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Hu, Xiaoming, ProfessorORCID iD iconorcid.org/0000-0003-0177-1993
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Publications (10 of 166) Show all publications
Wang, X., Djehiche, B. & Hu, X. (2019). Credit rating analysis based on the network of trading information. The journal of network theory in finance, 5(1), 47-65
Open this publication in new window or tab >>Credit rating analysis based on the network of trading information
2019 (English)In: The journal of network theory in finance, ISSN 2055-7795, Vol. 5, no 1, p. 47-65Article in journal (Refereed) Published
Abstract [en]

In this paper, we investigate a credit rating problem based on the network of trading information (NoTI). First, several popular tools, such as assortativity analysis, community detection and centrality measurement, are introduced for analyzing the topology structures and properties of the NoTI. Then, the correlation between the characteristics of the network and the credit ratings is investigated to illustrate the feasibility of credit risk analysis based on the NoTI. Sovereign rating based on the world trade network is analyzed as a case study. The correlation between the centrality metrics and the sovereign ratings conducted by Standard & Poor's clearly shows that highly ranked economies with vigorous economic trading links usually have higher credit ratings. Finally, a simulation is conducted to illustrate the degree of improvement in credit rating prediction accuracy if the NoTI is considered as an additional attribute.

Place, publisher, year, edition, pages
Incisive Media, 2019
Keywords
credit rating, centrality, network, sovereign debt, world trade information
National Category
Mathematics
Identifiers
urn:nbn:se:kth:diva-257666 (URN)10.21314/JNTF.2019.050 (DOI)000480313800003 ()
Note

QC 20190904

Available from: 2019-09-04 Created: 2019-09-04 Last updated: 2019-09-04Bibliographically approved
Hu, C., Hu, X. & Hong, Y. (2019). Distributed adaptive Kalman filter based on variational Bayesian technique. Control Theory and Technology, 17(1), 37-47
Open this publication in new window or tab >>Distributed adaptive Kalman filter based on variational Bayesian technique
2019 (English)In: Control Theory and Technology, ISSN 2095-6983, Vol. 17, no 1, p. 37-47Article in journal (Refereed) Published
Abstract [en]

In this paper, distributed Kalman filter design is studied for linear dynamics with unknown measurement noise variance, which modeled by Wishart distribution. To solve the problem in a multi-agent network, a distributed adaptive Kalman filter is proposed with the help of variational Bayesian, where the posterior distribution of joint state and noise variance is approximated by a free-form distribution. The convergence of the proposed algorithm is proved in two main steps: noise statistics is estimated, where each agent only use its local information in variational Bayesian expectation (VB-E) step, and state is estimated by a consensus algorithm in variational Bayesian maximum (VB-M) step. Finally, a distributed target tracking problem is investigated with simulations for illustration.

Place, publisher, year, edition, pages
South China University of Technology, 2019
Keywords
adaptive filter, Distributed Kalman filter, multi-agent system, variational Bayesian, Adaptive filtering, Kalman filters, Multi agent systems, Spurious signal noise, Target tracking, Adaptive kalman filter, Consensus algorithms, Distributed Kalman filters, Distributed target tracking, Multiagent networks, Posterior distributions, Wishart distribution, Adaptive filters
National Category
Mathematics
Identifiers
urn:nbn:se:kth:diva-248223 (URN)10.1007/s11768-019-8183-9 (DOI)2-s2.0-85060635596 (Scopus ID)
Note

QC 20190412

Available from: 2019-04-12 Created: 2019-04-12 Last updated: 2019-04-12Bibliographically approved
Zhang, H., Umenberger, J. & Hu, X. (2019). Inverse optimal control for discrete-time finite-horizon Linear Quadratic Regulators. Automatica, 110, Article ID 108593.
Open this publication in new window or tab >>Inverse optimal control for discrete-time finite-horizon Linear Quadratic Regulators
2019 (English)In: Automatica, ISSN 0005-1098, E-ISSN 1873-2836, Vol. 110, article id 108593Article in journal (Refereed) Published
Abstract [en]

In this paper, we consider the inverse optimal control problem for discrete-time Linear Quadratic Regulators (LQR), over finite-time horizons. Given observations of the optimal trajectories, or optimal control inputs, to a linear time-invariant system, the goal is to infer the parameters that define the quadratic cost function. The well-posedness of the inverse optimal control problem is first justified. In the noiseless case, when these observations are exact, we analyze the identifiability of the problem and provide sufficient conditions for uniqueness of the solution. In the noisy case, when the observations are corrupted by additive zero-mean noise, we formulate the problem as an optimization problem and prove that the solution to this problem is statistically consistent. The performance of the proposed method is illustrated through numerical examples.

