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.     

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．     

On the assessment of multivariable controllers using closed loop data. Part I: Identification of system models

Controller performance assessment of SISO and MIMO systems requires effective and systematic identification of the associated system models based on closed-loop data. In this work, a new methodology for the identification of the process, controller and disturbance models is presented for the purpose of enabling the evaluation of the performance of MIMO control systems. The methodology is based on subspace identification algorithms for the identification of the controller, process and disturbance models from closed-loop data. However, identification of the process model is enhanced by the estimation of the associated interactor matrix via the Variable Regression Estimation technique, the existence of which is mathematically proved. The proposed identification methodology is applied to two 2 × 2 systems utilizing both step-response and PRBS closed-loop data.     

Criteria for informative experiments with subspace identification

Informative experiments are identification experiments which contain sufficient information for an identification algorithm to discriminate between different models in an intended model set. In this paper, a particular set of identification algorithms, namely subspace based identification, is considered. Criteria for experiments to be informative with these methods in the deterministic setup and the combined deterministic-stochastic setup are presented. It is pointed out that if these criteria are not satisfied, interesting phenomena, in which perfect cancellations of the deterministic components and the stochastic components occur in a subspace projection, may occur. It is further shown that such cancellations can indeed be avoided under mild conditions.     

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。     

递推子空间模型辨识算法的研究与仿真

为了很好的解决在线辨识系统模型问题,在对子空间模型辨识研究的基础上,结合递推最小二乘算法和子空问状态辨识方法。推导了子空间状态辨识的递推算法。该算法不仅解决了在线辨识问题,而且算法简单,计算方便,很好地克服了在线辨识时子空间矩阵维数的变化问题。经仿真研究表明,该递推算法克服了一次完成算法在大批量数据运算时,耗时大,专用内存多的缺点,而且对于测量和过程均有噪声干扰的多输入多输出系统,有很好的辨识效果,有较为广阔的应用前景。     

基于子空间辨识的模型预测控制策略及其应用

针对化工过程中普遍存在的非线性和时变特性, 提出了一种基于递推子空间辨识的自适应预测控制策略.用子空间辨识法得到的预测模型作为初始模型, 通过比较初始模型和在线更新模型的匹配误差, 选择匹配误差较小的预测模型计算过程的输入, 从而提高了模型精度. 通过模拟移动床过程控制的仿真试验, 表明该方法具有较强的鲁棒性和抗干扰能力.     

有色噪声条件下的子空间辨识改进方法及应用

针对工业生产过程中噪声往往为有色噪声的情况,提出一种改进的子空间辨识方法。传统的子空间辨识方法在系统存在有色噪声时辨识效果不佳,改进方法则采用变换系统模型形式来克服有色噪声对系统的影响,在辨识时直接利用变换系统模型后的数据得到系统较为准确的状态空间模型,实践证明,状态空间模型更适用于工业过程。连续搅拌反应釜（CSTR）系统是一类典型的工业生产系统,将子空间辨识方法应用于CSTR过程的仿真实验,通过比较改进前和改进后的系统预测误差,验证了所提方法的有效性。     

基于超向量子空间分析的自动语种识别方法

在针对电话语音的自动语种识别系统中,由不同信道、说话内容及说话人等所引起的干扰是影响系统识别性能的一个重要因素。针对此,文中提出一种基于超向量子空间分析的自动语种识别方法。首先构造表征各训练语句的超向量空间并利用SVM模型进行区分性训练,然后利用子空间分析方法估计出噪声子空间,并在距离度量中去除这部分影响。在NIST 07 语种识别测试30s和10s任务中,该方法与基线系统相比,性能有明显提高,等错误率相对降低约20％。     

Identification of discrete-time state affine state space models using cumulants

This paper is concerned with the identification of discrete-time, time invariant, state affine state space models driven by an independent identically distributed (IID) random input, and in the presence of process and measurement noise. The identification problem is treated using a cumulant based approach. It is shown that the input-output and input-state crosscumulant equations in the time domain have the form of a linear autonomous system. An algorithmic procedure is then developed, for the computation of the unknown system matrices, based on a standard deterministic linear subspace identification algorithm, provided the input signal has some persistent excitation properties. The special case of Gaussian IID input is also examined. The proposed method is computationally very efficient and its accuracy is illustrated by simulations.     

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.     

A new subspace identification approach based on principal component analysis

Principal component analysis (PCA) has been widely used for monitoring complex industrial processes with multiple variables and diagnosing process and sensor faults. The objective of this paper is to develop a new subspace identification algorithm that gives consistent model estimates under the errors-in-variables (EIV) situation. In this paper, we propose a new subspace identification approach using principal component analysis. PCA naturally falls into the category of EIV formulation, which resembles total least squares and allows for errors in both process input and output. We propose to use PCA to determine the system observability subspace, the A, B, C, and D matrices and the system order for an EIV formulation. Standard PCA is modified with instrumental variables in order to achieve consistent estimates of the system matrices. The proposed subspace identification method is demonstrated using a simulated process and a real industrial process for model identification and order determination. For comparison the MOESP algorithm and N4SID algorithm are used as benchmarks to demonstrate the advantages of the proposed PCA based subspace model identification (SMI) algorithm.     

