture considers reconfiguration of each circuit coreso that each core can be tested by the cores inits neighbourhood. Test vectors can be appliedin a compressed form and the decompression canbe done in the circuit using the neighbouring re-configurable cores. The compressed test vectorsfor this architecture will be generated using theCOMPAS tool designed and implemented by theapplicant’s team. The prototype will be imple-mented using the FPGA circuits from Atmel. Toimprove the testability of the designed circuits atool will be created that will speed up fault sim-ulation using circuit models implemented in dy-namically reconfigurable FPGA circuits. The re-search is performed together with the Dept. ofComputer Science and Engineering, Faculty ofElectrical Engineering, CTU in Prague, and itis partially supported by NPV-PP2 Project No.1QS108040510.
Partner Search Support for participants inIST Priority for IST under the 6th Frame-work Program
Our objective is to ease the process of findingpartners for Czech organizations who wish to par-ticipate in the EU Information Society Technolo-gies Programme IST. The Ideal-ist network hasrepresentatives in the all Member States, as wellas the Associated States, including Israel, Malta,Turkey, Russia and Belarus, total 34 states. Wemaintain these portalshttp://www.oko-ist.cz/
http://www.ideal-ist.cz/
This activity is beeing supported by EU FP6IST support projects IDEALIST34, IST World,COSINE and by OKO-IST project granted bythe Ministry of Education Youth and Sports ofthe Czech republic.
Pocket Braille Notebook with SyntheticSpeech Output for the Blind Users – GIN
Long term research performed in the departmentresulted in an innovated version of pocket note-book equipped with Czech synthetic speech andthe Braille keyboard. The notebook performsmany tasks in several ways. It can serve as anotetaker. Users can make lists, search throughthem, remove or add items. They can ask for thetime or date. There are also stop watch, alarmclock and count-down timer functions. The tele-phone directory makes it possible to store names,phone numbers and addresses. The diary main-tains users appointments and reminders of impor-tant events.
User can connect the notebook to a computerand transfer data (a complete book). After thedevelopment made in 2005, wider range of MMCor SD memmory cards can be used (128MB —2GB). Removable media serve as large capacitydata storage for books, vocabularies, databases.
Publications in 2006:
4 journal papers, 13 conference papers, 2 theses, 3technical reports and 3 electronic documents havebeen published during 2006.
Selected References:
1. Sucha, P., Hanzalek, Z., Hermanek, A.,Schier, J.: Efficient FPGA Implementationof Equalizer for Finite Interval ConstantModulus Algorithm. In Proceedings of theIEEE Symposium on Industrial EmbeddedSystems IES 2006 , Antibes Juan-Les-Pins,CNRS-ENS, Lyon, France, 2006, pp. 1–10.ISBN 1-4244-0777-X
2. Tichy, M., Schier, J., Gregg, D.: EfficientFloating-Point Implementation of High-Order (N)LMS Adaptive Filters in FPGA.In Reconfigurable Computing: Architecuresand Applications. Proceedings of the SecondInternational Workshop ARC 2006 , Delft,The Netherlands, Springer Berlin, 2006, pp.311–316. ISBN 3-540-36708-X. ISSN 0302-9743
3. Hermanek, A., Kunes, M., Kvasnicka, M.:Comuputation of Long Time Cross Ambi-guity function using reconfigurable HW. In:Proceedings of the 6th IEEE InternationalSymposium on Signal Processing and Infor-mation Technology ISSPIT’06 . Vancouver: IEEE, 2006, pp. 1–5. ISBN 0-7803-9754-1
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4. Hermanek, A., Kunes, M., Kvasnicka, M.:Using Reconfigurable HW for High Di-mensional CAF Computation. In: Pro-ceedings of the International Conferenceon Field Programmable Logic and Applica-tions, Madrid, Spain, 2006. Institute ofElectrical and Electronic Engineering, pp.641–644. ISBN 1-4244-0312-X
5. Kadlec, J., Danek, M.: Design and verifi-cation methodology for reconfigurable de-signs in Atmel FPSLIC. In Proceedings ofthe IEEE Workshop on Design and Diag-nostics of Electronic Circuits and SystemsDDECS 2006 . Czech Technical University,Prague, 2006, pp. 79–80. ISBN 1-4244-0184-4
6. Kafka, L., Novak, O.: FPGA-based fault
simulator. In Proceedings of the IEEEWorkshop on Design and Diagnostics ofElectronic Circuits and Systems DDECS2006 . Czech Technical University, Prague,2006, pp. 274–278. ISBN 1-4244-0184-4
7. Tichy, M.: Efficient Floating-Point-LikeImplementation of the (N)LMS and GS-FAP Algorithms in FPGA, Reserach Re-port 2165, UTIA AV CR, 2006.
