Identification of Nonlinear LFR Systems starting from the Best - - PowerPoint PPT Presentation

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Identification of Nonlinear LFR Systems starting from the Best - - PowerPoint PPT Presentation

Identification of Nonlinear LFR Systems starting from the Best Linear Approximation M. Schoukens and R. Tth EE EE Con ontrol Systems tems Nonlinear System Class 2 Outline Nonlinear System Class Initialization & Estimation Examples


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EE EE Con

  • ntrol Systems

tems

Identification of Nonlinear LFR Systems starting from the Best Linear Approximation

  • M. Schoukens and R. TΓ³th
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Nonlinear System Class

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Nonlinear System Class Initialization & Estimation Examples Conclusions

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Outline

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Nonlinear System Class Initialization & Estimation Examples Conclusions

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Outline

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Nonlinear System Class

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Nonlinear System Class

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Nonlinear LFR vs Nonlinear SS

Structured NL State-Space

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Nonlinear LFR vs Nonlinear SS

Full NL State-Space 𝐢w = π½π‘œπ‘¦ 𝐷z = π½π‘œπ‘¦ 0π‘œπ‘£ 𝐸zu = 0π‘œπ‘¦ π½π‘œπ‘£ 𝐸yw = π½π‘œπ‘§

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Uniqueness of the Representation

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Uniqueness of the Representation

All the problems of linear state-space representation

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Uniqueness of the Representation

All the problems of linear state-space representation Additional exchange of a linear gain between the nonlinearity and the linear dynamics

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Nonlinear System Class Initialization & Estimation Examples Conclusions

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Outline

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Initialization & Estimation

Step 1: Estimate the Best Linear Approximation

Initial estimate of:

Frequency Domain Nonparametric BLA Rational Transfer Function State-Space Realization

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Initialization & Estimation

Step 1: Estimate the Best Linear Approximation

For a good initial estimate, all the states should be β€˜visible’ for the best linear approximation of the system

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Initialization & Estimation

Step 2: Nonlinear optimization of all the parameters together Initializing Nonlinearity, w and z Matrices Nonlinearity can be replaced in a 3rd step

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Initialization & Estimation

Step 2: Nonlinear optimization of all the parameters together

Nonlinear Optimization Levenberg-Marquardt Optimization

simulation error

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Nonlinear System Class Initialization & Estimation Examples Conclusions

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Outline

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Silverbox Benchmark

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Silverbox Benchmark

Validation Estimation

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Silverbox Benchmark

nx = 2 3rd degree polynomial nonlinearity

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Silverbox Benchmark

nx = 2 3rd degree polynomial nonlinearity rms errors on estimation data linear model error: 6.62 mV NL-LFR error: 0.25 mV rms errors on validation data linear model error: 14.5 mV NL-LFR error: 0.38 mV

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Silverbox Benchmark

Validation Estimation

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Silverbox Benchmark

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Silverbox Benchmark

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Silverbox Benchmark

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Wiener-Hammerstein Benchmark

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Wiener-Hammerstein Benchmark

Validation Estimation

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Wiener-Hammerstein Benchmark

nx = 6 5th degree polynomial nonlinearity Neural network 20 neurons – 1 hidden layer - tansig rms errors on estimation data linear model error: 55.8 mV NL-LFR error: 0.29 mV rms errors on validation data linear model error: 56.1 mV NL-LFR error: 0.30 mV

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Wiener-Hammerstein Benchmark

Validation Estimation

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Wiener-Hammerstein Benchmark

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Wiener-Hammerstein Benchmark

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Wiener-Hammerstein Benchmark

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Wiener-Hammerstein Benchmark

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Nonlinear System Class Initialization & Estimation Examples Conclusions

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Outline

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Conclusions

Structured model directly from the data Linear initial model followed by NL optimization Good results on simple benchmark examples Future work: MIMO NL, MIMO LTI

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EE EE Con

  • ntrol Systems

tems

Identification of Nonlinear LFR Systems starting from the Best Linear Approximation

  • M. Schoukens and R. TΓ³th