prediction error methods are considered for identification of the forward linear dynamics of nonlinear feedback closed-loop systems which operate in a perturbed stable limit cycle. A model of the signals measured in a...
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prediction error methods are considered for identification of the forward linear dynamics of nonlinear feedback closed-loop systems which operate in a perturbed stable limit cycle. A model of the signals measured in a neighborhood of the limit cycle is presented and shown to satisfy a quasistationarity property. Quasistationarity is then used to prove that prediction error methods are both convergent and consistent for our data model. (C) 2002 Elsevier Science Ltd. All rights reserved.
The estimation problem for stochastic parametric nonlinear dynamical models is recognized to be challenging. The main difficulty is the intractability of the likelihood function and the optimal one-step ahead predicto...
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The estimation problem for stochastic parametric nonlinear dynamical models is recognized to be challenging. The main difficulty is the intractability of the likelihood function and the optimal one-step ahead predictor. In this paper, we present relatively simple prediction error methods based on non-stationary predictors that are linear in the outputs. They can be seen as extensions of the linear prediction error methods for the case where the hypothesized model is stochastic and nonlinear. The resulting estimators are defined by analytically tractable objective functions in several common cases. It is shown that, under certain identifiability and standard regularity conditions, the estimators are consistent and asymptotically normal. We discuss the relationship between the suggested estimators and those based on second-order equivalent models as well as the maximum likelihood method. The paper is concluded with a numerical simulation example as well as a real-data benchmark problem. (C) 2019 Elsevier Ltd. All rights reserved.
Modeling of dynamical properties of highly complex and interconnected systems becomes important in different fields of science. When identifying the structure and dynamics of a network of interconnected dynamical syst...
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Modeling of dynamical properties of highly complex and interconnected systems becomes important in different fields of science. When identifying the structure and dynamics of a network of interconnected dynamical systems, including cause-effect relations, there is a tendency to use nonparametric or FIR models of the output error type. In this paper it is shown, and illustrated by some simple examples, that appropriate attention should be given to using flexible noise models, in order to allow consistent identification of the dynamics, while the use of external excitation/probing signals may reduce this need. It is a first step towards using predictionerror identification tools to identify the structure of a network.
Multistep prediction error methods for linear time series models are considered from both a theoretical and a practical standpoint. The emphasis is on autoregressive moving‐average (ARMA) models for which a multistep...
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Multistep prediction error methods for linear time series models are considered from both a theoretical and a practical standpoint. The emphasis is on autoregressive moving‐average (ARMA) models for which a multistep predictionerror estimation method (PEM) is developed. The results of a Monte Carlo simulation study aimed at establishing the possible merits of the multistep PEM are presented.
in this paper we investigate the role of the output predictor in subspace identification. We shall see that subspace identification of the predictor model can ideally yield consistent estimates regardless of the prese...
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In this paper we investigate the role of the output predictor in subspace identification. We shall see that subspace identification of the predictor model can ideally yield consistent estimates regardless of the prese...
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In this paper we investigate the role of the output predictor in subspace identification. We shall see that subspace identification of the predictor model can ideally yield consistent estimates regardless of the presence of feedback. This solves a longstanding open question in system identification.
This study proposes a closed-loop identification scheme for a wireless power transfer (WPT) system that estimates the actual system model and uses it to design and update the controller. Due to factors such as coil mi...
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This study proposes a closed-loop identification scheme for a wireless power transfer (WPT) system that estimates the actual system model and uses it to design and update the controller. Due to factors such as coil misalignment, unknown loads, and capacitor aging, the initial controller may not be suitable for the actual WPT devices. Therefore, this paper focuses on estimating the model during closed-loop operation and updating the controller when performance requirements are not satisfied. To minimize disturbances to normal operation while achieving sufficient modeling accuracy for controller design, this study proposes a method for designing the input excitation signal to minimize output voltage fluctuations. Additionally, a robust controller design method based on the estimated model set is introduced to enhance closed-loop control performance. Experimental prototypes demonstrate the effectiveness of the identification and controller switching scheme.
Biological processes are often modelled using ordinary differential equations. The unknown parameters of these models are estimated by optimizing the fit of model simulation and experimental data. The resulting parame...
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Biological processes are often modelled using ordinary differential equations. The unknown parameters of these models are estimated by optimizing the fit of model simulation and experimental data. The resulting parameter estimates inevitably possess some degree of uncertainty. In practical applications it is important to quantify these parameter uncertainties as well as the resulting prediction uncertainty, which are uncertainties of potentially time-dependent model characteristics. Unfortunately, estimating prediction uncertainties accurately is nontrivial, due to the nonlinear dependence of model characteristics on parameters. While a number of numerical approaches have been proposed for this task, their strengths and weaknesses have not been systematically assessed yet. To fill this knowledge gap, we apply four state of the art methods for uncertainty quantification to four case studies of different computational complexities. This reveals the trade-offs between their applicability and their statistical interpretability. Our results provide guidelines for choosing the most appropriate technique for a given problem and applying it successfully.
The parameters of dynamical models of biological processes always possess some degree of uncertainty. This parameter uncertainty translates into an uncertainty of model predictions. The trajectories of unmeasured stat...
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The parameters of dynamical models of biological processes always possess some degree of uncertainty. This parameter uncertainty translates into an uncertainty of model predictions. The trajectories of unmeasured state variables are examples of such predictions. Quantifying the uncertainty associated with a given prediction is an important problem for model developers and users. However, the nonlinearity and complexity of most dynamical models renders it nontrivial. Here, we evaluate three state-of-the-art approaches for prediction uncertainty quantification using two models of different sizes and computational complexities. We discuss the trade-offs between applicability and statistical interpretability of the different methods, and provide guidelines for their application. (C) 2019, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.
The parameters of dynamical models of biological processes always possess some degree of uncertainty. This parameter uncertainty translates into an uncertainty of model predictions. The trajectories of unmeasured stat...
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The parameters of dynamical models of biological processes always possess some degree of uncertainty. This parameter uncertainty translates into an uncertainty of model predictions. The trajectories of unmeasured state variables are examples of such predictions. Quantifying the uncertainty associated with a given prediction is an important problem for model developers and users. However, the nonlinearity and complexity of most dynamical models renders it nontrivial. Here, we evaluate three state-of-the-art approaches for prediction uncertainty quantification using two models of different sizes and computational complexities. We discuss the trade-offs between applicability and statistical interpretability of the different methods, and provide guidelines for their application.
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