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Nonlinear models - Outline
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General aspects Black-box models Grey-box models Special issues for non-linear models

Identification of Linear and Nonlinear Dynamical Systems Theme 3: Nonlinear Models

s s s

Lennart Ljung Division of Automatic Control Linköping University Sweden

System Identification: Nonlinear Models Lennart Ljung

Berkeley, 2005

AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET

System Identification: Nonlinear Models Lennart Ljung

Berkeley, 2005

AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET

General Aspects
Let Z t denote all available (input-output) data up to time t. A mathematical model for the system is a function from these data to the space where the output at time t, y(t) lives, in general y (t|t − 1) = g(Z ˆ
t−1

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Nonlinear models - Outline
s s

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General aspects Black-box models • Choice of regressors and nonlinear function • Functions for a scalar regressor • Expansion into multiple regressors • Examples of “named” structures Grey-box Models Special issues for non-linear models

, t)

The function can be thought of as a predictor of the next output. A parametric model structure is a parameterized family of such models:
s

g(Z t−1 , θ) All aspects on curve fitting applies pretty much also to this case. The difficulty is the enormous richness in possibilities of parameterizations. There are two main cases s Black-box models: General models of great flexibility
s

s

Grey-box models: Models that incorporate some knowledge of the character of the actual system.
Berkeley, 2005
AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET

System Identification: Nonlinear Models Lennart Ljung

System Identification: Nonlinear Models Lennart Ljung

Berkeley, 2005

AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET

Black-box Models: General Comments
The general mapping g(Z t−1 , θ) is normally too flexible. Let us split it into one mapping from Z t−1 to a regression vector ϕ(t) of fixed dimension d and a mapping g from Rd to R (assuming the output to be scalar): g(Z t−1 , θ) = g(ϕ(t), θ) ϕ(t) = ϕ(Z t−1 ) Leaves two problems 1. Choose the mapping g(ϕ, θ) 2. Choose the regression vector ϕ(t) ( or ϕ(t, θ) = ϕ(Z t−1 , θ))

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NL Black Box: Choice of g

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First, consider ϕ to be scalar. Basic form
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g(ϕ, θ) =
k=1

αk κ(βk (ϕ − γk ))

s s

κ(x) = cos(x): Fourier transform κ(x) = U (x): Unit pulse, gives piecewise constant functions g. κ(x) = H(x): Step at x = 0, gives also piecewise constant functions • Soft version: κ(x) =
1 1+e−x

• Soft version: κ(x) = e−x

2

/2

s

s

α coordinates, β scale or dilation, γ location

System Identification: Nonlinear Models Lennart Ljung

Berkeley, 2005

AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET

System Identification: Nonlinear Models Lennart Ljung

Berkeley, 2005

AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET

Several Regressors

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Examples of Named Structures

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Consider now ϕ to be a d-dimensional vector, but let still κ(x) be a function of one variable. How to interpret κ(β(ϕ − γ))?
Radial

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β(ϕ − γ) = ϕ − γ||β = (ϕ − γ) β(ϕ − γ) γ a d-dimensional vector, β a d|d-matrix (positive definite) or scaled version of the identity matrix with β a scalar. Describes an ellipsoid in Rd .

T

ANN: artificial Neural Networks • One hidden layer sigmoidal: κ(x) = • Radial Basis Networks: κ(x) = e−x

1 1+e−x , /2

ridge extension

2

, radial extension

s

Wavelets: κ is the “mother wavelet” and βj = 2j , γk = 2−j k (double indexing) as fixed choices (Neuro)-Fuzzy models: κ are the membership functions, tensor expansion

Ridge

β(ϕ − γ) = β T ϕ − γ β a d-dimensional vector, γ a scalar. Describes a hyperplane in Rd

s

Tensor

κ is a product of factors corresponding to the components of the d vector: κ(β(ϕ − γ)) = k=1 κ(βk (ϕk − γk )) γ and β are d-dimensional vectors and subscript denotes component.

