Multiscale identification of spatio-temporal dynamical systems using a wavelet multiresolution analysis

In this paper, a new algorithm for the multiscale identification of spatio-temporal dynamical systems is derived. It is shown that the input and output observations can be represented in a multiscale manner based on a wavelet multiresolution analysis. The system dynamics at some specific scale of interest can then be identified using an orthogonal forward leastsquares algorithm. This model can then be converted between different scales to produce predictions of the system outputs at different scales. The method can be applied to both multiscale and conventional spatio-temporal dynamical systems. For multiscale systems, the method can generate a parsimonious and effective model at a coarser scale while considering the effects from finer scales. Additionally, the proposed method can be used to improve the performance of the identification when measurements are noisy. Numerical examples are provided to demonstrate the application of the proposed new approach

Identification of partial differential equation models for a class of multiscale spatio-temporal dynamical systems

In this paper, the identification of a class of multiscale spatio-temporal dynamical sys-tems, which incorporate multiple spatial scales, from observations is studied. The proposed approach is a combination of Adams integration and an orthogonal least squares algorithm, in which the multiscale operators are expanded, using polynomials as basis functions, and the spatial derivatives are estimated by finite difference methods. The coefficients of the polynomials can vary with respect to the space domain to represent the feature of multiple scales involved in the system dynamics and are approximated using a B-spline wavelet multi-resolution analysis (MRA). The resulting identified models of the spatio-temporal evolution form a system of partial differential equations with different spatial scales. Examples are provided to demonstrate the efficiency of the proposed method

A new class of multiscale lattice cell (MLC) models for spatio-temporal evolutionary image representation

Spatio-temporal evolutionary (STE) images are a class of complex dynamical systems that evolve over both space and time. With increased interest in the investigation of nonlinear complex phenomena, especially spatio-temporal behaviour governed by evolutionary laws that are dependent on both spatial and temporal dimensions, there has been an increased need to investigate model identification methods for this class of complex systems. Compared with pure temporal processes, the identification of spatio-temporal models from observed images is much more difficult and quite challenging. Starting with an assumption that there is no apriori information about the true model but only observed data are available, this study introduces a new class of multiscale lattice cell (MLC) models to represent the rules of the associated spatio-temporal evolutionary system. An application to a chemical reaction exhibiting a spatio-temporal evolutionary behaviour, is investigated to demonstrate the new modelling framework

Multiscale modelling and identification of a class of lattice dynamical systems

A new multiscale modelling framework is introduced to describe a class of lattice dynamical systems (LDS), which can be used to model natural systems involving multiphysics and the multi-resolution facets of a single spatio-temporal dynamical system. The emphasis of the paper is on the multi-resolution facets, with respect to the spatial domain, of a single spatio-temporal dynamical system by using a Haar wavelet decomposition technique. A multiscale identification method for such systems is then proposed, which can be considered as a dual of the multigrid method. The proposed identification method involves three steps: the system dynamics at some specific scale of interest are identified using a recursive least-squares algorithm; the residual is then projected onto coarser scales using Haar wavelets and the parameter estimation errors are minimized; and finally a coarse correction procedure is applied to the original scale. An outstanding advantage of the proposed identification method is a saving on the computational costs. Numerical examples are provided to demonstrate the application of the proposed new approach

Generalised additive multiscale wavelet models constructed using particle swarm optimisation and mutual information for spatio-temporal evolutionary system representation

A new class of generalised additive multiscale wavelet models (GAMWMs) is introduced for high dimensional spatio-temporal evolutionary (STE) system identification. A novel two-stage hybrid learning scheme is developed for constructing such an additive wavelet model. In the first stage, a new orthogonal projection pursuit (OPP) method, implemented using a particle swarm optimisation(PSO) algorithm, is proposed for successively augmenting an initial coarse wavelet model, where relevant parameters of the associated wavelets are optimised using a particle swarm optimiser. The resultant network model, obtained in the first stage, may however be a redundant model. In the second stage, a forward orthogonal regression (FOR) algorithm, implemented using a mutual information method, is then applied to refine and improve the initially constructed wavelet model. The proposed two-stage hybrid method can generally produce a parsimonious wavelet model, where a ranked list of wavelet functions, according to the capability of each wavelet to represent the total variance in the desired system output signal is produced. The proposed new modelling framework is applied to real observed images, relative to a chemical reaction exhibiting a spatio-temporal evolutionary behaviour, and the associated identification results show that the new modelling framework is applicable and effective for handling high dimensional identification problems of spatio-temporal evolution sytems

A wavelet neural network model for spatio-temporal image processing and modeling

Spatio-temporal images are a class of complex dynamical systems that evolve over both space and time. Compared with pure temporal processes, the identification of spatio-temporal models from observed images is much more difficult and quite challenging. Starting with an assumption that there is no a priori information about the true model but only observed data are available, this work introduces a new type of wavelet network that utilizes the easy tractability and exploits the good properties of multiscale wavelet decompositions to represent the rules of the associated spatio-temporal evolutionary system. An application to a chemical reaction exhibiting a spatio-temporal evolutionary behaviour, is investigated to demonstrate the application of the proposed modeling and learning approaches.This work was supported in part by EPSRC under Grant: EP/I011056/1 and Platform Grant EP/H00453X/

A new class of wavelet networks for nonlinear system identification

A new class of wavelet networks (WNs) is proposed for nonlinear system identification. In the new networks, the model structure for a high-dimensional system is chosen to be a superimposition of a number of functions with fewer variables. By expanding each function using truncated wavelet decompositions, the multivariate nonlinear networks can be converted into linear-in-the-parameter regressions, which can be solved using least-squares type methods. An efficient model term selection approach based upon a forward orthogonal least squares (OLS) algorithm and the error reduction ratio (ERR) is applied to solve the linear-in-the-parameters problem in the present study. The main advantage of the new WN is that it exploits the attractive features of multiscale wavelet decompositions and the capability of traditional neural networks. By adopting the analysis of variance (ANOVA) expansion, WNs can now handle nonlinear identification problems in high dimensions