Bilinear Observer/Kalman Filter Identification

Bilinear systems are important per se since several phenomena in engineering and other fields are inherently bilinear. Even more interestingly, bilinear systems can approximate more general nonlinear systems, providing a promising approach to handle various nonlinear identification and control problems, such as satellite attitude control. This paper develops and demonstrates via numerical examples a method for discrete-time state-space model identification for bilinear systems in the presence of noise in the process and in the measurements. The formulation relies on a bilinear observer which is proven to have properties similar to the linear Kalman filter under the sole additional assumption of stationary white excitation input, and on a novel approach to system identification based on the estimation of the observer residuals. The latter are used to construct a new, noise-free identification problem, in which the observer is identified and the matrices of the system state-space model are recovered. The resulting method represents the bilinear counterpart of the Observer/Kalman filter Identification (OKID) approach for linear systems, originally developed for the identification of lightly-damped structures and distributed by NASA

Bilinear System Identification by Minimal-Order State Observers

Bilinear systems offer a promising approach for nonlinear control because a broad class of nonlinear problems can be reformulated and approximated in bilinear form. System identification is a technique to obtain such a bilinear approximation for a nonlinear system from input-output data. Recent discrete-time bilinear model identification methods rely on Input-Output-to-State Representations (IOSRs) derived via the interaction matrix technique. A new formulation of these methods is given by establishing a correspondence between interaction matrices and the gains of full-order bilinear state observers. The new interpretation of the identification methods highlights the possibility of utilizing minimal-order bilinear state observers to derive new IOSRs. The existence of such observers is discussed and shown to be guaranteed for special classes of bilinear systems. New bilinear system identification algorithms are developed and the corresponding computational advantages are illustrated via numerical examples

An All-Interaction Matrix Approach to Linear and Bilinear System Identification

This paper is a brief introduction to the interaction matrices. Originally formulated as a parameter compression mechanism, the interaction matrices offer a unifying framework to treat a wide range of problems in system identification and control. We retrace the origin of the interaction matrices, and describe their applications in selected problems in system identification

Observers for Bilinear State-Space Models by Interaction Matrices

This paper formulates a bilinear observer for a bilinear state-space model. Relationship between the bilinear observer gains and the interaction matrices are established and used in the design of such observer gains from input-output data. In the absence of noise, the question of whether a deadbeat bilinear observer exists that would cause the state estimation error to converge to zero identically in a finite number of time steps is addressed. In the presence of noise, an optimal bilinear observer that minimizes the state estimation error in the same manner that a Kalman filter does for a linear system is presented. Numerical results illustrate both the theoretical and computational aspects of the proposed algorithms

An All-Interaction Matrix Approach to Linear and Bilinear System Identification

This paper is a brief introduction to the interaction matrices. Originally formulated as a parameter compression mechanism, the interaction matrices offer a unifying framework to treat a wide range of problems in system identification and control. We retrace the origin of the interaction matrices, and describe their applications in selected problems in system identification

Generalized Framework of OKID for Linear State-Space Model Identification

This paper presents a generalization of observer/Kalman filter identification (OKID). OKID is a method for the simultaneous identification of a linear dynamical system and the associated Kalman filter from input-output measurements corrupted by noise. OKID was originally developed at NASA as the OKID/ERA algorithm. Recent work showed that ERA is not the only way to complete the OKID process and paved the way to the generalization of OKID as an approach to linear system identification. As opposed to other approaches, OKID is explicitly formulated via state observers providing an intuitive interpretation from a control theory perspective. The extension of the OKID framework to more complex identification problems, including nonlinear systems, is also discussed

Generalized Framework of OKID for Linear State-Space Model Identification

This paper presents a generalization of observer/Kalman filter identification (OKID). OKID is a method for the simultaneous identification of a linear dynamical system and the associated Kalman filter from input-output measurements corrupted by noise. OKID was originally developed at NASA as the OKID/ERA algorithm. Recent work showed that ERA is not the only way to complete the OKID process and paved the way to the generalization of OKID as an approach to linear system identification. As opposed to other approaches, OKID is explicitly formulated via state observers providing an intuitive interpretation from a control theory perspective. The extension of the OKID framework to more complex identification problems, including nonlinear systems, is also discussed