8. Tichy, M.: Floating-Point Arithmetic Li-brary and the FAL Matlab Toolbox, Re-search Report - Software (CD-ROM), UTIAAV CR, 2006.
9. Kadlec, J., Chappel, S.: Implementingfloating-point DSP. In Embedded Magazine.Vol. 2, No. 3 (2006), pp. 12-14.
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Department
ofStochastic Informatics
Contact Informations:
tel.: 26605 2466
fax: 286 890 300
e-mail: [email protected]
http://si.utia.cas.cz/
Personnel:
Head of Department:
Pavel Bocek – computer science, optimalstatistical algorithms26605 2596, [email protected]
Assistant:
Iva Maresova – 26605 2466,[email protected],[email protected]
Research Fellows:
Lucie Fajfrova – probability theory, interactingparticle systems26605 2396, [email protected]
Tomas Hobza – nonparametric density estimates26605 2041, [email protected],[email protected]
Marie Huskova – regression analysis, changepoint problem, non-parametric methods221913 277, [email protected]
Martin Janzura – limit theorems for randomfields and processes, image processing, in-formation – theoretic methods in probabil-ity and statistics26605 2572, [email protected]
Zbynek Koldovsky – independent componentanalysis blind single separation convolutivemixtures,26605 2292, [email protected]
Michal Kupsa — dynamical systems, ergodictheory, point processes, probability andstatistics26605 2284, [email protected]
Petr Lachout – weak convergence of probabil-ity measures, asymptotic theory of randomprocesses and fields, robust statistics221 913 289, [email protected],[email protected]
Tomas Marek – time series analysis26605 2244, [email protected]
Jirı Michalek – random processes, statistical in-ference in stochastic processes, statisticalprocess control26605 2241, [email protected]
Jan Nielsen – image and signal analysis26605 2284, [email protected]
Antonın Otahal – random processes and randomfields, stochastic methods in signal and im-age processing602 358219, [email protected]
Tomas Pazak – measures on Boolean algebrasand set26605 2396, [email protected] theory
Michaela Prokesova – probability theory26605 2396, [email protected]
Petr Salaba – probability analysis for service, re-liability26605 2252, [email protected]
Jan Seidler – stochastic analysis, stochastic par-tial differential equations26605 2041, [email protected]
Jan Swart – stochastic partial differential equa-tions26605 2584, [email protected]
Jan Sindelar – theory of complexity and its ap-plication in probability and statistics, alter-native theories of data processing26605 2440, [email protected]
Petr Tichavsky – system and signal theory, inde-pendent component analysis, wireless com-munications analysis26605 2292, [email protected]
Igor Vajda – information theory, mathematicalstatistics26605 2204, [email protected]
Jan Amos Vısek – robust statistics and econo-metrics, regression analysis, adaptive stat-istical methods, statistical computations,applications in economy and medicine222 112 318, [email protected]
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Petr Volf – survival analysis, nonparametric re-gression, smoothing methods, statistical re-liability testing26605 2431, [email protected]
Karel Vrbensky – computer science, optimalstatistical algorithms26605 2252, [email protected]
Postgraduate Students:
David Kraus – theory of random point processes,event history analysis
Profile:
Research Topics:
The Department concentrates on mathematicalresearch in the following areas.
a) Information in statistical experiments andoptimal statistical decisions (estimation,testing, classification), with emphasis onmaximum entropy, minimum divergencemethods, and asymptotic theory.
b) Robust statistical procedures and theirapplications in various statistical envi-ronments, including adaptivity and self-organization. Regression analysis.
c) Statistical inference in random processesand random fields. Applications instochastic optimization, change-point, opti-mum investment portfolios, and image andspeech processing.
