Errors-in-Variables Methods in System Identification

Errors-in-Variables Methods in System Identification PDF Author: Torsten Söderström
Publisher: Springer
ISBN: 3319750011
Category : Technology & Engineering
Languages : en
Pages : 495

Book Description
This book presents an overview of the different errors-in-variables (EIV) methods that can be used for system identification. Readers will explore the properties of an EIV problem. Such problems play an important role when the purpose is the determination of the physical laws that describe the process, rather than the prediction or control of its future behaviour. EIV problems typically occur when the purpose of the modelling is to get physical insight into a process. Identifiability of the model parameters for EIV problems is a non-trivial issue, and sufficient conditions for identifiability are given. The author covers various modelling aspects which, taken together, can find a solution, including the characterization of noise properties, extension to multivariable systems, and continuous-time models. The book finds solutions that are constituted of methods that are compatible with a set of noisy data, which traditional approaches to solutions, such as (total) least squares, do not find. A number of identification methods for the EIV problem are presented. Each method is accompanied with a detailed analysis based on statistical theory, and the relationship between the different methods is explained. A multitude of methods are covered, including: instrumental variables methods; methods based on bias-compensation; covariance matching methods; and prediction error and maximum-likelihood methods. The book shows how many of the methods can be applied in either the time or the frequency domain and provides special methods adapted to the case of periodic excitation. It concludes with a chapter specifically devoted to practical aspects and user perspectives that will facilitate the transfer of the theoretical material to application in real systems. Errors-in-Variables Methods in System Identification gives readers the possibility of recovering true system dynamics from noisy measurements, while solving over-determined systems of equations, making it suitable for statisticians and mathematicians alike. The book also acts as a reference for researchers and computer engineers because of its detailed exploration of EIV problems.

Literature Review of the "errors-in-variables" Approach to the Problem of System Identification

Literature Review of the Author: Betty Emslie
Publisher:
ISBN:
Category : Error analysis (Mathematics)
Languages : en
Pages : 16

Book Description


Estimation of Nonlinear Greybox Models for Marine Applications

Estimation of Nonlinear Greybox Models for Marine Applications PDF Author: Fredrik Ljungberg
Publisher: Linköping University Electronic Press
ISBN: 9179298400
Category :
Languages : en
Pages : 124

Book Description
As marine vessels are becoming increasingly autonomous, having accurate simulation models available is turning into an absolute necessity. This holds both for facilitation of development and for achieving satisfactory model-based control. When accurate ship models are sought, it is necessary to account for nonlinear hydrodynamic effects and to deal with environmental disturbances in a correct way. In this thesis, parameter estimators for nonlinear regression models where the regressors are second-order modulus functions are analyzed. This model class is referred to as second-order modulus models and is often used for greybox identification of marine vessels. The primary focus in the thesis is to find consistent estimators and for this an instrumental variable (IV) method is used. First, it is demonstrated that the accuracy of an IV estimator can be improved by conducting experiments where the input signal has a static offset of sufficient amplitude and the instruments are forced to have zero mean. This two-step procedure is shown to give consistent estimators for second-order modulus models in cases where an off-the-shelf applied IV method does not, in particular when measurement uncertainty is taken into account. Moreover, it is shown that the possibility of obtaining consistent parameter estimators for models of this type depends on how process disturbances enter the system and on the amount of prior knowledge about the disturbances’ probability distributions that is available. In cases where the first-order moments are known, the aforementioned approach gives consistent estimators even when disturbances enter the system before the nonlinearity. In order to obtain consistent estimators in cases where the first-order moments are unknown, a framework for estimating the first and second-order moments alongside the model parameters is suggested. The idea is to describe the environmental disturbances as stationary stochastic processes in an inertial frame and to utilize the fact that their effect on a vessel depends on the vessel’s attitude. It is consequently possible to infer information about the environmental disturbances by over time measuring the orientation of a vessel they are affecting. Furthermore, in cases where the process disturbances are of more general character it is shown that supplementary disturbance measurements can be used for achieving consistency. Different scenarios where consistency can be achieved for instrumental variable estimators of second-order modulus models are demonstrated, both in theory and by simulation examples. Finally, estimation results obtained using data from a full-scale marine vessel are presented. I takt med att marina farkoster blir mer autonoma ökar behovet av noggranna matematiska farkostmodeller. Modellerna behövs både för att förenkla utvecklingen av nya farkoster och för att kunna styra farkosterna autonomt med önskad precision. För att erhålla allmängiltiga modeller behöver olinjära hydrodynamiska effekter samt systemstörningar, främst orsakade av vind- och vattenströmmar, tas i beaktning. I det här arbetet undersöks metoder för att skatta okända storheter i modeller för marina farkoster givet observerad data. Undersökningen gäller en speciell typ av olinjära modeller som ofta används för att beskriva marina farkoster. Huvudfokus i arbetet är att erhålla konsistens, vilket betyder att de skattade storheterna ska anta rätt värden när mängden observerad data ökar. För det används en redan etablerad statistisk metod som baseras på instrumentvariabler. Det visas först att noggrannheten i modellskattningsmetoden kan förbättras om datainsamlingsexperimenten utförs på ett sätt så att farkosten har signifikant nollskild hastighet och instrumentvariablernas medelvärde dras bort. Den här tvåstegslösningen påvisas vara fördelaktig vid skattning av parametrar i den ovan nämnda modelltypen, framför allt då mätosäkerhet tas i beaktning. Vidare så visas det att möjligheten att erhålla konsistenta skattningsmetoder beror på hur mycket kännedom om systemstörningarna som finns tillgänglig på förhand. I fallet då de huvudsakliga hastigheterna på vind- och vattenströmmar är kända, räcker den tidigare nämnda tvåstegsmetoden bra. För att även kunna hantera det mer generella fallet föreslås en metod för att skatta de huvudsakliga hastigheterna och de okända modellparametrarna parallellt. Denna idé baserar sig på att beskriva störningarna som stationära i ett globalt koordinatsystem och att anta att deras effekt på en farkost beror på hur farkosten är orienterad. Genom att över tid mäta och samla in data som beskriver en farkosts kurs, kan man således dra slutsatser om de störningar som farkosten påverkas av. Utöver detta visas det att utnyttjande av vindmätningar kan ge konsistens i fallet med störningar av mer generell karaktär. Olika scenarion där konsistens kan uppnås visas både i teori och med simuleringsexempel. Slutligen visas också modellskattningsresultat som erhållits med data insamlad från ett fullskaligt fartyg.

