Underdetermined-order recursive least-squares adaptive filtering: The concept and algorithms

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Data-driven Soft Sensors in the Process Industry

In the last two decades Soft Sensors established themselves as a valuable alternative to the traditional means for the acquisition of critical process variables, process monitoring and other tasks which are related to process control. This paper discusses characteristics of the process industry data which are critical for the development of data-driven Soft Sensors. These characteristics are common to a large number of process industry fields, like the chemical industry, bioprocess industry, steel industry, etc. The focus of this work is put on the data-driven Soft Sensors because of their growing popularity, already demonstrated usefulness and huge, though yet not completely realised, potential. A comprehensive selection of case studies covering the three most important Soft Sensor application fields, a general introduction to the most popular Soft Sensor modelling techniques as well as a discussion of some open issues in the Soft Sensor development and maintenance and their possible solutions are the main contributions of this work

Optimal input design and parameter estimation for continuous-time dynamical systems

Diese Arbeit behandelt die Themengebiete Design of Experiments (DoE) und Parameterschätzung für zeitkontinuierliche Systeme, welche in der modernen Regelungstheorie eine wichtige Rolle spielen. Im gewählten Kontext untersucht DoE die Auswirkungen von verschiedenen Rahmenbedingungen von Simulations- bzw. Messexperimenten auf die Qualität der Parameterschätzung, wobei der Fokus auf der Anwendung der Theorie auf praxisrelevante Problemstellungen liegt. Dafür wird die weithin bekannte Fisher-Matrix eingeführt und die resultierende nicht lineare Optimierungsaufgabe angeschrieben. An einem PT1-System wird der Informationsgehalt von Signalen und dessen Auswirkungen auf die Parameterschätzung gezeigt. Danach konzentriert sich die Arbeit auf ein Teilgebiet von DoE, nämlich Optimal Input Design (OID), und wird am Beispiel eines 1D-Positioniersystems im Detail untersucht. Ein Vergleich mit häufig verwendeten Anregungssignalen zeigt, dass generierte Anregungssignale (OID) oft einen höheren Informationsgehalt aufweisen und mit genaueren Schätzwerten einhergeht. Zusätzlicher Benefit ist, dass Beschränkungen an Eingangs-, Ausgangs- und Zustandsgrößen einfach in die Optimierungsaufgabe integriert werden können. Der zweite Teil der Arbeit behandelt Methoden zur Parameterschätzung von zeitkontinuierlichen Modellen mit dem Fokus auf der Verwendung von Modulationsfunktionen (MF) bzw. Poisson-Moment Functionals (PMF) zur Vermeidung der zeitlichen Ableitungen und Least-Squares zur Lösung des resultierenden überbestimmten Gleichungssystems. Bei verrauschten Messsignalen ergibt sich daraus sofort die Problematik von nicht erwartungstreuen Schätzergebnissen (Bias). Aus diesem Grund werden Methoden zur Schätzung und Kompensation von Bias Termen diskutiert. Beitrag dieser Arbeit ist vor allem die detaillierte Aufarbeitung eines Ansatzes zur Biaskompensation bei Verwendung von PMF und Least-Squares für lineare Systeme und dessen Erweiterung auf (leicht) nicht lineare Systeme. Der vorgestellte Ansatz zur Biaskompensation (BC-OLS) wird am nicht linearen 1D-Servo in der Simulation und mit Messdaten validiert und in der Simulation mit anderen Methoden, z.B., Total-Least-Squares verglichen. Zusätzlich wird der Ansatz von PMF auf die weiter gefasste Systemklasse der Modulationsfunktionen (MF) erweitert. Des Weiteren wird ein praxisrelevantes Problem der Parameteridentifikation diskutiert, welches auftritt, wenn das Systemverhalten nicht gänzlich von der Identifikationsgleichung beschrieben wird. Am 1D-Servo wird gezeigt, dass ein Deaktivieren und Reaktivieren der PMF Filter mit geeigneter Initialisierung diese Problematik einfach löst.This thesis addresses two topics that play a significant role in modern control theory: design of experiments (DoE) and parameter estimation methods for continuous-time (CT) models. In this context, DoE focuses on the impact of experimental design regarding the accuracy of a subsequent estimation of unknown model parameters and applying the theory to real-world applications and its detailed analysis. We introduce the Fisher-information matrix (FIM), consisting of the parameter sensitivities and the resulting highly nonlinear optimization task. By a first-order system, we demonstrate the computation of the information content, its visualization, and an illustration of the effects of higher Fisher information on parameter estimation quality. After that, the topic optimal input design (OID), a subarea of DoE, will be thoroughly explored on the practice-relevant linear and nonlinear model of a 1D-position servo system. Comparison with standard excitation signals shows that the OID signals generally provide higher information content and lead to more accurate parameter estimates using least-squares methods. Besides, this approach allows taking into account constraints on input, output, and state variables. In the second major topic of this thesis, we treat parameter estimation methods for CT systems, which provide several advantages to identify discrete-time (DT) systems, e.g., allows physical insight into model parameters. We focus on modulating function method (MFM) or Poisson moment functionals (PMF) and least-squares to estimate unknown model parameters. In the case of noisy measurement data, the problem of biased parameter estimation arises immediately. That is why we discuss the computation and compensation of the so-called estimation bias in detail. Besides the detailed elaboration of a bias compensating estimation method, this work’s main contribution is, based on PMF and least squares for linear systems, the extension to at least slightly nonlinear systems. The derived bias-compensated ordinary least-squares (BCOLS) approach for obtaining asymptotically unbiased parameter estimates is tested on a nonlinear 1D-servo model in the simulation and measurement. A comparison with other methods for bias compensation or avoidance, e.g., total least-squares (TLS), is performed. Additionally, the BC-OLS method is applied to the more general MFM. Furthermore, a practical issue of parameter estimation is discussed, which occurs when the system behavior leaves and re-enters the space covered by the identification equation. Using the 1D-servo system, one can show that disabling and re-enabling the PMF filters with appropriate initialization can solve this problem