System Identification: Nonlinear Models Lennart Ljung

Berkeley, 2005

AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET

System Identification: Nonlinear Models Lennart Ljung

Berkeley, 2005

AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET

31 % 4 3 2 1 0 −1 −2 −3 −4 −5 0 16 200 400 600 800 1000 Berkeley. previous outputs from the model have to be fed back into the model computations on-line: 1 1 The model structures are really basis function expansions.5 -1 0 −3 100 200 300 400 500 600 −4 0 200 400 600 800 1000 1200 System Identification: Nonlinear Models Lennart Ljung Berkeley. . NARMAX and NBJ. Inputs u(t − k) T Simulated model outputs ys (t − k. . . since the basis functions are variants of the same function κ. a graphical description looks like a network. . when only the input sequence u is used. by replacing the measured output by the simulated output from the previous step: ys (t. 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET System Identification: Nonlinear Models Lennart Ljung Berkeley.19 % 5 4 3 2 1 0 −1 −2 −3 −4 0 15 Wavenet Model (Radial BF ANN Model) Wavenet model: Fit 57. 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET Sigmoidal ANN model Sigmoidal NN: Fit 54. Σ g Σ κ Σ κ Σ System Identification: Nonlinear Models Lennart Ljung Berkeley. .71 % 4 3 14 These are data from a forest harvest machine: OUTPUT #1 4 2 0 -2 -4 0 2 1 100 200 300 INPUT #1 400 500 600 0 −1 −2 1. A tougher test is to check how the model would behave in simulation. u(t − 1)]T The (one-step ahead) predicted output at time for a given model θ is then yp (t|θ) = g([y(t − 1). 2005 1200 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET System Identification: Nonlinear Models Lennart Ljung System Identification: Nonlinear Models Lennart Ljung . Σ Σ . .e. 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET Recurrent Networks 11 Network Aspects – Several Layers 12 For NOE. u(t − 1)] .5 1 0. θ) ˆ Predicted model outputs yp (t − k|θ) ˆ NFIR-models use past inputs NARX-models use past inputs and outputs NOE-models use past inputs and past simulated outputs NARMAX-models use inputs. 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET System Identification: Nonlinear Models Lennart Ljung Berkeley. θ). The simulated output is obtained as above. 2005 1200 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET 200 400 600 800 1000 Berkeley. . However. u(t − 1)]T . { Σ . 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET 9 Choice of Regressors 10 Four players: s s s Outputs y(t − k). θ) ˆ It uses the previous measurement y(t − 1). .5 0 -0.Simulation and Prediction Suppose ϕ(t) = [y(t − 1). i. κ κ Σ Σ . 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET Example: Hydraulic Crane Data 13 Linear Model Black: Measured Output Blue: Model Simulated Output Linear model: Fit 41. One can also let the regressors be outputs from a previous layer of the network: Input layer Hidden layers Output layer Σ κ q-1 q-1 ϕ } } } 1 } ϕ Σ κ Σ g θ 1 θ 1 θ These are called recurrent networks and require considerable more computational work to fit to data. outputs predicted outputs NBJ-models use all four regressor types Regressors for dynamical systems are typically chosen among those: s s s s s System Identification: Nonlinear Models Lennart Ljung Berkeley. . θ) = g([ˆs (t − 1. . κ κ . . θ) ˆ y Notice a possible stability problem! System Identification: Nonlinear Models Lennart Ljung Berkeley.

