AUTOMATICA

Optimal Adaptive Testing for Epidemic Control: Combining Molecular and Serology Tests
Acemoglu D, Fallah A, Giometto A, Huttenlocher D, Ozdaglar A, Parise F and Pattathil S
Epidemic interventions based on surveillance testing programs are a fundamental tool to control the first stages of new epidemics, yet they are costly, invasive and rely on scarce resources, limiting their applicability. To overcome these challenges, we investigate two optimal control problems: (i) how testing needs can be minimized while maintaining the number of infected individuals below a desired threshold, and (ii) how peak infections can be minimized given a typically scarce testing budget. We find that in both cases the optimal testing policy for the well-known Susceptible-Infected-Recovered (SIR) model is adaptive, with testing rates that depend on the epidemic state, and leads to significant cost savings compared to non-adaptive policies. By using the concept of observability, we then show that a central planner can estimate the required unknown epidemic state by complementing molecular tests, which are highly sensitive but have a short detectability window, with serology tests, which are less sensitive but can detect past infections.
A Markovian model for the spread of the SARS-CoV-2 virus
Palopoli L, Fontanelli D, Frego M and Roveri M
We propose a Markovian stochastic approach to model the spread of a SARS-CoV-2-like infection within a closed group of humans. The model takes the form of a Partially Observable Markov Decision Process (POMDP), whose states are given by the number of subjects in different health conditions. The model also exposes the different parameters that have an impact on the spread of the disease and the various decision variables that can be used to control it (e.g, social distancing, number of tests administered to single out infected subjects). The model describes the stochastic phenomena that underlie the spread of the epidemic and captures, in the form of deterministic parameters, some fundamental limitations in the availability of resources (hospital beds and test swabs). The model lends itself to different uses. For a given control policy, it is possible to if it satisfies an analytical property on the stochastic evolution of the state (e.g., to compute probability that the hospital beds will reach a fill level, or that a specified percentage of the population will die). If the control policy is not given, it is possible to apply POMDP techniques to identify an optimal control policy that fulfils some specified probabilistic goals. Whilst the paper primarily aims at the model description, we show with numeric examples some of its potential applications.
Tracking and blind deconvolution of blood alcohol concentration from transdermal alcohol biosensor data: A population model-based LQG approach in Hilbert space
Yao M, Luczak SE and Rosen IG
LQG control in Hilbert space, a novel approach for random abstract parabolic systems, and new transdermal alcohol biosensor technology are combined to yield tracking controllers that can be used to automate inpatient management of alcohol withdrawal syndrome and human subject intravenous alcohol infusion studies, and to blindly deconvolve blood or breath alcohol concentration from biosensor measured transdermal alcohol level. The approach taken is based on a full-body alcohol population model in the form of a random, nonlinear, hybrid system of ordinary and partial differential equations and its abstract formulation in a Gelfand triple of Bochner spaces. The efficacy of the approach is demonstrated through simulation studies based on laboratory collected drinking data.
Minimizing the epidemic final size while containing the infected peak prevalence in SIR systems
Sereno J, Anderson A, Ferramosca A, Hernandez-Vargas EA and González AH
Mathematical models are critical to understand the spread of pathogens in a population and evaluate the effectiveness of non-pharmaceutical interventions (NPIs). A plethora of optimal strategies has been recently developed to minimize either the infected peak prevalence ( ) or the epidemic final size ( ). While most of them optimize a simple cost function along a fixed finite-time horizon, no consensus has been reached about how to simultaneously handle the and the , while minimizing the intervention's side effects. In this work, based on a new characterization of the dynamical behaviour of SIR-type models under control actions (including the stability of equilibrium sets in terms of herd immunity), we study how to minimize the while keeping the controlled at any time. A procedure is proposed to tailor NPIs by separating transient from stationary control objectives: the potential benefits of the strategy are illustrated by a detailed analysis and simulation results related to the COVID-19 pandemic.
