11,992 research outputs found
Convex Optimization In Identification Of Stable Non-Linear State Space Models
A new framework for nonlinear system identification is presented in terms of
optimal fitting of stable nonlinear state space equations to input/output/state
data, with a performance objective defined as a measure of robustness of the
simulation error with respect to equation errors. Basic definitions and
analytical results are presented. The utility of the method is illustrated on a
simple simulation example as well as experimental recordings from a live
neuron.Comment: 9 pages, 2 figure, elaboration of same-title paper in 49th IEEE
Conference on Decision and Contro
Contracting Nonlinear Observers: Convex Optimization and Learning from Data
A new approach to design of nonlinear observers (state estimators) is
proposed. The main idea is to (i) construct a convex set of dynamical systems
which are contracting observers for a particular system, and (ii) optimize over
this set for one which minimizes a bound on state-estimation error on a
simulated noisy data set. We construct convex sets of continuous-time and
discrete-time observers, as well as contracting sampled-data observers for
continuous-time systems. Convex bounds for learning are constructed using
Lagrangian relaxation. The utility of the proposed methods are verified using
numerical simulation.Comment: conference submissio
Parameter identification in a semilinear hyperbolic system
We consider the identification of a nonlinear friction law in a
one-dimensional damped wave equation from additional boundary measurements.
Well-posedness of the governing semilinear hyperbolic system is established via
semigroup theory and contraction arguments. We then investigte the inverse
problem of recovering the unknown nonlinear damping law from additional
boundary measurements of the pressure drop along the pipe. This coefficient
inverse problem is shown to be ill-posed and a variational regularization
method is considered for its stable solution. We prove existence of minimizers
for the Tikhonov functional and discuss the convergence of the regularized
solutions under an approximate source condition. The meaning of this condition
and some arguments for its validity are discussed in detail and numerical
results are presented for illustration of the theoretical findings
Learning Linear Dynamical Systems via Spectral Filtering
We present an efficient and practical algorithm for the online prediction of
discrete-time linear dynamical systems with a symmetric transition matrix. We
circumvent the non-convex optimization problem using improper learning:
carefully overparameterize the class of LDSs by a polylogarithmic factor, in
exchange for convexity of the loss functions. From this arises a
polynomial-time algorithm with a near-optimal regret guarantee, with an
analogous sample complexity bound for agnostic learning. Our algorithm is based
on a novel filtering technique, which may be of independent interest: we
convolve the time series with the eigenvectors of a certain Hankel matrix.Comment: Published as a conference paper at NIPS 201
Sum-of-Squares approach to feedback control of laminar wake flows
A novel nonlinear feedback control design methodology for incompressible
fluid flows aiming at the optimisation of long-time averages of flow quantities
is presented. It applies to reduced-order finite-dimensional models of fluid
flows, expressed as a set of first-order nonlinear ordinary differential
equations with the right-hand side being a polynomial function in the state
variables and in the controls. The key idea, first discussed in Chernyshenko et
al. 2014, Philos. T. Roy. Soc. 372(2020), is that the difficulties of treating
and optimising long-time averages of a cost are relaxed by using the
upper/lower bounds of such averages as the objective function. In this setting,
control design reduces to finding a feedback controller that optimises the
bound, subject to a polynomial inequality constraint involving the cost
function, the nonlinear system, the controller itself and a tunable polynomial
function. A numerically tractable approach to the solution of such optimisation
problems, based on Sum-of-Squares techniques and semidefinite programming, is
proposed.
To showcase the methodology, the mitigation of the fluctuation kinetic energy
in the unsteady wake behind a circular cylinder in the laminar regime at
Re=100, via controlled angular motions of the surface, is numerically
investigated. A compact reduced-order model that resolves the long-term
behaviour of the fluid flow and the effects of actuation, is derived using
Proper Orthogonal Decomposition and Galerkin projection. In a full-information
setting, feedback controllers are then designed to reduce the long-time average
of the kinetic energy associated with the limit cycle. These controllers are
then implemented in direct numerical simulations of the actuated flow. Control
performance, energy efficiency, and physical control mechanisms identified are
analysed. Key elements, implications and future work are discussed
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