Optimal control and robust estimation for ocean wave energy converters

This thesis deals with the optimal control of wave energy converters and some associated observer design problems. The first part of the thesis will investigate model predictive control of an ocean wave energy converter to maximize extracted power. A generic heaving converter that can have both linear dampers and active elements as a power take-off system is considered and an efficient optimal control algorithm is developed for use within a receding horizon control framework. The optimal control is also characterized analytically. A direct transcription of the optimal control problem is also considered as a general nonlinear program. A variation of the projected gradient optimization scheme is formulated and shown to be feasible and computationally inexpensive compared to a standard nonlinear program solver. Since the system model is bilinear and the cost function is not convex quadratic, the resulting optimization problem is shown not to be a quadratic program. Results are compared with other methods like optimal latching to demonstrate the improvement in absorbed power under irregular sea condition simulations. In the second part, robust estimation of the radiation forces and states inherent in the optimal control of wave energy converters is considered. Motivated by this, low order H∞ observer design for bilinear systems with input constraints is investigated and numerically tractable methods for design are developed. A bilinear Luenberger type observer is formulated and the resulting synthesis problem reformulated as that for a linear parameter varying system. A bilinear matrix inequality problem is then solved to find nominal and robust quadratically stable observers. The performance of these observers is compared with that of an extended Kalman filter. The robustness of the observers to parameter uncertainty and to variation in the radiation subsystem model order is also investigated. This thesis also explores the numerical integration of bilinear control systems with zero-order hold on the control inputs. Making use of exponential integrators, exact to high accuracy integration is proposed for such systems. New a priori bounds are derived on the computational complexity of integrating bilinear systems with a given error tolerance. Employing our new bounds on computational complexity, we propose a direct exponential integrator to solve bilinear ODEs via the solution of sparse linear systems of equations. Based on this, a novel sparse direct collocation of bilinear systems for optimal control is proposed. These integration schemes are also used within the indirect optimal control method discussed in the first part.Open Acces

A Linear-Time-Varying Approach for Exact Identification of Bilinear Discrete-Time Systems by Interaction Matrices

Bilinear systems offer a promising approach for nonlinear control because a broad class of nonlinear problems can be reformulated in bilinear form. In this paper system identification is shown to be a technique to obtain such a bilinear approximation of a nonlinear system. Recent discrete-time bilinear model identification methods rely on Input-Output-to-State Representations. These IOSRs are exact only for a certain class of bilinear systems, and they are also limited by high dimensionality and explicit bounds on the input magnitude. This paper offers new IOSRs where the bilinear system is treated as a linear time-varying system through the use of specialized input signals. All the mentioned limitations are overcome by the new approach, leading to more accurate and less computationally demanding identification methods for bilinear discrete-time models, which are also shown via examples to be applicable to the identification of bilinear models approximating more general nonlinear systems

State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors

This paper considers the state estimation problem of bilinear systems in the presence of disturbances. The standard Kalman filter is recognized as the best state estimator for linear systems, but it is not applicable for bilinear systems. It is well known that the extended Kalman filter (EKF) is proposed based on the Taylor expansion to linearize the nonlinear model. In this paper, we show that the EKF method is not suitable for bilinear systems because the linearization method for bilinear systems cannot describe the behavior of the considered system. Therefore, this paper proposes a state filtering method for the single-input–single-output bilinear systems by minimizing the covariance matrix of the state estimation errors. Moreover, the state estimation algorithm is extended to multiple-input–multiple-output bilinear systems. The performance analysis indicates that the state estimates can track the true states. Finally, the numerical examples illustrate the specific performance of the proposed method