Closed-form expressions and nonparametric estimation of COVID-19 infection rate
Bisiacco M, Pillonetto G and Cobelli C
Quantitative assessment of the infection rate of a virus is key to monitor the evolution of an epidemic. However, such variable is not accessible to direct measurement and its estimation requires the solution of a difficult inverse problem. In particular, being the result not only of biological but also of social factors, the transmission dynamics can vary significantly in time. This makes questionable the use of parametric models which could be unable to capture their full complexity. In this paper we exploit compartmental models which include important COVID-19 peculiarities (like the presence of asymptomatic individuals) and allow the infection rate to assume any continuous-time profile. We show that these models are , i.e. capable to reproduce exactly any epidemic evolution, and extract from them of the infection rate time-course. Building upon such expressions, we then design a able to reconstruct COVID-19 transmission dynamics in continuous-time. Using real data collected in Italy, our technique proves to be an useful tool to monitor COVID-19 transmission dynamics and to predict and assess the effect of lockdown restrictions.
Persistence of Excitation for Identifying Switched Linear Systems
Mu B, Chen T, Cheng C and Bai EW
This paper investigates the uniqueness of parameters via persistence of excitation for switched linear systems. The main contribution is a much weaker sufficient condition on the regressors to be persistently exciting that guarantees the uniqueness of the parameter sets and also provides new insights in understanding the relation among different subsystems. It is found that for uniquely determining the parameters of switched linear systems, the needed minimum number of samples derived from our sufficient condition is much smaller than that reported in the literature.
A fully distributed traffic allocation algorithm for nonconcave utility maximization in connectionless communication networks
Wang J, Ashour M, Lagoa CM, Aybat NS and Che H
As IP video services have emerged to be the predominant Internet application, how to optimize the Internet resource allocation, while satisfying the quality of experience (QoE) for users of video services and other Internet applications becomes a challenge. This is because the QoE perceived by a user of video services can be characterized by a staircase function of the data rate, which is nonconcave and hence it is "hard" to find the optimal operating point. The work in this paper aims at tackling this challenge. It considers the packet routing problem among multiple end points in packet switching networks based on a connectionless, hop-by-hop forwarding paradigm. We model this traffic allocation problem using a fluid flow model and let the link bandwidth be the only resource to be shared. To maximize the utilization of resources and avoid congestion, we formulate the problem as a network utility maximization problem. More precisely, the objective of this paper is to design a Fully Distributed Traffic Allocation Algorithm (FDTAA) that is applicable to a large class of nonconcave utility functions. Moreover, FDTAA runs in a fully distributed way: it enables each router to independently address and route each data unit using immediate local information in parallel, without referring to any global information of the communication network. FDTAA requires minimum computation workload, since the routing decision made at each router is solely based on the destination information carried in each unit. In addition, the network utility values corresponding to the FDTAA iterate sequence converge to the optimal network utility value at the rate of (1/), where is the iteration counter. These theoretical results are exemplified by the simulation performed on an example communication network.
Estimating the Distribution of Random Parameters in a Diffusion Equation Forward Model for a Transdermal Alcohol Biosensor
Sirlanci M, Luczak SE, Fairbairn CE, Kang D, Pan R, Yu X and Rosen IG
We estimate the distribution of random parameters in a distributed parameter model with unbounded input and output for the transdermal transport of ethanol in humans. The model takes the form of a diffusion equation with the input being the blood alcohol concentration and the output being the transdermal alcohol concentration. Our approach is based on the idea of reformulating the underlying dynamical system in such a way that the random parameters are now treated as additional space variables. When the distribution to be estimated is assumed to be defined in terms of a joint density, estimating the distribution is equivalent to estimating the diffusivity in a multi-dimensional diffusion equation and thus well-established finite dimensional approximation schemes, functional analytic based convergence arguments, optimization techniques, and computational methods may all be employed. We use our technique to estimate a bivariate normal distribution based on data for multiple drinking episodes from a single subject.
