Fast signal processing & control algorithms for complex hierarchical systems

Abstract

Complex dynamical behaviour is inherent to many real-world systems including telecommunications networks, financial markets and biological systems. High performance signal processing and control algorithms for such large-scale, complex systems are computationally very expensive in general. An important class of large-scale Markovian models arising in many applications shows a remarkable hierarchical property, displaying strong interactions within certain clusters of states and weak interactions among these clusters. By utilizing this property, the proposed project will design and analyze novel reduced-complexity signal processing and control algorithms with rigorous performance guarantees. I..