Aristotleio Panepistmio Jessalonkh

Tmma Hlektrolgwn Mhqanikn

& Mhqanikn Upologistn
Toma Hlektronik & Upologistn

MONTELOPOIHSH &
PROSOMOIWSH SUSTHMATWN
Gergio A. Robijkh

Epkouro Kajhght

Jessalonkh, Septmbrio 2004

Perieqmena
1

EISAGWGH
1.1

Kathgore Montlwn
1.1.1

2
2

Efarmog Anagnrish Susthmtwn . . . . . . . . . . . . . . . . . . . . . . . . .

Diadikasa Anagnrish Susthmtwn . . . . . . . . . . . . . . . . . . . . . . . . .

Orgnwsh tou Majmato

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

MONTELA SUSTHMATWN

2.1

Poiotik Kathgoriopohsh Montlwn . . . . . . . . . . . . . . . . . . . . . . . . .

Montla Grammikn Susthmtwn

. . . . . . . . . . . . . . . . . . . . . . . . . . .

11

Montelopohsh ston qro twn katastsewn . . . . . . . . . . . . . . . . .

11

2.2.2

Epilog katastsewn

12

2.2.3

Montla Eisdou - Exdou

2.2.1

2.3

Parametropohsh
2.3.1

. . . . . . . . . . . . . . . . . . . . . . . . .

1.2

2.2

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Tpoi majhmatikn montlwn

1.3
1.4

. . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . .

17

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

20

Grammik Parametrik Montla . . . . . . . . . . . . . . . . . . . . . . . .

21

2.4

Montla Mh-Grammikn Susthmtwn

2.5

Mh-Grammik Montla Tpou Maro Kout

. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . .

25
27

2.5.1

Prosdiorism twn mh-grammikn apeikonsewn . . . . . . . . . . . . . . . .

28

2.5.2

Kataskeu Sunartsewn Bsh Polln Metablhtn . . . . . . . . . . . .

29

2.5.3

Proseggistikthta

30

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

MEJODOI EKTIMHSHS PARAMETRWN

33

3.1

Elaqistopohsh Sfalmtwn Prbleyh . . . . . . . . . . . . . . . . . . . . . . . .

33

3.2

Mjodo twn Elaqstwn Tetragnwn . . . . . . . . . . . . . . . . . . . . . . . . .

34

3.3

Mh-Grammik Mjodoi Beltistopohsh

40

. . . . . . . . . . . . . . . . . . . . . . .

ANADROMIKOI ALGORIJMOI PROSDIORISMOU PARAMETRWN

4.1

4.2

Mjodoi Klsh -

Lyapunov

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

4.1.1

H mjodo th klsh . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

4.1.2

Mjodo sqedash kat

Lyapunov

. . . . . . . . . . . . . . . . . . . . .

Anadromik Morf th Mejdou twn Elaqstwn Tetragnwn

III

. . . . . . . . . . .

43
43
44
47
54

IV

PERIEQ
OMENA

4.3

. . . . . . . . . . . . . . . . . . . . . . . . . .

59

4.3.1

Anadromiko Algrijmoi Probol

Algrijmo klsh me probol . . . . . . . . . . . . . . . . . . . . . . . . .

59

4.3.2

Anadromik algrijmo elaqstwn tetragnwn me probol

60

EPILOGH DOMHS

&

. . . . . . . .

AXIOLOGHSH MONTELOU

63

5.1

Sflmata Montelopohsh . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

64

5.2

Axiolghsh Montlou

68

5.3

Epilog Dom Montlou

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

70

PRAKTIKA JEMATA ANAGNWRISHS SUSTHMATWN

75

6.1

75

Epilog Eisdou

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

6.2

Epilog Suqnthta Deigmatolhya

6.3

Proepexergasa Dedomnwn

. . . . . . . . . . . . . . . . . . . . . . . . .

6.4

Genik Odhge gia thn Montelopohsh Susthmtwn

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . .

PROSOMOIWSH

78
79
81

83

7.1

Kanonikopohsh . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

83

7.2

Glsse Programmatismo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

86

7.3

Arijmhtik Mjodoi

87

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

EUSTAJEIA

95

8.1

Nrme - Idithte Sunartsewn - Jetik Orismnoi Pnake

8.2

Eustjeia kat

Bibliografa

Lyapunov

. . . . . . . . . . . .

95

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

98

102

Keflaio 1

EISAGWGH
Ap thn prth stigm th emfnis tou pnw sth gh, o njrwpo kuriarqetai ap mia
enagnia prospjeia katkthsh gnsewn.

Orzonta w ssthma kje antikemeno omda

antikeimnwn ti idithte twn opown jloume na meletsoume, parathrome ti kje ti grw

ma mpore na onomaste ssthma.

'Etsi loipn ssthma enai na dntro, na aeroplno, mia

biomhqanik egkatstash, h ejnik oikonoma mia qra , akma kai o dio o njrwpo .
H katanhsh twn idiottwn twn susthmtwn pou ma peribloun ejistai na sunteletai me thn
bojeia katllhla sqediasmnwn peiramtwn, pou suqn sthrzontai se austhr jemeliwmne
episthmonik arq .

An gia pardeigma ma apasqole ti ja sumbe an sundsoume se seir

na puknwt me ma wmik antstash, h apnthsh mpore na doje pragmatopointa thn fusik
sndesh kai parathrnta ta remata kai ti tsei pou anaptssontai se kje stoiqeo tou
sqhmatizmenou hlektriko kuklmato .
Dustuq , h diexagwg peiramtwn pnw sto ssthma enai poll for akatllhlh an qi
kai adnath. Pollo enai oi lgoi pou odhgon se mia ttoia adunama. Perilhptik anafroume:

To uyhl ksto diexagwg tou peirmato .

H diexagwg dokimn se mia biomhqanik

egkatstash gia pardeigma mpore na odhgsei se shmantik posthta prontwn qamhl

poithta , ta opoa den mporon na diatejon sthn agor.

O uyhl bajm epikindunthta .

H ekpadeush twn qeiristn aeroskafn ste na an-

tidron swst se epikndune katastsei , den mpore na pragmatopoihje s' na pragmatik

aeroskfo .

To ssthma den ufstatai. W pardeigma anafroume ton legqo th pthtik sumperifor

en up sqedash aeroskfou .

Gia na xepersoume to prblhma th adunama ektlesh peiramtwn pnw sto pragmatik

ssthma, ektelome ta peirmata pnw se isodname m' aut ekfrsei pou to perigrfoun. H
diadikasa pou akoloujetai gia thn dhmiourga twn ekfrsewn autn onomzetai

(system identification)

sustmato

kai to apotlesma aut

(model).

montlo

anagnrish

KEF
ALAIO 1.

1.1

EISAGWGH

Kathgore Montlwn

Ta montla qwrzontai sti paraktw kathgore :

1. Ta nohtik.

2. Ta lektik.

3. Ta fusik.

4. Ta majhmatik.

To na enai na njrwpo  kalosunto  apotele na montlo sumperifor tou anjrpou

auto. Ma bohjei sto na problyoume thn antdras tou an tou zhtsoume mia qrh. All kai
h ekmjhsh th odghsh autokintou sthrzetai en mrh sthn dhmiourga en montlou gia ti
odhgik idithte tou autokintou, me bsh thn diasjhsh kai thn empeira ma . 'Ola ta parapnw
apotelon qarakthristik paradegmata nohtikn montlwn.
Sta lektik montla, h sumperifor tou sustmato ktw ap difore sunjke leitourga
perigrfetai me lxei . Gia pardeigma, an energopoisoume to ssthma jrmansh tou autokintou, h jermokrasa sto eswterik tou ja auxhje.
W pardeigma fusiko montlou, anafroume ti mikrografe plown pou qrhsimopoiontai
kat thn fsh th sqedash , gia thn melth th udrodunamik sumperifor tou.
Majhmatik, enai ekena ta montla pou oi sqsei pou sundoun ti parathrsime posthte
tou sustmato , perigrfontai ap majhmatik ekfrsei . Smfwna me ton orism aut, loi oi
nmoi th fsh enai majhmatik montla. Gia pardeigma, o nmo tou

Ohm

pou susqetzei thn

tsh sta kra mia wmik antstash me thn ntash tou hlektriko remato pou thn diarrei,
apotele na majhmatik montlo aut .
Eme , ja asqolhjome me ton prosdiorism majhmatikn montlwn.

1.1.1

Tpoi majhmatikn montlwn

Lgw th plhjra kai th idiaiterthta twn susthmtwn, qoun protaje difora majhmatik montla me qarakthristik pou exartntai ap ti idithte tou sustmato , kaj kai
ap ta majhmatik ergalea pou qrhsimopoiontai gia thn anptux tou .

Diakrnoume tou

paraktw tpou majhmatikn montlwn:

Nteterministik - Stoqastik

. 'Ena montlo ja onomzetai nteterministik, an perigrfetai

ap mia plrw prosdiorismnh sqsh metax twn metablhtn tou.

Antjeta, ja lgetai

stoqastik, an ekfrzetai msw pijanojewra . Ta stoqastik majhmatik montla periqoun posthte pou perigrfontai qrhsimopointa stoqastik metablht stoqastik
diadikase .

O nmo tou

Ohm

pou montelopoie mia wmik antstash enai na nteterminis-

tik montlo. H montelopohsh mw th diadikasa rqnw na zri baszetai kai sgoura

perigrfetai apotelesmatiktera knonta qrsh th jewra twn pijanottwn.

Enai e-

pomnw na stoqastik montlo. Ap ta paradegmata pou anafrjhkan gnetai profan

1.1.

KATHGOR
IES MONT
ELWN

ti to sumprasma pou prokptei ap thn melth en stoqastiko montlou dnetai pnta

me kpoia abebaithta. An rxoume na zri den gnwrzoume ek twn protrwn poio ja enai
to apotlesma me kpoia sugkekrimnh akrbeia. Akrib to antjeto isqei sta nteterministik montla. Gnwrzonta thn tsh pou efarmzetai sta kra mia wmik antstash , h
efarmog tou nmou tou

Ohm

ja ma prosdiorsei thn ntash tou hlektriko remato pou

thn diarrei, me sflma to opoo ja brsketai pnta ent prodiagegrammnwn orwn pou
exartntai ap thn anoq th wmik antstash kai thn akrbeia tou orgnou mtrhsh
th tsh .

Statik - Dunamik

. An h sqsh (montlo) pou sundei ti metablht en sustmato den

exarttai ap pareljontik tim twn metablhtn, ja lme ti to ssthma, ra kai to montlo, enai statik. Sthn antjeth perptwsh ja lgetai dunamik. O nmo tou
klassik pardeigma statiko montlou.

Ohm

apotele

H ejnik oikonoma mia qra enai dunamik

ssthma, mia kai h twrin oikonomik katstash exarttai ap ti koinonikooikonomik

parembsei twn prohgomenwn etn.

Sunjw , ta dunamik sustmata-montla perigr-

fontai ap diaforik exissei exissei diaforn.

Suneqo

Diakrito

qrnou

'Ena dunamik ssthma ja lme ti enai suneqo qrnou

tan o qrno enai suneq sunrthsh.

Sustmata pou perigrfontai ap diaforik ex-

issei ankoun sthn kathgora aut. Sthn prxh akma kai suneq megjh deigmatolhptontai prokeimnou na apojhkeuton kai sthn sunqeia na epexergaston ap upologistik
sustmata, dhmiourgnta me ton trpo aut metrsei diakrito qrnou. 'Ena montlo pou
ekfrzei thn sqsh pou sundei ti metablht tou sustmato se diakrit qronik stigm , onomzetai diakrito qrnou. Ta montla th kathgora aut perigrfontai sunjw
ap exissei diaforn.

