Support vector method for identification of Wiener models

Support vector regression is applied to identify nonlinear systems represented by Wiener models, consisting of a linear dynamic system in series with a static nonlinear block. The linear block is expanded in terms of basis functions, such as Laguerre or Kautz filters, and the static nonlinear block is determined using support vector machine regression.     

Hammerstein-Wiener system estimator initialization

In nonlinear system identification, the system is often represented as a series of blocks linked together. Such block-oriented models are built with static nonlinear subsystems and linear dynamic systems. This paper deals with the identification of the Hammerstein-Wiener model, which is a block-oriented model where a linear dynamic system is surrounded by two static nonlinearities at its input and output. The proposed identification scheme is iterative and will be demonstrated on measurements. It will be proven that on noiseless data and in absence of modeling errors, the optimization procedure converges to the true system locally.     

A dynamic operability analysis approach for nonlinear processes

Current process operability indicators are mostly restricted to linear approximations of the process dynamics. Other operability analysis approaches that have the capability to include full nonlinear process models rely on mixed integer dynamic optimisation techniques which, in general, require large amount of computations. In this paper we propose a dynamic operability analysis approach for stable nonlinear processes that can be readily applied during process design and can be solved efficiently using a limited amount of computations. The process nonlinear dynamics are approximated by a series interconnection of static nonlinearities and linear dynamics, represented by the so-called Hammerstein–Wiener models. These type of models can often be obtained during process design where detailed steady-state nonlinear models are available, combined with some (usually limited) information on the process dynamics. Using an extended internal model control (IMC) framework, we investigate the interaction between the static nonlinearities and linear dynamics on the operability of the process. The framework extends the well-known equivalence between operability and invertibility of linear processes to nonlinear systems. In particular, by exploiting some results from the theory of passive systems we provide conditions that guarantee the existence of the inverse of the static nonlinearities. We show that the inverse can be attained inside a specific input/output region. This region imposes a constraint on the maximum magnitude of the signals that appear in the closed-loop and represents the effect of the static nonlinearities on the operability of the overall process. Dynamic operability is then quantified using a linear matrix inequality (LMI) optimisation approach that minimises a given performance criterion subject to the constraint imposed by the static nonlinearities.     

An algebraic approach to iterative learning control

In this paper discrete-time iterative learning control (ILC) systems are analysed from an algebraic point of view. The algebraic analysis shows that a linear-time invariant single-input–single-output model can always represented equivalently as a static multivariable plant due to the finiteness of the time-axis. Furthermore, in this framework the ILC synthesis problem becomes a tracking problem of a multi-channel step-function. The internal model principle states that for asymptotic tracking (i.e. convergent learning) it is required that an ILC algorithm has to contain an integrator along the iteration axis, but at the same time the resulting closed-loop system should be stable. The question of stability can then be answered by analysing the closed-loop poles along the iteration axis using standard results from multivariable polynomial systems theory. This convergence theory suggests that time-varying ILC control laws should be typically used instead of time-invariant control laws in order to guarantee good transient tracking behaviour. Based on this suggestion a new adaptive ILC algorithm is derived, which results in monotonic convergence for an arbitrary linear discrete-time plant. This adaptive algorithm also has important implications in terms of future research work—as a concrete example it demonstrates that ILC algorithms containing adaptive and time-varying components can result in enhanced convergence properties when compared to fixed parameter ILC algorithms. Hence it can be expected that further research on adaptive learning mechanisms will provide a new useful source of high-performance ILC algorithms.     

Computationally efficient simultaneous policy update algorithm for nonlinear H∞ state feedback control with Galerkin's method

The main bottleneck for the application of H_∞ control theory on practical nonlinear systems is the need to solve the Hamilton–Jacobi–Isaacs (HJI) equation. The HJI equation is a nonlinear partial differential equation (PDE) that has proven to be impossible to solve analytically, even the approximate solution is still difficult to obtain. In this paper, we propose a simultaneous policy update algorithm (SPUA), in which the nonlinear HJI equation is solved by iteratively solving a sequence of Lyapunov function equations that are linear PDEs. By constructing a fixed point equation, the convergence of the SPUA is established rigorously by proving that it is essentially a Newton's iteration method for finding the fixed point. Subsequently, a computationally efficient SPUA (CESPUA) based on Galerkin's method, is developed to solve Lyapunov function equations in each iterative step of SPUA. The CESPUA is simple for implementation because only one iterative loop is included. Through the simulation studies on three examples, the results demonstrate that the proposed CESPUA is valid and efficient. Copyright © 2012 John Wiley & Sons, Ltd.     

