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Borna Sayedana

PhD - McGill University
Supervisor

Publications

Strong Consistency and Rate of Convergence of Switched Least Squares System Identification for Autonomous Markov Jump Linear Systems
Borna Sayedana
Mohammad Afshari
Peter E. Caines
In this paper, we investigate the problem of system identification for autonomous Markov jump linear systems (MJS) with complete state obser… (see more)vations. We propose switched least squares method for identification of MJS, show that this method is strongly consistent, and derive data-dependent and data-independent rates of convergence. In particular, our data-independent rate of convergence shows that, almost surely, the system identification error is
Relative Almost Sure Regret Bounds for Certainty Equivalence Control of Markov Jump Systems
Borna Sayedana
Mohammad Afshari
Peter E. Caines
In this paper, we consider learning and control problem in an unknown Markov jump linear system (MJLS) with perfect state observations. We f… (see more)irst establish a generic upper bound on regret for any learning based algorithm. We then propose a certainty equivalence-based learning alagrithm and show that this algorithm achieves a regret of
Consistency and Rate of Convergence of Switched Least Squares System Identification for Autonomous Markov Jump Linear Systems
Borna Sayedana
Mohammad Afshari
Peter E. Caines
In this paper, we investigate the problem of system identification for autonomous Markov jump linear systems (MJS) with complete state obser… (see more)vations. We propose switched least squares method for identification of MJS, show that this method is strongly consistent, and derive data-dependent and data-independent rates of convergence. In particular, our data-dependent rate of convergence shows that, almost surely, the system identification error is
Thompson-Sampling Based Reinforcement Learning for Networked Control of Unknown Linear Systems
Borna Sayedana
Mohammad Afshari
Peter E. Caines
In recent years, there has been considerable interest in reinforcement learning for linear quadratic Gaussian (LQG) systems. In this paper, … (see more)we consider a generalization of such systems where the controller and the plant are connected over an unreliable packet drop channel. Packet drops cause the system dynamics to switch between controlled and uncontrolled modes. This switching phenomena introduces new challenges in designing learning algorithms. We identify a sufficient condition under which the regret of Thompson sampling-based reinforcement learning algorithm with dynamic episodes (TSDE) at horizon T is bounded by
Consistency and Rate of Convergence of Switched Least Squares System Identification for Autonomous Switched Linear Systems
Borna Sayedana
Mohammad Afshari
Peter E. Caines
In this paper, we investigate the problem of system identification for autonomous switched linear systems with complete state observations.… (see more) We propose switched least squares method for the identification for switched linear systems, show that this method is strongly consistent, and derive data-dependent and data-independent rates of convergence. In particular, our data-dependent rate of convergence shows that, almost surely, the system identification error is O (cid:0)(cid:112) log( T ) /T (cid:1) where T is the time horizon. These results show that our method for switched linear systems has the same rate of convergence as least squares method for non-switched linear systems. We compare our results with those in the literature. We present numerical examples to illustrate the performance of the proposed system identification method.
Counterexamples on the Monotonicity of Delay Optimal Strategies for Energy Harvesting Transmitters
Borna Sayedana
We consider cross-layer design of delay optimal transmission strategies for energy harvesting transmitters where the data and energy arrival… (see more) processes are stochastic. Using Markov decision theory, we show that the value function is weakly increasing in the queue state and weakly decreasing in the battery state. It is natural to expect that the delay optimal policy should be weakly increasing in the queue and battery states. We show via counterexamples that this is not the case. In fact, we show that for some sample scenarios the delay optimal policy may perform 5–13% better than the best monotone policy.
Cross-layer communication over fading channels with adaptive decision feedback
Borna Sayedana
E. Yeh
In this paper, cross-layer design of transmitting data packets over AWGN fading channel with adaptive decision feedback is considered. The t… (see more)ransmitter decides the number of packets to transmit and the threshold of the decision feedback based on the queue length and the channel state. The transmit power is chosen such that the probability of error is below a pre-specified threshold. We model the system as a Markov decision process and use ideas from lattice theory to establish qualitative properties of optimal transmission strategies. In particular, we show that: (i) if the channel state remains the same and the number of packets in the queue increase, then the optimal policy either transmits more packets or uses a smaller decision feedback threshold or both; and (ii) if the number of packets in the queue remain the same and the channel quality deteriorates, then the optimal policy either transmits fewer packets or uses a larger threshold for the decision feedback or both. We also show under rate constraints that if the channel gains for all channel states are above a threshold, then the “or” in the above characterization can be replaced by “and”. Finally, we present a numerical example showing that adaptive decision feedback significantly improves the power-delay trade-off as compared with the case of no feedback.