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.     

Subspace identification of bilinear systems subject to white inputs

The authors generalize linear subspace identification theory to an analog theory for the subspace identification of bilinear systems. A major assumption they make is that the inputs of the system should be white and mutually independent. It is shown that in that case most of the properties of linear subspace identification theory can be extended to similar properties for bilinear systems. The link between the presented bilinear subspace method and Kalman filter theory is made. Finally, the practical relevance of the method is illustrated by making a direct comparison between linear and bilinear subspace identification methods when applied on data from a model of a distillation column     

Subspace identification based inferential control applied to a continuous pulp digester

The idea of constructing a data-driven stochastic system model through subspace identification for the purpose of inferential control is investigated. Various available methods for designing an inferential controller are discussed and their limitations are brought out, particularly in applications involving multi-variable processes. Practical issues that arise in identifying a system model geared toward inferential control using a subspace method are discussed. They include: handling of nonstationary disturbances, handling of multi-rate measurements/missing data, and secondary measurement selection. With the identified stochastic system model, a multi-rate Kalman filter can be designed and coupled with a model predictive controller. The method is applied to a continuous pulp digester, which is a complex distributed parameter system involving heterogeneous reactions. The application study indicates much potential for the data-based approach.     

N4SID and MOESP algorithms to highlight the ill-conditioning into subspace identification

In this paper,an analysis for ill conditioning problem in subspace identifcation method is provided.The subspace identifcation technique presents a satisfactory robustness in the parameter estimation of process model which performs control.As a frst step,the main geometric and mathematical tools used in subspace identifcation are briefly presented.In the second step,the problem of analyzing ill-conditioning matrices in the subspace identifcation method is considered.To illustrate this situation,a simulation study of an example is introduced to show the ill-conditioning in subspace identifcation.Algorithms numerical subspace state space system identifcation(N4SID)and multivariable output error state space model identifcation(MOESP)are considered to study,the parameters estimation while using the induction motor model,in simulation(Matlab environment).Finally,we show the inadequacy of the oblique projection and validate the efectiveness of the orthogonal projection approach which is needed in ill-conditioning;a real application dealing with induction motor parameters estimation has been experimented.The obtained results proved that the algorithm based on orthogonal projection MOESP,overcomes the situation of ill-conditioning in the Hankel s block,and thereby improving the estimation of parameters.     

子空间辨识技术和MATLAB/xPCTarget在智能结构系统建模中的应用

本文采用子空间辨识方法和基于MATLAB/xPCTarget构建的实验系统对一表面粘贴有压电传感器和执行器的复合材料薄壳结构进行了实验研究,并与传统方法进行了比较。实验结果表明了所述方法的有效性。     

分数阶系统时域子空间辨识

研究了分数阶系统的时域辨识问题,给出了一种新的分数阶系统时域子空间辨识算法.当分数阶微分阶次已知时,通过计算输入输出信号的分数阶微分,构造新的输入输出数据方程对系统的参数进行子空间辨识.当分数阶微分阶次未知时,通过代价函数将阶次辨识问题转化为参数寻优问题.采用Poisson滤波器有效避免了在计算分数阶微分时输入输出信号必须高阶可导的问题.通过分析给出了权矩阵的选取方式,提高了时域子空间辨识结果的精度.数值仿真结果表明了该算法的有效性.     

Identification of step response estimates utilizing continuous time subspace approach

Direct identification procedures using raw data seem to face difficulties especially when the data is corrupted with noise or the data acquisition leads to huge amount of data to be processed. This will lead to complexity in obtaining the accurate model of the system and the increase of computational load and time may also arise. In this paper, we present 2-stage identification, in which, the first stage involves a process to obtain step response estimates. A multi input multi output frequency sampling filter model is used to simulate the estimates. With the aid of finite impulse response model, maximum likelihood method and the predicted sum of square statistics, this procedure able to clean the noise that occurred at high frequency region, compressed the data into the reduced amount and obtained only meaningful parameter that describes the system. Next, at the second stage the continuous time subspace model identification is conducted using the step response estimates obtained from the first stage. Here, three continuous time subspace methods will be observed to develop a state space mathematical model; those are the MOESP, CCA and ORT methods. A Monte Carlo simulation is performed as to see the efficacy and robustness of those models in identifying the step response estimates of the observed system. Comparative analysis with respect to two-stage identification and direct identification procedure is also conducted. This is to show the significant contribution of having MIMO FSF in the overall identification procedure. From results, the developed MIMO FSF is able to compress raw MIMO data into fewer numbers, and produce cleaned and unbiased step response estimates. When it is implemented to MIMO continuous-time subspace identification, MOESP method has demonstrated good performance based on the accuracy and robustness of the developed model.     

基于子空间辨识的状态空间模型预测控制

针对无法从工业过程中获得准确状态空间模型的问题,提出一种基于子空间辨识的状态空间模型预测控制方法。利用子空间辨识方法得到的状态空间模型作为系统模型,给出约束条件下的预测控制算法。以CD播放器机械臂系统为例,通过状态空间模型预测控制方法实现对系统输出的跟踪控制,仿真结果表明,该方法控制效果良好。