Stability analysis of a multi-model predictive control algorithm with application to control of chemical reactors

We study a stabilizing multi-model predictive control strategy for controlling nonlinear process at different operating conditions. The control algorithm is a receding horizon scheme with a quasi-infinite horizon objective function that has finite and infinite horizon cost components. The finite horizon cost consists of free input variables that direct the system towards a terminal region which contains the desired operating point. The infinite horizon cost has an upper bound and steers the system to the desired operating point. The system is represented by a sequence of piecewise linear models. Based on the condition of the system states, the sequence of piecewise linear models is updated and the controller’s objective function switches form quasi-infinite to infinite horizon objective function. This results in a hybrid control structure. A recent approach in the analysis of hybrid systems that uses multiple Lyapunov functions is employed in the stability analysis of the closed-loop system. The stabilizing hybrid control strategy is illustrated on two examples and their closed-loop stability properties are studied.     

A neurofuzzy scheme to on-line identification in an adaptive–predictive control

A neurofuzzy scheme has been designed to carry out on-line identification, with the aim of being used in an adaptive–predictive dynamic matrix control (DMC) of unconstrained nonlinear systems represented by a transfer function with varying parameters. This scheme supplies to the DMC controller the linear model and the nonlinear output predictions at each sample instant, and is composed of two blocks. The first one makes use of a fuzzy partition of the external variable universe of discourse, which smoothly commutes between several linear models. In the second block, a recurrent linear neuron with interpretable weights performs the identification of the models by means of supervised learning. The resulting identifier has several main advantages: interpretability, learning speed, and robustness against catastrophic forgetting. The proposed controller has been tested both on simulation and on a real laboratory plant, showing a good performance.     

On the solution of a rational matrix equation arising in G-networks

We consider the problem of solving a rational matrix equation arising in the solution of G-networks. We propose and analyze two numerical methods: a fixed point iteration and the Newton–Raphson method. The fixed point iteration is shown to be globally convergent with linear convergence rate, while the Newton method is shown to have a local convergence, with quadratic convergence rate. Numerical experiments show the effectiveness of the proposed methods.     

Time-varying square roots finding via Zhang dynamics versus gradient dynamics and the former's link and new explanation to Newton-Raphson iteration

Different from conventional gradient-based neural dynamics, a special class of neural dynamics have been proposed by Zhang et al. since 12 March 2001 for online solution of time-varying and static (or termed, time-invariant) problems (e.g., nonlinear equations). The design of Zhang dynamics (ZD) is based on the elimination of an indefinite error-function, instead of the elimination of a square-based positive or at least lower-bounded energy-function usually associated with gradient dynamics (GD) and/or Hopfield-type neural networks. In this paper, we generalize, develop, investigate and compare the continuous-time ZD (CTZD) and GD models for online solution of time-varying and static square roots. In addition, a simplified continuous-time ZD (S-CTZD) and discrete-time ZD (DTZD) models are generated for static scalar-valued square roots finding. In terms of such scalar square roots finding problem, the Newton iteration (also termed, Newton-Raphson iteration) is found to be a special case of the DTZD models (by focusing on the static-problem solving, utilizing the linear activation function and fixing the step-size to be 1). Computer-simulation results via a power-sigmoid activation function further demonstrate the efficacy of the ZD solvers for online scalar (time-varying and static) square roots finding, in addition to the DTZD's link and new explanation to Newton-Raphson iteration.     

