Initializing Wiener-Hammerstein Models Based on Partitioning of the Best Linear Approximation

This paper describes a new algorithm for initializing and estimating Wiener- Hammerstein models. The algorithm makes use of the best linear model of the system which is split in all possible ways into two linear sub-models. For all possible splits, a Wiener- Hammerstein model is initialized which means that a nonlinearity is introduced in between the two sub-models. The linear parameters of this nonlinearity can be estimated using leastsquares. All initialized models can then be ranked with respect to their fit. Typically, one is only interested in the best one, for which all parameters are fitted using prediction error minimization. The paper explains the algorithm and the consistency of the initialization is stated. Computational aspects are investigated, showing that in most realistic cases, the number of splits of the initial linear model remains low enough to make the algorithm useful. The algorithm is illustrated on an example where it is shown that the initialization is a tool to avoid many local minima

Identification of continuous-time model of hammerstein system using modified multi-verse optimizer

his thesis implements a novel nature-inspired metaheuristic optimization algorithm, namely the modified Multi-Verse Optimizer (mMVO) algorithm, to identify the continuous-time model of Hammerstein system. Multi-Verse Optimizer (MVO) is one of the most recent robust nature-inspired metaheuristic algorithm. It has been successfully implemented and used in various areas such as machine learning applications, engineering applications, network applications, parameter control, and other similar applications to solve optimization problems. However, such metaheuristics had some limitations, such as local optima problem, low searching capability and imbalance between exploration and exploitation. By considering these limitations, two modifications were made upon the conventional MVO in our proposed mMVO algorithm. Our first modification was an average design parameter updating mechanism to solve the local optima issue of the traditional MVO. The essential feature of the average design parameter updating mechanism is that it helps any trapped design parameter jump out from the local optima region and continue a new search track. The second modification is the hybridization of MVO with the Sine Cosine Algorithm (SCA) to improve the low searching capability of the conventional MVO. Hybridization aims to combine MVO and SCA algorithms advantages and minimize the disadvantages, such as low searching capability and imbalance between exploration and exploitation. In particular, the search capacity of the MVO algorithm has been improved using the sine and cosine functions of the Sine Cosine Algorithm (SCA) that will be able to balance the processes of exploration and exploitation. The mMVO based method is then used for identifying the parameters of linear and nonlinear subsystems in the Hammerstein model using the given input and output data. Note that the structure of the linear and nonlinear subsystems is assumed to be known. Moreover, a continuous-time linear subsystem is considered in this study, while there are a few methods that utilize such models. Two numerical examples and one real-world application, such as the Twin Rotor System (TRS) are used to illustrate the efficiency of the mMVO-based method. Various nonlinear subsystems such as quadratic and hyperbolic functions (sine and tangent) are used in those experiments. Numerical and experimental results are analyzed to focus on the convergence curve of the fitness function, the parameter variation index, frequency and time domain response and the Wilcoxon rank test. For the numerical identifications, three different levels of white noise variances were taken. The statistical analysis value (mean) was taken from the parameter deviation index to see how much our proposed algorithm has improved. For Example 1, the improvements are 29%, 33.15% and 36.68%, and for the noise variances, 0.01, 0.25, and 1.0 improvements can be found. For Example 2, the improvements are 39.36%, 39.61% and 66.18%, and for noise variances, the improvements are by 0.01, 0.25 and 1.0, respectively. Finally, for the real TRS application, the improvement is 7%. The numerical and experimental results also showed that both Hammerstein model subsystems are defined effectively using the mMVO-based method, particularly in quadratic output estimation error and a differentiation parameter index. The results further confirmed that the proposed mMVObased method provided better solutions than other optimization techniques, such as PSO, GWO, ALO, MVO and SCA

