On the smoothness of nonlinear system identification

We shed new light on the \textit{smoothness} of optimization problems arising in prediction error parameter estimation of linear and nonlinear systems. We show that for regions of the parameter space where the model is not contractive, the Lipschitz constant and $\beta$-smoothness of the objective function might blow up exponentially with the simulation length, making it hard to numerically find minima within those regions or, even, to escape from them. In addition to providing theoretical understanding of this problem, this paper also proposes the use of multiple shooting as a viable solution. The proposed method minimizes the error between a prediction model and the observed values. Rather than running the prediction model over the entire dataset, multiple shooting splits the data into smaller subsets and runs the prediction model over each subset, making the simulation length a design parameter and making it possible to solve problems that would be infeasible using a standard approach. The equivalence to the original problem is obtained by including constraints in the optimization. The new method is illustrated by estimating the parameters of nonlinear systems with chaotic or unstable behavior, as well as neural networks. We also present a comparative analysis of the proposed method with multi-step-ahead prediction error minimization

Nonlinear system identification

The prediction of a single observable time series has been achieved with reasonable accuracy and duration for the nonlinear systems developed by Rossler and Lorenz. Based on Takens\u27 Delay-vector Space, an artificial system has been generated using a polynomial least squares technique that includes all possible fifth order combinations of the vectors in the delay space. Furthermore, an optimum shift value has been shown to exist, such that any deviation decreases the accuracy and stability of the prediction. Additionally, an augmented form of the autocorrelation function, similar to the delay vector expansion, has been investigated. The first inflection of this correlation, typically in the dimension of the system, tends to coincide with the optimum shift value required for the best prediction. This method has also been utilized in conjunction with the Grassberger-Procaccia Distance correlation function to accurately determine the fractal dimension of the systems being investigated

Nonlinear system identification and control using state transition algorithm

By transforming identification and control for nonlinear system into optimization problems, a novel optimization method named state transition algorithm (STA) is introduced to solve the problems. In the proposed STA, a solution to a optimization problem is considered as a state, and the updating of a solution equates to a state transition, which makes it easy to understand and convenient to implement. First, the STA is applied to identify the optimal parameters of the estimated system with previously known structure. With the accurate estimated model, an off-line PID controller is then designed optimally by using the STA as well. Experimental results have demonstrated the validity of the methodology, and comparisons to STA with other optimization algorithms have testified that STA is a promising alternative method for system identification and control due to its stronger search ability, faster convergence rate and more stable performance.Comment: 20 pages, 18 figure

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

Nonlinear system identification and prediction

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Feedback for nonlinear system identification

Motivated by neuronal models from neuroscience, we consider the system identification of simple feedback structures whose behaviors include nonlinear phenomena such as excitability, limit-cycles and chaos. We show that output feedback is sufficient to solve the identification problem in a two-step procedure. First, the nonlinear static characteristic of the system is extracted, and second, using a feedback linearizing law, a mildly nonlinear system with an approximately-finite memory is identified. In an ideal setting, the second step boils down to the identification of a LTI system. To illustrate the method in a realistic setting, we present numerical simulations of the identification of two classical systems that fit the assumed model structure.Comment: 18th European Control Conference (ECC), Napoli, Italy, June 25-28 201