Identification of systems containing linear dynamic and static nonlinear elements

Identification of nonlinear systems which can be represented by combinations of linear dynamic and static nonlinear elements are considered. Previous results by the authors based on correlation analysis are combined to provide a unified treatment for this class of systems. It is shown that systems composed of cascade, feedforward, feedback and multiplicative connections of linear dynamic and zero memory nonlinear elements can be identified in terms of the individual component subsystems from measurements of the system input and output only.     

Identification of Wiener–Hammerstein benchmark model via rank minimization

In this paper, a Wiener–Hammerstein system identification problem is formulated as a semidefinite programming (SDP) problem which provides a sub-optimal solution for a rank minimization problem. In the proposed identification method, the first linear dynamic system, the static nonlinear function, and the second linear dynamic system are parameterized as an FIR model, a polynomial function, and a rational transfer function respectively. Subsequently the optimization problem is formulated by using the over-parameterization technique and an iterative approach is proposed to update two unmeasurable intermediate signals. For the modeling of static nonlinearity, the monotonically non-deceasing condition was applied to limit the number of possible selections for intermediate signals. At each step of iteration, the over-parametrized parameters are estimated and then system parameters are separated by using a singular value decomposition (SVD). The proposed method is applied to the benchmark problem and the estimation result shows the effectiveness of the proposed algorithm.     

An affine-scaling derivative-free trust-region method for solving nonlinear systems subject to linear inequality constraints

In this paper, an affine-scaling derivative-free trust-region method with interior backtracking line search technique is considered for solving nonlinear systems subject to linear inequality constraints. The proposed algorithm is designed to take advantage of the problem structured by building polynomial interpolation models for each function in the nonlinear system function F. The proposed approach is developed by forming a quadratic model with an appropriate quadratic function and scaling matrix: there is no need to handle the constraints explicitly. By using both trust-region strategy and interior backing line search technique, each iteration switches to backtracking step generated by the trust-region subproblem and satisfies strict interior point feasibility by line search backtracking technique. Under reasonable conditions, the global convergence and fast local convergence rate of the proposed algorithm are established. The results of numerical experiments are reported to show the effectiveness of the proposed algorithms.     

基于改进迭代收缩阈值算法的微观3D重建方法

迭代收缩阈值算法（ISTA）求解离焦深度恢复动态优化问题时,采用固定迭代步长,导致算法收敛效率不佳,使得重建的微观3D形貌精度不高。为此,提出一种基于加速算子梯度估计和割线线性搜索的方法优化ISTA——FL-ISTA。首先,在每一次迭代中,由当前点和前一个点的线性组合构成加速算子重新进行梯度估计,更新迭代点;其次,为了改变迭代步长固定的限制,引入割线线性搜索,动态确定每次最优迭代步长;最后,将改进的迭代收缩阈值算法用于求解离焦深度恢复动态优化问题,加快算法的收敛速度、提高微观3D形貌重建的精度。在对标准500 nm尺度栅格的深度信息重建实验中,与ISTA、快速ISTA （FISTA）和单调快速ISTA （MFISTA）相比,FL-ISTA收敛速度均有所提升,重建的深度信息值下降了10个百分点,更接近标准500 nm栅格尺度;与ISTA相比,FL-ISTA重建的微观3D形貌均方差（MSE）和平均误差分别下降了18个百分点和40个百分点。实验结果表明,FL-ISTA有效提升了求解离焦深度恢复动态优化问题的收敛速度,提高了微观3D形貌重建的精度。     

A Computational Method for Stochastic Optimal Control Problems in Financial Mathematics

Principle of optimality or dynamic programming leads to derivation of a partial differential equation (PDE) for solving optimal control problems, namely the Hamilton‐Jacobi‐Bellman (HJB) equation. In general, this equation cannot be solved analytically; thus many computing strategies have been developed for optimal control problems. Many problems in financial mathematics involve the solution of stochastic optimal control (SOC) problems. In this work, the variational iteration method (VIM) is applied for solving SOC problems. In fact, solutions for the value function and the corresponding optimal strategies are obtained numerically. We solve a stochastic linear regulator problem to investigate the applicability and simplicity of the presented method and prove its convergence. In particular, for Merton's portfolio selection model as a problem of portfolio optimization, the proposed numerical method is applied for the first time and its usefulness is demonstrated. For the nonlinear case, we investigate its convergence using Banach's fixed point theorem. The numerical results confirm the simplicity and efficiency of our method.     

