基于辅助变量的闭环系统子空间辨识

提出一种基于辅助变量的子空间辨识方法,适用于控制器信息未知以及参考输入已知的闭环系统参数辨识.通过将输入-输出数据块正交投影到辅助变量的行空间,直接得到扩展观测矩阵垂空间的估计.由此可从闭环系统中提取出对象模型信息,同时由SVD分解得到扩展观测矩阵与下三角Toeplitz矩阵的估计.给出了系统参数矩阵、噪声矩阵的计算方法.将所提出的子空间辨识方法应用于闭环动态的系统参数估计,其结果表明了该方法的有效性.     

Closed-loop subspace identification using the parity space

It is known that many subspace algorithms give biased estimates for closed-loop data due to the existence of feedback. In this paper we present a new subspace identification method using the parity space employed in fault detection in the past. The basic algorithm, known as subspace identification method via principal component analysis (SIMPCA), gives consistent estimation of the deterministic part and stochastic part of the system under closed loop. Column weighting for SIMPCA is introduced which shows improved efficiency/accuracy. A simulation example is given to illustrate the performance of the proposed algorithm in closed-loop identification and the effect of column weighting.     

连续时间模型的闭环子空间辨识

本文对直接使用采样数据进行连续系统的闭环子空间辨识问题进行了研究．将线性滤波方法与基于主 元分析的子空间辨识相结合,利用参考输入或者外部激励信号的高阶滤波变换的正交投影变量作为辅助变量,提出 了一种新的连续时间系统闭环子空间辨识算法．数值仿真表明了与其他算法相比,本文提出的算法具有很好的辨识 效果．     

基于正交分解的递推子空间闭环辨识方法

为实现闭环系统在线辨识,提出递推正交分解闭环子空间辨识方法(RORT)。首先,根据闭环系统状态空间模型和数据间投影关系,构建确定-随机模型,并利用GIVENS变换实现投影向量的递推QR分解;然后,引入带遗忘因子的辨识算法,构建广义能观测矩阵的递推更新形式,以减少子空间辨识算法中QR分解和SVD分解的计算量;最后,针对某型号陀螺仪闭环系统进行实验。实验结果表明, RORT法的辨识拟合度高于91%,能够对陀螺仪闭环系统模型参数进行在线监测。     

Subspace identification using instrumental variable techniques

Subspace-based algorithms for system identification have lately been suggested as alternatives to more traditional techniques. Variants of the MOESP type of subspace algorithms are in addition to open-loop identification applicable to closed-loop and errors-in-variables identification. In this paper, a new instrumental variable approach to subspace identification is presented. It is shown how existing MOESP-algorithms can be derived within the proposed framework, simply by changing instruments and weighting matrices. A noteworthy outcome of the analysis is that an improvement of an existing MOESP method for errors-in-variables identification can be proposed.     

基于两步方法的闭环子空间辨识算法

闭环辨识算法具有广泛的工程应用前景,而子空间方法近年来应用于多个领域中,但子空间方法无法直接应用于闭环辨识,因此研究闭环子空间辨识算法具有重要意义.两步方法可用于辨识闭环系统,但计算量巨大,推导复杂,需要进一步改进.针对这种情况,提出了一种改进算法,使用将两步方法与正交投影相结合的方法,并利用QR分解实现,直接构建虚拟信号序列,大大减少了计算量,最后使用PI-MOESP辨识算法辨识模型.仿真实验将该算法与其他子空间辨识算法相比较,显示出该算法的有效性及计算量的显著减少.     

Subspace identification with non-steady Kalman filter parameterization

Most existing subspace identification methods use steady-state Kalman filter (SKF) in parameterization, hence, infinite data horizons are implicitly assumed to allow the Kalman gain to reach steady state. However, using infinite horizons requires collecting infinite data which is unrealistic in practice. In this paper, a subspace framework with non-steady state Kalman filter (NKF) parameterization is established to provide exact parameterization for finite data horizon identification problems. Based on this we propose a novel subspace identification method with NKF parameterization which can handle closed-loop data and avoid assumption on infinite horizons. It is shown that with finite data, the proposed parameterization method provides more accurate and consistent solutions than existing SKF based methods. The paper also reveals why it is often beneficial in practice to estimate a bank of ARX models over a single ARX model.     

