14,990 research outputs found
A unified framework for solving a general class of conditional and robust set-membership estimation problems
In this paper we present a unified framework for solving a general class of
problems arising in the context of set-membership estimation/identification
theory. More precisely, the paper aims at providing an original approach for
the computation of optimal conditional and robust projection estimates in a
nonlinear estimation setting where the operator relating the data and the
parameter to be estimated is assumed to be a generic multivariate polynomial
function and the uncertainties affecting the data are assumed to belong to
semialgebraic sets. By noticing that the computation of both the conditional
and the robust projection optimal estimators requires the solution to min-max
optimization problems that share the same structure, we propose a unified
two-stage approach based on semidefinite-relaxation techniques for solving such
estimation problems. The key idea of the proposed procedure is to recognize
that the optimal functional of the inner optimization problems can be
approximated to any desired precision by a multivariate polynomial function by
suitably exploiting recently proposed results in the field of parametric
optimization. Two simulation examples are reported to show the effectiveness of
the proposed approach.Comment: Accpeted for publication in the IEEE Transactions on Automatic
Control (2014
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 -constrained
least squares algorithm with . If the system
is a continuous and bounded map with a finite memory no longer than some known
, then (for a parameter model and for a number of measurements )
the difference between the resulting model of the system and the best possible
theoretical one is guaranteed to be of order , even for
. The performance of models obtained for and is tested
on the Wiener-Hammerstein benchmark system. The results suggest that the models
obtained for are better suited to characterize the nature of the system,
while the sparse solutions obtained for yield smaller error values in
terms of input-output behavior
Global optimization for low-dimensional switching linear regression and bounded-error estimation
The paper provides global optimization algorithms for two particularly
difficult nonconvex problems raised by hybrid system identification: switching
linear regression and bounded-error estimation. While most works focus on local
optimization heuristics without global optimality guarantees or with guarantees
valid only under restrictive conditions, the proposed approach always yields a
solution with a certificate of global optimality. This approach relies on a
branch-and-bound strategy for which we devise lower bounds that can be
efficiently computed. In order to obtain scalable algorithms with respect to
the number of data, we directly optimize the model parameters in a continuous
optimization setting without involving integer variables. Numerical experiments
show that the proposed algorithms offer a higher accuracy than convex
relaxations with a reasonable computational burden for hybrid system
identification. In addition, we discuss how bounded-error estimation is related
to robust estimation in the presence of outliers and exact recovery under
sparse noise, for which we also obtain promising numerical results
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Iterative procedures for identification of nonlinear interconnected systems
This work addresses the identification problem of a discrete-time nonlinear system composed by linear and nonlinear subsystems. Systems in this class will be represented by Linear Fractional
Transformations. Iterative identification procedures are examined, that alternate between the estimation of the linear and the nonlinear components. The burden of identification falls naturally on the nonlinear subsystem, as techniques for identification of linear systems have long been established. Two approaches are
examined. A point-wise identification of the nonlinearity, recently proposed in the literature, is applied and its advantages and
drawbacks are outlined. An alternative procedure that employs piecewise affine approximation techniques is proposed. Numerical examples demonstrate the efficiency of the proposed algorithm
Recursive least squares for online dynamic identification on gas turbine engines
Online identification for a gas turbine engine is vital for health
monitoring and control decisions because the engine electronic
control system uses the identified model to analyze the performance
for optimization of fuel consumption, a response to the pilot
command, as well as engine life protection. Since a gas turbine engine
is a complex system and operating at variant working conditions, it
behaves nonlinearly through different power transition levels and at
different operating points. An adaptive approach is required to capture
the dynamics of its performance
Derivative-free online learning of inverse dynamics models
This paper discusses online algorithms for inverse dynamics modelling in
robotics. Several model classes including rigid body dynamics (RBD) models,
data-driven models and semiparametric models (which are a combination of the
previous two classes) are placed in a common framework. While model classes
used in the literature typically exploit joint velocities and accelerations,
which need to be approximated resorting to numerical differentiation schemes,
in this paper a new `derivative-free' framework is proposed that does not
require this preprocessing step. An extensive experimental study with real data
from the right arm of the iCub robot is presented, comparing different model
classes and estimation procedures, showing that the proposed `derivative-free'
methods outperform existing methodologies.Comment: 14 pages, 11 figure
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