International Cooperation:
Members of the Department participate in jointresearch with their colleagues from Universitiesin: Augsburg, Germany (Prof. J. Heinrich);Aarhus, Denmark (Prof. E. B. Vedel–Jensen);Rostock, Germany (Prof. F. Liese); Madrid,Spain (Prof. L. Pardo); Leuven, Belgium (Prof.E. C. van der Meulen); Montpellier, France (Prof.A. Berlinet); Elche, Spain (Prof. D. Morales);Karlsruhe, Germany (Prof. W. Stummer); Wa-terloo, Canada (Prof. K. T. Wong); Helsinki, Fin-land (Prof. E. Oja); Baltimore, U. S. A. (Prof.J. Smid); Ilmenau, Germany (Prof. S. Vogel,Prof. C. Leibscher); Vilnius, Lithuania (Prof. V.Paulauskas, Prof. M. Bloznelis).
University Boards:
I. Vajda is a chairman of the State ExaminationCommittee at the Faculty of Physical and Nu-clear Engineering and vice-chairman of the Boardof doctoral studies at the same faculty, J. A. Vısekis a dean of the Faculty of Social Sciences, CharlesUniversity and member of Scientific Board.
Researchers of the Department are membersof 3 different boards for defenses of doctoral the-ses at the Charles University, Faculty of Math-ematics and Physics (Faculty of Social Sciences)and Czech Technical University.
Editorial Boards:
Marie Huskova — Journal of Statistical Plan-ning and Inference, Statistics, Applicationsof Mathematics, Sequential Analysis,
Martin Janzura — Kybernetika, Statistical In-ference for Stochastic Processes
Petr Tichavsky — IEEE Transactions on SignalProcessing Letters
Igor Vajda — Kybernetika, Test, RevistaMatematica Complutense, Applications ofMathematics, Journal of Statistical Plan-ning and Inference
Jan Amos Vısek — Acta Universitatis CarolinaeOeconomica, Bulletin of the Czech Econo-metric Society.
Representation in International Societies:
Marie Huskova — The Institute of Mathemati-cal Statistics, American Statistical Associ-ation (ASA), International Statistical Insti-tute, Bernoulli Society (Programme coordi-nator)
Petr Lachout — member of American Mathe-matical Society
Petr Tichavsky — Institute of Electrical andElectronics Engineering
Igor Vajda — member of International Com-mittee European System Union, Institute ofElectrical and Electronics Engineering, In-stitute of Mathematical Statistics
Jan Amos Vısek — Bernoulli Society for Proba-bility and Mathematical Statistics, Interna-tional Association for Statistical Comput-ing
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Petr Volf — Bernoulli Society for MathematicalStatistics and Probability, European Net-work for Business and Industrial Statistics.
Recent Activities:
Grants and Projects:
M. Huskova: “Statistical models for structuralchanges and related problems III.” (GACR, GA201/06/0186, 2006 – 2008).
M. Huskova: “Statistical dynamical models andtheir applications in economics, techniquesand natural sciences”(GD 201/05/H007, 2005 – 2008).
