A new kernel-based approach for overparameterized Hammerstein system identification

In this paper we propose a new identification scheme for Hammerstein systems, which are dynamic systems consisting of a static nonlinearity and a linear time-invariant dynamic system in cascade. We assume that the nonlinear function can be described as a linear combination of $p$ basis functions. We reconstruct the $p$ coefficients of the nonlinearity together with the first $n$ samples of the impulse response of the linear system by estimating an $np$-dimensional overparameterized vector, which contains all the combinations of the unknown variables. To avoid high variance in these estimates, we adopt a regularized kernel-based approach and, in particular, we introduce a new kernel tailored for Hammerstein system identification. We show that the resulting scheme provides an estimate of the overparameterized vector that can be uniquely decomposed as the combination of an impulse response and $p$ coefficients of the static nonlinearity. We also show, through several numerical experiments, that the proposed method compares very favorably with two standard methods for Hammerstein system identification.Comment: 17 pages, submitted to IEEE Conference on Decision and Control 201

Maternity leave

A numerous off-days which a woman is legally approved to be absent from work in the weeks prenatal and postnatal recovery phase after giving birth defines maternity leave. It is stated that at least 60 consecutive days of paid maternity leave were entitled to all female workers in Malaysia if they have worked at least 90 days with their current employers in four months leading up to their confinement period, except for exempted categories (Employment Act 1955) During the maternity leave, female workers are entitled to be provided with all relevant contractual benefits and paid with full salary as if they are in an active employment excluding the benefits that are tied to active work. The right to resume working upon their return from maternity leave is also protected

Regularized Nonparametric Volterra Kernel Estimation

In this paper, the regularization approach introduced recently for nonparametric estimation of linear systems is extended to the estimation of nonlinear systems modelled as Volterra series. The kernels of order higher than one, representing higher dimensional impulse responses in the series, are considered to be realizations of multidimensional Gaussian processes. Based on this, prior information about the structure of the Volterra kernel is introduced via an appropriate penalization term in the least squares cost function. It is shown that the proposed method is able to deliver accurate estimates of the Volterra kernels even in the case of a small amount of data points

Nonlinear system modeling based on constrained Volterra series estimates

A simple nonlinear system modeling algorithm designed to work with limited \emph{a priori }knowledge and short data records, is examined. It creates an empirical Volterra series-based model of a system using an $l_{q}$-constrained least squares algorithm with $q\geq 1$. If the system $m\left( \cdot \right)$ is a continuous and bounded map with a finite memory no longer than some known $\tau$, then (for a $D$ parameter model and for a number of measurements $N$) the difference between the resulting model of the system and the best possible theoretical one is guaranteed to be of order $\sqrt{N^{-1}\ln D}$, even for $D\geq N$. The performance of models obtained for $q=1,1.5$ and $2$ is tested on the Wiener-Hammerstein benchmark system. The results suggest that the models obtained for $q>1$ are better suited to characterize the nature of the system, while the sparse solutions obtained for $q=1$ yield smaller error values in terms of input-output behavior

Basic research on design analysis methods for rotorcraft vibrations

The objective of the present work was to develop a method for identifying physically plausible finite element system models of airframe structures from test data. The assumed models were based on linear elastic behavior with general (nonproportional) damping. Physical plausibility of the identified system matrices was insured by restricting the identification process to designated physical parameters only and not simply to the elements of the system matrices themselves. For example, in a large finite element model the identified parameters might be restricted to the moduli for each of the different materials used in the structure. In the case of damping, a restricted set of damping values might be assigned to finite elements based on the material type and on the fabrication processes used. In this case, different damping values might be associated with riveted, bolted and bonded elements. The method itself is developed first, and several approaches are outlined for computing the identified parameter values. The method is applied first to a simple structure for which the 'measured' response is actually synthesized from an assumed model. Both stiffness and damping parameter values are accurately identified. The true test, however, is the application to a full-scale airframe structure. In this case, a NASTRAN model and actual measured modal parameters formed the basis for the identification of a restricted set of physically plausible stiffness and damping parameters

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