On system state equipartitioning and semistability in network dynamical systems with arbitrary time-delays

In many applications involving multiagent systems, groups of agents are required to agree on certain quantities of interest. In particular, it is important to develop consensus protocols for networks of dynamic agents with directed information flow, switching network topologies, and possible system time-delays. In this paper, we use compartmental dynamical system models to characterize dynamic algorithms for linear and nonlinear networks of dynamic agents in the presence of inter-agent communication delays that possess a continuum of semistable equilibria, that is, protocol algorithms that guarantee convergence to Lyapunov stable equilibria. In addition, we show that the steady-state distribution of the dynamic network is uniform, leading to system state equipartitioning or consensus. These results extend the results in the literature on consensus protocols for linear balanced networks to linear and nonlinear unbalanced networks with time-delays.     

Nonlinear discrete-time models: state-space vs. I/O representations

This paper compares state-space and input–output realizations for nonlinear discrete-time dynamic models. For linear models, these two realizations are essentially equivalent and their structures are closely related, but these statements do not hold for nonlinear models. We illustrate this point with simple, realistic examples for which only one of the two realizations exists or for which both exist but their structures are profoundly different. Overall, the main point of this paper is the importance of the choice of realization in the development of nonlinear dynamic models.     

Adaptive discrete-time sliding-mode control of nonlinear systems described by Wiener models

In this paper, we propose an adaptive control scheme that can be applied to nonlinear systems with unknown parameters. The considered class of nonlinear systems is described by the block-oriented models, specifically, the Wiener models. These models consist of dynamic linear blocks in series with static nonlinear blocks. The proposed adaptive control method is based on the inverse of the nonlinear function block and on the discrete-time sliding-mode controller. The parameters adaptation are performed using a new recursive parametric estimation algorithm. This algorithm is developed using the adjustable model method and the least squares technique. A recursive least squares (RLS) algorithm is used to estimate the inverse nonlinear function. A time-varying gain is proposed, in the discrete-time sliding mode controller, to reduce the chattering problem. The stability of the closed-loop nonlinear system, with the proposed adaptive control scheme, has been proved. An application to a pH neutralisation process has been carried out and the simulation results clearly show the effectiveness of the proposed adaptive control scheme.     

基于多面体终端域的Hammerstein-Wiener非线性预测控制

许多实际系统都可以表示成一种中间为线性动态子系统、输入输出端为非线性静态子系统的Hammerstein-Wiener型非线性模型. 针对输入和输出受约束的Hammerstein-Wiener型非线性系统, 提出一种基于多面体终端域的预测控制综合算法. 离线设计时, 通过构造一系列多面体不变集, 扩大了终端域; 在多面体不变集内, 设计非线性控制律, 减少了常规线性控制律设计的保守性. 在线计算时, 通过求解有限个线性矩阵不等式(Linear matrix inequalities, LMIs)优化问题, 不仅可以满足实时性要求, 而且能够改善控制性能. 仿真结果表明了采用多面体不变集的优越性.     

Identification of IIR Wiener systems with spline nonlinearities that have variable knots

An algorithm is developed for the identification of Wiener systems, linear dynamic elements followed by static nonlinearities. In this case, the linear element is modeled using a recursive digital filter, while the static nonlinearity is represented by a spline of arbitrary but fixed degree. The primary contribution in this note is the use of variable knot splines, which allow for the use of splines with relatively few knot points, in the context of Wiener system identification. The model output is shown to be nonlinear in the filter parameters and in the knot points, but linear in the remaining spline parameters. Thus, a separable least squares algorithm is used to estimate the model parameters. Monte-Carlo simulations are used to compare the performance of the algorithm identifying models with linear and cubic spline nonlinearities, with a similar technique using polynomial nonlinearities.