Input Design for System Identification via Convex Relaxation

This paper proposes a new framework for the optimization of excitation inputs for system identification. The optimization problem considered is to maximize a reduced Fisher information matrix in any of the classical D-, E-, or A-optimal senses. In contrast to the majority of published work on this topic, we consider the problem in the time domain and subject to constraints on the amplitude of the input signal. This optimization problem is nonconvex. The main result of the paper is a convex relaxation that gives an upper bound accurate to within $2/\pi$ of the true maximum. A randomized algorithm is presented for finding a feasible solution which, in a certain sense is expected to be at least $2/\pi$ as informative as the globally optimal input signal. In the case of a single constraint on input power, the proposed approach recovers the true global optimum exactly. Extensions to situations with both power and amplitude constraints on both inputs and outputs are given. A simple simulation example illustrates the technique.Comment: Preprint submitted for journal publication, extended version of a paper at 2010 IEEE Conference on Decision and Contro

Extremum Seeking-based Iterative Learning Linear MPC

In this work we study the problem of adaptive MPC for linear time-invariant uncertain models. We assume linear models with parametric uncertainties, and propose an iterative multi-variable extremum seeking (MES)-based learning MPC algorithm to learn on-line the uncertain parameters and update the MPC model. We show the effectiveness of this algorithm on a DC servo motor control example.Comment: To appear at the IEEE MSC 201

On the interpretation and identification of dynamic Takagi-Sugenofuzzy models

Dynamic Takagi-Sugeno fuzzy models are not always easy to interpret, in particular when they are identified from experimental data. It is shown that there exists a close relationship between dynamic Takagi-Sugeno fuzzy models and dynamic linearization when using affine local model structures, which suggests that a solution to the multiobjective identification problem exists. However, it is also shown that the affine local model structure is a highly sensitive parametrization when applied in transient operating regimes. Due to the multiobjective nature of the identification problem studied here, special considerations must be made during model structure selection, experiment design, and identification in order to meet both objectives. Some guidelines for experiment design are suggested and some robust nonlinear identification algorithms are studied. These include constrained and regularized identification and locally weighted identification. Their usefulness in the present context is illustrated by examples

Universal direct tuner for loop control in industry

This paper introduces a direct universal (automatic) tuner for basic loop control in industrial applications. The direct feature refers to the fact that a first-hand model, such as a step response first-order plus dead time approximation, is not required. Instead, a point in the frequency domain and the corresponding slope of the loop frequency response is identified by single test suitable for industrial applications. The proposed method has been shown to overcome pitfalls found in other (automatic) tuning methods and has been validated in a wide range of common and exotic processes in simulation and experimental conditions. The method is very robust to noise, an important feature for real life industrial applications. Comparison is performed with other well-known methods, such as approximate M-constrained integral gain optimization (AMIGO) and Skogestad internal model controller (SIMC), which are indirect methods, i.e., they are based on a first-hand approximation of step response data. The results indicate great similarity between the results, whereas the direct method has the advantage of skipping this intermediate step of identification. The control structure is the most commonly used in industry, i.e., proportional-integral-derivative (PID) type. As the derivative action is often not used in industry due to its difficult choice, in the proposed method, we use a direct relation between the integral and derivative gains. This enables the user to have in the tuning structure the advantages of the derivative action, therefore much improving the potential of good performance in real life control applications