Subspace-based multivariable system identification from frequencyresponse data

Two noniterative subspace-based algorithms which identify linear, time-invariant MIMO (multi-input/multioutput) systems from frequency response data are presented. The algorithms are related to the recent time-domain subspace identification techniques. The first algorithm uses equidistantly, in frequency, spaced data and is strongly consistent under weak noise assumptions. The second algorithm uses arbitrary frequency spacing and is strongly consistent under more restrictive noise assumptions, promising results are obtained when the algorithms are applied to real frequency data originating from a large flexible structure     

Subspace-based system identification: weighting and pre-filtering of instruments

Subspace-based system identification is typically based on an estimate of the extended observability matrix. It is thus of great interest to investigate, and also optimize, the estimate of the observability matrix. Of special interest in this paper is the fact that the influence of certain weighting matrices is an unresolved issue in the literature on subspace identification. Here, an asymptotic analysis of the estimated observability matrix is presented. The main result of the analysis is that novel weighting matrices and pre-filters of instrumental variables are derived.     

Subspace-based methods for the identification of linear time-invariant systems

Subspace-based methods for system identification have attracted much attention during the past few years. This interest is due to the ability of providing accurate state-space models for multivariable linear systems directly from input-output data. The methods have their origin in classical state-space realization theory as developed in the 1960s. The main computational tools are the QR and the singular-value decompositions. Here, an overview of existing subspace-based techniques for system identification is given. The methods are grouped into the classes of realization-based and direct techniques. Similarities between different algorithms are pointed out, and their applicability is commented upon. We also discuss some recent ideas for improving and extending the methods. A simulation example is included for comparing different algorithms. The subspace-based approach is found to perform competitive with respect to prediction-error methods, provided the system is properly excited.     

Cyclic invariance for discrete time-delay systems

This technical communique introduces a new concept of set invariance with respect to linear discrete time dynamics affected by delay. We are interested in the definition and characterization of sequences of cyclically invariant subsets in the state space. The algebraic conditions established in the late ’80s for linear dynamics are generalized to invariance analysis in the presence of delays for given sequences of polyhedral sets.     

二阶加延时模型的阶跃响应辨识方法

提出了一种带有延迟环节的二阶连续开环系统的阶跃响应辨识方法. 这种方法可以由系统的阶跃响应采样数据构造非线性方程组, 通过对方程组求解估计出系统的参数. 在不存在延迟环节的时候, 非线性方程组将简化为线性方程组. 仿真表明算法具有较高的精度.     

Optimal guaranteed cost control for an uncertain discrete T-S fuzzy system with time-delay

This paper considers the guaranteed cost control problem for a class of uncertain discrete T-S fuzzy systems with time delay and a given quadratic cost function. Sufficient conditions for the existence of such controllers are derived based on the linear matrix inequalities （LMI） approach by constructing a specific nonquadratic Lyapunov-Krasovskii functional and a nonlinear PDC-like control law. A convex optimization problem is also formulated to select the optimal guaranteed cost controller that minimizes the upper bound of the closed-loop cost function. Finally, numerical examples are presented to demonstrate the effectiveness of the proposed approaches.     

Stability of continuous and discrete time-delay grey systems

In this paper, we have investigated the stability and decaying rate testing problems of grey systems with time delay. Both continuous and discrete time-delay grey systems are discussed whose state matrices are interval matrices. In terms of the Gersgorin theorem, several new delay-independent criteria have been developed to preserve the system stability. By these conditions, new delay-dependent criteria are also presented in order to guarantee that the above-mentioned systems are stable with a specified decay rate. As far as we are aware, this paper seems to be the first to discuss robust stability problems for continuous and discrete time-delay grey systems. Finally, the applications of the results obtained have been illustrated by given numerical examples. We believe that the proposed schemes are applicable to robust control design.     

Subspace-based continuous-time identification of fractional order systems from non-uniformly sampled data

This work focuses on the identification of fractional commensurate order systems from non-uniformly sampled data. A novel scheme is proposed to solve such problem. In this scheme, the non-uniformly sampled data are first complemented by using fractional Laguerre generating functions. Then, the multivariable output error state space method is employed to identify the relevant system parameters. Moreover, an in-depth property analysis of the proposed scheme is provided. A numerical example is investigated to illustrate the effectiveness of the proposed method.     

A memoryless state observer for discrete time-delay systems

This paper presents a reduced-order memoryless state observer with a γ-stability margin (0<γ<1) for linear discrete-time systems with multiple delays in both the state and control vectors. The dynamics of the observer are derived from a set of unstable and/or poorly damped eigenvalues of the system. A simple and systematic design method is presented. A numerical example is given to illustrate the properties of the new observer and its design method     

具有控制时滞的离散系统的无抖振滑模控制

研究含时滞的线性离散系统的变结构控制问题. 首先将之简化为不含时滞项的线性离散系统. 然后对简化系统提出一种新的无抖振滑动模态控制算法. 该算法使滑模控制分为两个阶段,当系统轨迹在滑模某邻域以外时, 利用传统的到达控制律使系统状态轨迹单调趋近滑模面; 当系统轨迹进入该邻域内, 无抖振控制律使其轨迹一步到达滑模面. 该控制律有效地削除了由离散系统解轨迹的不连续性产生的抖振现象. 仿真结果表明了这种方法的有效性.     