Pharmaceutical-based entrainment of circadian phase via nonlinear model predictive control
Abel JH, Chakrabarty A, Klerman EB and Doyle FJ
The widespread adoption of closed-loop control in systems biology has resulted from improvements in sensors, computing, actuation, and the discovery of alternative sites of targeted drug delivery. Most control algorithms for circadian phase resetting exploit light inputs. However, recently identified small-molecule pharmaceuticals offer advantages in terms of invasiveness and potency of actuation. Herein, we develop a systematic method to control the phase of biological oscillations motivated by the recently identified small molecule circadian pharmaceutical KL001. The model-based control architecture exploits an infinitesimal parametric phase response curve (ipPRC) that is used to predict the effect of control inputs on future phase trajectories of the oscillator. The continuous time optimal control policy is first derived for phase resetting, based on the ipPRC and Pontryagin's maximum principle. Owing to practical challenges in implementing a continuous time optimal control policy, we investigate the effect of implementing the continuous time policy in a sampled time format. Specifically, we provide bounds on the errors incurred by the physiologically tractable sampled time control law. We use these results to select directions of resetting (i.e. phase advance or delay), sampling intervals, and prediction horizons for a nonlinear model predictive control (MPC) algorithm for phase resetting. The potential of this ipPRC-informed pharmaceutical nonlinear MPC is then demonstrated using real-world scenarios of jet lag or rotating shift work.
Velocity-weighting & velocity-penalty MPC of an artificial pancreas: Improved safety & performance
Gondhalekar R, Dassau E and Doyle FJ
A novel Model Predictive Control (MPC) law for the closed-loop operation of an Artificial Pancreas (AP) to treat type 1 diabetes is proposed. The contribution of this paper is to simultaneously enhance both the safety and performance of an AP, by reducing the incidence of controller-induced hypoglycemia, and by promoting assertive hyperglycemia correction. This is achieved by integrating two MPC features separately introduced by the authors previously to independently improve the control performance with respect to these two coupled issues. MPC reduces the occurrence of controller-induced hypoglycemia. MPC yields more effective hyperglycemia correction. Benefits of the proposed MPC law over the MPC strategy deployed in the authors' previous clinical trial campaign are demonstrated via a comprehensive in-silico analysis. The proposed MPC law was deployed in four distinct US Food & Drug Administration approved clinical trial campaigns, the most extensive of which involved 29 subjects each spending three months in closed-loop. The paper includes implementation details, an explanation of the state-dependent cost functions required for velocity-weighting and penalties, a discussion of the resulting nonlinear optimization problem, a description of the four clinical trial campaigns, and control-related trial highlights.
Periodic zone-MPC with asymmetric costs for outpatient-ready safety of an artificial pancreas to treat type 1 diabetes
Gondhalekar R, Dassau E and Doyle FJ
A novel Model Predictive Control (MPC) law for an Artificial Pancreas (AP) to automatically deliver insulin to people with type 1 diabetes is proposed. The MPC law is an enhancement of the authors' zone-MPC approach that has successfully been trialled in-clinic, and targets the safe outpatient deployment of an AP. The MPC law controls blood-glucose levels to a diurnally time-dependent zone, and enforces diurnal, hard input constraints. The main algorithmic novelty is the use of asymmetric input costs in the MPC problem's objective function. This improves safety by facilitating the independent design of the controller's responses to hyperglycemia and hypoglycemia. The proposed controller performs predictive pump-suspension in the face of impending hypoglycemia, and subsequent predictive pump-resumption, based only on clinical needs and feedback. The proposed MPC strategy's benefits are demonstrated by studies as well as highlights from a US Food and Drug Administration approved clinical trial in which 32 subjects each completed two 25 hour closed-loop sessions employing the proposed MPC law.