Another example:.. . 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET System Identification: Nonlinear Models Lennart Ljung . . % Attack .. u(t). 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET Example: Missile 19 The Equations 20 function [dx.. y 0 1 2 3 4 5 6 7 8 9 10 y2 0 −1 5 0 1 2 3 4 5 6 7 8 9 10 y3 0 −5 0 1 2 3 4 5 6 7 8 9 10 100 0 −100 500 5 y 0 1 2 3 4 5 6 7 8 9 10 0 −500 y 0 1 2 3 4 5 [s] 6 7 8 9 10 System Identification: Nonlinear Models Lennart Ljung Berkeley.. . .5*p(6)*p(17)*x(1)/u(5)+ .. % Angular . 4 . .. % Slide angle. 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET System Identification: Nonlinear Models Lennart Ljung Berkeley.. MISSILE A non-linear missile system... but could be very demanding in practice. 16 unknown parameters. u). .. x(2).g. y] = missile(t. System Identification: Nonlinear Models Lennart Ljung Berkeley.. 1/p(20)*(p(17)*p(18)*(p(8)*x(4)+0. 5 outputs.Nonlinear models . usually involving ad hoc non-linear observers..... so that the transformed data stand a better chance to describe the system in a linear relationship.Outline s s s 17 Physical Modeling Perform physical modeling (e. ..5 3 23 Semi-physical Models 24 0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10 0 −0...5 0..5*p(9)*p(17)*x(2)/u(5)+ .. θ) ˙ y(t) = h(x(t)... 21 Initial Fit between Model and Data Tunn: measurement. p.. % Angular velocity around y-axis.. form.. p(23)*(u(6)-x(1)).5 100 Apply non-linear transformations to the measured data.. Berkeley. .. Output equation. (-p(18)*u(4)*(p(3)*x(4)+p(4)*u(2)))/(p(22)*u(5))x(1)*x(5)+x(2)+p(23)*(u(9)/u(5)-x(4))+p(16)*x(5)ˆ2.5 0 −0. 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET . Tjock: simulation 20 1 22 0 −20 1 p(10)*u(2))*u(4)-(p(19)-p(21))*x(1)*x(3))+ p(23)*(u(7)-x(2)).. 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET System Identification: Nonlinear Models Lennart Ljung Berkeley. x(3). (-p(18)*u(4)*(p(1)*x(5)+p(2)*u(3)))/(p(22)*u(5))x(3)+x(1)*x(4)+p(23)*(u(10)/u(5)-x(5)) ]. u(t). . dx = [1/p(19)*(p(17)*p(18)*(p(5)*x(5)+0. .. System Identification: Nonlinear Models Lennart Ljung Berkeley..5*p(13)*p(17)*x(3)/u(5)+p(14)*u(1)+ p(15)*u(3))*u(4)-(p(20)-p(19))*x(1)*x(2))+ p(23)*(u(8)-x(3)). -p(18)*u(4)*(p(3)*x(4)+p(4)*u(2))/p(22) ]. % % % % % Angular velocity around x Angular velocity around y Angular velocity around z Acceleration in y-directi Acceleration in z-directi 10 inputs. θ) (or in DAE. y y 2 0 1 2 3 4 5 6 7 8 9 10 4 0 −100 200 y 0 1 2 3 4 5 6 7 8 9 10 5 0 −200 y 0 1 2 3 4 5 [s] 6 7 8 9 10 System Identification: Nonlinear Models Lennart Ljung Berkeley. . Differential Algebraic Equations... . . Some more sophistical noise modeling is possible. % Angular p(7)*u(1))*u(4)-(p(21)-p(20))*x(2)*x(3))+ . in M ODELICA) and denote unknown physical parameters by θ. y = [x(1).) For each parameter θ this defines a simulated (predicted) output y (t|θ) which is the parameterized ˆ function y (t|θ) = g(Z t−1 . 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET % State equations.. Tjock: simulation 5 y1 0 −5 0..... -p(18)*u(4)*(p(1)*x(5)+p(2)*u(3))/p(22).... . Collect the model equations as x(t) = f (x(t). x. The approach is conceptually simple. To be a correct predictor this really assumes white measurement noise. .. 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET Equations . 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET Adjusted Fit between Model and Data Tunn: measurement.. 1/p(21)*(p(17)*p(18)*(p(11)*x(5)+p(12)*x(4)*x(5)+ 0. θ) ˆ in somewhat implicit form. “Rules: Only high-school physics and max 10 minutes” Simple examples: .. 18 General aspects Black-box models Grey-box Models • Physical Modeling • Semi-physical Modeling • Block-models • Local Linear Models Special issues for non-linear models s System Identification: Nonlinear Models Lennart Ljung Berkeley.

