Convex optimization methods for model reduction

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2008.Includes bibliographical references (p. 153-161).Model reduction and convex optimization are prevalent in science and engineering applications. In this thesis, convex optimization solution techniques to three different model reduction problems are studied.Parameterized reduced order modeling is important for rapid design and optimization of systems containing parameter dependent reducible sub-circuits such as interconnects and RF inductors. The first part of the thesis presents a quasi-convex optimization approach to solve the parameterized model order reduction problem for linear time-invariant systems. Formulation of the model reduction problem as a quasi-convex program allows the flexibility to enforce constraints such as stability and passivity in both non-parameterized and parameterized cases. Numerical results including the parameterized reduced modeling of a large RF inductor are given to demonstrate the practical value of the proposed algorithm.A majority of nonlinear model reduction techniques can be regarded as a two step procedure as follows. First the state dimension is reduced through a projection, and then the vector field of the reduced state is approximated for improved computation efficiency. Neither of the above steps has been thoroughly studied. The second part of this thesis presents a solution to a particular problem in the second step above, namely, finding an upper bound of the system input/output error due to nonlinear vector field approximation. The system error upper bounding problem is formulated as an L2 gain upper bounding problem of some feedback interconnection, to which the small gain theorem can be applied. A numerical procedure based on integral quadratic constraint analysis and a theoretical statement based on L2 gain analysis are given to provide the solution to the error bounding problem. The numerical procedure is applied to analyze the vector field approximation quality of a transmission line with diodes.(Cont) The application of Volterra series to the reduced modeling of nonlinear systems is hampered by the rapidly increasing computation cost with respect to the degrees of the polynomials used. On the other hand, while it is less general than the Volterra series model, the Wiener-Hammerstein model has been shown to be useful for accurate and compact modeling of certain nonlinear sub-circuits such as power amplifiers. The third part of the thesis presents a convex optimization solution technique to the reduction/identification of the Wiener-Hammerstein system. The identification problem is formulated as a non-convex quadratic program, which is solved by a semidefinite programming relaxation technique. It is demonstrated in the thesis that the formulation is robust with respect to noisy measurement, and the relaxation technique is oftentimes sufficient to provide good solutions. Simple examples are provided to demonstrate the use of the proposed identification algorithm.by Kin Cheong Sou.Ph.D

Identification of some nonlinear systems by using least-squares support vector machines

Ankara : The Department of Electrical and Electronics Engineering and the Institute of Engineering and Sciences of Bilkent University, 2010.Thesis (Master's) -- Bilkent University, 2010.Includes bibliographical references leaves 112-116.The well-known Wiener and Hammerstein type nonlinear systems and their various combinations are frequently used both in the modeling and the control of various electrical, physical, biological, chemical, etc... systems. In this thesis we will concentrate on the parametric identification and control of these type of systems. In literature, various identification methods are proposed for the identification of Hammerstein and Wiener type of systems. Recently, Least Squares-Support Vector Machines (LS-SVM) are also applied in the identification of Hammerstein type systems. In the majority of these works, the nonlinear part of Hammerstein system is assumed to be algebraic, i.e. memoryless. In this thesis, by using LS-SVM we propose a method to identify Hammerstein systems where the nonlinear part has a finite memory. For the identification of Wiener type systems, although various methods are also available in the literature, one approach which is proposed in some works would be to use a method for the identification of Hammerstein type systems by changing the roles of input and output. Through some simulations it was observed that this approach may yield poor estimation results. Instead, by using LS-SVM we proposed a novel methodology for the identification of Wiener type systems. We also proposed various modifications of this methodology and utilized it for some control problems associated with Wiener type systems. We also proposed a novel methodology for identification of NARX (Nonlinear Auto-Regressive with eXogenous inputs) systems. We utilize LS-SVM in our methodology and we presented some results which indicate that our methodology may yield better results as compared to the Neural Network approximators and the usual Support Vector Regression (SVR) formulations. We also extended our methodology to the identification of Wiener-Hammerstein type systems. In many applications the orders of the filter, which represents the linear part of the Wiener and Hammerstein systems, are assumed to be known. Based on LS-SVR, we proposed a methodology to estimate true ordersYavuzer, MahmutM.S

Efficient Gaussian process based on BFGS updating and logdet approximation

Gaussian process (GP) is a Bayesian nonparametric regression model, showing good performance in various applications. However, its hyperparameterestimation procedure suffers from numerous covariance-matrix inversions of prohibitively O(N3) operations. In this paper, we propose using the quasi-Newton BFGS O(N2)-operation formula to update recursively the inverse of covariance matrix at every iteration. As for the involved log det computation, a power-series expansion based approximation and compensation scheme is proposed with only 50N2 operations. A number of numerical tests are performed based on the 2D- sinusoidal regression example and the Wiener-Hammerstein identification example. It is shown that by using the proposed implementation, more than 80% O(N3) operations are eliminated, and the speedup of 5 - 9 can be achieved