Distributed weighted least-squares estimation with fast convergence for large-scale systems
Marelli DE and Fu M
In this paper we study a distributed weighted least-squares estimation problem for a large-scale system consisting of a network of interconnected sub-systems. Each sub-system is concerned with a subset of the unknown parameters and has a measurement linear in the unknown parameters with additive noise. The distributed estimation task is for each sub-system to compute the globally optimal estimate of its own parameters using its own measurement and information shared with the network through neighborhood communication. We first provide a fully distributed iterative algorithm to asymptotically compute the global optimal estimate. The convergence rate of the algorithm will be maximized using a scaling parameter and a preconditioning method. This algorithm works for a general network. For a network without loops, we also provide a different iterative algorithm to compute the global optimal estimate which converges in a finite number of steps. We include numerical experiments to illustrate the performances of the proposed methods.
An Efficient Simulation Budget Allocation Method Incorporating Regression for Partitioned Domains
Brantley MW, Lee LH, Chen CH and Xu J
Simulation can be a very powerful tool to help decision making in many applications but exploring multiple courses of actions can be time consuming. Numerous ranking & selection (R&S) procedures have been developed to enhance the simulation efficiency of finding the best design. To further improve efficiency, one approach is to incorporate information from across the domain into a regression equation. However, the use of a regression metamodel also inherits some typical assumptions from most regression approaches, such as the assumption of an underlying quadratic function and the simulation noise is homogeneous across the domain of interest. To extend the limitation while retaining the efficiency benefit, we propose to partition the domain of interest such that in each partition the mean of the underlying function is approximately quadratic. Our new method provides approximately optimal rules for between and within partitions that determine the number of samples allocated to each design location. The goal is to maximize the probability of correctly selecting the best design. Numerical experiments demonstrate that our new approach can dramatically enhance efficiency over existing efficient R&S methods.
Autoregressive models of singular spectral matrices
Anderson BD, Deistler M, Chen W and Filler A
This paper deals with autoregressive (AR) models of singular spectra, whose corresponding transfer function matrices can be expressed in a stable AR matrix fraction description [Formula: see text] with [Formula: see text] a tall constant matrix of full column rank and with the determinantal zeros of [Formula: see text] all stable, i.e. in [Formula: see text]. To obtain a parsimonious AR model, a canonical form is derived and a number of advantageous properties are demonstrated. First, the maximum lag of the canonical AR model is shown to be minimal in the equivalence class of AR models of the same transfer function matrix. Second, the canonical form model is shown to display a nesting property under natural conditions. Finally, an upper bound is provided for the total number of real parameters in the obtained canonical AR model, which demonstrates that the total number of real parameters grows linearly with the number of rows in [Formula: see text].
Properties of blocked linear systems
Chen W, Anderson BD, Deistler M and Filler A
This paper presents a systematic study on the properties of blocked linear systems that have resulted from blocking discrete-time linear time invariant systems. The main idea is to explore the relationship between the blocked and the unblocked systems. Existing results are reviewed and a number of important new results are derived. Focus is given particularly on the zero properties of the blocked system as no such study has been found in the literature.
Adaptive System Identification for Estimating Future Glucose Concentrations and Hypoglycemia Alarms
Eren-Oruklu M, Cinar A, Rollins DK and Quinn L
Many patients with diabetes experience high variability in glucose concentrations that includes prolonged hyperglycemia or hypoglycemia. Models predicting a subject's future glucose concentrations can be used for preventing such conditions by providing early alarms. This paper presents a time-series model that captures dynamical changes in the glucose metabolism. Adaptive system identification is proposed to estimate model parameters which enable the adaptation of the model to inter-/intra-subject variation and glycemic disturbances. It consists of online parameter identification using the weighted recursive least squares method and a change detection strategy that monitors variation in model parameters. Univariate models developed from a subject's continuous glucose measurements are compared to multivariate models that are enhanced with continuous metabolic, physical activity and lifestyle information from a multi-sensor body monitor. A real life application for the proposed algorithm is demonstrated on early (30 min in advance) hypoglycemia detection.