2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET Nonlinear models . 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET . 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET Semi-physical Model 45 29 Neural Network Model 45 30 40 40 35 35 30 30 25 25 20 20 15 15 10 0 5 10 15 20 25 tid (timmar) 30 35 40 45 50 10 0 5 10 15 20 25 tid (timmar) 30 35 40 45 50 System Identification: Nonlinear Models Lennart Ljung Berkeley.Outline s s s 31 Block-oriented Models Building Blocks: 32 General aspects Black-box models Grey-box Models • Physical Modeling • Semi-physical Modeling • Block-oriented models • Local Linear Models Special issues for non-linear models Linear Dynamic System G(s) s Nonlinear static function f (u) System Identification: Nonlinear Models Lennart Ljung Berkeley. 0 5 10 15 20 25 tid (timmar) 30 35 40 45 50 System Identification: Nonlinear Models Lennart Ljung Berkeley. 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET System Identification: Nonlinear Models Lennart Ljung Berkeley.5 40 26 1 35 30 0.. 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET System Identification: Nonlinear Models Lennart Ljung Berkeley. 28 Suppose we had measured the temperature x(t) in the solar panel: 40 x(t + 1) − x(t) = d2 I(t) − d3 x(t) − d0 x(t) · u(t) 35 y(t + 1) − y(t) = d0 x(t) · u(t) − d1 y(t) Eliminate x(t): y(t) =(1 + d1 )y(t − 1) + (1 − d3 ) + (d3 − 1)(1 + d1 ) y(t − 1)u(t − 1) u(t − 2) 30 25 20 y(t − 2)u(t − 1) + d0 d2 u(t − 1) · I(t − 2) u(t − 2) − d0 u(t − 1)y(t − 1) + d0 (1 + d1 )u(t − 1)y(t − 2) 15 10 Reparameterize with θ being the coefficiente above. 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET Linear Model 45 27 Think . 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET System Identification: Nonlinear Models Lennart Ljung Berkeley. ignoring links between them.A Solar Heated House 25 Data Storage Temperature (degree C) 45 Fan OFF and ON 1.5 0 5 10 15 20 25 30 35 40 45 50 Solar Intensity Pump Storage 10 8 6 4 2 0 0 5 10 15 20 25 30 35 40 45 50 System Identification: Nonlinear Models Lennart Ljung Berkeley. I(t) : Solar intensity u(t) : Pump velocity System Identification: Nonlinear Models Lennart Ljung Berkeley. 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET el an rP la So Pump 25 0 20 0 5 10 15 20 25 hours 12 30 35 40 45 50 -0.5 y(t) : temperature in storage..

4 0.4 Measured data: Inflöde u 1. .2 0 0 10 20 30 40 50 60 70 80 0 y (k) (t) = ϕT (t)θ(k) the whole model will be a linear regression.4 1. this gives a parameterization of the output as HammersteinWiener y (t|θ) = g(Z t−1 .2 0 0 10 20 30 40 50 60 70 80 0 0 10 20 30 40 50 60 70 80 y (t) = ˆ k=1 wk (h. If the regime variable is partitioned into d values ρk .61 % 4 3 35 Local Linear Models Non-linear systems are often handled by linearization around a working point. .2 Let the measured working point variable (tank level in example) be denoted by ρ(t) (sometimes called regime variable).6 0.2 1 T yh∗ (t) = θh∗ ϕ(t) ˆ ϕ(t) = 1 θh∗ = γ ∗ −y(t − Ts ) αh∗ βh∗ T u(t − Ts ) T 0.4 0. 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET Tank Example. ˆ System Identification: Nonlinear Models Lennart Ljung Berkeley. ctd 37 Data and Linear Model Linear Model (d = 1) 1. Example: Tank with inflow u and outflow y and level h: Equations: 36 2 1 0 −1 √ ˙ h=− h+u √ y= h Linearize around level h∗ with corresponding flows u∗ = y ∗ = √ h∗ : −2 −3 −4 −5 −6 0 1 ˙ h = − √ (h − h∗ ) + (u − u∗ ) 2 h∗ 1 y = y ∗ + √ (h − h∗ ) 2 h∗ 200 400 600 800 1000 Berkeley.4 If the prediction y (k) (t) corresponding to ρk is linear in the parameters.5 0.4 1.8 Ts = sampling time 0. hk )ˆhk (t) y Choices of weights wk : .6 0.5 0. .. the predicted output will be d 1 1 0.4 0.8 0.6 0.2 38 Sampled data model around level h∗ : 1. System Identification: Nonlinear Models Lennart Ljung Berkeley.4 1. System Identification: Nonlinear Models Lennart Ljung Berkeley. ˆ 0 10 20 30 40 50 60 70 80 0. 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET System Identification: Nonlinear Models Lennart Ljung Berkeley. computed at a grid of values of h∗ d 1 0. The idea behind Local Linear Models is to deal with the nonlinearities by selecting or averaging over relevant linearized models. However. ρk )ˆ(k) (t) y 0. 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET Local Linear Models Five models (d = 5) 1. θ) ˆ and the general approach of model fitting can be applied. in this contexts many algorithmic variants have been suggested.Common Models 33 Other Combinations 34 Wiener Hammerstein With the linear blocks parameterized as a linear dynamic system and the static blocks parameterized as a function (“curve”).2 0 0 10 20 30 40 50 60 70 80 0. 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET .8 1 Nivå h 1.8 y (t) = ˆ k=1 wk (ρ(t). 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET System Identification: Nonlinear Models Lennart Ljung Berkeley.2 39 Local Linear Models: General Comments 40 Two models (d=2) 1. 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET The Hydraulic Crane Again Hammerstein model: Fit 71. 2005 1200 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET System Identification: Nonlinear Models Lennart Ljung System Identification: Nonlinear Models Lennart Ljung Berkeley. 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET System Identification: Nonlinear Models Lennart Ljung Berkeley.6 Total model: select or average over these local predictions.2 0.