Non-parametric linear time-invariant system identification by discrete wavelet transforms

We describe the use of the discrete wavelet transform (DWT) for non-parametric linear time-invariant system identification. Identification is achieved by using a test excitation to the system under test (SUT) that also acts as the analyzing function for the DWT of the SUT's output, so as to recover the impulse response. The method uses as excitation any signal that gives an orthogonal inner product in the DWT at some step size (that cannot be 1). We favor wavelet scaling coefficients as excitations, with a step size of 2. However, the system impulse or frequency response can then only be estimated at half the available number of points of the sampled output sequence, introducing a multirate problem that means we have to ‘oversample’ the SUT output. The method has several advantages over existing techniques, e.g., it uses a simple, easy to generate excitation, and avoids the singularity problems and the (unbounded) accumulation of round-off errors that can occur with standard techniques. In extensive simulations, identification of a variety of finite and infinite impulse response systems is shown to be considerably better than with conventional system identification methods.     

Stability bound of discrete multiple time-delay singularly perturbed systems

In this paper, the exact stability bound for discrete multiple time-delay singularly perturbed systems is examined. The obtained results, based on state space approach for the critical stability criterion of discrete systems, are sufficient conditions for the original system and its reduced subsystems about stability problems. Besides, we show that the subsystems are, indeed, zero-order approximations to the original systems. An example is given to illustrate the proposed schemes.     

Optimizing search-based identification of stochastic time-delay systems

A frequently used identification method of time-delay systems, namely the method of direct least-squares (LS) estimation with step-by-step search, is significantly improved in some aspects. First, a discussion is made on how to design a proper digital filter in order to derive a unimodal criterion function with respect to the time delay. It is then suggested that the golden section algorithm can be implemented to search the time delay optimizingly, while the system parameters are simultaneously estimated by use of the standard LS method. The presented optimizing search-based identification algorithm exhibits superior performance to the step-by-step search-based method, in that it is more widely applicable and less computational demanding. Illustrative examples are also included.     

线性区间离散时滞系统的区域镇定

针对线性离散时滞系统的区域镇定问题, 基于非奇异状态变换技术提出了区间不确定性系统区域可镇定的充分条件, 保证闭环系统的所有极点均位于给定的圆盘区域内. 所给条件可简化为LMI描述形式, 利用LMI工具求解非常方便. 所给实例表明了该方法用于判断线性区间离散时滞系统的区域可镇定性与设计区域镇定控制器的可行性.     

双时滞不确定离散系统的满意容错控制

为了满足工业实际中要求容错控制策略不仅保证故障模式下系统的稳定,同时还须满足一定的性能指标或约束条件的要求,针对同时具有状态和控制时滞的不确定离散时滞系统,在一般执行器故障模式下,研究了基于状态反馈的H∞满意容错控制问题,并用仿真示例验证方法的有效性。     

线性离散时滞重复过程的H∞控制

首先给出了线性离散时滞重复过程的2D(两维)Roesser模型, 采用线性矩阵不等式方法导出了过程稳定并具有H_∞扰动抑制度的一个充分条件. 通过求一个线性矩阵不等式的可行解来构造系统的一个状态反馈H_∞控制器. 进一步, 通过求解一个线性矩阵不等式凸优化问题得到该过程的最优状态反馈H_∞控制器.     

Parameter identification of time-delay systems via exponential

A delay matrix D is derived and used along with the exponential Fourier operational matrix of integration in a new algorithm for parameter identification of LTI delayed systems. The main advantage of this method over similar algorithms is that Fast Fourier Transform (FFT) can be employed for determining expansion coefficients. Therefore, it reduces the computing time considerably. A second advantage is that the Fourier delay and integration matrices are simpler than their counterparts associated with other orthogonal functions. This further reduces compulations. An example is given which shows that the algorithm gives accurate parameter estimates.     

Design of fixed-point smoother algorithm for linear discrete time-delay systems

This paper investigates the fixed-point smoothing problems for linear discrete-time systems with multiple time-delays in the observations.The linear discrete-time systems considered have l + 1 output channels.One is instantaneous observation and the others are delayed.The fixed-point smoothers involving recursive algorithm and non-recursive algorithm are designed by using innovation analysis theory without relying on the system augmentation approach.Also, it is further shown that the design of fixed-point smoother comes down to solving l + 1 Riccati equations with the same dimensions as the original systems.     

一类离散时滞切换系统的稳定性分析

对一类子系统含有离散时滞项的切换系统,研究了其渐近稳定的问题。通过引入一个矩阵,将受约束的二次型转换为不受约束的二次型,然后利用多Lyapunov函数法得出了这类切换系统渐近稳定的一个充分条件。最后通过一个仿真算例,验证了所得结论的正确性。     

Robust admissibility and admissibilisation of uncertain discrete singular time-delay systems

This paper is concerned with the characterisation of robust admissibility and admissibilisation for uncertain discrete-time singular system with interval time-varying delay. Considering the norm-bounded uncertainty and the interval time-varying delay, a new comparison model is introduced to transform the original singular system into two connected subsystems. After this transformation, a singular system without uncertainty and delay can be handled by the Lyapunov–Krasovskii functional method. By virtue of the scaled small gain theorem, an admissibility condition of the original singular system is proposed in terms of linear matrix inequalities. Moreover, the problem of robust admissibilisation of uncertain discrete singular time-varying system is also studied by iterative linear matrix inequality algorithm with initial condition optimisation. Several numerical examples are used to illustrate that the results are less conservative than existing ones.