基于输入扩张的闭环系统子空间辨识及其强一致性分析

针对闭环条件下的子空间辨识问题, 结合线性代数和几何学的基本概念, 将输入输出误差序列包含至输入子空间中, 基于输入扩张的状态空间构造方法, 提出一种新的闭环辨识算法；解决开环算法应用于闭环系统辨识时产生有偏估计, 甚至不能正确辨识的问题；实现闭环条件下对系统状态空间矩阵的强一致估计, 并理论证明该辨识算法的强一致性；最后通过仿真实例验证本算法的有效性.     

Projection-based identification algorithm for grey-box continuous-time models

In this paper, a new identification method for continuous-time models, which can handle various grey-box structures and has strong robustness, is presented. The proposed method is based on an incremental model update scheme and the projection onto the subspace which reflects the model structure. By utilising these schemes, robustness of other continuous-time system identification methods and versatility of generic optimisation algorithms can be integrated into the proposed method. The effectiveness of the proposed method is demonstrated through numerical examples related to a grey-box model in closed-loop system and systems with unknown time-delay.     

一种无外部持续激励的子空间闭环辨识算法

传统的闭环系统可辨识性受到外部激励和控制器结构的限制,然而在实际辨识应用中,由于过程操作条件的限制或者经济原因不希望存在外部持续激励。讨论了在无外部激励下基于快采样的多变量子空间模型闭环可辨识性,提出了无外部持续激励条件下的闭环快采样子空间模型辨识方法,在常规采样的可辨识性条件不满足或部分满足的情况下,通过对闭环系统控制对象的输入输出变量快采样来实现对象模型辨识,并通过仿真实例验证了基于快采样的辨识算法的有效性。     

Closed-loop subspace-based identification algorithm using third-order cumulants

The problem of closed-loop system identification for coloured noise system without any knowledge of feedback controller is considered. We develop a solution to this problem in the framework of subspace identification based on high-order cumulants. The key of the developed algorithm is using the properties that the third-order cumulants are insensitive to any coloured Gaussian noises. By post-multiplying a suitable instrumental variable to the noise terms, the cross third-order cumulants are constructed that become zero when the noises are Gaussian distributed, and meanwhile the column rank of extended observability matrix is maintained. Thus, the standard subspace identification algorithms can be extended to closed-loop system corrupted by arbitrary coloured noises. A numerical simulation is presented to demonstrate the proposed algorithm.     

Closed-loop subspace identification: an orthogonal projection approach

In this paper, a closed-loop subspace identification approach through an orthogonal projection and subsequent singular value decomposition is proposed. As a by-product of this development, it explains why some existing subspace methods may deliver a bias in the presence of the feedback control and suggests a remedy to eliminate the bias. Furthermore, as the proposed method is a projection based method, it can simultaneously provide extended observability matrix, lower triangular block-Toeplitz matrix, and Kalman filtered state sequences. Therefore, using this method, the system state space matrices can be recovered either from the extended observability matrix/the block-Toeplitz matrix or from the Kalman filter state sequences.     

闭环系统的输出过采样辨识方法及其估计精度分析

传统闭环系统辨识方法的可辨识性受到参考设定信号和控制器结构的限制．提出了一种通过对输出过采样实现线性离散时间闭环系统辨识的方法，输出过采样提供了更多的系统结构信息，在传统辨识方法的可辨识条件不满足的情况下，仍能正确辨识系统参数，针对有色噪声干扰，分析其在不同过采样率下的估计精度，得出最优估计的过采样率计算方法．辨识方法实现简单、运算量小、估计精度高．仿真试验验证了其有效性．     

Consistency analysis of some closed-loop subspace identification methods

We study statistical consistency of two recently proposed subspace identification algorithms for closed-loop systems. These algorithms may be seen as implementations of an abstract state-space construction procedure described by the authors in previous work on stochastic realization of closed-loop systems. A detailed error analysis is undertaken which shows that both algorithms are biased due to an unavoidable mishandling of initial conditions which occurs in closed-loop identification. Instability of the open loop system may also be a cause of trouble.     