Sugkentrwmna

Katanemhmna

Poll fusik fainmena pw h metdosh jermthta ,

h didosh hqhtikn kai hlektromagnhtikn kumtwn, perigrfontai ap diaforik exissei me merik paraggou . Ta montla th kathgora aut onomzontai katanemhmna

(distributed)

mia kai h leitourga tou sustmato katanmetai kat kpoio trpo ston

qro twn metablhtn. Ta dunamik sustmata pou paristnontai ap sunjei diaforik

exissei exissei diaforn onomzontai sugkentrwmna

(lumped).

. Uprqoun sustmata (sunjw kataskeuasmna ap ton njrwpo),

Diakritn Gegontwn

pou h leitourga tou kajorzetai ap thn fixh kpoiou gegonto . H qronik stigm th
fixh den enai ek twn protrwn gnwst. W pardeigma anafroume ta sustmata paragwg , pou h leitourga kpoia mhqan kajorzetai ap thn fixh th katllhlh prth lh .

Ta sustmata-montla th kathgora aut onomzontai diakritn gegontwn

(discrete event systems).

KEF
ALAIO 1.

1.2

EISAGWGH

Efarmog Anagnrish Susthmtwn

H poluplokthta tou montlou exarttai se meglo bajm ap thn efarmog sthn opoa
prkeitai na qrhsimopoihje, mia kai ekenh kajorzei ti apaitsei akrbeia tou montlou. Sthn
sunqeia paratjentai tupik efarmog th anagnrish susthmtwn:

Prbleyh

H ida enai ti an katalxoume se mia pol kal majhmatik perigraf (mon-

tlo) tou sustmato , tte mporome na to epilsoume gia mellontik qronik stigm ,
problponta me ton trpo aut thn apkrish tou pragmatiko sustmato se kpoio bjo
qrnou pou onomzetai qronik orzonta

(time horizon).

Enai profan ti h apote-

lesmatikthta th prbleyh exarttai ap thn akrbeia tou montlou. H poluplokthta

tou montlou auxnei dramatik me thn axhsh tou qroniko orzonta kai th apaitomenh
akrbeia sthn prbleyh.

'Elegqo

Sto prblhma tou elgqou, metrme ti exdou tou sustmato

Susthmtwn

me thn bojeia aisjhtrwn kai prospajome metabllonta katllhla ti eisdou , na tou

prosdsoume mia prodiagegrammnh epijumht sumperifor. Prto bma sthn epteuxh en
ttoiou stqou apotele h exeresh en apotelesmatiko montlou, pou ap thn mia meri
na perigrfei m ikanopoihtik akrbeia ti basik leitourge tou sustmato , en ap thn
llh, na enai arkontw apl ste na epitrpei ton ekolo analutik prosdiorism twn
eisdwn elgqou.

. Uprqoun periptsei sthn prxh pou le oi katastsei en

Ektmhsh Katastsewn

sustmato den enai pnta diajsime pro mtrhsh, ete lgw kstou , ete lgw lleiyh
axipisth mejdou mtrhs tou .

Sti periptsei aut h parxh en montlou tou

sustmato mpore na odhgsei sthn mmesh mtrhsh diaforetik, sthn ektmhsh twn
katastsewn. H poithta th ektmhsh enai mesh sunrthsh th poithta tou montlou.

Prosomowsh

. Enai h arijmhtik eplush tou montlou.

Qrhsimopoietai se kje prblh-

ma sqedash w mso ektmhsh th apdosh tou anaptussmenou sustmato , sthn ekpadeush twn qeiristn tou sustmato , all kai sthn upobojhsh tou elgqou kal
leitourga kai sthn lyh apofsewn.

Beltistopohsh

. 'Ola ta majhmatik ergalea pou egguntai thn bltisth leitourga en

sustmato sthrzontai sthn parxh en montlou. Epeid h lsh pou prosdiorzetai enai
kje for bltisth gia to majhmatik montlo tou sustmato , enai profan ti gia na
enai bltisth kai gia to pragmatik ssthma ja prpei to montlo na to perigrfei me
shmantik akrbeia.

. H kentrik ida th qrsh analutikn montlwn sthn dignwsh blabn

Dignwsh Blabn

enai h ex : Kataskeuzoume na montlo ste na perigrfei to ssthma qwr thn parxh

blbh , kaj kai na montlo gia kje ma blbh pou mpore na uposte to ssthma.
Sugkrnonta ti exdou twn montlwn m' aut tou pragmatiko sustmato , sqhmatzoume
isrijma smata sflmato .

'Ola ta montla leitourgon parllhla.

'Otan to ssthma

1.3.

DIADIKAS
IA ANAGN
WRISHS SUSTHM
ATWN

y-

Pragmatik Ssthma

Montlo gia qwr blbh

Montlo gia blbh

#1

--

+
?

+
?

e0-

e1

Sqma 1.1: Perigraf th diadikasa dignwsh blabn.

leitourge qwr blbh, to sflma pou antistoiqe sto antstoiqo montlo enai to mikrtero
kat' apluto tim ap' la t' lla. 'Otan mw emfaniste kpoia blbh, tte to montlo th
blbh aut ja perigrfei me megalterh akrbeia to pragmatik ma ssthma (mikrtero
sflma se sqsh me ta uploipa), epitugqnonta me ton trpo aut thn dignwsh th
blbh . Sto Sq.1.1 eikonzetai h diadikasa.

1.3

Diadikasa Anagnrish Susthmtwn

H diadikasa th anagnrish sunteletai se difore fsei ti opoe kai ja anafroume

xeqwrist.
Xekinme

pnta

me

to

antikemeno

th

anagnrish

dhlad

to

ssthma.

Opoiadpote

plhrofrhsh gnsh qoume gi' aut, ja prpei na thn lboume sobar upyh se poll ap
ta bmata pou ja akoloujsoun kai prta ap' la ston kajorism twn prodiagrafn. Bbaia,
sthn fsh aut shmantik rlo pazei kai h efarmog gia thn opoa proorzetai to montlo.
H sqedash tou peirmato pou akolouje, aposkope sthn lyh axipistwn kai arkontw
plhroforiakn dedomnwn, ste na bohjhje h peraitrw diadikasa kai na katalxoume s' na
axipisto montlo. Oi poie idiaiterthte tou sustmato prpei epsh na lhfjon upyh. Gia
pardeigma, na ssthma to opoo sumperifretai san na qamhlodiabat fltro, ja prpei na to
energopoiome me qamhl suqnthte mia kai oi yhltere ja kopon ap to dio to ssthma.
Uprqoun diforoi tpoi kai dom montlwn. Eme , ja prpei na prosdiorsoume kpoia, pou
me bsh thn gnsh kai thn empeira ma , anamnoume ikanopoihtik apotelsmata. Gnwrzonta gia
pardeigma ti to ssthma emfanzei sqedn grammik sumperifor se mia perioq leitourga , h
epilog grammikn domn apotele thn bltisth knhsh. Oi enrgeie aut ektelontai sthn fsh

KEF
ALAIO 1.

EISAGWGH

tou prosdiorismo th dom tou montlou. H fsh aut enai h pio dskolh kai apaithtik. Ed
lambnontai apofsei sqetik me thn distash tou montlou, thn morf kai ton trpo sndesh
twn uposusthmtwn.

Ed epsh epilgontai le oi parmetroi pou den mporon na epilegon

autmata, me th qrsh katllhlou algorjmou.

H pleioyhfa twn montlwn qarakthrzontai ap na arijm ap paramtrou .

Kpoie ap'

aut prosdiorzontai qeiroknhta sthn fsh tou prosdiorismo th dom tou montlou.

Oi

perisstere mw epilgontai autmata, knonta qrsh katllhla sqediasmnou algorjmou. O

algrijmo aut mpore na enai

off-line

on-line

anloga me thn efarmog. Oi leitourge

aut epitelontai sth fsh th ektmhsh twn paramtrwn. H apdosh tou algorjmou exarttai
mesa ap thn poithta twn dedomnwn pou pargontai sth fsh th sqedash tou peirmato .
All kai h parxh ek twn protrwn gnsh pazei rlo kurw sthn arqikopohsh tou algorjmou.
Gia na enai na montlo qrsimo, ja prpei na qoume empistosnh sta apotelsmata pou
prokptoun ap' aut. To eppedo empistosnh metritai sth fsh th axiolghsh tou montlou.
H axiolghsh en montlou sunjw epitugqnetai sugkrnonta thn sumperifor tou m' aut
tou sustmato kai upologzonta thn poia diafor. Kje montlo qei mia perioq axipisth
leitourga . Gia pardeigma to grammikopoihmno montlo tou anastrefmenou ekkremo enai axipisto gia mikr gwne ektrop . Pio polploka mh-grammik montla isqoun gia megaltere
gwne . Akma kai stou nmou th fsh uprqoun perioq axipisth leitourga . Oi nmoi

Newton

tou

pou aforon thn knhsh uliko shmeou mza

meglo ero taquttwn.

m,

isqoun me kal akrbeia gia

'Omw gia taqthte plhson th taqthta tou fwt , adunaton na

perigryoun thn knhsh twn swmatidwn. 'Oson afor thn axiolghsh en montlou, prpei pnta na qoume upyh ma ti enai epiknduno na qrhsimopoisoume na montlo ekt th perioq
axipisth leitourga sthn opoa den qei axiologhje. To stdio th axiolghsh apotele thn
teleutaa fsh sth diadikasa anagnrish susthmtwn. 'Ena montlo pou ja persei me epituqa
th fsh aut kai epomnw ja plhre le ti prodiagraf leitourga pou qoun teje ap thn
prth fsh, gnetai apodekt kai h diadikasa th anagnrish termatzetai. An mw to montlo
axiologhje w anepark , tte gnetai epanaprosdiorism th dom tou kai epanektmhsh twn
paramtrwn tou mqri thn ikanopohsh twn krithrwn kai thn telik apodoq tou.
To Sq.1.2 parousizei ti fsei th diadikasa anagnrish kai ti sqsei metax tou .

1.4

Orgnwsh tou Majmato

To mjhma enai organwmno kat ttoio trpo ste na kalptontai le oi fsei th

diadikasa anagnrish susthmtwn pou perigrfhkan sthn prohgomenh enthta.

Pio sug-

kekrimna:
To Keflaio 2 anafretai sta difora montla dunamikn susthmtwn, tso grammikn so
kai mh-grammikn. Ekten suzthsh gnetai epsh kai gia thn parametropohsh twn montlwn,
th morf dhlad me thn opoa emfanzontai oi parmetroi sto montlo.

Off-line

mjodoi ektmhsh twn paramtrwn perigrfontai sto Keflaio 3. Anafrontai m-

jodoi elaqistopohsh tou sflmato prbleyh , kaj kai h mjodo twn elaqstwn tetragnwn. Koin qarakthristik, enai h apathsh parxh arqeou metrsewn eisdou-exdou.

1.4.

ORG
ANWSH TOU MAJ
HMATOS

Ek twn protrwn gnsh

Kajorism
Prodiagrafn

?
- Sqedash

Prosdiorism

Peirmato

Dom

?
-

Ektmhsh
Paramtrwn

Axiolghsh

Apodoq

Mh apodoq

Sqma 1.2: Digramma dom th diadikasa anagnrish susthmtwn.

KEF
ALAIO 1.

EISAGWGH

To Keflaio 4 asqoletai me anadromiko algrijmou ektmhsh twn paramtrwn.

grijmoi auto ektelontai se pragmatik qrno.

Oi al-

Exaita tou anadromiko tou qaraktra, h

apathsh eustjeia tou sustmato ektmhsh , enai prwtarqik shmasa . Basik nnoie kai
jewrmata eustjeia dnontai sto Keflaio 8.
Jmata pou ptontai tou prosdiorismo th dom montlou, kaj kai teqnik axiolghsh
montlwn, perigrfontai sto Keflaio 5.
Praktik jmata anagnrish susthmtwn antimetwpzontai sto Keflaio 6.