Modern control concepts in hydrology

Two approaches to an identification problem in hydrology are presented based upon concepts from modern control and estimation theory. The first approach treats the identification of unknown parameters in a hydrologic system subject to noisy inputs as an adaptive linear stochastic control problem; the second approach alters the model equation to account for the random part in the inputs, and then uses a nonlinear estimation scheme to estimate the unknown parameters. Both approaches use state-space concepts. The identification schemes are sequential and adaptive and can handle either time invariant or time dependent parameters. They are used to identify parameters in the Prasad model of rainfall-runoff. The results obtained are encouraging and conform with results from two previous studies; the first using numerical integration of the model equation along with a trial-and-error procedure, and the second, by using a quasi-linearization technique. The proposed approaches offer a systematic way of analyzing the rainfall-runoff process when the input data are imbedded in noise

Estimation of Autoregressive Parameters from Noisy Observations Using Iterated Covariance Updates

Estimating the parameters of the autoregressive (AR) random process is a problem that has been well-studied. In many applications, only noisy measurements of AR process are available. The effect of the additive noise is that the system can be modeled as an AR model with colored noise, even when the measurement noise is white, where the correlation matrix depends on the AR parameters. Because of the correlation, it is expedient to compute using multiple stacked observations. Performing a weighted least-squares estimation of the AR parameters using an inverse covariance weighting can provide significantly better parameter estimates, with improvement increasing with the stack depth. The estimation algorithm is essentially a vector RLS adaptive filter, with time-varying covariance matrix. Different ways of estimating the unknown covariance are presented, as well as a method to estimate the variances of the AR and observation noise. The notation is extended to vector autoregressive (VAR) processes. Simulation results demonstrate performance improvements in coefficient error and in spectrum estimation

A globally consistent nonlinear least squares estimator for identification of nonlinear rational systems

© 2016 Elsevier Ltd This paper considers identification of nonlinear rational systems defined as the ratio of two nonlinear functions of past inputs and outputs. Despite its long history, a globally consistent identification algorithm remains illusive. This paper proposes a globally convergent identification algorithm for such nonlinear rational systems. To the best of our knowledge, this is the first globally convergent algorithm for the nonlinear rational systems. The technique employed is a two-step estimator. Though two-step estimators are known to produce consistent nonlinear least squares estimates if a N consistent estimate can be determined in the first step, how to find such a N consistent estimate in the first step for nonlinear rational systems is nontrivial and is not answered by any two-step estimators. The technical contribution of the paper is to develop a globally consistent estimator for nonlinear rational systems in the first step. This is achieved by involving model transformation, bias analysis, noise variance estimation, and bias compensation in the paper. Two simulation examples and a practical example are provided to verify the good performance of the proposed two-step estimator

Real-Time Vehicle Parameter Estimation and Adaptive Stability Control

This dissertation presents a novel Electronic Stability Control (ESC) strategy that is capable of adapting to changing vehicle mass, tire condition and road surface conditions. The benefits of ESC are well understood with regard to assisting drivers to maintain vehicle control during extreme handling maneuvers or when extreme road conditions such as ice are encountered. However state of the art ESC strategies rely on known and invariable vehicle parameters such as vehicle mass, yaw moment of inertia and tire cornering stiffness coefficients. Such vehicle parameters may change over time, especially in the case of heavy trucks which encounter widely varying load conditions. The objective of this research is to develop an ESC control strategy capable of identifying changes in these critical parameters and adapting the control strategy accordingly. An ESC strategy that is capable of identifying and adapting to changes in vehicle parameters is presented. The ESC system utilizes the same sensors and actuators used on commercially-available ESC systems. A nonlinear reduced-order observer is used to estimate vehicle sideslip and tire slip angles. In addition, lateral forces are estimated providing a real-time estimate of lateral force capability of the tires with respect to slip angle. A recursive least squares estimation algorithm is used to automatically identify tire cornering stiffness coefficients, which in turn provides a real-time indication of axle lateral force saturation and estimation of road/tire coefficient of friction. In addition, the recursive least squares estimation is shown to identify changes in yaw moment of inertia that may occur due to changes in vehicle loading conditions. An algorithm calculates the reduction in yaw moment due to axle saturation and determines an equivalent moment to be generated by differential braking on the opposite axle. A second algorithm uses the slip angle estimates and vehicle states to predict a Time to Saturation (TTS) value of the rear axle and takes appropriate action to prevent vehicle loss of control. Simulation results using a high fidelity vehicle modeled in CarSim show that the ESC strategy provides improved vehicle performance with regard to handling stability and is capable of adapting to the identified changes in vehicle parameters