Subspace like identification incorporating prior information

The subspace identification methods have proved to be a powerful tool, which can further benefit from the prior information incorporation algorithm proposed in this note. In the industrial environment, there is often some knowledge about the identified system (known static gains, dominant time constants, low frequency character, etc.), which can be used to improve model quality and its compliance with first principles. The proposed algorithm has two stages. The first one is similar to the subspace methods as it uses their interpretation as an optimization problem of finding parameters of an optimal multi-step linear predictor for the experimental data. This problem is reformulated in the Bayesian framework allowing prior information incorporation in the form of the mean value and the covariance of the impulse response, which is shown to be useful for the incorporation of several prior information types. The second stage with state space model realization from the posterior impulse response estimate is different from the standard subspace methods as it is based on the structured weighted lower rank approximation, which is necessary to preserve the prior information incorporated in the first stage.     

数据驱动闭环子空间预测控制方法研究与应用

提出一种完全数据驱动的闭环子空间辨识及预测控制器设计方法. 该方法完全由闭环系统的输入输出数据辨识子空间矩阵, 通过子空间矩阵的拆分, 排除了与扰动相关的模型输入, 进而获取子空间矩阵参数的无偏估计; 将辨识得到的闭环系统子空间矩阵描述直接作为预测模型, 设计预测控制器; 将其应用于某钢铁集团焦炉炭化室压力控制系统, 取得了良好的控制效果.

     

Consistency of noise covariance estimation in joint input–output closed-loop subspace identification with application in LQG benchmarking

The LQG trade-off curve has been used as a benchmark for control loop performance assessment. The subspace approach to estimating the LQG benchmark has been proposed in the literature which requires certain intermediate matrices in subspace identification as well as the covariance matrix of the noise. It is shown in this paper that many existing closed-loop identification methods do not give a consistent estimate of the noise covariance matrix. As a result, we propose an alternative subspace formulation for the joint input–output closed-loop identification for which the consistency of the required subspace matrices and noise covariance is guaranteed. Simulation studies and experimental results are provided to demonstrate the utility of the proposed method.     

Closed-loop identification: a two step approach

The accuracy aspects of identification (with respect to both variance and bias of estimates) and the role of filtering in closed-loop identification is discussed in this paper. It is shown that the key difference between closed-loop and open-loop identification is the existence of the sensitivity function. A closed-loop identification algorithm which asymptotically yields the same expressions as open-loop identification, in both variance and bias errors, is proposed. The proposed algorithm is evaluated by simulated examples as well as experiments performed on a computer-interfaced pilot-scale process.     

Improved subspace modal identification of industrial robots

Industrial robots have become key components for manufacturing automations due to their larger workspaces and flexibility. However, low stiffness and high compliance of industrial robots may inevitably lead to vibration by self-excitation or periodic force dependent on workspace configuration. Therefore, the knowledge of the robot's modal properties should be accurately required to enhance the operation accuracy of industrial robots. To improve the identification accuracy of experimental modal parameters of field industrial robots, an improved subspace identification method is proposed to perform nonlinear iterative optimization for updating the state parameters of industrial robots. Experimental response measurement of a six-degrees-of-freedom industrial robot is carried out to obtain modal parameters under various poses. The identification results of the improved subspace modal method are preferable to that of the traditional method. Moreover, the reconstructed three-dimension working frequency space is presented to exactly characterize experimental modal frequencies throughout its workspace. The proposed method effectively improves the identification accuracy of modal parameters when compared with the traditional algorithms and the influence of robots' pose change on modal parameters is also investigated by experimental modal measurements.     

有色噪声背景下的正交子空间辨识

针对传统子空间辨识中存在的有色噪声干扰问题,本文提出一种正交子空间辨识方法.首先,根据子空间辨识算法机制构建含有色噪声的扩展状态空间模型.然后,结合有色噪声的相关性分析,研究了传统子空间辨识方法的有偏性问题,并重新设计了投影向量和正交投影方式,用以消除有色噪声干扰.最后,对投影后的数据矩阵进行奇异值分解,获取广义能观测矩阵,进而求得系统的状态空间模型参数.仿真结果表明该方法在有色噪声干扰下是一致无偏的,并且具有渐进二阶统计特性.结合陀螺仪的具体实验结果表明,该算法在实际应用中具有比传统子空间辨识法更高的辨识精度.