Anafrontai

problmata pou sqetzontai me thn sqedash tou peirmato kai thn pro-epexergasa twn dedomnwn.
Teleinonta , to Keflaio 7 asqoletai me to prblhma th prosomowsh .
teqnik kanonikopohsh kai arijmhtik eplush diaforikn exissewn.

Anafrontai

Keflaio 2

MONTELA SUSTHMATWN
Xekinnta me ton orism, montlo en sustmato enai h majhmatik perigraf toulqiston
twn idiottwn pou kuriarqon kat thn leitourga tou.
Kentrik jma tou problmato th anagnrish susthmtwn apotele h epilog th dom
tou montlou, h morf tou opoou elgqetai sunjw ap na arijm ap paramtrou .

Sto

keflaio aut, parajtoume diforou tpou montlwn, kaj kai ti basik arq pou ta
dipoun. H diadikasa epilog twn paramtrwn tou montlou prokeimnou aut na perigrfei me
ikanopoihtik akrbeia to pragmatik ssthma, melettai se epmena keflaia.

2.1

Poiotik Kathgoriopohsh Montlwn

Koitzonta to prblhma ap thn praktik tou pleur, sumperanei ekola kane ti enai
toulqiston anfelo na montelopoisoume na ssthma na tmma auto to opoo to gnwrzoume
ek twn protrwn. Ki aut diti h nnoia th montelopohsh enai tautshmh m' autn th prosggish , h opoa me thn seir th isoduname me thn eisagwg sfalmtwn sthn majhmatik perigraf
tou pragmatiko sustmato . Enai loipn logik anamenmeno, opoiadpote plhrofrhsh qoume
gia to ssthma na thn qrhsimopoisoume, prokeimnou na odhghjome sthn epilog en kalo
montlou.
Sthn diejn bibliografa qei kajierwje h qrhsimopohsh en qrwmatiko kdika gia thn
kathgoriopohsh twn montlwn anloga me to eppedo plhrofrhsh pou qrhsimopoijhke gia to
qtsim tou. Smfwna me ton qrwmatik kdika, ta montla diakrnontai se:

Tpou spro kout. Enai h perptwsh twn plrw gnwstn montlwn, pou h kataskeu
tou suntelsthke knonta apokleistik qrsh fusik perigraf kai ek twn protrwn
plhrofrhsh .

Tpou gkrzo kout.

Sthn kathgora aut ankoun ta merik gnwst montla, me thn

nnoia ti uprqei h fusik perigraf lla qi se ttoio bajm pou na epitrpei thn plrh
gnsh.

Kat sunpeia na pljo paramtrwn paramnei na prosdioriste ap metrsei

tou sustmato .

KEF
ALAIO 2.

10

Tpou maro kout.

MONTELA SUSTHMATWN

Ta montla th kathgora aut qarakthrzontai ap thn pan-

tel lleiyh fusik llou edou plhrofrhsh .

Sthn pragmatikthta, h kathgora

aut apartzetai ap oikogneie montlwn me apodedeigmne proseggistik ikanthte ,

se arkontw meglh perioq leitourga .

Shmantik epsh qarakthristik enai h oik-

oumeniktht tou , to gegon dhlad ti mpore h dia dom na montelopoisei (me diaforetik tim paramtrwn) perisstera tou en diaforetik sustmata.
Ap ti trei kathgore h prth, (tpo spro kout), den sunanttai sthn prxh. Apluth
gnsh en sustmato den emaste pot se jsh na katqoume. H anafor ed gnetai kajar gia
lgou plhrthta . Prokeimnou na katanosoume thn diafor metax gkrzou kai marou koutio
jewreste to prblhma th montelopohsh mia gnwsth sunrthsh
dedomna pou qoume sthn dijes ma enai metrsei me jrubo

f (x),

x [, ].

y(k) sta shmea xk .

Diaforetik:

y(k) = f (xk ) + (k)

pou

(k)

paristnei to yo tou jorbou thn stigm

k.

(2.1.1)

Gia na antimetwpsoume to prblhma ja

prpei prta ap' la na apofassoume mia majhmatik perigraf gia thn

eswterik plhrofrhsh ti h

f (x)

Ta

f (x).

An qoume thn

enai na polunumo n-ost txh , prokptei na montlo

tpou gkrzo kout th morf :

f (x, ) = 0 + 1 x + 2 x2 + . . . + x
Sthn (2.1.2) to dinusma twn paramtrwn

(2.1.2)

= [0 , 1 , . . . , ] enai gnwsto kai prpei na prosdior-

iste me teqnik pou ja meletsoume se epmena keflaia. H dom mw tou montlou (polunumo
n-ost txh ) enai gnwst.

f (x).

A upojsoume tra ti den qoume domik plhrofora gia thn

Gia na mporsoume na lsoume to prblhma, ja prpei katarqn na knoume kpoie upoj-

sei , pw gia pardeigma ti h

f (x)

enai analutik sunrthsh ti enai tmhmatik stajer. H

(2.1.2) mpore kai pli na qrhsimopoihje all tra san na montlo tpou maro kout w ex :
Upojtonta ti h

f (x)

enai analutik gnwrzoume ti mpore na proseggiste osodpote kal

jloume ap na polunumo (ra h morf (2.1.2) ). Sthn perptwsh aut, h txh tou poluwnmou
den enai gnwst ek twn protrwn kai sunep ekt tou diansmato twn paramtrwn

ja prpei

na brome kai katllhlh teqnik gia ton prosdiorism th txh .

Na shmeiwje ti uprqoun kai lle oikogneie montlwn pou ja mporosan na qrhsimopoihjon gia thn tpou maro kout montelopohsh th

f (x).

Endeiktik anafroume ti rht

sunartsei :

f (x, ) =
kai to anptugma se seir

0 + 1 x + 2 x2 + . . . + x
+1 + +2 x + +3 x2 + . . . + + x

(2.1.3)

Fourier:

f (x, ) = 0 +

[2i1 cos(ix) + 2i sin(ix)]

i=1

Sunoyzonta , ta basik bmata gia thn montelopohsh kat maro kout enai:

(2.1.4)

2.2.

MONT
ELA GRAMMIK
WN SUSTHM
ATWN

11

1. Epilog th oikogneia montlwn (sto prohgomeno pardeigma poluwnumik sunartsei ,

rht sunartsei , seir

Fourier).

2. Prosdiorism tou megjou tou montlou (txh poluwnmou sto prohgomeno pardeigma).

3. Qrsh twn dedomnwn gia thn eresh twn paramtrwn

tou montlou.

Ap thn suzthsh pou prohgjhke, fanetai xekjara h axa th eswterik  plhrofrhsh .

Sthn montelopohsh kat maro kout, ta bmata 1, 2 den uprqoun kai to bma 3 qrhsimopoietai
gia thn eresh mno twn paramtrwn

, meinonta me ton trpo aut shmantik thn poluplokth-

ta th diadikasa , auxnonta tautqrona thn pijanthta na odhghjome se kaltero montlo

gia to pragmatik ssthma.

2.2
2.2.1

Montla Grammikn Susthmtwn

Montelopohsh ston qro twn katastsewn

Kje grammik qronik ametblhto (GQA) ssthma, mpore na perigrafe ap na snolo

diaforikn exissewn th morf :

x(t)

= Ax(t) + Bu,

x(t0 ) = x0

y = Cx(t) + Du

(2.2.1)

pou:

t enai o qrno ,
x(t) enai to n-distato pragmatik dinusma twn katastsewn tou sustmato ,
u(t) enai to m-distato pragmatik dinusma twn eisdwn tou sustmato ,
y(t) enai to p-distato pragmatik dinusma twn exdwn tou sustmato ,
x(t0 ) enai to n-distato pragmatik dinusma twn arqikn timn tou x(t), me t 0.
nn , B nm , C pn , D pn , enai pragmatiko pnake
Epiplon, oi pnake A
pou apotelontai ap qronik ametblhta stoiqea. Sthn perptwsh pou oi A, B, C, D periqoun
toulqiston na qronik metaballmeno stoiqeo h (2.2.1) gnetai:

x(t)

= A(t)x(t) + B(t)u,

x(t0 ) = x0

y = C(t)x(t) + D(t)u

(2.2.2)

Tra h (2.2.2) perigrfei grammik qronik metaballmena (GQM) sustmata,

ant Systems).

(Linear Time Vari-

H lsh th (2.2.2) enai:

x(t) = (t, t0 )x(t0 ) +

(t, )B( )u( )d

t0

y(t) = C(t)x(t) + D(t)u(t)

(2.2.3)

KEF
ALAIO 2.

12

pou o

(t, t0 )

onomzetai pnaka metbash kai ikanopoie thn exswsh:

(t, t0 )
= A(t)(t, t0 ),
t
me

MONTELA SUSTHMATWN

(t0 , t0 ) = I

ton monadiao pnaka. Sthn perptwsh tou GQA sustmato isqei:

(t, t0 ) = (t t0 ) = eA(tt0 )
kai h (2.2.3) gnetai:

x(t) = eA(tt0 ) x0 +

eA(tt0 ) Bu( )d

t0

y(t) = Cx(t) + Du(t)

O

eAt

(2.2.4)

mpore na upologiste ap ton antstrofo metasqhmatism

O pnaka

Laplace

tou

(sI A)1

eAt = L1 (sI A)1

sti (2.2.1), (2.2.2) tautzetai me ton mhdenik sti perisstere praktik peript-

sei , diti sthn pleionthta twn fusikn susthmtwn den uprqei apeujea monopti mh-mhdeniko
krdou pou na sundei ti eisdou me ti exdou .

2.2.2

Epilog katastsewn

Se ti akolouje ja asqolhjome gia lgou aplthta me GQA sustmata mia eisdou mia
exdou (MEME).

Sustmata MEME qwr paraggou th eisdou

Ta sustmata th kathgora aut perigrfontai ap mia

n-st

txh diaforik exswsh

th morf :

y (n) + a1 y (n1) + . . . + an1 y + an y = u

pou

katstash :

enai h esodo kai

h xodo tou sustmato .

(2.2.5)

An orsoume w metablht

x1 = y
x2 = y
.
.
.

xn = y

(2.2.6)

(n1)

2.2.

MONT
ELA GRAMMIK
WN SUSTHM
ATWN

13

h (2.2.5) gnetai:

x 1 = x2
x 2 = x3
.
.
.

(2.2.7)

x n1 = xn
x n = an x1 an1 x2 . . . a1 xn + u
Oi (2.2.7) mporon na grafon se pio sumpag morf w :

x = Ax + Bu
y = Cx

(2.2.8)

me

0
1
0
0
0
1

..
.
.
.
.
A= .
.
.

0
0
0
an an1 an2

0
0

.
. ,
.

...
1
. . . a1

...
...

0
0


B = ...

0
1

x1
x2

x= .
..
xn

C = 1 0 0 ... 0 ,
Sustmata MEME me paraggou th eisdou

Ta sustmata th kathgora aut perigrfontai ap mia

n-st

txh diaforik exswsh

th morf :

y (n) + a1 y (n1) + . . . + an1 y + an y = b0 u(n) + b1 u(n1) + . . . + bn1 u + bn u

pou pli

sumbolzei thn esodo kai me

(2.2.9)

thn xodo tou sustmato .

An jewrsoume w metablht katstash ti (2.2.6) prokptei:

x 1 = x2
x 2 = x3
.
.
.

x n1 = xn
x n = an x1 an1 x2 . . . a1 xn + b0 u(n) + b1 u(n1) + . . . + bn u

(2.2.10)

KEF
ALAIO 2.

