5,184 research outputs found

    Towards Efficient Maximum Likelihood Estimation of LPV-SS Models

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    How to efficiently identify multiple-input multiple-output (MIMO) linear parameter-varying (LPV) discrete-time state-space (SS) models with affine dependence on the scheduling variable still remains an open question, as identification methods proposed in the literature suffer heavily from the curse of dimensionality and/or depend on over-restrictive approximations of the measured signal behaviors. However, obtaining an SS model of the targeted system is crucial for many LPV control synthesis methods, as these synthesis tools are almost exclusively formulated for the aforementioned representation of the system dynamics. Therefore, in this paper, we tackle the problem by combining state-of-the-art LPV input-output (IO) identification methods with an LPV-IO to LPV-SS realization scheme and a maximum likelihood refinement step. The resulting modular LPV-SS identification approach achieves statical efficiency with a relatively low computational load. The method contains the following three steps: 1) estimation of the Markov coefficient sequence of the underlying system using correlation analysis or Bayesian impulse response estimation, then 2) LPV-SS realization of the estimated coefficients by using a basis reduced Ho-Kalman method, and 3) refinement of the LPV-SS model estimate from a maximum-likelihood point of view by a gradient-based or an expectation-maximization optimization methodology. The effectiveness of the full identification scheme is demonstrated by a Monte Carlo study where our proposed method is compared to existing schemes for identifying a MIMO LPV system

    Maximum Entropy Vector Kernels for MIMO system identification

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    Recent contributions have framed linear system identification as a nonparametric regularized inverse problem. Relying on 2\ell_2-type regularization which accounts for the stability and smoothness of the impulse response to be estimated, these approaches have been shown to be competitive w.r.t classical parametric methods. In this paper, adopting Maximum Entropy arguments, we derive a new 2\ell_2 penalty deriving from a vector-valued kernel; to do so we exploit the structure of the Hankel matrix, thus controlling at the same time complexity, measured by the McMillan degree, stability and smoothness of the identified models. As a special case we recover the nuclear norm penalty on the squared block Hankel matrix. In contrast with previous literature on reweighted nuclear norm penalties, our kernel is described by a small number of hyper-parameters, which are iteratively updated through marginal likelihood maximization; constraining the structure of the kernel acts as a (hyper)regularizer which helps controlling the effective degrees of freedom of our estimator. To optimize the marginal likelihood we adapt a Scaled Gradient Projection (SGP) algorithm which is proved to be significantly computationally cheaper than other first and second order off-the-shelf optimization methods. The paper also contains an extensive comparison with many state-of-the-art methods on several Monte-Carlo studies, which confirms the effectiveness of our procedure

    Virtual sensors for local, three dimensional, broadband multiple-channel active noise control and the effects on the quiet zones

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    In this paper, two state of the art virtual sensor algorithms, i.e. the Remote Microphone Technique (RMT) and the Kalman filter based Virtual Sensing algorithm (KVS) are compared, in both state space (SS) and finite impulse response (FIR) implementations. The comparison focuses on the accuracy of the estimated sound pressure signals at the virtual locations and is based on actual measurements in a practical situation. The FIR implementation of the RMT algorithm was found to produce the most reliable results. It is implemented in a local, three dimensional, real-time, multiple-channel, broadband active noise control system. With this implementation, the benefits and limitations of the RMT-ANC system on the shape and size of the quiet zones are investigated

    An Extended Kalman Filter for Data-enabled Predictive Control

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    The literature dealing with data-driven analysis and control problems has significantly grown in the recent years. Most of the recent literature deals with linear time-invariant systems in which the uncertainty (if any) is assumed to be deterministic and bounded; relatively little attention has been devoted to stochastic linear time-invariant systems. As a first step in this direction, we propose to equip the recently introduced Data-enabled Predictive Control algorithm with a data-based Extended Kalman Filter to make use of additional available input-output data for reducing the effect of noise, without increasing the computational load of the optimization procedure

    Network Identification for Diffusively-Coupled Systems with Minimal Time Complexity

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    The theory of network identification, namely identifying the (weighted) interaction topology among a known number of agents, has been widely developed for linear agents. However, the theory for nonlinear agents using probing inputs is less developed and relies on dynamics linearization. We use global convergence properties of the network, which can be assured using passivity theory, to present a network identification method for nonlinear agents. We do so by linearizing the steady-state equations rather than the dynamics, achieving a sub-cubic time algorithm for network identification. We also study the problem of network identification from a complexity theory standpoint, showing that the presented algorithms are optimal in terms of time complexity. We also demonstrate the presented algorithm in two case studies.Comment: 12 pages, 3 figure

    A physics-based approach to flow control using system identification

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    Control of amplifier flows poses a great challenge, since the influence of environmental noise sources and measurement contamination is a crucial component in the design of models and the subsequent performance of the controller. A modelbased approach that makes a priori assumptions on the noise characteristics often yields unsatisfactory results when the true noise environment is different from the assumed one. An alternative approach is proposed that consists of a data-based systemidentification technique for modelling the flow; it avoids the model-based shortcomings by directly incorporating noise influences into an auto-regressive (ARMAX) design. This technique is applied to flow over a backward-facing step, a typical example of a noise-amplifier flow. Physical insight into the specifics of the flow is used to interpret and tailor the various terms of the auto-regressive model. The designed compensator shows an impressive performance as well as a remarkable robustness to increased noise levels and to off-design operating conditions. Owing to its reliance on only timesequences of observable data, the proposed technique should be attractive in the design of control strategies directly from experimental data and should result in effective compensators that maintain performance in a realistic disturbance environment
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