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CDI SI Fuzzy Modeling 2012
CDI SI Fuzzy Modeling 2012
MODELING
Modeling techniques
physical modeling
first principles: differential equations
linearization around an operating point
system identification
measure input-output data
postulate model structure
estimate model parameters from data
159
Mathematical models
A representation of reality
However, appropriateness of a model is coupled to
ones goals
A model consists of
Structure: variables, inputs, outputs and types of
relations amongst them
Parameters: free variables after a structure is selected
Search method: method to derive (identify) the optimal
parameters
160
Linear systems
n
ai xi
i 1
162
Nonlinear systems
The principle of superposition does not apply:
d 2x
dt 2
d 2x
dt 2
d 2x
dt 2
dx
dt
x2 1
dx
dt
dx
dt
x x3
A sin t
x 0
0
Systems are generally nonlinear, but in limited operating ranges can be approximated by linear equations.
163
Nonlinear systems
Examples of nonlinearities are, e.g., saturation, deadzone, square-law (dampers at high velocities become
proportional to the square of the velocity).
Output
Output
Input
Input
Saturation
Output
Dead-zone
Input
Square-law
164
Modeling in state-space
State variables: n variables x1, x2,..., xn necessary to
completely describe the behavior of a system.
State vector: state variables can be considered the n
components of a state vector x(t).
x(t) determines uniquely the system state for any time
t 0, given the state at t = t0 and the input u(t) for t
0.
State space: n-dimensional space whose coordinate
space consists of the x1, x2,..., xn axis. Any state is
represented by a point in the space.
165
State-space equations
State-space equations:
x1 (t )
f1 ( x1 , x2 ,
, xn , u1 , u2 ,
, ur ; t )
x2 (t )
f2 ( x1 , x2 ,
, xn , u1 , u2 ,
, ur ; t )
xn (t )
fn ( x1 , x2 ,
, xn , u1 , u2 ,
, ur ; t )
g1 ( x1 , x2 ,
, xn , u1 , u2 ,
, ur ; t )
y2 (t )
g 2 ( x1 , x2 ,
, xn , u1 , u2 ,
, ur ; t )
ym (t )
g m ( x1 , x2 ,
, xn , u1 , u2 ,
, ur ; t )
166
State-space vectors
x1 (t )
x(t )
x2 (t )
xn (t )
f ( x, u , t )
y1 (t )
y (t )
y2 (t )
ym (t )
g( x, u, t )
u1 (t )
u (t )
u2 (t )
x1 (t )
f1 ( x1 , x2 ,
, xn , u1 , u2 ,
, ur ; t )
x2 (t )
f 2 ( x1 , x2 ,
, xn , u1 , u2 ,
, ur ; t )
xn (t )
f n ( x1 , x2 ,
, xn , u1 , u2 ,
, ur ; t )
y1 (t )
g1 ( x1 , x2 ,
, xn , u1 , u2 ,
, ur ; t )
y2 (t )
g 2 ( x1 , x2 ,
, xn , u1 , u2 ,
, ur ; t )
ym (t )
g m ( x1 , x2 ,
, xn , u1 , u2 ,
, ur ; t )
ur (t )
167
State-space equations
Equations can be written as:
x(t ) f (x, u, t )
y (t ) g (x, u, t )
Linearizing around a working point, and considering
the system time-invariant:
x (t )
Ax(t ) Bu(t )
y (t ) Cx(t ) Du(t )
168
Nonlinear models
State-space models
Continuous time:
169
Input-output models
Continuous time:
y ( n ) (t )
f y ( n 1) (t ), , y (t ), u ( m ) (t ), , u (t )
Discrete time:
y (k 1)
f ( y (k ), y (k 1), , y (k n y 1),
u (k ), u (k 1), , u (k nu 1))
170
171
Inverted pendulum
mx bx N
mx ml cos
ml
sin
m) x bx ml cos
ml
sin
F
172
Inverted pendulum
Free Body Diagram (vertical direction):
P sin
N cos
mg sin
ml
mx cos
Nl cos
ml 2 )
mgl sin
mlx cos
173
System identification
u(1), u(2),...,u(N)
y(1), y(2),...,y(N)
174
Parameter identification
System to be
identified
Mathematical
model
Identification
techniques
ym
em
175
Modeling
Models can static or dynamic
Why build models?
For classification purposes
To predict a systems behaviour
To explain interactions and relationships between
inputs and outputs
To simulate a system and design controllers
Modeling process
10
177
Fuzzy modeling
Parameters to be determined:
Rule base
(rule mapping)
Definition of membership functions
(inputs and outputs)
Estimation of consequent parameters
(for Sugeno systems)
178
11
Data driven
Partition input/output spaces and use available data to
induce the rules or
Apply fuzzy clustering with projection of fuzzy clusters
Refine the parameters (e.g., neuro-fuzzy approach)
Combinations of above
data-driven estimation of optimal parameters after a
suitable expert-driven initialization
...
179
180
12
Rule induction
Antecedents
Location of kernels
membership function positions
Extension of kernels
spread of membership functions
Shape of kernels
type of membership functions
Consequents
Associated with kernel estimation of consequent
parameters
181
Rule base
number of rules and interpretation; possibility for
incomplete rules
182
13
Selecting # of antecedents
A priori knowledge (experts, dynamics, etc.)
Regularity criterion based on cross-validation
Split training set randomly into two parts (A and B)
Minimize regularity criterion:
kA
RC
1
2
1
kA
A
i
y
i 1
AB
i
kB
1
kB
yiB
yiBA
i 1
184
14
Selecting # of antecedents
Feature Selection (FS)
Principal Component Analysis (PCA)
Curvilinear Component Analysis (CCA)
...
Tree search methods
Bottom-up
Top-down
185
186
15
Tree partition
Scatter partition
187
Partitioning algorithms
All rules product of number of linguistic terms for
each antecedent:
n
i
K
i 1
Partition refinement
Partition optimization, using e.g. neuro-fuzzy methods
or genetic algorithms.
Decision trees (tree partition) based on an information
criterion
Fuzzy clustering to determine best fit of data
188
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O ri g i n a l m e m b e rs h i p fu n c t io n s
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