Place, publisher, year, edition, pages
Elsevier Ltd, 2019
Keywords
Inverse optimal control, Linear Quadratic Regulator, Cost functions, Invariance, Linear control systems, Linear systems, Numerical methods, Optimal control systems, Time varying control systems, Finite time horizon, Inverse optimal control problems, Inverse-optimal control, Linear time invariant systems, Optimal trajectories, Optimization problems, Quadratic cost functions, Inverse problems
National Category
Other Mathematics Computer Sciences
Research subject
Applied and Computational Mathematics, Optimization and Systems Theory
Identifiers
urn:nbn:se:kth:diva-263468 (URN)10.1016/j.automatica.2019.108593 (DOI)2-s2.0-85072573124 (Scopus ID)
Note

QC20191205

Available from: 2019-12-05 Created: 2019-12-05 Last updated: 2019-12-05Bibliographically approved
Yang, B., Cheng, W., Hu, X., Zhu, C., Yu, X., Li, X. & Huang, T. (2019). Seeking community structure in networks via biogeography-based optimization with consensus dynamics. Physica A: Statistical Mechanics and its Applications, 527, Article ID 121188.
Open this publication in new window or tab >>Seeking community structure in networks via biogeography-based optimization with consensus dynamics
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2019 (English)In: Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, E-ISSN 1873-2119, Vol. 527, article id 121188Article in journal (Refereed) Published
Abstract [en]

Uncovering the community structure hidden in networks is crucial for understanding the function of networks. In this paper, an algorithm of biogeography-based optimization with consensus dynamics for community detection is proposed. The problems of seeking community structures in networks are exquisitely embedded into the framework of biogeography-based optimization. Hence the community structure unveiled in such an evolutionary and global manner is corresponding to the habitat with maximum modularity. We present a dynamical framework for generating initial distribution of solutions for the evolutionary process using consensus dynamics, which gives a reasonably good estimate of the community structure based on the topological information. Thereof, the proposed dynamical method of initialization promotes the efficiency of optimal solution search significantly, compared with the traditional random initialization. Then, the obtained partition is refined using biogeography-based optimization. In addition, a preferential selection strategy for generating the new solutions is developed based on local network topology. Furthermore, we also proposed an adaptive mutation operator that enhances the exploration ability of our evolutionary algorithm. The experimental results on both artificial random and real-world networks indicate the effectiveness and reliability of our algorithm. These findings shed new light on the role played by topological knowledge of networks extracted from consensus dynamics in the evolving optimization processes when finding complex mesoscale structures in networks such as community structure.

Place, publisher, year, edition, pages
Elsevier, 2019
Keywords
Networks, Community structure, Consensus dynamics, Preferential selection strategy, Adaptive mutation
National Category
Communication Systems
Identifiers
urn:nbn:se:kth:diva-257462 (URN)10.1016/j.physa.2019.121188 (DOI)000480625700034 ()2-s2.0-85065620372 (Scopus ID)
Note

QC 20190830

Available from: 2019-08-30 Created: 2019-08-30 Last updated: 2019-08-30Bibliographically approved
Li, Y., Zhang, H., Yao, Y. & Hu, X. (2018). A Convex Optimization Approach to Inverse Optimal Control. In: Chen, X Zhao, QC (Ed.), 2018 37Th Chinese Control Conference, CCC (CCC): . Paper presented at 37th Chinese Control Conference, CCC 2018; Wuhan; China; 25 July 2018 through 27 July 2018 (pp. 257-262). IEEE, 2018
Open this publication in new window or tab >>A Convex Optimization Approach to Inverse Optimal Control
2018 (English)In: 2018 37Th Chinese Control Conference, CCC (CCC) / [ed] Chen, X Zhao, QC, IEEE, 2018, Vol. 2018, p. 257-262Conference paper, Published paper (Refereed)
Abstract [en]

In this paper, the problem of inverse optimal control (IOC) is investigated, where the quadratic cost function of a dynamic process is required to be recovered based on the observation of optimal control sequences. In order to guarantee the feasibility of the problem, the IOC is reformulated as an infinite-dimensional convex optimization problem, which is then solved in the primal-dual framework. In addition, the feasibility of the original IOC could be determined from the optimal value of reformulated problem, which also gives out an approximate solution when the original problem is not feasible. In addition, several simplification methods are proposed to facilitate the computation, by which the problem is reduced to a boundary value problem of ordinary differential equations. Finally, numerical simulations are used to demonstrate the effectiveness and feasibility of the proposed methods.