14

MONTELA SUSTHMATWN

To (2.2.10) mw den mpore na ulopoihje diti apaite thn gnsh mellontikn eisdwn pou se
poll efarmog den emaste se jsh na gnwrzoume. Prokeimnou na xepersoume to prblhma,
orzoume w metablht katstash ti paraktw:

x1 = y 0 u

x2 = y 0 u 1 u = x 1 1 u
.
.
.

(2.2.11)

xn = y

(n1)

0 u

(n1)

1 u

(n2)

. . . n2 u n1 u = x n1 n1 u

pou:

0 = b0
1 = b1 a1 0

2 = b2 a1 1 a2 0

3 = b3 a1 2 a2 1 a3 0
.
.
.

(2.2.12)

n = bn a1 n1 . . . an1 1 an 0
Me thn parapnw epilog, h (2.2.9) grfetai:

x 1 = x2 + 1 u
x 2 = x3 + 2 u
.
.
.

(2.2.13)

x n1 = xn + n1 u
x n = an x1 an1 x2 . . . a1 xn + n u
se morf pnaka:

x = Ax + Bu
y = Cx + Du
pou:

1
0
1
0
...
0
2
0
0
1
...
0

..
..
.
.
.
.
.
. ,
B
=
A= .
.
.
.
.

n1
0
0
0
...
1
n
an an1 an2 . . . a1

C = 1 0 0 ... 0 ,
D = [0 ] = [b0 ]

(2.2.14)

2.2.

MONT
ELA GRAMMIK
WN SUSTHM
ATWN

Sthn genik perptwsh pou emfanzetai mqri kai h

(2.2.9) gnetai:

15

m 6= n

txh pargwgo th eisdou, h

y (n) + a1 y (n1) + . . . + an1 y + an y = b0 u(m) + b1 u(m1) + . . . + bm1 u + bm u

(2.2.15)

Tra, oi metablht katstash orzontai w ex :

x1 = y
x2 = y
.
.
.

xnm = y

(2.2.16)

(nm1)

xnm+1 = x nm 1 u

xnm+2 = x nm+1 2 u
.
.
.

xn = x n1 m u
H (2.2.15) grfetai:

x 1 = x2
x 2 = x3
.
.
.

x nm1 = xnm
x nm = xnm+1 + 1 u
x nm+1 = xnm+2 + 2 u
.
.
.

x n1 = xn + m u
x n = an x1 an1 x2 . . . a1 xn + m+1 u
pou:

1 = b0
2 = b1 a1 1

3 = b2 a1 2 a2 1
.
.
.

m+1 = bm a1 m a2 m1 . . . am 1

(2.2.17)

KEF
ALAIO 2.

16

MONTELA SUSTHMATWN

Oi exissei katstash (2.2.17) grfontai se morf pnaka:

0
1
0
0
0
1

..
.
.
.
.
.
.
.

0
0
0
x =
0
0
0

..
.
.
.
.
.
.
.

0
0
0
an an1 an2

...
...

0
0

0
0

...
...

.
.
.

.
.
.

.
.
.

.
.
.

...
...

1
0

0
1

...
...

.
.
.

.
.
.

...
0
0
...
. . . anm anm+1 . . .

Pardeigma 2.2.1

C.

(2.2.18)

x1

x2
y = 1 0 ... 0 .
..
xn

Jewreste to hlektrik ssthma pou dhmiourgetai (de Sq.

en seir sndesh mia wmik antstash

qwrhtikthta

0
0
x1

0
x2 0
..
.
.
.
.
.
.
.

0 xnm
+ 0 u

0
xnm+1 1

.
.
.
.
.
..
.
.

1 xn1 m
xn
m+1
an

R,

en phnou autepagwg

Vs

Sqma 2.1: To

kai en puknwt

Jloume na grafon oi exissei katstash .

'Estw

3.1) ap thn

RLC

kklwma seir .

h tsh sta kra th sundesmologa kai

i to rema pou diarrei to kklwma.

twn tsewn ma dnei:

v = Ri +

1
di
+
dt C

idt

Paragwgzonta w pro ton qrno thn parapnw exswsh brskoume:

dv
di
d2 i
1
=R +L 2 + i
dt
dt
dt
C
Orzoume

u = v
y = i

O nmo

2.2.

MONT
ELA GRAMMIK
WN SUSTHM
ATWN

17

Tte

1
y
C
R
1
1
u = y + y +
y
L
L
LC
b0 u = y + a1 y + a2 y
u = L
y + Ry +

H parapnw diaforik exliswsh enai sthn morf (2.2.16) me

n = 2, m = 1.

Orzoume ti

katastsei :

x1 = y
x2 = x 1 1 u
1 = b0

'Ara

x1 = y
x2 = x 1 b0 u
Epiplon,

x 2 = x
1 b0 u
= y b0 u

= a1 y a2 y

= a1 x 1 a2 y

= a1 (x2 + b0 u) a2 x1

= a2 x1 a1 x2 a1 b0 u
Oi exissei katstash se morf pnaka grfontai:

x 1
x 2

0
1
a2 a1

0
x1
u
+
a1 0
x2

x1
y= 1 0
x2

2.2.3

Montla Eisdou - Exdou

'Ena montlo eisdou-exdou gia GQA sustmata pou qrhsimopoietai pol suqn sthn prxh,
enai h sunrthsh metafor . Jewreste na GQA ssthma th morf :

y (n) + a1 y (n1) + . . . + an1 y + an y = b0 u(m) + b1 u(m1) + . . . + bm1 u + bm u

(2.2.19)

KEF
ALAIO 2.

18

Laplace

Parnonta ton metasqhmatism

MONTELA SUSTHMATWN

kai twn do mern th (2.2.19) upojtonta mhdenik

arqik sunjke , prokptei:

(sn + a1 sn1 + . . . + an1 s + an )Y (s) = (b0 sm + b1 sm1 + . . . + bm1 s + bm )U (s)

pou

h metablht tou

Laplace.

G(s) =

H sunrthsh metafor orzetai w to phlko:

b0 sm + b1 sm1 + . . . + bm1 s + bm
Y (s)
=
U (s)
sn + a1 sn1 + . . . + an1 s + an

O antstrofo metasqhmatism

(2.2.20)

Laplace

G(s)

th

(2.2.21)

enai gnwst kai w h kroustik apkrish

tou (2.2.19). Diaforetik:

g(t) = L1 {G(s)}

y(t) = g(t) u(t)

pou to smbolo   sumbolzei thn sunlixh.

Dirac:

(t) =

'Otan

1,
0,

u = (t)

pou

(t)

h sunrthsh dlta tou

t=0
diaforetik

tte

y(t) = g(t) (t)

= g(t)

Mia sunrthsh metafor ja lgetai kanonik

mno.

metafor ja onomzetai
tan

(proper), an G() = lims G(s) enai peperas-

n m. Mia sunrthsh
G() = 0 (to opoo isqei
perptwsh lims G(s) = b0 .

Parathrnta thn (2.2.20) diapistnoume ti aut isqei tan

n > m,

kai

austhr kanonik

stajero orou

, tan

(strictly proper),

n = m.

Sthn teleutaa

an

To polunumo pou emfanzetai ston paranomast th sunrthsh metafor onomzetai

qarakthristik

polunumo

qarakthristik exswsh

kai h exsws tou me to mhdn,

. Sqetik bajm ,

th

sn + a1 sn1 + . . . + an1 s + an = 0,

G(s), orzetai w h diafor metax tou bajmo

n = n m.

tou arijmht kai tou bajmo tou paranomast. M' lla lgia

H sunrthsh metafor en GQA sustmato mpore na prosdioriste kai ap ti exissei

katstash . Jewreste to ssthma:

x = Ax + Bu
y = Cx + Du
Parnonta ton metasqhmatism

Laplace

(2.2.22)

sthn (2.2.21) prokptei:

sX(s) x(0) = AX(s) + BU (s)

Y (s) = CX(s) + DU (s)

(2.2.23)
(2.2.24)

2.2.

MONT
ELA GRAMMIK
WN SUSTHM
ATWN

pou

x(0)

oi arqik sunjke tou

x.

19

Lnonta thn (2.2.23) w pro

X(s)

kai antikajistnta

sthn (2.2.24) brskoume:

Y (s) = C(sI A)1 B + D U (s) + C(sI A)1 x(0)

Jtonta mhdenik arqik sunjke

G(s) =

x(0) = 0

(2.2.25)

prokptei:

Y (s)
= C(sI A)1 B + D
U (s)

(2.2.26)

Sthn perptwsh pou qoume poll eisdou kai poll exdou , h (2.2.26) onomzetai

pnaka

. Epeid

metafor

(sI A)1 =
pou o pnaka

adj(Q), Q nn

qei stoiqea

adj(sI A)
det(sI A)

qij

qij = (1)i+j det(Qij ),

(2.2.27)

pou dnontai ap thn exswsh:

i, j = 1, 2, . . . , n

Qij (n1)(n1) o upopnaka tou Q pou prokptei an diagryoume thn i-stlh kai thn
j -gramm tou Q kai det(Q) h orzousa tou pnaka Q. Ap ti (2.2.26) kai (2.2.27) enai profan
ti to qarakthristik polunumo isotai me det(sI A).
me

Mia enallaktik prosggish sthn anaparstash th diaforik exswsh (2.2.19) prokptei

knonta qrsh tou diaforiko telest

q(.)

pou orzetai w ex :

q(.) =

d(.)
dt

(2.2.28)

O diaforik telest qei ti paraktw idithte :

q(x) = x
q(xy) = xy
+ xy
pou

x, y

diaforsime sunartsei tou qrnou. O antstrofo diaforik telest

q 1

orzetai

w :

1
q 1 (x) = (x) =
q
pou

x( )

x( )d + x(0),

mia oloklhrsimh sunrthsh tou qrnou.

susqtish me ton telest tou

t 0

Ap ton orism tou enai profan h

Laplace s,

L{q(x)}|x(0)=0 = sX(s)
1
1
L{ (x)}|x(0)=0 =
X(s)
q
s
Knonta qrsh tou diaforiko telest h (2.2.19) grfetai:

P (q)(y) = R(q)(u)

(2.2.29)

KEF
ALAIO 2.

20

MONTELA SUSTHMATWN

pou:

P (q) = q n + a1 q n1 + . . . + an1 q + an
R(q) = b0 q m + b1 q m1 + . . . + bm1 q + bm
Oi

P (q), R(q)

sthn (2.2.29) onomzontai

poluwnumiko

diaforiko

H exswsh (2.2.29)

telest

qei thn dia morf me thn (2.2.20) pou prokptei ap thn (2.2.19) parnonta metasqhmatism

Laplace

kai jewrnta mhdenik arqik sunjke . Sunep , gia mhdenik arqik sunjke ,

mporome na odhghjome ap thn anaparstash (2.2.20) sthn (2.2.29) kai antistrfw , apl
antikajistnta ton telest

Pardeigma 2.2.2

me ton

Suneqzonta

ton

to

me ton

Pardeigma

anloga.

2.2.1,

jloume

na

prosdiorsoume

thn

sunrthsh metafor tou hlektriko kuklmato .

H sunrthsh metafor mpore na upologiste ap' eujea ap thn diaforik exswsh tou sustmato

y + a1 y + a2 y = b0 u
Parnonta ton metasqhmatism

Laplace

gia mhdenik arqik sunjke qoume:

s2 Y (s) + a1 sY (s) + a2 Y (s) = b0 sU (s)

pou

U (s), Y (s) oi metasqhmatismo Laplace th eisdou u kai th exdou y

antstoiqa. Epomn-

w ,

G(s) =

Y (s)
b0 s
= 2
U (s)
s + a1 s + a2

Enallaktik, h sunrthsh metafor prosdiorzetai kai ap ti exissei katstash se morf

pnaka, knonta qrsh tou tpou:

G(s) = C(sI A)1 B

G(s) =

1 0

s
1
a2 s + a1

1
2
s + a1 s + a2
b0 s
s2 + a1 s + a2

= 1 0
=

2.3

b0
a1 b0

s + a1 1
b0
a2 s
a1 b0

Parametropohsh

'Opw edame sti prohgomene enthte , na GQA ssthma mpore na montelopoihje ston
qro twn katastsewn ap ti exissei :

x = Ax + Bu
y = Cx

(2.3.1)

2.3.