Finding projections S of dimension r|m. η). Observations ˆ are then y(t) = y (t|t − 1) + e(t). The Ridge-based neural networks can be seen as one way to find several such hyperplanes that define the structure of the non-linear effects. ˆ Useful split of mapping: g(Z t−1 ) = g(ϕ(Z t−1 )) Non-parametric and Parametric methods Black-box and Grey-box parameterizations g(ϕ. some normalization is first applied to the data. which gives a linear regression For physical models. d y (t. s s s s s s s In Neural Networks. and also use a moderate amount of parameters? The data cloud of observations is by necessity sparse in the surface space. s 47 Conclusions Theme 3: Nonlinear Models 48 s A nonlinear model can be seen as nonlinear mapping from past data to the space where the output lives: y (t|t − 1) = g(Z t−1 . we need to s s 41 Hybrid Models and LPV Models 42 Select the regime variable ρ Decide the partition of the regime variable wk (ρ(t). In statistics the problem to find such subspaces is known as the index problem. the problem is considerably more difficult. it is clear that a binary input will not work. θ) Black-box parameterizations usually employ one basic basis-function. Using physical insight in grey-box models is one way to allow extrapolation and interpolation in the data space on physical grounds. This is one of the most pressing problem in non-linear identification. Gaussian noise (white or colored) would be an example of a signal that is generically exciting for nonlinear models. 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET System Identification: Nonlinear Models Lennart Ljung Berkeley. η)ϕT (t)θ(k) x = A(ρ(t))x + B(ρ(t))u ˙ y = C(ρ(t))x + D(ρ(t))u which for fixed η is a linear regression.To Build a Local Linear Model To build the model. and calls for sophisticated initialization procedures. 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET System Identification: Nonlinear Models Lennart Ljung Berkeley. that is scaled and located at different points Grey-boxes can be based on (serious) physical modeling and on more leisurely semi-physical modeling. Here η is a parameter that describes the partition Find the local models in each partition. If the partition is to be estimated too. 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET System Identification: Nonlinear Models Lennart Ljung Berkeley. s s s s s System Identification: Nonlinear Models Lennart Ljung Berkeley. 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET Nonlinear models . Typically one will have to try several initializations Wavenets use an initialization based on fixed location and dilation parameters. the total model will be d is also an example of a hybrid model (piecewise linear).Outline s s s s 43 Experiment Design 44 General aspects Black-box models Grey-box Models Special issues for non-linear models • Input design • Sparsity • Local minima The design of inputs for non-linear models is considerable more difficult than for linear models. How to find parameterizations of such surfaces that both give a good chance of being close to the true system. 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET . 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET Sparsity 45 Sparsity: Some ideas 46 The basic problem: s s Non-linear surfaces in high dimensions can be very complicated and need support of many observed data points. So called Linear Parameter Varying (LPV) are also closely related: y (t. t). and then a randomized initialization is made. System Identification: Nonlinear Models Lennart Ljung Berkeley. fixing linear and/or nonlinear block to create smaller problems. (Think of a Hammerstein model!) In addition to exciting all frequencies. 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET Local Minima Adjusting a parameterized model structure to data typically is a non-convex problem and several local minima of the criterion function may exist. Non-convexity of the optimization remains one of the more serious problems for most parametric methods. η) = ˆ k=1 wk (ρ(t). η) = ˆ k=1 wk (ρ(t). an input for a general nonlinear model must also excite all amplitudes. 2005 AUTOMATIC CONTROL COMMUNICATION SYSTEMS LINKÖPINGS UNIVERSITET System Identification: Nonlinear Models Lennart Ljung Berkeley. η)ϕT (t)θ(k) s If the local models are linear regressions. θ. System Identification: Nonlinear Models Lennart Ljung Berkeley. Hoping that most of the non-linear action takes place across hyperplanes or hyperspaces is another idea that will radically reduce the flexibility of the model. For example. r << m such that f (ϕ) = g(Sϕ) captures most of nonlinearity consequently is an important problem. algebraic methods may produce linear regressions for initial estimates Block oriented models often employ several steps. θ. s s System Identification: Nonlinear Models Lennart Ljung Berkeley.

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