Place, publisher, year, edition, pages
IEEE, 2018
Series
Chinese Control Conference, ISSN 2161-2927
Keywords
Inverse optimal control, Convex optimization, Primal-dual method
National Category
Computational Mathematics
Identifiers
urn:nbn:se:kth:diva-254152 (URN)10.23919/ChiCC.2018.8482872 (DOI)000468622100046 ()2-s2.0-85056081591 (Scopus ID)978-9-8815-6395-8 (ISBN)
Conference
37th Chinese Control Conference, CCC 2018; Wuhan; China; 25 July 2018 through 27 July 2018
Note

QC 20190620

Available from: 2019-06-20 Created: 2019-06-20 Last updated: 2019-06-20Bibliographically approved
Zhang, S., Ringh, A., Hu, X. & Karlsson, J. (2018). A moment-based approach to modeling collective behaviors. In: 2018 IEEE Conference on Decision and Control (CDC): . Paper presented at 57th IEEE Conference on Decision and Control, CDC 2018; Centre of the Fontainebleau in Miami Beach Miami; United States; 17 December 2018 through 19 December 2018 (pp. 1681-1687). Institute of Electrical and Electronics Engineers (IEEE), Article ID 8619389.
Open this publication in new window or tab >>A moment-based approach to modeling collective behaviors
2018 (English)In: 2018 IEEE Conference on Decision and Control (CDC), Institute of Electrical and Electronics Engineers (IEEE), 2018, p. 1681-1687, article id 8619389Conference paper, Published paper (Refereed)
Abstract [en]

In this work we introduce an approach for modeling and analyzing collective behavior of a group of agents using moments. We represent the occupation measure of the group of agents by their moments and show how the dynamics of the moments can be modeled. Then approximate trajectories of the moments can be computed and an inverse problem is solved to recover macro-scale properties of the group of agents. To illustrate the theory, a numerical example with interactions between the agents is given.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers (IEEE), 2018
Series
IEEE Conference on Decision and Control, ISSN 0743-1546
National Category
Computer Vision and Robotics (Autonomous Systems)
Identifiers
urn:nbn:se:kth:diva-245104 (URN)10.1109/CDC.2018.8619389 (DOI)000458114801093 ()2-s2.0-85062188079 (Scopus ID)978-1-5386-1395-5 (ISBN)
Conference
57th IEEE Conference on Decision and Control, CDC 2018; Centre of the Fontainebleau in Miami Beach Miami; United States; 17 December 2018 through 19 December 2018
Note

QC 20190307

Available from: 2019-03-07 Created: 2019-03-07 Last updated: 2019-08-20Bibliographically approved
Zhang, H. & Hu, X. (2018). Consensus control for linear systems with optimal energy cost. Automatica, 93, 83-91
Open this publication in new window or tab >>Consensus control for linear systems with optimal energy cost
2018 (English)In: Automatica, ISSN 0005-1098, E-ISSN 1873-2836, Vol. 93, p. 83-91Article in journal (Refereed) Published
Abstract [en]

In this paper, we design an optimal energy cost controller for linear systems asymptotic consensus given the topology of the graph. The controller depends only on relative information of the agents. Since finding the control gain for such controller is hard, we focus on finding an optimal controller among a classical family of controllers which is based on Algebraic Riccati Equation (ARE) and guarantees asymptotic consensus. Through analysis, we find that the energy cost is bounded by an interval and hence we minimize the upper bound. In order to do that, there are two classes of variables that need to be optimized: the control gain and the edge weights of the graph and are hence designed from two perspectives. A suboptimal control gain is obtained by choosing Q=0 in the ARE. Negative edge weights are allowed, and the problem is formulated as a Semi-definite Programming (SDP) problem. Having negative edge weights means that “competitions” between the agents are allowed. The motivation behind this setting is to have a better system performance. We provide a different proof compared to Thunberg and Hu (2016) from the angle of optimization and show that the lowest control energy cost is reached when the graph is complete and with equal edge weights. Furthermore, two sufficient conditions for the existence of negative optimal edge weights realization are given. In addition, we provide a distributed way of solving the SDP problem when the graph topology is regular.

Place, publisher, year, edition, pages
Elsevier, 2018
Keywords
Consensus control, Distributed optimization, Multi-agent systems, Optimal control, Semi-definite programming
National Category
Control Engineering
Identifiers
urn:nbn:se:kth:diva-227534 (URN)10.1016/j.automatica.2018.03.044 (DOI)000436916200010 ()2-s2.0-85044478071 (Scopus ID)
Note

QC 20180521

Available from: 2018-05-21 Created: 2018-05-21 Last updated: 2019-01-21Bibliographically approved
Wang, L., Markdahl, J., Liu, Z. & Hu, X. (2018). Decentralized cooperative tracking subject to motion constraints. Automatica, 96, 121-126
Open this publication in new window or tab >>Decentralized cooperative tracking subject to motion constraints
2018 (English)In: Automatica, ISSN 0005-1098, E-ISSN 1873-2836, Vol. 96, p. 121-126Article in journal (Refereed) Published
Abstract [en]

This paper addresses the formation control problem, where three agents are tasked with moving an object cooperatively along a desired trajectory while also adjusting its posture to some desired attitudes, i.e. position and attitude tracking. Two decentralized control laws based on locally available information are proposed. The first control law maintains constant inter-agent distances over time, i.e. the formation of agents moves as a single rigid-body. The second control law relaxes this constraint by only maintaining similarity of the agent formation as a polygon in Euclidean space. 