PARAMETROPO
IHSH

21

Sti (2.3.1) jewrome gia aplthta thn perptwsh pou

nn ,

B, C

n .

y, u ,

x n .

Kje ttoio ssthma paristnetai monadik ap thn trida

apoteletai sunolik ap

n2 + 2n

Kat' epktash,

(A, B, C), pou

stoiqea, ta opoa anafrontai kai w parmetroi tou montlou.

'Opw fanetai xekjara kai ap thn (2.2.18), ap to pljo twn

n2

en

qoun tim 0 1. Sunep , to elqisto

tou GQA sustmato th (2.3.1).

n2 + 2n

2n parmetroi apaitontai

paramtrwn, to pol

gia thn monadik perigraf

An ap ti (2.3.1) prosdiorsoume thn sunrthsh metafor

katalgoume sthn perigraf:

Y (s) =

P (s)
U (s)
Q(s)

(2.3.2)

pou:

P (s) = b0 sm + b1 sm1 + . . . + bm1 s + bm

n

n1

Q(s) = s + a1 s
me

m n 1.

suntelest twn

(2.3.3)

+ . . . + an1 s + an

(2.3.4)

Ap ti exissei (2.3.2)-(2.3.4) diapistnoume ti to pol

P (s), Q(s))

2n

parmetroi (oi

apaitontai gia thn plrh perigraf tou (2.3.1). Sumperasmatik,

an na GQA ssthma perigrfetai me perissterou ap

2n

paramtrou , tte h parstash aut

den ja kaletai elqisth. M' lla lgia ja lme ti qoume na

(overparameterized model).

uper-parametropoihmno

Y (s)
P (s)(s)
=
U (s)
Q(s)(s)
pou

(s)

montlo

Gia pardeigma to ssthma:

na eustaj polunumo

bajmo

r > 0,

(2.3.5)

parousizei thn dia sumperifor eisdou-

exdou me to (2.3.2). 'Omw , to (2.3.5) enai uper-parametropoihmno diti perigrfetai ap

2r > 2n

2n +

paramtrou .

S' ti akolouje, ja anafroume mia parametropohsh grammik w pro ti paramtrou , h

opoa enai pol qrsimh se problmata anagnrish susthmtwn, kaj kai se arket problmata elgqou.

2.3.1

Grammik Parametrik Montla

Jewreste to GQA ssthma, pou perigrfetai ap thn

n-ost

txh diaforik exswsh:

y (n) + a1 y (n1) + . . . + an1 y + an y = b0 u(m) + b1 u(m1) + . . . + bm1 u + bm u

An sugkentrsoume le ti paramtrou tou (2.3.6) s' na dinusma

(2.3.6)

= [a1 a2 . . . an1 an b0 b1 . . . bm1 bm ]T

1

'Ena polunumo

mro .

X(s)

ja lgetai eustaj , an le oi rze th exswsh

X(s) = 0

qoun arnhtik pragmatik

KEF
ALAIO 2.

22

MONTELA SUSTHMATWN

kai la ta smata eisdou-exdou me ti paraggou tou s' na llo

h
iT
y (n1) y (n2) . . . y y u(m) u(m1) . . . u u

T
= Tn1 (s)y Tm (s)u

pou

i (s) = [si si1 . . . 1]T ,

mporome na ekfrsoume thn (2.3.6) sthn pio sumpag morf:

y (n) = T
H exswsh (2.3.7) enai grammik w pro to

(2.3.7)

, gegon pou apotele shmantik pleonkthma sta

problmata anagnrish , pw ja dome sta epmena keflaia.

Se poll efarmog , ta mna smata pou enai diajsima gia mtrhsh enai h esodo
h xodo

y (n)

y,

kai

me apagoreutik thn qrsh paraggish . Se ttoie periptsei , h qrsh tso tou

so kai tou

prpei na apofeuqje. 'Ena trpo gia na xepersoume to prblhma enai na

filtrroume kai ta do mrh th (2.3.7) me to

n-ost

txh eustaj fltro

z = T

1
(s)

brskonta :

(2.3.8)

pou:

1 (n)
sn
y =
y
(s)
(s)
#
"
Tn1 (s) Tm (s)
=
y
u
(s)
(s)
z =

(s) = sn + 1 sn1 + . . . + n1 s + n
To

(s) enai na eustaj polunumo tou s.

Enai profan ti tso to

qwr thn qrsh diaforistn, apl filtrronta thn esodo

z so kai to pargontai
si
y me ta fltra (s)
.

kai thn xodo

Parathreste ti:

(s) = sn + T n1 (s),

= [1 2 . . . n ]T

Sunep ,

z=

sn
(s) T n1 (s)
T n1 (s)
y=
y=y
y
(s)
(s)
(s)

y=z+

T n1 (s)
y
(s)

(2.3.9)

Ap thn (2.3.8)

z = T = 1 T 1 + 2 T 2
pou:

1 = [a1 a2 . . . an ]T ,

2 = [b0 b1 . . . bm ]T

(2.3.10)

2.3.

PARAMETROPO
IHSH

23

1 =

Tn1 (s)
y,
(s)

2 =

Tm (s)
u
(s)

An antikatastsoume ti (2.3.10) sti (2.3.9) brskoume:

y = 1 T 1 + 2 T 2 T 1
= T

pou

= [1 T T 2 T ]T .

To

ssthma

(2.3.6)

tan

(2.3.11)

montelopoietai

smfwna

parametropoihmno, diti en h (2.3.6) perigrfetai plrw ap

apaite

2n + m + 1,

dhlad

opisjodrmhsh

thn

(2.3.11)

enai

uper-

n + m + 1 paramtrou , h (2.3.11)

perisstere .

H morf (2.3.11) onomzetai kai

dinusma

me

grammik

opisjodrmhsh

(regression vector),

(linear regression), en
(regressor).

to

apl opisjodromht

Se poll efarmog anagnrish susthmtwn, to mno pou ma dnetai enai metrsei eisdou-

y(t), u(t) ekfrt, tte me y(tk), u(tk)

exdou pou elfjhsan kpoie qronik stigm sto pareljn. Epomnw an me

zoume thn tim th exdou kai th eisdou antstoiqa thn qronik stigm
ja ekfrzoume thn xodo kai thn esodo

monde qrnou sto pareljn.

H anlush pou pro-

hgjhke mpore na qrhsimopoihje kai ed prokeimnou na montelopoisoume to ssthm ma .

Jewrome loipn thn exswsh diaforn:

y(t) + a1 y(t 1) + a2 y(t 2) + . . . + ak y(t k) = b1 u(t 1) + . . . + bm u(t m)

Lnonta w pro

y(t)

(2.3.12)

brskoume:

y(t) = a1 y(t 1) a2 y(t 2) . . . ak y(t k) + b1 u(t 1) + . . . + bm u(t m)

(2.3.13)

Onomzoume:

= [a1 a2 . . . ak b1 . . . bm ]T

= [y(t 1) y(t 2) . . . y(t k) u(t 1) . . . u(t m)]T

Enai profan ti h (2.3.13) grfetai sthn morf th grammik opisjodrmhsh :

y(t) = T

(2.3.14)

Sthn (2.3.14), to dinusma opisjodrmhsh enai plrw gnwst, mia kai apartzetai ap ta
dedomna eisdou-exdou.

Pardeigma 2.3.1

Jewreste to GQA ssthma pou perigrfetai ap thn ttarth txh di-

aforik exswsh:

y (4) + a2 y (2) + a4 y = b0 u(2) + b2 u

pou

u h esodo kai y h xodo .

(2.3.15)

Jloume na parametropoisoume grammik thn (2.3.15).

Orzonta

= [a2 a4 b0 b2 ]T
= [y (2) y u(2) u]T

KEF
ALAIO 2.

24

MONTELA SUSTHMATWN

h (2.3.15) parnei thn morf:

y (4) = T
Me dedomno ti ta mna metrsima smata enai h esodo

(2.3.16)

kai h xodo

y,

h (2.3.16) den mpore

na ulopoihje. Gia na xepersoume to prblhma, filtrroume thn (2.3.16) m' na ttarth txh
eustaj fltro

1
(s)

pou:

(s) = (s2 + 3s + 1)(s2 + 3s + 2)

= s4 + 6s3 + 12s2 + 9s + 2
katalgonta sthn grammik parametropohsh:

y = T

(2.3.17)

pou

h
iT
1 T T 2 T

= [6 a2 12 9 a4 2 b0 0 b2 ]T
T

T3 (s) T2 (s)
y
u
=
(s)
(s)

T
[s3 s2 s 1] [s2 s 1]
=
y
u
(s)
(s)

T
s3
s2
s
1
s2
s
1
=
y
y
y
y
u
u
u
(s)
(s)
(s)
(s) (s) (s) (s)
Pardeigma 2.3.2

Jloume na parametropoisoume grammik to ssthma tou Paradegmato

2.2.1. H diaforik exswsh tou sustmato enai:

y + a1 y + a2 y = b0 u
Orzoume,

= [a1 a2 b0 ]T
= [y y u]
T
Sunep ,

y = T
An mno ta

u, y

enai diajsima pro mtrhsh, h parapnw morf den mpore na ulopoihje. To

prblhma xepernitai filtrronta m' na eustaj fltro deterh txh

(s) = s2 + 3s + 2

1
(s)

pou

2.4.

MONT
ELA MH-GRAMMIK
WN SUSTHM
ATWN

25

Tte

y = T
pou

h
iT
1 T T 2 T

= [a1 3 a2 2 b0 0]T

T
T1 (s) T1 (s)
=
y
u
(s)
(s)
T

[s 1]T [s 1]T
y
u
=
(s)
(s)

T
s
1
s
1
=
y
y
u
u
(s)
(s) (s) (s)
2.4

Montla Mh-Grammikn Susthmtwn

Ta mh-grammik sustmata perigrfontai kat kanna sto pedo tou qrnou.

H pio genik

dom en mh-grammiko sustmato enai:

x = f (x, u, , t)
(2.4.1)

y = h(x, u, , t)
pou:

x n enai to dinusma katstash ,

u m enai to dinusma twn eisdwn,
y p enai to dinusma twn exdwn,
l enai to dinusma twn paramtrwn tou montlou,
t + enai o qrno ,
f n , h p enai pragmatik dianusmatik sunartsei .

Parathreste ti sthn dom (2.4.1) to parametrik dinusma

emfanzetai mh-grammik w

pro ti mh-grammikthte tou sustmato . Mia ttoia parametropohsh ja kaletai mh-grammik.

To montlo (2.4.1) an kai arket genik sthn prxh spnia to sunantme lgw th duskola
ston qeirism tou. Gia pardeigma, mqri smera den uprqoun ergalea sqedash elegktn gia
sustmata th morf (2.4.1). Sunep , h efarmog montlwn tso polplokwn se problmata
automtou elgqou enai apagoreutik.
Mia llh arkontw genik morf mh-grammikn susthmtwn enai ta grammik w pro thn
esodo

(affine nonlinear systems).

H majhmatik tou perigraf enai:

x = f (x, t) + g(x, t)u

(2.4.2)

y = h(x, t)

KEF
ALAIO 2.

