1,244 research outputs found
Identification of Stochastic Wiener Systems using Indirect Inference
We study identification of stochastic Wiener dynamic systems using so-called
indirect inference. The main idea is to first fit an auxiliary model to the
observed data and then in a second step, often by simulation, fit a more
structured model to the estimated auxiliary model. This two-step procedure can
be used when the direct maximum-likelihood estimate is difficult or intractable
to compute. One such example is the identification of stochastic Wiener
systems, i.e.,~linear dynamic systems with process noise where the output is
measured using a non-linear sensor with additive measurement noise. It is in
principle possible to evaluate the log-likelihood cost function using numerical
integration, but the corresponding optimization problem can be quite intricate.
This motivates studying consistent, but sub-optimal, identification methods for
stochastic Wiener systems. We will consider indirect inference using the best
linear approximation as an auxiliary model. We show that the key to obtain a
reliable estimate is to use uncertainty weighting when fitting the stochastic
Wiener model to the auxiliary model estimate. The main technical contribution
of this paper is the corresponding asymptotic variance analysis. A numerical
evaluation is presented based on a first-order finite impulse response system
with a cubic non-linearity, for which certain illustrative analytic properties
are derived.Comment: The 17th IFAC Symposium on System Identification, SYSID 2015,
Beijing, China, October 19-21, 201
Identification of time-varying systems using multiresolution wavelet models
Identification of linear and nonlinear time-varying systems is investigated and a new wavelet model identification algorithm is introduced. By expanding each time-varying coefficient using a multiresolution wavelet expansion, the time-varying problem is reduced to a time invariant problem and the identification reduces to regressor selection and parameter estimation. Several examples are included to illustrate the application of the new algorithm
Adaptive kernel canonical correlation analysis algorithms for nonparametric identification of Wiener and Hammerstein systems
This paper treats the identification of nonlinear systems that consist of a cascade of a linear channel and a nonlinearity, such as the well-known Wiener and Hammerstein systems. In particular, we follow a supervised identification approach that simultaneously identifies both parts of the nonlinear system. Given the correct restrictions on the identification problem, we show how kernel canonical correlation analysis (KCCA) emerges as the logical solution to this problem.We then extend the proposed identification algorithm to an adaptive version allowing to deal with time-varying systems. In order to avoid overfitting problems, we discuss and compare three possible regularization techniques for both the batch and the adaptive versions of the proposed algorithm. Simulations are included to demonstrate the effectiveness of the presented algorithm
Identification of piecewise linear aeroelastic systems
The work presented in this paper is concerned with the identification of a piecewise linear aeroelastic system from input-output data. The main challenge with this problem is that the data are available only as a mixture of observations generated by a finite set of different interacting linear subsystems such that one does not know a prior which subsystem has generated which data, that is, the switching points of the freeplay nonlinearity. The linear part of the nonlinear aeroelastic system is represented by the orthonormal basis functions constructed by the physical poles of the linear part, and the nonlinear part is represented by a Hammerstein model. By a simple rearrangement of the data corresponding to the degree-of-freedom of freeplay and selecting a segment of the data, the identification of the physical poles could be reduced to a linear parametric problem. Afterwards, estimates of the unknown parameters of linear regression models are calculated by processing respective particles of input-output data. The iterative sequence of the switching points is constructed, and solved by a method synthesizing the non-iterative and iterative algorithms. Then the parameters of the linear and nonlinear parts of the nonlinear system including the switching points are successfully obtained. A two-dimensional airfoil with nonlinear structural freeplay in the pitch degree-of-freedom is presented to demonstrate the validity of the proposed identification algorithm
Fuzzy Hammerstein Model of Nonlinear Plant
This paper presents the synthesis and analysis of the enhanced predictive fuzzy Hammerstein model of the water tank system. Fuzzy Hammerstein model was compared with three other fuzzy models: the first was synthesized using Mamdani type rule base, the second – Takagi-Sugeno type rule base and the third – composed of Mamdani and Takagi-Sugeno rule bases. The synthesized model is invertible so it can be used in the model based control. The fuzzy Hammerstein model was synthesized to eliminate disadvantages of the other fuzzy models. The advantage of the fuzzy Hammerstein model was experimentally proved and presented in this paper
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