M. Huskova: “Detecting changes in time series”(NATO, PST.EAP.CLG 980599, 2004 –2006).
M. Janzura: “Probabilistic methods in the studyof phase transitions of complex systems”(GA CR, GA201/06/1323, 2006 – 2008)
I. Vajda: “New results in testing the goodness-of-fit based in Pearson-type statistics”(GAAV CR, A 1075403, 2004 – 2006)
P. Volf: “Intelligent information system ofmaintenance management” (MO CR, FI-IM3/036, 2006 – 2008)
P. Volf: “Spatial-temporal point processesand their applications” (GAAV CR,IAA101120604, 2006 – 2012),(co-investigator, together with MFF UKPraha)
“Research Center for Quality and Reliability ofProduction” (MSM CR, 1M06047, 2006 –2009)
“Research Center Data, algorithms, decisionmaking” (MSM CR, 1M0572, 2006 – 2009)
Teaching and Supervising Activities:
University Courses:
36 courses on subjects related to the research fieldof the department were read.
University of Economics:Probability theory and statistics (J. A.Vısek); Advanced mathematical statistics(M. Huskova)
Charles University — Faculty of Mathematicsand Physics:Statistical seminar Bayesian methods,Probability and mathematical statistics, Se-quential analysis, Sequential and Bayesianmethods, Mathematical statistics, Designof experiments, Probability and statistics,Sequential and Bayesian methods, Selectedchapters of stochastics (M. Huskova) Ad-vanced econometrics optimization, Ad-vanced optimization and convex analysis,Introduction to optimization, Invarianceprinciples, Mathematical proseminar ofthe Department of Statistics (P. Lachout)Stochastic differential equations, Seminaron stochastic evolution equations, Markovprocesses (J. Seidler) Seminar on probabil-ity and statistics (J. Swart)
Charles University — Faculty of Social Sciences:Probability and mathematical statistics,Econometrics, Mathematical tools for cap-ital markets, Statistics, Statistical dataanalysis, Advanced parts of econometrics(J. A. Vısek)
Charles University — Faculty of Science:Information theory (T. Marek)
Czech Technical University — Faculty of Phys-ical and Nuclear Engineering:Stochastic systems (M. Janzura); Qualitycontrol, Random processes (J. Michalek);Information theory (I. Vajda)
Technical University Liberec:Applied Mathematics (P. Volf)
The School of Professional Higher EducationChotebor:Elements of mathematical statistics (J. Mi-chalek)
Conferences and InternationalContacts:
Conferences – Organization:
Prague Stochastics 2006A joint session of 7th Prague Symposiumon Asymptotic Statistics and 15th PragueConference on Information Theory, Statisti-cal Decision Functions and Random Proc-esses, Prague, August 21 – 25, 2006 (to-gether with KPMS MFF UK, 169 partici-pants, 130 abroad)
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Conferences – Participations:
17 lectures, 3 of them invited, have been deliveredat international conferences, including
Tomas Marek, Prague Stochastics 2006, a jointsession of 7th Prague Symposium on As-ymptotic Statistics and 15th Prague Con-ference on Information Theory, StatisticalDecision Functions and Random Processes,Prague
Lucie Fajfrova, Prague Stochastics 2006, a jointsession of 7th Prague Symposium on As-ymptotic Statistics and 15th Prague Con-ference on Information Theory, StatisticalDecision Functions and Random Processes,Prague
Petr Volf, Prague Stochastics 2006, a joint ses-sion of 7th Prague Symposium on Asymp-totic Statistics and 15th Prague Conferenceon Information Theory, Statistical DecisionFunctions and Random Processes, Prague
Petr Volf, Annual Conference of ENBIS, Wro-claw
Igor Vajda, International Conference of FranceStatistical Society, Paris
Marie Huskova, EMS 2006, Torun, Poland
Marie Huskova, ROBUST 2006, Lhota nad Ro-hanovem
Marie Huskova, PROBASTAT 2006, Smolenice
Marie Huskova, Prague Stochastics 2006, a jointsession of 7th Prague Symposium on As-ymptotic Statistics and 15th Prague Con-ference on Information Theory, StatisticalDecision Functions and Random Processes,Prague
Petr Tichavsky, Zbynek Koldovsky, IEEE Int.Conference on Acoustics, Speech and Sig-nal Processing (ICASSP) Toulouse
Lucie Fajfrova, 2nd International Workshopon Data – Algorithms – Decision Making,Trest