26

MONTELA SUSTHMATWN

Sthn perptwsh pou to mh-grammik ssthma enai qronik ametblhto h (2.4.2) gnetai:

x = f (x) + g(x)u
(2.4.3)

y = h(x)
H morf (2.4.3) pw kai kje mh-grammik ssthma mpore na parametropoihje me trei trpou :
1. Mh-grammik parametropohsh,
2. Grammik parametropohsh,
3. Meikt parametropohsh.
Mh-grammik parametropohsh apotele h (2.4.1). H mh-grammik parametropoihmnh kfrash th
(2.4.3) enai:

x = f (x, f ) + g(x, g )u
(2.4.4)

y = h(x)
'Otan oi parmetroi emfanzontai grammik w pro ti mh-grammikthte tou sustmato , qoume
thn grammik pametrikopohsh. H grammik parametropoihmnh morf tou (2.4.1) enai:

x = f f (x, u, t)
(2.4.5)

y = h h(x, u, t)
Antstoiqa gia thn morf (2.4.3)

x = f f (x) + g g(x)u
(2.4.6)

y = h(x)
Tlo , kat thn meikt parametropohsh, kpoie parmetroi emfanzontai grammik, en kpoie
lle mh-grammik w pro ti mh-grammikthte tou sustmato . Gia plhrthta anafroume thn
meikt parametropohsh gia ti do morf mh-grammikn susthmtwn (2.4.1) kai (2.4.3) antstoiqa:

x = f1 f (x, u, f2 , t)
(2.4.7)

y = h1 h(x, u, h2 , t)
kai

x = f1 f (x, f2 ) + g1 g(x, g2 )u
(2.4.8)

y = h(x)

2.5.

MH-GRAMMIK
A MONT
ELA T
UPOU MA
URO KOUT
I

2.5

27

Mh-Grammik Montla Tpou Maro Kout

Smfwna m' aut pou edame se prohgomene enthte , h montelopohsh grammikn susthmtwn w maro kout epafetai sthn eresh gia na akribologome sthn prosggish th
sunrthsh metafor tou sustmato .

'Oson afor thn dom tou montlou, to prblhma en-

topzetai apokleistik sthn epilog tou bajmo twn poluwnmwn arijmht kai paranomast. Me
to parapnw ennoome ti den uprqei llh upoyfia dom pra ap ti rht h opoa na perigrfei
thn sunrthsh metafor .
Dustuq , to prblhma den enai exsou apl sthn perptwsh th kat maro kout montelopohsh mh-grammikn susthmtwn.

O krio lgo enai ti tra den mporome na apok-

lesoume ek twn protrwn kami upoyfia dom, h opoa bbaia diajtei proseggistik ikanthte .
Se ti akolouje ja parousisoume ti basik arq pou dipoun thn montelopohsh mh-grammikn
susthmtwn kat maro kout,

kaj kai kpoie eurw qrhsimopoiomene oikogneie mh-

grammikn montlwn.
To prblhma th anagnrish mh-grammikn susthmtwn perigrfetai w ex :
ssthma (gia to opoo den qoume kama plhrofora) metrme ti eisdou tou
stigm kai katagrfoume ti antstoiqe exdou

y(t).

Gia kpoio

u(t) kpoie qronik

Dhmiourgome loipn ta diansmata:

ut = [u(1) u(2) . . . u(t)]

yt = [y(1) y(2) . . . y(t)]
Endiafermaste na brome thn sqsh metax pareljontikn parathrsewn
lontikn exdwn

y(t).

[ut1 , yt1 ]

kai mel-

M' lla lgia:

y(t) = f (yt1 , ut1 )

(2.5.1)

To erthma pou egeretai tra enai bbaia pw ja katafroume na prosdiorsoume thn

sthn

(2.5.1). Me ton na ton llo trpo ja prpei na thn anazhtsoume msa se kpoia oikogneia
sunartsewn.

'Ole mw qoun thn idithta na proseggzoun thn

prxh, h morf (2.5.1) den bohjei sthn anazths ma .

so kal jloume.

Sthn

Antjeta, suqn grfoume thn

ton sugkerasm do apeikonsewn. H prth, apeikonzei ti pareljontik parathrsei eisdouexdou tou sustmato s' na peperasmnh distash dinusma
to dinusma

(t)

(t),

en h deterh, apeikonzei

ston qro twn exdwn. Sunep :

f (yt1 , ut1 ) = f ((t), )

Oi parmetroi

(2.5.2)

kajorzoun w na bajm thn poithta th prosggish (2.5.2), en sthn genik

perptwsh, to dinusma

mpore kai aut na enai parametropoihmno:

(t) = (yt1 , ut1 , w)

pou se kpoie periptsei enai dunatn
ta grammik sustmata
opisjodromht

dinusma

w = .

opisjodrmhsh

To dinusma

(2.5.3)

onomzetai se antistoiqa me

(regression vector)

kai ta stoiqea tou

(regressors).

Ap ta parapnw enai profan ti h epilog th mh-grammik

do upo-problmata:

sthn (2.5.1) analetai se

KEF
ALAIO 2.

28

Epilog tou diansmato opisjodrmhsh

(t),

f (, )

Epilog th mh-grammik apeiknhsh

MONTELA SUSTHMATWN

ap ton qro twn opisjodromhtn ston

qro twn exdwn.

H epilog tou

(t)

exarttai ap thn efarmog.

Se kje perptwsh mw ta stoiqea tou den

enai tpota llo ap na arijm kajusterhmnwn eisdwn /kai exdwn.

Aut pou kurw

upkeintai se dierenhsh enai to pse kai poie kajusterhmne eisdou /kai exdou ja
prpei na lboume upyh ston sqediasm tou

(t).

M' lla lgia:

(t) = [y(t 1) y(t 2) . . . y(t n) u(t 1) u(t 2) . . . u(t m)]

kai to prblhma angetai ston prosdiorism twn

2.5.1

n, m.

Prosdiorism twn mh-grammikn apeikonsewn

A estisoume tra thn prosoq ma sto prblhma th epilog th mh-grammik apeiknish

f (, ).

Sto shmeo aut den ma apasqole to dinusma opisjodrmhsh to opoo jewrome ti

to qoume pro-epilxei.
Mia pol logik prosggish enai na jewrsoume thn parametropoihmnh oikogneia sunartsewn

f (, )

w anptugma sunartsewn:

f (, ) =

k gk ()

(2.5.4)

Sthn (2.5.4) oi sunartsei

twn sunartsewn

f (, ).

gk

anafrontai w sunartsei bsh , diti dhmiourgon ton qro

Ta perisstera ap ta pio gnwst mh-grammik montla kat maro

gk

kout qrhsimopoion sunartsei bsh

me

x .

Tupik, oi

gk

oi opoe pargontai ap mia mhtrik sunrthsh

apotelon klimakopoihmne kai olisjhmne ekdsei th

apl perptwsh pou h distash tou

(x)
Sthn

enai 1, mporome na gryoume:

gk () = gk (, k , k ) = (k ( k ))
pou sthn (2.5.5) h

(x).

onomzetai parmetro olsjhsh kai h

(2.5.5)

parmetro klimakopohsh .

Sthn sunqeia akoloujon paradegmata mhtrikn sunartsewn.

Pardeigma 2.5.1

An orsoume

(x) = cos(x)

f (, ) =

X
k

k cos[k ( k )]

pou den enai tpota llo ap to anptugma th

thn suqnthta kai thn fsh antstoiqa.

tte oi exissei (2.5.4) kai (2.5.5) ma dnoun:

se seir

Fourier

me

k , k

na paristnoun

2.5.

MH-GRAMMIK
A MONT
ELA T
UPOU MA
URO KOUT
I

Pardeigma 2.5.2

An orsoume

(x) =
kai proume

29

k = k, k =

1
,

k = f (k),

f (, ) =

1, 0 x 1
allo
0,

(2.5.6)

oi (2.5.4) kai (2.5.5) dnoun:

f (k)

1
( k)

H (2.5.7) ma dnei thn tmhmatik stajer prosggish th

(2.5.7)

se diastmata erou

apotlesma mpore na exaqje qrhsimopointa thn omal kdosh th (2.5.6) pou enai h
x2
1
(x) = e 2
2

Pardeigma 2.5.3

Parmoio

Gaussian:
(2.5.8)

An orsoume w mhtrik thn monadiaa bhmatik sunrthsh:

(x) =

1, x 0
0, x < 0

(2.5.9)

mporome na odhghjome sto dio apotlesma me to Pardeigma 2.5.2, mia kai w gnwstn na
palm mpore na parastaje w h diafor do bhmatikn sunartsewn. Parmoia apotelsmata
mporon na exaqjon an ant th (2.5.9) qrhsimopoihje h omal th kdosh pou onomzetai
sigmoeid

sunrthsh kai dnetai ap:

(x) =

1
1 + ex

(2.5.10)

Oi sunartsei bsh kathgoriopoiontai anloga me thn sumperifor tou se :

1. Topik sunartsei bsh , pou metabllontai shmantik mno topik sto pedo orismo
tou ,
2. Genik sunartsei bsh , pou parathretai shmantik metabol s' lo ton pragmatik
xona.
Paradegmata topikn sunartsewn bsh apotelon oi (2.5.8) kai (2.5.10). Antjeta, to anptugma se seir

Fourier pou edame sto Pardeigma 2.5.1 enai qarakthristik perptwsh genik

sunrthsh bsh .

2.5.2

Kataskeu Sunartsewn Bsh Polln Metablhtn

Sthn prohgomenh enthta meletsame kpoie morf sunartsewn bsh mia metablht .
S' ti akolouje ja asqolhjome me thn epktash se sunartsei bsh polln metablhtn. H
perptwsh emfanzetai tan to dinusma opisjodrmhsh qei distash
do mejdou :

d > 1.

Ja anafroume

KEF
ALAIO 2.

30

1.

Mjodo tou Ginomnou.

sqhmatzonta to ginmeno

MONTELA SUSTHMATWN

Smfwna me thn mjodo aut, h sunrthsh bsh dhmiourgetai

to pljo mhtrikn sunartsewn en orsmato . 'Orisma se

kje mhtrik sunrthsh apotele kajna ap ta

d stoiqea tou diansmato opisjodrmhsh .

Sunep :

d
Y

ki (i ki )

gk () = gk (, k , k ) =

(2.5.11)

i=1

Sthn (2.5.11),

enai to

i-stoiqeo

parmetroi olsjhsh kai klimkwsh antstoiqa pou anafrontai sto

2.

Aktinik Mjodo .

tou diansmato opisjodrmhsh

kai

ki , ki

H ida ed enai na epitryoume h tim th sunrthsh na exarttai

ap thn apstash tou diansmato

ap dosmno kentrik shmeo. Epomnw :

gk () = gk (, k , k ) = (k k kBk )
pou

k.kBk

oi

i .

(2.5.12)

dhlnei mia nrma ston qro tou diansmato opisjodrmhsh

Tupik epilog

nrma enai h tetragwnik

kk2Bk = T Bk
me

Bk

na sumbolzei ton jetik orismno pnaka twn suntelestn klimkwsh .

aplosterh morf o

2.5.3

(2.5.13)

Bk

Sthn

enai na diagnio pnaka .

Proseggistikthta

Kentrik jma sthn filologa per anaptgmato mia sunrthsh me thn bojeia sunartsewn bsh , apotele to kat pso na ttoio anptugma enai se jsh na proseggsei osodpote
kal jloume thn

pou emfanzetai sthn (2.5.1). To prblhma qei en mrh luje sthn diejn bib-

liografa. Epigrammatik anafroume to paraktw apotlesma pou perigrfei ti proseggistik

idithte twn sunartsewn bsh :

Prtash 2.5.1

Gia le ti epilog mhtrikn sunartsewn

f (, ) =

n
X
k=1

k (k ( k ))

mpore na proseggsei opoiadpote omal sunrthsh

meglo

(x) pou anaframe, to anptugma

f,

(2.5.14)

osodpote kal jloume, gia arkontw

n.

