By Prashant Girdharilal Mehta (University of Illinois at Urbana-Champaign)

Talk Abstract:The first part of the talk is concerned with phase transition in non-cooperative dynamic games with a large number of nonlinear oscillators. The main conclusion is that the synchronization of the coupled oscillators can be interpreted as a solution of a non-cooperative dynamic game. The classical Kuramoto control law is shown to be an approximation of this game-theoretic solution. Similar concepts are used in the second part of the lecture to formulate a new approach to approximate nonlinear filtering.The end result is the feedback particle filter, which is found to have significant advantages over the usual particle filter in the numerical examples considered.Application to Bayesian inference in neural circuits is briefly discussed with the aid of coupled oscillator models.

Speaker Bio:Prashant Mehta is a Professor in the Coordinated Science Laboratory (CSL) and the Department of Mechanical Science and Engineering, University of Illinois at Urbana-Champaign (UIUC).He received his Ph.D. in Applied Mathematics from Cornell University in 2004.He was the co-founder and the Chief Science Officer of the startup Rithmio whose gesture recognition technology was acquired by Bosch Sensortec in 2017.Prior to his academic appointment at UIUC in 2005, he worked at United Technologies Research Center (UTRC) where he invented the symmetry-breaking solution to suppress combustion instabilities. This solution — which helped solve a sixty-year old open problem — has since become an industry standard and is widely deployed in jet engines and afterburners sold by Pratt & Whitney. Prashant Mehta received the Outstanding Achievement Award at UTRC for his contributions to modeling and control of combustion instabilities in jet-engines. His students have received the Best Student Paper Awards at the IEEE Conference on Decision and Control in 2007, 2009 and most recently in 2019; and have been finalists for these awards in 2010 and 2012.He serves as an Associate Editor for the IEEE Transactions on Automatic Control (2019-), the Systems and Control Letters (2011-14), and the ASME Journal of Dynamic Systems, Measurement and Control (2012-16).He is a Fellow of IEEE.