Towards deterministic subspace identification for autonomous nonlinear systems

The problem of identifying deterministic autonomous linear and nonlinear systems is studied. A specific version of the theory of deterministic subspace identification for discrete-time autonomous linear systems is developed in continuous time. By combining the subspace approach to linear identification and the differential-geometric approach to nonlinear control systems, a novel identification framework for continuous-time autonomous nonlinear systems is developed

A new kernel-based approach for overparameterized Hammerstein system identification

In this paper we propose a new identification scheme for Hammerstein systems, which are dynamic systems consisting of a static nonlinearity and a linear time-invariant dynamic system in cascade. We assume that the nonlinear function can be described as a linear combination of $p$ basis functions. We reconstruct the $p$ coefficients of the nonlinearity together with the first $n$ samples of the impulse response of the linear system by estimating an $np$-dimensional overparameterized vector, which contains all the combinations of the unknown variables. To avoid high variance in these estimates, we adopt a regularized kernel-based approach and, in particular, we introduce a new kernel tailored for Hammerstein system identification. We show that the resulting scheme provides an estimate of the overparameterized vector that can be uniquely decomposed as the combination of an impulse response and $p$ coefficients of the static nonlinearity. We also show, through several numerical experiments, that the proposed method compares very favorably with two standard methods for Hammerstein system identification.Comment: 17 pages, submitted to IEEE Conference on Decision and Control 201

Basic research on design analysis methods for rotorcraft vibrations

The objective of the present work was to develop a method for identifying physically plausible finite element system models of airframe structures from test data. The assumed models were based on linear elastic behavior with general (nonproportional) damping. Physical plausibility of the identified system matrices was insured by restricting the identification process to designated physical parameters only and not simply to the elements of the system matrices themselves. For example, in a large finite element model the identified parameters might be restricted to the moduli for each of the different materials used in the structure. In the case of damping, a restricted set of damping values might be assigned to finite elements based on the material type and on the fabrication processes used. In this case, different damping values might be associated with riveted, bolted and bonded elements. The method itself is developed first, and several approaches are outlined for computing the identified parameter values. The method is applied first to a simple structure for which the 'measured' response is actually synthesized from an assumed model. Both stiffness and damping parameter values are accurately identified. The true test, however, is the application to a full-scale airframe structure. In this case, a NASTRAN model and actual measured modal parameters formed the basis for the identification of a restricted set of physically plausible stiffness and damping parameters

On the Simulation of Polynomial NARMAX Models

In this paper, we show that the common approach for simulation non-linear stochastic models, commonly used in system identification, via setting the noise contributions to zero results in a biased response. We also demonstrate that to achieve unbiased simulation of finite order NARMAX models, in general, we require infinite order simulation models. The main contributions of the paper are two-fold. Firstly, an alternate representation of polynomial NARMAX models, based on Hermite polynomials, is proposed. The proposed representation provides a convenient way to translate a polynomial NARMAX model to a corresponding simulation model by simply setting certain terms to zero. This translation is exact when the simulation model can be written as an NFIR model. Secondly, a parameterized approximation method is proposed to curtail infinite order simulation models to a finite order. The proposed approximation can be viewed as a trade-off between the conventional approach of setting noise contributions to zero and the approach of incorporating the bias introduced by higher-order moments of the noise distribution. Simulation studies are provided to illustrate the utility of the proposed representation and approximation method.Comment: Accepted in IEEE CDC 201

Use of system identification techniques for improving airframe finite element models using test data

A method for using system identification techniques to improve airframe finite element models using test data was developed and demonstrated. The method uses linear sensitivity matrices to relate changes in selected physical parameters to changes in the total system matrices. The values for these physical parameters were determined using constrained optimization with singular value decomposition. The method was confirmed using both simple and complex finite element models for which pseudo-experimental data was synthesized directly from the finite element model. The method was then applied to a real airframe model which incorporated all of the complexities and details of a large finite element model and for which extensive test data was available. The method was shown to work, and the differences between the identified model and the measured results were considered satisfactory

Continuous-time block-oriented nonlinear modeling with complex input noise structure

The continuous-time closed-form algorithms to sinusoidal input changes are proposed and presented for single-input, single-output (SISO) Hammerstein and Wiener systems with the first-order, second-order, and second-order plus lead dynamics. By simulation on theoretical Hammerstein and Wiener systems, the predicted responses agree exactly with the true process values. They depend on only the most recent input change. The algorithms to SISO Hammerstein and Wiener systems can be conveniently extended to the multiple-input, multiple-output (MIMO) systems as shown by the two-input, two-output examples and demonstrated by the simulated seven-input, five-output continuous stirred tank reactor (CSTR). The predictions and the simulated theoretical responses agree exactly and the predicted multiple CSTR outputs are close to the true process outputs. The proposed algorithms can predict the responses closer to the true values when comparing with the piece-wise step input approximation of the sinusoidal input changes on a simulated MIMO CSTR. In addition, as the noisy process input could be decomposed as summation of sinusoidal signals imposed on a step input change; the proposed algorithms can be employed to predict outputs for the noisy process inputs once the decomposition is done and the predicted noisy process outputs are shown to be close to the true ones, and are much better than the predictions based on the perfect filtering of the input signals.;The estimating equations based on the moment method are proposed for the Wiener dynamic process with stochastically correlated process input disturbances or noises and they work well for the parameter estimation. No one has ever proposed such method before. This approach has led to stable and robust estimators that have reasonable estimation errors and there is no need to measure the input disturbances or noises, or to calculate the time derivative of the observed output variable. Only the original process output observations over time are needed. The original model can be shifted to an approximate model under some conditions. This approximation is acceptable based on some analysis and derivation. The estimating equation methodology was shown to work well for the approximate model, while other existing methods do not work at all

Advancing block-oriented modeling in process control

The increasing pressure in industry to maintain tight control over processes has led to the development of many advanced control algorithms. Many of these algorithms are model-based control schemes, which require an accurate predictive model of the process to achieve good controller performance. Because of this, research in the fields of nonlinear process modeling and predictive control has advanced over the past several decades.;In this dissertation, a new method for identifying complicated block-oriented nonlinear models of processes will be proposed. This method is applied for LNL and LLN sandwich block-oriented models and will be shown to accurately predict process response behavior for a simulated continuous-stirred tank reactor (CSTR) and a pilot-scale distillation column. In addition, it will be shown to effectively model the pilot-scale distillation column using closed-loop, highly correlated input data.;Using the block-oriented models identified, a new feedforward control framework has been developed. This feedforward control framework represents the first that compensates for multiple input disturbances occurring simultaneously. Only a single process model is needed to account for all measured disturbances. In addition, it allows a plant engineer to develop the predictive model of the process from plant historical data instead of introducing a series of disturbances to the process to try to identify the model. This has the potential to considerably reduce the cost of implementing an advanced control scheme in terms of time, effort and money. The proposed feedforward control framework is tested on a simulated CSTR process in Chapter 4, and on a pilot-scale distillation column in Chapter 5