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

Identification of linear multivariable systems from a single set of data by identification of observers with assigned real eigenvalues

A formulation is presented for identification of linear multivariable from a single set of input-output data. The identification method is formulated with the mathematical framework of learning identifications, by extension of the repetition domain concept to include shifting time intervals. This method contrasts with existing learning approaches that require data from multiple experiments. In this method, the system input-output relationship is expressed in terms of an observer, which is made asymptotically stable by an embedded real eigenvalue assignment procedure. Through this relationship, the Markov parameters of the observer are identified. The Markov parameters of the actual system are recovered from those of the observer, and then used to obtain a state space model of the system by standard realization techniques. The basic mathematical formulation is derived, and numerical examples presented to illustrate

Comparison of several system identification methods for flexible structures

In the last few years various methods of identifying structural dynamics models from modal testing data have appeared. A comparison is presented of four of these algorithms: the Eigensystem Realization Algorithm (ERA), the modified version ERA/DC where DC indicated that it makes use of data correlation, the Q-Markov Cover algorithm, and an algorithm due to Moonen, DeMoor, Vandenberghe, and Vandewalle. The comparison is made using a five mode computer module of the 20 meter Mini-Mast truss structure at NASA Langley Research Center, and various noise levels are superimposed to produced simulated data. The results show that for the example considered ERA/DC generally gives the best results; that ERA/DC is always at least as good as ERA which is shown to be a special case of ERA/DC; that Q-Markov requires the use of significantly more data than ERA/DC to produce comparable results; and that is some situations Q-Markov cannot produce comparable results

System identification from closed-loop data with known output feedback dynamics

This paper presents a procedure to identify the open loop systems when it is operating under closed loop conditions. First, closed loop excitation data are used to compute the system open loop and closed loop Markov parameters. The Markov parameters, which are the pulse response samples, are then used to compute a state space representation of the open loop system. Two closed loop configurations are considered in this paper. The closed loop system can have either a linear output feedback controller or a dynamic output feedback controller. Numerical examples are provided to illustrate the proposed closed loop identification method

Passive dynamic controllers for nonlinear mechanical systems

A methodology for model-independant controller design for controlling large angular motion of multi-body dynamic systems is outlined. The controlled system may consist of rigid and flexible components that undergo large rigid body motion and small elastic deformations. Control forces/torques are applied to drive the system and at the same time suppress the vibration due to flexibility of the components. The proposed controller consists of passive second-order systems which may be designed with little knowledge of the system parameter, even if the controlled system is nonlinear. Under rather general assumptions, the passive design assures that the closed loop system has guaranteed stability properties. Unlike positive real controller design, stabilization can be accomplished without direct velocity feedback. In addition, the second-order passive design allows dynamic feedback controllers with considerable freedom to tune for desired system response, and to avoid actuator saturation. After developing the basic mathematical formulation of the design methodology, simulation results are presented to illustrate the proposed approach to a flexible six-degree-of-freedom manipulator

Identification of linear systems by an asymptotically stable observer

A formulation is presented for the identification of a linear multivariable system from single or multiple sets of input-output data. The system input-output relationship is expressed in terms of an observer, which is made asymptotically stable by an embedded eigenvalue assignment procedure. The prescribed eigenvalues for the observer may be real, complex, mixed real and complex, or zero. In this formulation, the Markov parameters of the observer are identified from input-output data. The Markov parameters of the actual system are then recovered from those of the observer and used to obtain a state space model of the system by standard realization techniques. The basic mathematical formulation is derived, and extensive numerical examples using simulated noise-free data are presented to illustrate the proposed method

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

OKID as a Unified Approach to System Identification

This paper presents a unified approach for the identification of linear state-space models from input-output measurements in the presence of noise. It is based on the established Observer/Kalman filter IDentification (OKID) method of which it proposes a new formulation capable of transforming a stochastic identification problem into a (simpler) deterministic problem, where the Kalman filter corresponding to the unknown system and the unknown noise covariances is identified. The system matrices are then recovered from the identified Kalman filter. The Kalman filter can be identified with any deterministic identification method for linear state-space models, giving rise to numerous new algorithms and establishing the Kalman filter as the unifying bridge from stochastic to deterministic problems in system identification

Linear State Representations for Identification of Bilinear Discrete-Time Models by Interaction Matrices

Bilinear systems can be viewed as a bridge between linear and nonlinear systems, providing a promising approach to handle various nonlinear identification and control problems. This paper provides a formal justification for the extension of interaction matrices to bilinear systems and uses them to express the bilinear state as a linear function of input-output data. Multiple representations of this kind are derived, making it possible to develop an intersection subspace algorithm for the identification of discrete-time bilinear models. The technique first recovers the bilinear state by intersecting two vector spaces that are defined solely in terms of input-output data. The new input-output-to-state relationships are also used to extend the Equivalent Linear Model method for bilinear system identification. Among the benefits of the proposed approach, it does not require data from multiple experiments, and it does not impose specific restrictions on the form of input excitation

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