Numerical solution of a conspicuous consumption model with constant control delay
Huschto T, Feichtinger G, Hartl RF, Kort PM, Sager S and Seidl A
We derive optimal pricing strategies for conspicuous consumption products in periods of recession. To that end, we formulate and investigate a two-stage economic optimal control problem that takes uncertainty of the recession period length and delay effects of the pricing strategy into account.This non-standard optimal control problem is difficult to solve analytically, and solutions depend on the variable model parameters. Therefore, we use a numerical result-driven approach. We propose a structure-exploiting direct method for optimal control to solve this challenging optimization problem. In particular, we discretize the uncertainties in the model formulation by using scenario trees and target the control delays by introduction of slack control functions.Numerical results illustrate the validity of our approach and show the impact of uncertainties and delay effects on optimal economic strategies. During the recession, delayed optimal prices are higher than the non-delayed ones. In the normal economic period, however, this effect is reversed and optimal prices with a delayed impact are smaller compared to the non-delayed case.
On influences of global and local cues on the rate of synchronization of oscillator networks
Wang Y and Doyle FJ
Synchronization of connected oscillator networks under global and local cues is ubiquitous in both science and engineering. Over the last few decades, enormous attention has been paid to study synchronization conditions of connected oscillators in chemistry, physics, mechanics, and particularly in biology. However, the influences of global and local cues on the rate of synchronization have not been fully studied. It is widespread that synchronization is achieved in the simultaneous presence of both global and local cues, such as intercellular coupling signals and external entrainment signals in terms of biological oscillators, and inter-neighbor coupling signals between follower nodes and central guiding signals in terms of groups of mobile autonomous agents. We prove in this paper that strength of the global cue is the only determinant of the rate of synchronization. More specifically, we prove that a stronger global cue means a faster rate of synchronization whereas a stronger local cue does not necessarily make the synchronization rate faster. Our results not only apply to the noise free case, but also apply to the case that the oscillator natural frequencies are subject to white noise. The analysis does not require the interplay to be symmetric or balanced. Simulation results are given to illustrate the proposed results.
Towards Identification of Wiener Systems with the Least Amount of a priori Information: IIR Cases
Bai EW and Reyland J
In this paper, we investigate what constitutes the least amount of a priori information on the nonlinearity so that the linear part is identifiable in the non-Gaussian input case. Under the white noise input, three types of a priori information are considered including quadrant information, point information and monotonic information. In all three cases, identifiability has been established and the corresponding nonparametric identification algorithms are developed along with their convergence proofs.
Multivariable Harmonic Balance for Central Pattern Generators
Iwasaki T
The central pattern generator (CPG) is a nonlinear oscillator formed by a group of neurons, providing a fundamental control mechanism underlying rhythmic movements in animal locomotion. We consider a class of CPGs modeled by a set of interconnected identical neurons. Based on the idea of multivariable harmonic balance, we show how the oscillation profile is related to the connectivity matrix that specifies the architecture and strengths of the interconnections. Specifically, the frequency, amplitudes, and phases are essentially encoded in terms of a pair of eigenvalue and eigenvector. This basic principle is used to estimate the oscillation profile of a given CPG model. Moreover, a systematic method is proposed for designing a CPG-based nonlinear oscillator that achieves a prescribed oscillation profile.
State Estimation and Detectability of Probabilistic Discrete Event Systems
Shu S, Lin F, Ying H and Chen X
A probabilistic discrete event system (PDES) is a nondeterministic discrete event system where the probabilities of nondeterministic transitions are specified. State estimation problems of PDES are more difficult than those of non-probabilistic discrete event systems. In our previous papers, we investigated state estimation problems for non-probabilistic discrete event systems. We defined four types of detectabilities and derived necessary and sufficient conditions for checking these detectabilities. In this paper, we extend our study to state estimation problems for PDES by considering the probabilities. The first step in our approach is to convert a given PDES into a nondeterministic discrete event system and find sufficient conditions for checking probabilistic detectabilities. Next, to find necessary and sufficient conditions for checking probabilistic detectabilities, we investigate the "convergence" of event sequences in PDES. An event sequence is convergent if along this sequence, it is more and more certain that the system is in a particular state. We derive conditions for convergence and hence for detectabilities. We focus on systems with complete event observation and no state observation. For better presentation, the theoretical development is illustrated by a simplified example of nephritis diagnosis.