System Identification

System Identification PDF Author: Rik Pintelon
Publisher: John Wiley & Sons
ISBN: 1118287398
Category : Science
Languages : en
Pages : 790

Book Description
System identification is a general term used to describe mathematical tools and algorithms that build dynamical models from measured data. Used for prediction, control, physical interpretation, and the designing of any electrical systems, they are vital in the fields of electrical, mechanical, civil, and chemical engineering. Focusing mainly on frequency domain techniques, System Identification: A Frequency Domain Approach, Second Edition also studies in detail the similarities and differences with the classical time domain approach. It high??lights many of the important steps in the identification process, points out the possible pitfalls to the reader, and illustrates the powerful tools that are available. Readers of this Second Editon will benefit from: MATLAB software support for identifying multivariable systems that is freely available at the website http://booksupport.wiley.com State-of-the-art system identification methods for both time and frequency domain data New chapters on non-parametric and parametric transfer function modeling using (non-)period excitations Numerous examples and figures that facilitate the learning process A simple writing style that allows the reader to learn more about the theo??retical aspects of the proofs and algorithms Unlike other books in this field, System Identification, Second Edition is ideal for practicing engineers, scientists, researchers, and both master's and PhD students in electrical, mechanical, civil, and chemical engineering.

Latent Variable Analysis and Signal Separation

Latent Variable Analysis and Signal Separation PDF Author: Emmanuel Vincent
Publisher: Springer
ISBN: 3319224824
Category : Computers
Languages : en
Pages : 534

Book Description
This book constitutes the proceedings of the 12th International Conference on Latent Variable Analysis and Signal Separation, LVA/ICS 2015, held in Liberec, Czech Republic, in August 2015. The 61 revised full papers presented – 29 accepted as oral presentations and 32 accepted as poster presentations – were carefully reviewed and selected from numerous submissions. Five special topics are addressed: tensor-based methods for blind signal separation; deep neural networks for supervised speech separation/enhancement; joined analysis of multiple datasets, data fusion, and related topics; advances in nonlinear blind source separation; sparse and low rank modeling for acoustic signal processing.

Proceedings of 2022 Chinese Intelligent Systems Conference

Proceedings of 2022 Chinese Intelligent Systems Conference PDF Author: Yingmin Jia
Publisher: Springer Nature
ISBN: 981196226X
Category : Technology & Engineering
Languages : en
Pages : 958

Book Description
This book constitutes the proceedings of the 18th Chinese Intelligent Systems Conference, CISC 2022, which was held during October 15–16, 2022, in Beijing, China. The 178 papers in these proceedings were carefully reviewed and selected from 185 submissions. The papers deal with various topics in the field of intelligent systems and control, such as multi-agent systems, complex networks, intelligent robots, complex system theory and swarm behavior, event-triggered control and data-driven control, robust and adaptive control, big data and brain science, process control, intelligent sensor and detection technology, deep learning and learning control guidance, navigation and control of aerial vehicles.