Convex optimization methods for model reduction

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2008.Includes bibliographical references (p. 153-161).Model reduction and convex optimization are prevalent in science and engineering applications. In this thesis, convex optimization solution techniques to three different model reduction problems are studied.Parameterized reduced order modeling is important for rapid design and optimization of systems containing parameter dependent reducible sub-circuits such as interconnects and RF inductors. The first part of the thesis presents a quasi-convex optimization approach to solve the parameterized model order reduction problem for linear time-invariant systems. Formulation of the model reduction problem as a quasi-convex program allows the flexibility to enforce constraints such as stability and passivity in both non-parameterized and parameterized cases. Numerical results including the parameterized reduced modeling of a large RF inductor are given to demonstrate the practical value of the proposed algorithm.A majority of nonlinear model reduction techniques can be regarded as a two step procedure as follows. First the state dimension is reduced through a projection, and then the vector field of the reduced state is approximated for improved computation efficiency. Neither of the above steps has been thoroughly studied. The second part of this thesis presents a solution to a particular problem in the second step above, namely, finding an upper bound of the system input/output error due to nonlinear vector field approximation. The system error upper bounding problem is formulated as an L2 gain upper bounding problem of some feedback interconnection, to which the small gain theorem can be applied. A numerical procedure based on integral quadratic constraint analysis and a theoretical statement based on L2 gain analysis are given to provide the solution to the error bounding problem. The numerical procedure is applied to analyze the vector field approximation quality of a transmission line with diodes.(Cont) The application of Volterra series to the reduced modeling of nonlinear systems is hampered by the rapidly increasing computation cost with respect to the degrees of the polynomials used. On the other hand, while it is less general than the Volterra series model, the Wiener-Hammerstein model has been shown to be useful for accurate and compact modeling of certain nonlinear sub-circuits such as power amplifiers. The third part of the thesis presents a convex optimization solution technique to the reduction/identification of the Wiener-Hammerstein system. The identification problem is formulated as a non-convex quadratic program, which is solved by a semidefinite programming relaxation technique. It is demonstrated in the thesis that the formulation is robust with respect to noisy measurement, and the relaxation technique is oftentimes sufficient to provide good solutions. Simple examples are provided to demonstrate the use of the proposed identification algorithm.by Kin Cheong Sou.Ph.D

Stability-preserving model reduction for linear and nonlinear systems arising in analog circuit applications

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2010.Cataloged from PDF version of thesis.Includes bibliographical references (p. 221-229).Despite the increasing presence of RF and analog components in personal wireless electronics, such as mobile communication devices, the automated design and optimization of such systems is still an extremely challenging task. This is primarily due to the presence of both parasitic elements and highly nonlinear elements, which makes simulation computationally expensive and slow. The ability to generate parameterized reduced order models of analog systems could serve as a first step toward the automatic and accurate characterization of geometrically complex components and subcircuits, eventually enabling their synthesis and optimization. This thesis presents techniques for reduced order modeling of linear and nonlinear systems arising in analog applications. Emphasis is placed on developing techniques capable of preserving important system properties, such as stability, and parameter dependence in the reduced models. The first technique is a projection-based model reduction approach for linear systems aimed at generating stable and passive models from large linear systems described by indefinite, and possibly even mildly unstable, matrices. For such systems, existing techniques are either prohibitively computationally expensive or incapable of guaranteeing stability and passivity. By forcing the reduced model to be described by definite matrices, we are able to derive a pair of stability constraints that are linear in terms of projection matrices.(cont.) These constraints can be used to formulate a semidefinite optimization problem whose solution is an optimal stabilizing projection framework. The second technique is a projection-based model reduction approach for highly nonlinear systems that is based on the trajectory piecewise linear (TPWL) method. Enforcing stability in nonlinear reduced models is an extremely difficult task that is typically ignored in most existing techniques. Our approach utilizes a new nonlinear projection in order to ensure stability in each of the local models used to describe the nonlinear reduced model. The TPWL approach is also extended to handle parameterized models, and a sensitivity-based training system is presented that allows us to efficiently select inputs and parameter values for training. Lastly, we present a system identification approach to model reduction for both linear and nonlinear systems. This approach utilizes given time-domain data, such as input/output samples generated from transient simulation, in order to identify a compact stable model that best fits the given data. Our procedure is based on minimization of a quantity referred to as the 'robust equation error', which, provided the model is incrementally stable, serves as up upper bound for a measure of the accuracy of the identified model termed 'linearized output error'. Minimization of this bound, subject to an incremental stability constraint, can be cast as a semidefinite optimization problem.by Bradley Neil Bond.Ph.D

Identification of Wiener-Hammerstein models using linear interpolation in the frequency domain (LIFRED)

A new method to identify the linear subsystems of a Wiener-Hammerstein model through the measurement of the second-order Volterra kernel is proposed. This technique makes use of the symmetry properties of the Volterra kernel and assumes that the frequency response gain and phase between estimated points can be reasonably well approximated by a straight line. The signal applied for the identification is a multisine with properties of no interharmonic distortion. Several advantages of the proposed method over existing ones are discussed, and two simulation examples are presented to illustrate the applicability of the technique. The method is also shown to be robust to noise and distortion in the input signal