On Reduced Input-Output Dynamic Mode Decomposition

The identification of reduced-order models from high-dimensional data is a challenging task, and even more so if the identified system should not only be suitable for a certain data set, but generally approximate the input-output behavior of the data source. In this work, we consider the input-output dynamic mode decomposition method for system identification. We compare excitation approaches for the data-driven identification process and describe an optimization-based stabilization strategy for the identified systems

The wavelet-NARMAX representation : a hybrid model structure combining polynomial models with multiresolution wavelet decompositions

A new hybrid model structure combing polynomial models with multiresolution wavelet decompositions is introduced for nonlinear system identification. Polynomial models play an important role in approximation theory, and have been extensively used in linear and nonlinear system identification. Wavelet decompositions, in which the basis functions have the property of localization in both time and frequency, outperform many other approximation schemes and offer a flexible solution for approximating arbitrary functions. Although wavelet representations can approximate even severe nonlinearities in a given signal very well, the advantage of these representations can be lost when wavelets are used to capture linear or low-order nonlinear behaviour in a signal. In order to sufficiently utilise the global property of polynomials and the local property of wavelet representations simultaneously, in this study polynomial models and wavelet decompositions are combined together in a parallel structure to represent nonlinear input-output systems. As a special form of the NARMAX model, this hybrid model structure will be referred to as the WAvelet-NARMAX model, or simply WANARMAX. Generally, such a WANARMAX representation for an input-output system might involve a large number of basis functions and therefore a great number of model terms. Experience reveals that only a small number of these model terms are significant to the system output. A new fast orthogonal least squares algorithm, called the matching pursuit orthogonal least squares (MPOLS) algorithm, is also introduced in this study to determine which terms should be included in the final model

System Identification of multi-rotor UAVs using echo state networks

Controller design for aircraft with unusual configurations presents unique challenges, particularly in extracting valid mathematical models of the MRUAVs behaviour. System Identification is a collection of techniques for extracting an accurate mathematical model of a dynamic system from experimental input-output data. This can entail parameter identification only (known as grey-box modelling) or more generally full parameter/structural identification of the nonlinear mapping (known as black-box). In this paper we propose a new method for black-box identification of the non-linear dynamic model of a small MRUAV using Echo State Networks (ESN), a novel approach to train Recurrent Neural Networks (RNN)

On Markov parameters in system identification

A detailed discussion of Markov parameters in system identification is given. Different forms of input-output representation of linear discrete-time systems are reviewed and discussed. Interpretation of sampled response data as Markov parameters is presented. Relations between the state-space model and particular linear difference models via the Markov parameters are formulated. A generalization of Markov parameters to observer and Kalman filter Markov parameters for system identification is explained. These extended Markov parameters play an important role in providing not only a state-space realization, but also an observer/Kalman filter for the system of interest

Identifiability of Classes of Input-Output Systems

AbstractThe identifiability of abstract classes of input-output systems from a finite set of input-output experiments is considered. Both exact and approximate identifiability are addressed. Here, "system" means a function from an input space to an output space. With only linear structure on the output space and on the class of unknown systems, it is shown that a finite-dimensional class of systems is always exactly identifiable, and the identified systems have the form of interpolations on the input-output data. With linear and topological structure on the input space, output space, and space of unknown systems we state conditions under which a class of unknown systems can be identified to within a specified tolerance by interpolative identification models

Data-Driven Identification of Dynamic Quality Models in Drinking Water Networks

Traditional control and monitoring of water quality in drinking water distribution networks (WDN) rely on mostly model- or toolbox-driven approaches, where the network topology and parameters are assumed to be known. In contrast, system identification (SysID) algorithms for generic dynamic system models seek to approximate such models using only input-output data without relying on network parameters. The objective of this paper is to investigate SysID algorithms for water quality model approximation. This research problem is challenging due to (i) complex water quality and reaction dynamics and (ii) the mismatch between the requirements of SysID algorithms and the properties of water quality dynamics. In this paper, we present the first attempt to identify water quality models in WDNs using only input-output experimental data and classical SysID methods without knowing any WDN parameters. Properties of water quality models are introduced, the ensuing challenges caused by these properties when identifying water quality models are discussed, and remedial solutions are given. Through case studies, we demonstrate the applicability of SysID algorithms, show the corresponding performance in terms of accuracy and computational time, and explore the possible factors impacting water quality model identification

Linear MIMO model identification using an extended Kalman filter

Linear Multi-Input Multi-Output (MIMO) dynamic models can be identified, with no a priori knowledge of model structure or order, using a new Generalised Identifying Filter (GIF). Based on an Extended Kalman Filter, the new filter identifies the model iteratively, in a continuous modal canonical form, using only input and output time histories. The filter’s self-propagating state error covariance matrix allows easy determination of convergence and conditioning, and by progressively increasing model order, the best fitting reduced-order model can be identified. The method is shown to be resistant to noise and can easily be extended to identification of smoothly nonlinear systems