PID Control System Design and Automatic Tuning using MATLAB/Simulink

PID Control System Design and Automatic Tuning using MATLAB/Simulink PDF Author: Liuping Wang
Publisher: John Wiley & Sons
ISBN: 1119469341
Category : Science
Languages : en
Pages : 366

Book Description
Covers PID control systems from the very basics to the advanced topics This book covers the design, implementation and automatic tuning of PID control systems with operational constraints. It provides students, researchers, and industrial practitioners with everything they need to know about PID control systems—from classical tuning rules and model-based design to constraints, automatic tuning, cascade control, and gain scheduled control. PID Control System Design and Automatic Tuning using MATLAB/Simulink introduces PID control system structures, sensitivity analysis, PID control design, implementation with constraints, disturbance observer-based PID control, gain scheduled PID control systems, cascade PID control systems, PID control design for complex systems, automatic tuning and applications of PID control to unmanned aerial vehicles. It also presents resonant control systems relevant to many engineering applications. The implementation of PID control and resonant control highlights how to deal with operational constraints. Provides unique coverage of PID Control of unmanned aerial vehicles (UAVs), including mathematical models of multi-rotor UAVs, control strategies of UAVs, and automatic tuning of PID controllers for UAVs Provides detailed descriptions of automatic tuning of PID control systems, including relay feedback control systems, frequency response estimation, Monte-Carlo simulation studies, PID controller design using frequency domain information, and MATLAB/Simulink simulation and implementation programs for automatic tuning Includes 15 MATLAB/Simulink tutorials, in a step-by-step manner, to illustrate the design, simulation, implementation and automatic tuning of PID control systems Assists lecturers, teaching assistants, students, and other readers to learn PID control with constraints and apply the control theory to various areas. Accompanying website includes lecture slides and MATLAB/ Simulink programs PID Control System Design and Automatic Tuning using MATLAB/Simulink is intended for undergraduate electrical, chemical, mechanical, and aerospace engineering students, and will greatly benefit postgraduate students, researchers, and industrial personnel who work with control systems and their applications.

Systems, Automation and Control

Systems, Automation and Control PDF Author: Nabil Derbel
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110468506
Category : Technology & Engineering
Languages : en
Pages : 290

Book Description
The fifth volume of the Series Advances in Systems, Signals and Devices, is dedicated to fields related to Systems, Automation and Control. The scope of this issue encompasses all aspects of the research, development and applications of the science and technology in these fields. Topics of this issue concern: system design, system identification, biological and economical models & control, modern control theory, nonlinear observers, control and application of chaos, adaptive/non-adaptive backstepping control techniques, advances in linear control theory, systems optimization, multivariable control, large scale and infinite dimension systems, nonlinear control, distributed control, predictive control, geometric control, adaptive control, optimal and stochastic control, robust control, neural control, fuzzy control, intelligent control systems, diagnostics, fault tolerant control, robotics and mechatronics, navigation, robotics and human-machine interaction, hierarchical and man-machine systems, etc. Authors are encouraged to submit novel contributions which include results of research or experimental work discussing new developments in the field of systems, automation and control. The series can be also addressed for editing special issues for novel developments in specific fields. The aim of this volume is to promote an international scientific progress in the fields of systems, automation and control. It provides at the same time an opportunity to be informed about interesting results that have been reported during the international SSD conferences.

Low Rank Approximation

Low Rank Approximation PDF Author: Ivan Markovsky
Publisher: Springer Science & Business Media
ISBN: 1447122275
Category : Technology & Engineering
Languages : en
Pages : 260

Book Description
Data Approximation by Low-complexity Models details the theory, algorithms, and applications of structured low-rank approximation. Efficient local optimization methods and effective suboptimal convex relaxations for Toeplitz, Hankel, and Sylvester structured problems are presented. Much of the text is devoted to describing the applications of the theory including: system and control theory; signal processing; computer algebra for approximate factorization and common divisor computation; computer vision for image deblurring and segmentation; machine learning for information retrieval and clustering; bioinformatics for microarray data analysis; chemometrics for multivariate calibration; and psychometrics for factor analysis. Software implementation of the methods is given, making the theory directly applicable in practice. All numerical examples are included in demonstration files giving hands-on experience and exercises and MATLAB® examples assist in the assimilation of the theory.

Errors-in-Variables Filtering and Identification Techniques

Errors-in-Variables Filtering and Identification Techniques PDF Author: Benoit Vinsonneau
Publisher: LAP Lambert Academic Publishing
ISBN: 9783838336756
Category :
Languages : en
Pages : 320

Book Description
Motivated by the need for more accurate models of complex nonlinear industrial processes for the purpose of enhanced model based control, whilst at the same time recognising the need for parsimony of the resulting models from an implementation point of view, this document attempts to establish the ground rules to form an underpinning basis for the formulation and subsequent evaluation of such models. An underlying premise is in recognition of the need for the incorporation of local engineering knowledge, thus reducing model uncertainty; effectively allowing one to decompose a complex system comprised of interconnected subsystems into a manageable smaller set of systems, hence simplifying the modelling process. In addition, and motivated largely by the potential of the behavioural approach to systems modelling, a further major area, which forms the basis of Part II is that of considering the presence of measurement noise on all variables; thus leading naturally to a study of errors-in-variables approaches developed for linear time invariant systems, and their extension to encompass a wider class of systems which may be represented by linear time varying and nonlinear models.