To parapnw apotlesma qei xekjara uparxiak qaraktra. Ma dnei dhlad thn plhrofora ti uprqei kpoio anptugma pou petuqanei thn prosggish pou zhtme.

Den ma dnei

mw kama apoltw plhrofora gia to poia diadikasa prpei na akoloujsoume prokeimnou na

sqediaste na anptugma sunartsewn bsh , pou na petuqanei kpoia sugkekrimnh apdosh
prosggish .

Gia pardeigma den uprqei algrijmo upologismo tou

dnei sugkekrimnh lsh sto prblhma th sqedash .

sthn (2.5.14) pou na

2.5.

MH-GRAMMIK
A MONT
ELA T
UPOU MA
URO KOUT
I

31

'Ena llo shmeo pou axzei ton kpo na jxoume, sqetzetai me to mgejo tou anaptgmato sunartsei th apdosh th prosggish . 'Eqei apodeiqje ti sthn perptwsh aktinikn
sunartsewn bsh , o arijm twn rwn tou anaptgmato pou apaitontai prokeimnou na epi-

, gia mia sunrthsh toulqiston p for paragwgshmh, me dinusma

d, enai anlogo tou:

teuqje bajm prosggish

opisjodrmhsh distash

1
d

(2.5.15)

Enai profan ap thn (2.5.15) ti to mgejo tou anaptgmato

distash tou diansmato opisjodrmhsh

d,

To parapnw fainmeno pou onomzetai diejn w

mensionality),
peirwn rwn.

auxnei shmantik me thn

kaj kai me ton bajm apdosh th prosggish

katra

th

distash

(curse of di-

ma lei apl ti gia na petqoume tleia prosggish, qreiazmaste anptugma

32

KEF
ALAIO 2.

MONTELA SUSTHMATWN

Keflaio 3

MEJODOI EKTIMHSHS
PARAMETRWN
Sto prohgomeno keflaio parousisame difore morf montlwn, tso grammikn so
kai mh-grammikn kai fnhke xekjara o shmantik rlo th parametropohsh sthn poithta
tou montlou, thn akrbeia dhlad me thn opoa perigrfei thn sumperifor tou pragmatiko
sustmato , pw aut apotupnetai se pareljontik metrsei eisdou-exdou.

Pw mw

ja prosdiorsoume thn tim twn paramtrwn ste na beltistopoihje h apdosh en montlou

Apnthsh sto krsimo aut erthma ja prospajsoume na dsoume sto keflaio aut.

3.1

Elaqistopohsh Sfalmtwn Prbleyh

Jewreste

ti

qoume

sthn

dijes

ma

na

parametropoihmno

montlo

pw

aut

pou

parousisthkan sto Keflaio 2, apotelomeno ap gnwst dinusma opisjodrmhsh , kaj

kai sunartsei bsh .

H pametrikopohsh ma enai men gnwst (xroume an qoume grammik,

mh-grammik meikt), den gnwrzoume mw ti tim twn paramtrwn.

qoume sullxei na snolo
metrsei twn eisdwn

(batch)

Upojste epsh ti -

dedomnwn tou sustmato , pou den enai tpota llo ap

kai twn antstoiqwn exdwn

gia difore qronik stigm :

ZN = [u(1) y(1) u(2) y(2) . . . u(N ) y(N )]

'Estw

y(t)

h xodo tou pragmatiko sustmato thn qronik stigm

montlou ma gia kpoio dinusma parametropohsh

(3.1.1)

kai

y(t, )

thn dia qronik stigm.

h xodo tou
Prokeimnou

na apofanjome gia thn apdosh tou montlou ma , qreiazmaste na mtro poithta th montelopohsh . Orzoume loipn to sflma prbleyh thn qronik stigm

e(t, ) = y(t) y(t, )

Gia gnwst

ZN ,

to sflma prbleyh mpore na metrhje

tou montlou.

33

w :
(3.1.2)

t = 1, 2, . . . , N . Parathreste ti h
ZN , diaforopoietai anloga me thn

tim twn sfalmtwn prbleyh gia to dio snolo dedomnwn

tim twn paramtrwn

KEF
ALAIO 3.

34

MEJODOI EKTIMHSHS PARAMETRWN

Epeid ta sflmata prbleyh mporon na proun tso jetik so kai arnhtik tim kai
prokeimnou na qoume na axipisto mtro gia thn poithta tou montlou, epilgoume mia katllhla orismnh nrma tou

pw paraktw:

VN (, ZN ) =

N
1 X
l(e(t, ))
N

(3.1.3)

t=1

pou h nrma

l(.)

enai mia bajmwt kai jetik sunrthsh tou

diorsoume ekeno to dinusma

e.

Stqo ma enai na pros-

pou elaqistopoie thn (3.1.3) gia kpoio

ZN .

M' lla lgia:

0 = 0 (ZN ) = arg min VN (, ZN )

(3.1.4)

Sthn (3.1.4) o telest

arg min qei proljei ap ton Agglik ro the minimizing argument

kai ermhneetai w h tim tou orsmato pou elaqistopoie thn sunrthsh. To risma gia to opoo
gnetai lgo , anagrfetai ktw ap ton telest

arg min, sthn perptwsh bbaia pou h sunrthsh

anagrfetai me perisstera tou en orsmata. An to elqisto pou anazhtome den enai monadik,
o telest

arg min

ja ma dsei to snolo lwn twn timn tou orsmato pou elaqistopoion

thn sunrthsh.

3.2

Mjodo twn Elaqstwn Tetragnwn

H mjodo twn elaqstwn tetragnwn

Gauss

th rze th ston

(least squares method),

enai arket pali kai qei

o opoo kai thn qrhsimopohse ton 18o aina gia na prosdiorsei ti

troqi twn planhtn.

Efarmzetai se grammik parametropoihmna montla:

y = T
pou

h xodo ,

to dinusma opisjodrmhsh kai

(3.2.1)

to dinusma twn gnwstwn paramtrwn. H

sunrthsh pou prospajome na elaqistopoisoume enai th morf (3.1.3) me

V (, ZN ) =

N
1 X1 2
e (t, )
N
2

l(e) = 12 e2 :
(3.2.2)

t=1

Prin parousisoume thn mjodo a skiagrafsoume me thn bojeia mia apl perptwsh , ti
dunattht th .
Jewreste to bajmwt ssthma:

y = u +
pou

u, y + .

telopohsh .

Me

(3.2.3)

sumbolzoume exwterik diataraq , ton jrubo /kai sflmata mon-

Gia thn esodo jewrome epiplon ti

u L

sthn oikogneia dhlad twn omoi-

morfa fragmnwn shmtwn eisdou. To prblhma pou kalomaste na lsoume qei w exh : Me

3.2.

M
EJODOS TWN ELAQ
ISTWN TETRAG
WNWN

dedomne ti metrsei eisdou-exdou gia

Me dedomno ti

u + ,
(t) =

35

t = 1, 2, . . . , N

brete mia kal ektmhsh

tou

mia lsh sto prblhm ma ja tan:

y(t)
u(t) + (t)
(t)
=
= +
,
u(t)
u(t)
u(t)

t = 1, 2, . . . , N

, h ektmhs ma (t) mpore na apqei pol ap to .

enai na brome to (t) pou elaqistopoie to sunolik sflma prbleyh
lla lgia na brome to 0 pou
N
1 X e2
0 = arg min
N
2
Exaita mw tou

Pio logik prosggish

gia

t = 1, 2, . . . , N .

t=1

Jewrome ti to montlo ma enai sthn morf:

y(t) = u(t)
Ap ton orism tou sflmato prbleyh prokptei:

0 = arg min

N
1 X (y(t) u(t))2
N
2
t=1

Epeid h sunrthsh

VN () =

N
1 X (y(t) u(t))2
N
2
t=1

enai kurt w pro

t,

qei na kai mno elqisto to

to opoo kai ikanopoie thn sqsh:

VN ()
|=0 = 0

N
1 X
[(y(t) 0 u(t))(u(t))] = 0
N
t=1

N
N
1 X
1 X
2
0 u (t)
y(t)u(t) = 0
N
N
t=1

Ap' pou epeid

u +

t=1

prokptei:

0 =

PN

t=1
P
N

y(t)u(t)

t=1 u

2 (t)

M'

KEF
ALAIO 3.

36

MEJODOI EKTIMHSHS PARAMETRWN

Aut enai h prbleyh th mejdou twn elaqstwn tetragnwn. Jewreste tra thn perptwsh

u(t) = 1, t = 1, 2, . . . , N

kai o jrubo

(t)

0 =
=

na qei msh tim mhdn. Tte:

N
1 X
y(t)
N

1
N

t=1
N
X

( + (t))

t=1

= +

N
1 X
(t)
N
t=1

To jroisma

1
N

Sunep ,

PN

t=1 (t)

enai h msh tim tou jorbou, thn opoa upojsame sh me mhdn.

0 =

Sthn eidik aut perptwsh,

h ektimmenh parmetro

ja tautiste me thn pragmatik

anexrthta ap thn parousa jorbou sti metrsei ma .

A epistryoume tra sthn genikterh perptwsh tou grammik parametropoihmnou montlou
th (2.3.1), pou

na dinusma distash

d.

To sflma prbleyh gnetai:

e = y(t) T (t)
Sunep , to kritrio elaqistopohsh parnei thn morf:

VN () =
=
H

VN ()

N
1 X [y(t) T (t)]2
N
2

1
N

t=1
N
X

y 2 (t) +

t=1

N
N
1 X T
1 X T (t)(t)T

(t)y(t)
N
2
N
t=1

t=1

elaqistopoietai tan:

VN ()
|=0 = 0

N
N
1 X
1 X
T
(t) (t) 0 =
(t)y(t)
N
N
t=1

An o pnaka

1
N

laqistopoie thn

PN

T
t=1 (t) (t)

VN ().

qei

(3.2.4)

t=1

antstrofo,

(3.2.4)

ma

dnei to dinusma

pou e-

Pio sugkekrimna:

0 =

!1
!
N
N
1 X
1 X
T
(t) (t)
(t)y(t)
N
N
t=1

t=1

(3.2.5)

3.2.

M
EJODOS TWN ELAQ
ISTWN TETRAG
WNWN

37

Sthn prxh epijumome thn apofug th antistrof pinkwn gia lgou upologistik poluplokthta , all kai giat na pnaka mpore na mhn enai antistryimo , all paratata to

ssthma (3.2.4) na qei lsh.

H eresh tou

onomzetai

Parathrnta thn (3.2.4) sumperanoume ti gia na qei lsh

kanonik

exswsh

h kanonik exswsh ja prpei

d N.

baszetai loipn sthn eplush th (3.2.4) pou

To pljo dhlad twn metrsewn ja prpei na enai

toulqiston so me to pljo twn paramtrwn.

Gewmetrik ermhnea th mejdou twn elaqstwn tetragnwn

Jewreste na

d-distato

dinusma opisjodromhtn

= [1 2 . . . d ]
kaj kai N to pljo metrsei tou sustmat ma . O pargonta

y =

d
X

iT i (t) = 1 [1 ] + 2 [2 ] + . . . + d [d ],

y grfetai:

t = 1, 2, . . . , N

(3.2.6)

i=1

pou ta

[i ],

i = 1, 2, . . . , d

enai N-distata diansmata stle .

enai o grammik sunduasm twn dianusmtwn bsh

Gia na proseggzei to

to pragmatik dinusma

Gia

{1 2 . . . d }.

na gnei kaltera katanoht h

perptwsh pou

d=2

ston N-distato qro.

kat thn nnoia th mejdou twn elaqstwn

y na apotele thn orjognia probol tou y ston qro pou dhmiourgetai

tetragnwn, ja prpei to
ap ta

M' lla lgia to dinusma

{1 2 . . . d }

kai

N = 3.

y =

3
X

parapnw gewmetrik ermhnea,

jewreste thn eidik

Tte h (3.2.6) grfetai:

iT i (t) = 1 [1 ] + 2 [2 ],

t = 1, 2, 3

i=1

pw fanetai kai sto Sq. 3.1, to

ja ankei pnta pnw sto eppedo pou orzoun ta

{1 2 }.
e na enai

y = e y elqisto mko , ja prpei to

{1 2 }, ra kai sto y. Epomnw , to y enai h orjognia probol tou
{1 2 }. To parapnw sumprasma apotele thn arq th orjogwnithta .