Place, publisher, year, edition, pages
PERGAMON-ELSEVIER SCIENCE LTD, 2018
Keywords
Decentralized tracking, Formation control, Rigidity, Motion constraints, Attitude control
National Category
Computer and Information Sciences
Identifiers
urn:nbn:se:kth:diva-235562 (URN)10.1016/j.automatica.2018.06.037 (DOI)000444659500012 ()2-s2.0-85049475395 (Scopus ID)
Note

QC 20181001

Available from: 2018-10-01 Created: 2018-10-01 Last updated: 2018-10-01Bibliographically approved
Zhang, S., He, F. & Hu, X. (2018). Exponential Stability of Formations for Reduced Attitudes: A Coordinates Free Approach. In: Proceedings of Chinese Control Conference, 2018: . Paper presented at 37th Chinese Control Conference, CCC 2018; Wuhan; China; 25 July 2018 through 27 July 2018 (pp. 7220). IEEE Computer Society, Article ID 7215.
Open this publication in new window or tab >>Exponential Stability of Formations for Reduced Attitudes: A Coordinates Free Approach
2018 (English)In: Proceedings of Chinese Control Conference, 2018, IEEE Computer Society, 2018, p. 7220-, article id 7215Conference paper, Published paper (Refereed)
Abstract [en]

In this work, a methodology based on differential geometry techniques is proposed to investigate exponential stability of a formation for reduced attitudes. By the proposed method, there is no need in finding any relative coordinates, which is typically needed but shown to be difficult when the formation problem is evolving in a non-Euclidean space. In this paper, the desired formation is treated as an embedding submanifold in (S-2)(N) and by using the rotation symmetries owned by the attitude dynamics its stability is directly examined. Moreover, such a method turns out to be coordinates free, namely, exponential stability of a formation can be completely determined by just investigating any one equilibrium which can result in the formation under any local chart of (S-2)(N). This greatly simplifies the stability analysis for the formation problems.

Place, publisher, year, edition, pages
IEEE Computer Society, 2018
Series
Chinese Control Conference, ISSN 2161-2927
National Category
Control Engineering
Identifiers
urn:nbn:se:kth:diva-241260 (URN)10.23919/ChiCC.2018.8482861 (DOI)000468622401166 ()2-s2.0-85056133917 (Scopus ID)9789881563941 (ISBN)
Conference
37th Chinese Control Conference, CCC 2018; Wuhan; China; 25 July 2018 through 27 July 2018
Note

QC 20190117

Available from: 2019-01-17 Created: 2019-01-17 Last updated: 2019-06-14Bibliographically approved
Wei, J., Zhang, S., Adaldo, A., Johan, T., Hu, X. & Johansson, K. H. (2018). Finite-time attitude synchronization with distributed discontinuous protocols. IEEE Transactions on Automatic Control, 63(10), 3608-3615
Open this publication in new window or tab >>Finite-time attitude synchronization with distributed discontinuous protocols
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2018 (English)In: IEEE Transactions on Automatic Control, ISSN 0018-9286, E-ISSN 1558-2523, Vol. 63, no 10, p. 3608-3615Article in journal (Refereed) Published
Abstract [en]

The finite-time attitude synchronization problem is considered in this paper, where the rotation of each rigid body is expressed using the axis-angle representation. Two discontinuous and distributed controllers using the vectorized signum function are proposed, which guarantee almost global and local convergence, respectively. Filippov solutions and non-smooth analysis techniques are adopted to handle the discontinuities. Sufficient conditions are provided to guarantee finite-time convergence and boundedness of the solutions. Simulation examples are provided to verify the performances of the control protocols designed in this paper.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers (IEEE), 2018
National Category
Control Engineering
Identifiers
urn:nbn:se:kth:diva-227718 (URN)10.1109/TAC.2018.2797179 (DOI)000446331200043 ()2-s2.0-85040999383 (Scopus ID)
Funder
Swedish Research CouncilKnut and Alice Wallenberg FoundationSwedish Foundation for Strategic Research
Note

QC 20180523

Available from: 2018-05-11 Created: 2018-05-11 Last updated: 2018-10-30Bibliographically approved
Organisations
Identifiers
ORCID iD: ORCID iD iconorcid.org/0000-0003-0177-1993

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