Tomas Hobza, Prague Stochastics 2006, a jointsession of 7th Prague Symposium on As-ymptotic Statistics and 15th Prague Con-ference on Information Theory, StatisticalDecision Functions and Random Processes,Prague
David Kraus, Prague Stochastics 2006, a jointsession of 7th Prague Symposium on As-ymptotic Statistics and 15th Prague Con-ference on Information Theory, StatisticalDecision Functions and Random Processes,Prague
Zbynek Pawlas, Prague Stochastics 2006, a jointsession of 7th Prague Symposium on As-ymptotic Statistics and 15th Prague Con-ference on Information Theory, StatisticalDecision Functions and Random Processes,Prague
Jan Swart, Prague Stochastics 2006, a joint ses-sion of 7th Prague Symposium on Asymp-totic Statistics and 15th Prague Conferenceon Information Theory, Statistical DecisionFunctions and Random Processes, Prague
Jan A. Vısek, Prague Stochastics 2006, a jointsession of 7th Prague Symposium on As-ymptotic Statistics and 15th Prague Con-ference on Information Theory, StatisticalDecision Functions and Random Processes,Prague
International Contacts:
The results of international cooperation weresummarized in 10 joint papers with foreign col-leagues. The department members visited 7 uni-versities and research instituted in abroad, thefollowing scientists were guests in departmentin 2006: Marton Balazs (Budapest Universityof Technology and Economics, Hungary) Zdiz-saw Brzeniak (University of York, UK) ErikaHausenblas (Universitat Salzburg, AU) Han-nelore Lisei (Universitatea Babe-Bolyai Cluj, Ro-mania) Markus Riedle (Humboldt Universitat zuBerlin, DE) Rongfeng Sun (Technische Univer-sitat Berlin, DE) prof. Dr. Wolfgang Stum-mer, (Universitat Erlangen , DE) E. C. van derMeulen, (Catholic University of Leuven, BE).
Results:
Blind Source Separation
Blind Source Separation consists of recoveringoriginal signals from their mixtures when the mix-ing process is unknown. In biomedicine, namelyin MEG and EEG signal processing, one of themost popular algorithms nowadays is SOBI (Sec-ond Order Blind Identification). We proposed aprocedure for fast implementation of the Weights-Adjusted SOBI (WASOBI) algorithm for asymp-
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totically optimal separation of Gaussian autore-gressive (AR) sources. The procedure employsfast computation of the optimum weight matrix,as well as an elaborate scheme for minimization ofthe associated weighted Least-Squares criterion.The resultant complexity is O(d2M2 + d3M),where d is the number of sources and M is the re-quired number of estimated correlation matrices.Our procedure allows separation of more than100 sources in order of tens of seconds in Mat-lab. Simulations verify that the algorithm still at-tains the corresponding Cramer-Rao bound, evenin these high dimensions.
Divergences and Informations in Statisticsand Information Theory
Basic properties of f-divergences are proved ina new simpler manner. New relations to suf-ficiency and deficiency are established and newapplications in estimation and testing are pro-posed. Statistical information of De Groot andthe classical information of Shannon are shownto be extremal cases of a newly introduced classof so-called Arimoto informations.
Robustness of Median Estimator inBernoulli Logistic Regression
The paper of T. Hobza and L. Pardo: On Ro-bustness of Median Estimator in Bernoulli Logis-tic Regression published in the Proceedings of thePrague Stochastics 2006, presents generalized lo-gistic regression models which include the classi-cal model with binary responses governed by theBernoulli law depending on the logistic regressionfunction. The median estimator of the logisticregression parameters employing smoothed datain the discrete case, introduced in Hobza et al(2005), is considered. Sensitivity of this estimatorto contaminations of the logistic regression datais studied by simulations and compared with thesensitivity of some robust estimators previouslyintroduced to logistic regression. The median es-timator is demonstrated to be more robust forhigher levels of contamination.