Sunep , gia na qei to dinusma prbleyh

kjeto sto eppedo twn

sto eppedo twn

Qrhsimopointa thn arq th orjogwnithta grfoume:

T1 (y y) = 0 T1 y T (t) = 0

T2 (y y) = 0 T2 y T (t) = 0

(3.2.7)
(3.2.8)

Oi (3.2.7) kai (3.2.8) sunoyzontai sthn

3
X
t=1

(t) (t) =

3
X

(t)y(t)

t=1

Parathreste ti h (3.2.9) enai h kanonik exswsh (3.2.4) gia

N = 3.

(3.2.9)

KEF
ALAIO 3.

38

MEJODOI EKTIMHSHS PARAMETRWN

O e

Sqma 3.1: Gewmetrik ermhnea th mejdou twn elaqstwn tetragnwn.

Mjodo twn elaqstwn tetragnwn

&

mh-grammik parametropoihmna montla

H mjodo twn elaqstwn tetragnwn efarmzetai se

tla

gia

ton prosdiorism twn

parametropohsh enai anfikth.

efarmoste.

gnwstwn

paramtrwn.

grammik

Se

poll

parametropoihmna monperiptsei ,

grammik

Paratata, h mjodo twn elaqstwn tetragnwn mpore na

Kleid sthn epituqa tou anwtrw egqeirmato , apotele h parxh katllhlou

metasqhmatismo sti metablht eisdou-exdou tou montlou, pou na to kajist grammik

parametropoihmno.

Ta mh-grammik w pro ti paramtrou montla pou mporon na gram-

mikopoihjon

metasqhmatismo,

msw

ja

onomzontai

emmsw

grammik

Qarakthristik

pardeigma apotele h efarmog th mejdou twn elaqstwn tetragnwn sto montlo:

y = 1 e2 x ,
me

na ekfrzei thn esodo kai

parmetro

2 .

1 , 2 > 0

(3.2.10)

thn xodo. To (3.2.10) enai mh-grammik w pro thn

Enai mw kai emmsw grammik. Prgmati, logarijmzonta kai ta do mrh th

(3.2.10) prokptei:

ln y = ln 1 2 x

(3.2.11)

Onomzonta

z = ln y
h (3.2.11) gnetai:

z=

ln 1 2
z = T u

1
x

(3.2.12)

(3.2.13)

3.2.

M
EJODOS TWN ELAQ
ISTWN TETRAG
WNWN

39

pou

= [ln 1 2 ]T

u = [1 x]T

'Omw , h (3.2.13) ekfrzei na grammik parametropoihmno montlo me

dinusma kai

to no parametrik

to no dinusma eisdou.

x). Epiplon,
[1 2 ].

Parathreste ti to no dinusma eisdou prokptei mesa ap to arqik (

gnwrzonta to

theta

Pardeigma 3.2.1

odhgomaste msw 1 pro 1 apeiknish sto pragmatik

Efarmste th mjodo twn elaqstwn tetragnwn sto montlo:

y=
pou to

ekfrzei thn xodo, ta

x1 , x2

(3.2.14)

1 + 1 x12 e3 x2

ti eisdou kai ta

1 , 2 , 3

ti gnwste (mh-grammik

emfanizmene ) paramtrou .

Lsh
Antistrfonta thn (3.2.14) brskoume:

ap' pou

1
= 1 + 1 x12 e3 x2
y

(3.2.15)

1
1 = 1 x12 e3 x2
y

(3.2.16)

Logarijmzonta thn (3.2.16) prokptei:

ln

1
1
y

= ln 1 + 2 ln x1 + 3 x2

(3.2.17)

Onomzonta

z = ln

1
1
y

= [ln 1 2 3 ]T
u = [1 ln x1 x2 ]T
h (3.2.17) grfetai:

z = T u

(3.2.18)

To montlo (3.2.18) enai grammik parametropoihmno kai h efarmog th mejdou twn elaqstwn
tetragnwn profan .
Parathreste ti ta

z, u dhmiourgontai mesa metrnta ta y kai x1 , x2 antstoiqa. Epiplon,

qoume kat' ousa prosdiorsei kai to [1 2 3 ], pou enai

qonta prosdiorsei to dinusma

kai to zhtomeno.

KEF
ALAIO 3.

40

MEJODOI EKTIMHSHS PARAMETRWN

Dustuq , la ta mh-grammik parametropoihmna montla den enai kai emmsw grammik.

pardeigma anafroume to montlo:

y = 1 + 2 x3 + 4 x5
Ttoie periptsei antimetwpzontai knonta qrsh mh-grammikn teqnikn beltistopohsh ,
kpoie ap ti opoe anafrontai perilhptik sthn Enthta 3.3. Gia perisstere plhrofore
anatrxte sti shmeisei tou majmato Teqnik Beltistopohsh .

3.3

Mh-Grammik Mjodoi Beltistopohsh

Sthn prohgomenh enthta meletsame thn mjodo twn elaqstwn tetragnwn, h opoa efarmzetai me epituqa sthn perptwsh grammik parametropoihmnwn montlwn, me sunrthsh

VN (, ZN )

beltistopohsh
th

VN (, ZN )

tetragwnik morf .

Sthn genik perptwsh,

den mpore na upologiste analutik.

qrsh algorjmwn arijmhtik anazthsh .

kpoie teqnik .

h elaqistopohsh

Pol suqn loipn katafegoume sthn

Sthn parosa enthta ja anafroume en suntoma

Perisstere plhrofore gia to jma o anagnsth pou endiafretai mpore

na anazhtsei sta plasia twn dialxewn tou majmato Teqnik Beltistopohsh , to opoo
asqoletai apokleistik me to prblhma aut.

VN :

H anlush pou akolouje baszetai qwr idiaterh blbh th genikthta se sunartsei

VN (, ZN ) =

N
1 X
|y(t) f ((t), )|2
N

(3.3.1)

t=1

h opoa enai tetragwnik morf .

Oi pio apodotik routne anazthsh qrhsimopoion ton

anadromik kanna:

(i + 1) = (i) i Ri1 gi
Sthn (3.3.2) to

apotele to ektimmeno parametrik dinusma met thn

to bma metabol kat thn

VN ((i), ZN )

kai

(3.3.2)

Ri

epanlhyh,

gi

epanlhyh,

enai mia ektmhsh th klsh

enai

(gradient)

th

enai na pnaka katllhlh distash pou tropopoie thn katejunsh

anazthsh .

Kateujnsei anazthsh
Kentrik ida th topik anazthsh apotele h klsh

VN (, ZN )

(gradient).

N
1 X
[y(t) f ((t), )]h((t), )
=
N
t=1

pou

h((t), ) =

f ((t), )

'Eqoume loipn:

(3.3.3)

3.3.

me

MH-GRAMMIK
ES M
EJODOI BELTISTOPO
IHSHS

na enai na

d-distato

dinusma, pou

h distash tou

41

kai

y(t)

bajmwt mgejo .

Se periptsei mh-kal orismnwn problhmtwn beltistopohsh , qei apodeiqje ti h katejunsh th klsh den enai apodotik tan kinomaste se mia geitoni tou elaqstou. S' aut ti
periptsei h qrsh th katejunsh tou

Newton:

R1 ()VN (, ZN )

(3.3.4)

pou

R() = VN (, ZN ) =

N
N
1 X
2
1 X
h((t), )hT ((t), ) +
[y(t) f ((t), )] 2 f ((t), )
N
N

t=1

dnei ta bltista apotelsmata.

deterh paraggou tou

f.

angkh jetik hmiorismno .

(3.3.5)

t=1

H pragmatik katejunsh

Newton

Epsh , makri ap to elqisto o

apaite ton upologism th

R()

den prpei na enai kat'

Mporome loipn na qrhsimopoisoume enallaktik kateujnsei

anazthsh , meiwmnh upologistik poluplokthta se sqsh me thn (3.3.5). Se ti akolouje,

anafroume epigrammatik kpoie ap' aut .

1.

Katejunsh th klsh .

Ed apl orzoume

Ri = I
pou
2.

(3.3.6)

o monadiao pnaka .

Katejunsh Gauss-Newton.

Ed parnoume:

N
1 X
h((t), (i))hT ((t), (i))
Ri = H i =
N

(3.3.7)

t=1

3.

Katejunsh Levenberg - Marquardt.

Tra

Ri = Hi + I
me to

Hi

na orzetai sthn (3.3.7).

bmato metabol .

Meglo

O suntelest

mpore na qrhsimopoihje ant tou

antistoiqe se mikr bma metabol kat thn katejunsh

tou diansmato klsh , en na mikr

kat thn katejunsh

(3.3.8)

(sqedn mhdenik), antistoiqe se bma metabol

Gauss-Newton.

Ap ti mejdou pou anaframe, ekenh h opoa sunjw protimte enai h katejunsh

Newton.
An h

ill conditioned problmata beltistopohsh ,

Levenberg - Marquardt jewretai h pio endedeigmnh.

Gia qi kal orismna |

th kat

h tropopohs

VN (, ZN ) enai tetragwnik morf , tte to idanik bma metabol enai = 1. Ekeno

(mikrtere
monda) kai na epilgetai ekenh pou antistoiqe sthn mikrterh tim tou VN (, ZN ). H

pou sunjw gnetai enai na elgqetai h mjodo anazthsh gia difore tim tou
ap thn

Gauss-

diadikasa aut anafretai w

(damped)

aposbenmenh

mjodo

Gauss-Newton.

KEF
ALAIO 3.

42

MEJODOI EKTIMHSHS PARAMETRWN

Topik elqista
Kurarqo prblhma sto jma th elaqistopohsh mh-grammikn sunartsewn

VN (, ZN ),

apotele h pijan parxh polln topikn elaqstwn, s' na ap ta opoa mpore na egklwbiston
oi topiko algrijmoi anazthsh pou anaframe.
anwtrw prblhma.

(0).

Enai logik na upojsei kane , pw an ekkinsoume ton algrijmo anazthsh ap mia

geitoni tou oliko akrtatou

Dustuq , den uprqei profan lsh sto

'Ena trpo eplush ja apotelose h swst epilog twn arqikn timn

i k , pou k

sthn opoa to

enai to monadik topik akrtato, tte

(i) =

peperasmno akraio . Mia ttoia lsh bbaia sthn perptwsh montlwn kat

maro kout enai praktik anefrmosth, mia kai den uprqei axipisth mjodo prosdiorismo
geitoni tou

pw aut orsthke parapnw, qwr thn qrsh ek twn protrwn gnsh gia to

ssthm ma . To kaltero pou mporome na knoume se ttoie periptsei enai na epilxoume thn
arqik tim

(0)

tou parametriko diansmato

tuqaa, all kat trpon ste oi sunartsei

bsh na kalptoun plrw ton qro anazthsh pou ma endiafrei.

100%

Pli mw den emaste

sgouroi ti o algrijm ma den ja kollsei se kpoio topik elqisto diforo tou

oliko

'Allh

mjodo

algorjmwn

eplush

beltistopohsh .

tou

kentriko

Endeiktik

auto

problmato ,

anafroume

ton

enai

algrijmo

qrsh

tuqaa

mh-topikn
anazthsh

(random search), th prosomoiwmnh anptush (simulated annealing) kai tou genetiko

algorjmou (genetic algorithms).