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


  1. Identification of Nonlinear LFR Systems starting from the Best Linear Approximation M. Schoukens and R. TΓ³th EE EE Con ontrol Systems tems

  2. Nonlinear System Class 2

  3. Outline Nonlinear System Class Initialization & Estimation Examples Conclusions 3

  4. Outline Nonlinear System Class Initialization & Estimation Examples Conclusions 4

  5. Nonlinear System Class 5

  6. Nonlinear System Class 6

  7. Nonlinear LFR vs Nonlinear SS Structured NL State-Space 7

  8. Nonlinear LFR vs Nonlinear SS 𝐢 w = π½π‘œπ‘¦ 𝐷 z = 𝐽 π‘œπ‘¦ 𝐸 zu = 0 π‘œπ‘¦ 0 π‘œπ‘£ 𝐸 yw = π½π‘œπ‘§ 𝐽 π‘œπ‘£ Full NL State-Space 8

  9. Uniqueness of the Representation 9

  10. Uniqueness of the Representation All the problems of linear state-space representation 10

  11. Uniqueness of the Representation All the problems of linear state-space representation Additional exchange of a linear gain between the nonlinearity and the linear dynamics 11

  12. Outline Nonlinear System Class Initialization & Estimation Examples Conclusions 12

  13. Initialization & Estimation Step 1: Estimate the Best Linear Approximation Frequency Domain Nonparametric BLA Initial estimate of: Rational Transfer Function State-Space Realization 13

  14. Initialization & Estimation Step 1: Estimate the Best Linear Approximation For a good initial estimate, all the states should be β€˜visible’ for the best linear approximation of the system 14

  15. Initialization & Estimation Step 2: Nonlinear optimization of all the parameters together Initializing Nonlinearity, w and z Matrices Nonlinearity can be replaced in a 3 rd step 15

  16. Initialization & Estimation Step 2: Nonlinear optimization of all the parameters together Nonlinear Optimization simulation error Levenberg-Marquardt Optimization 16

  17. Outline Nonlinear System Class Initialization & Estimation Examples Conclusions 17

  18. Silverbox Benchmark 18

  19. Silverbox Benchmark Validation Estimation 19

  20. Silverbox Benchmark n x = 2 3 rd degree polynomial nonlinearity 20

  21. Silverbox Benchmark n x = 2 3 rd degree polynomial nonlinearity rms errors on estimation data linear model error: 6.62 mV NL-LFR error: 0.25 mV rms errors on validation data linear model error: 14.5 mV NL-LFR error: 0.38 mV 21

  22. Silverbox Benchmark Validation Estimation 22

  23. Silverbox Benchmark 23

  24. Silverbox Benchmark 24

  25. Silverbox Benchmark 25

  26. Wiener-Hammerstein Benchmark 26

  27. Wiener-Hammerstein Benchmark Estimation Validation 27

  28. Wiener-Hammerstein Benchmark n x = 6 5 th degree polynomial nonlinearity Neural network 20 neurons – 1 hidden layer - tansig rms errors on estimation data linear model error: 55.8 mV NL-LFR error: 0.29 mV rms errors on validation data linear model error: 56.1 mV NL-LFR error: 0.30 mV 28

  29. Wiener-Hammerstein Benchmark Estimation Validation 29

  30. Wiener-Hammerstein Benchmark 30

  31. Wiener-Hammerstein Benchmark 31

  32. Wiener-Hammerstein Benchmark 32

  33. Wiener-Hammerstein Benchmark 33

  34. Outline Nonlinear System Class Initialization & Estimation Examples Conclusions 34

  35. Conclusions Structured model directly from the data Linear initial model followed by NL optimization Good results on simple benchmark examples Future work: MIMO NL, MIMO LTI 35

  36. Identification of Nonlinear LFR Systems starting from the Best Linear Approximation M. Schoukens and R. TΓ³th EE EE Con ontrol Systems tems

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