Publications:
Proceedings of the Prague Stochastics 2006 andBook of Abstracts of the Prague Stochastics 2006,Eds.: Huskova Marie, Janzura Martin
List of Selected References:
1. Wong K. T., Tichavsky Petr, Cheung S. K.,Liao G.: A new pre-processing technique
to enhance single-user-type DS-CDMA de-tectors in “blind” space-time rake receivers,IEEE Transactions on Wireless Communi-cations vol. 10 (2006), 5, p. 2932–2944
2. Janzura Martin, Nielsen Jan: A simu-lated annealing-based method for learningBayesian networks from statistical data, In-ternational Journal of Intelligent Systemsvol. 3 (2006), 21, p. 335–348
3. Vajda Igor, Liese F., Morales D.: Asymp-totically sufficient partitions and quantiza-tions, IEEE Transactions on InformationTheory vol. 12 (2006), 52, p. 5599–5606
4. Koldovsky Zbynek, Tichavsky Petr, Oja E.:Efficient Variant of Algorithm FastICA forIndependent Component Analysis Attain-ing the Cramer–Rao Lower Bound, IEEETransactions on Neural Networks vol. 5(2006), 17, p. 1265–1277
5. Lachout Petr: Epi-convergence almostsurely, in probability and in distribu-tion, Annals of Operations Research vol. 1(2006), 142, p. 187–214
6. Huskova Marie, Meintanis S. G.: Changepoint analysis based on empirical character-istic functions, Metrika vol. 63 (2006), 2006,p. 145–168
7. Huskova Marie, Meintanis S. G.: Change-point analysis based on empirical character-istic functions of ranks, Sequential Analysisvol. 25 (2006), 2006, p. 1–16
8. Fajfrova Lucie: Infinite queueing systemwith tree structure, Kybernetika vol. 5(2006), 42, p. 585–604
9. Kupsa Michal, Chaumoitre V.: k-limitlaws of return and hitting times, Discreteand Continuous Dynamical Systems vol. 1(2006), 15, p. 73–86
10. Berlinet A., Vajda Igor: On asymptoticsufficiency and optimality of quantizations,Journal of Statistical Planning and Infer-ence vol. 12 (2006), 136, p. 4217–4237
11. Liese F., Vajda Igor: On divergences andinformations in statistics and informationtheory, IEEE Transactions on InformationTheory vol. 10 (2006), 52, p. 4394–4412
12. Vajda Igor, Morales D., Pardo L.: On effi-cient estimation in continuous models based
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on finitely quantized observations, Commu-nications in Statistics – Theory and Meth-ods vol. 35 (2006), p. 1629–1653
13. Zvarova Jana, Vajda Igor: On Genetic In-formation, Diversity and Distance, Meth-ods of Information in Medicine vol. 45(2006), p. 173–179
14. Volf Petr: On statistical analysis of com-pound point process, Austrian Journal ofStatistics vol. 35 (2006), p. 389–396
15. Tichavsky Petr, Koldovsky Zbynek, Oja E.:Performance analysis of the FastICA al-gorithm and Cramer–Rao bounds for lin-ear independent component analysis, IEEETransactions on Signal Processing vol. 4
(2006), 54, p. 1189–1203
16. Swart Jan M., Fleischmann K.: Renormal-ization analysis of catalytic Wright-Fisherdiffusions, Electronic Journal of Probabil-ity vol. 11 (2006), p. 585–654
17. Vısek Jan Amos: The least trimmedsquares. Part I: Consistency, Kybernetikavol. 1 (2006), 42, p. 1–36
18. Vısek Jan Amos: The least trimmedsquares. Part II:
√n-consistency, Kyber-
netika vol. 2 (2006), 42, p. 181–202
19. Vısek Jan Amos: The least trimmedsquares. Part III: Asymptotic normality,Kybernetika vol. 2 (2006), 42, p. 203–224
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