Successful identification procedures are undoubtedly important for accurate model description and the consequent implementation of control strategies. Linear Parameter Varying (LPV) models are nowadays standard for control design purposes and powerful identification techniques accordingly available. Anyhow, recent advances have brought to focus the class of Nonlinear Parameter Varying (NLPV) models, which keep some nonlinearities embedded to the formulation. Identification tools for this latter class are still not available. Therefore, this paper proposes a novel method for the robust identification of stochastic NLPV systems, considering that the nonlinear parameter part is a priori known and obeys a Lipschitz condition. The method is based on a modified extended Masreliez-Martin filter and yields the joint estimation of both NLPV systems states and model parameters. The method manages the stochasticity of the system by considering the presence of measurement outliers with non-Gaussian distributions. Results considering real data from a vehicle suspension system are presented in order to demonstrate the consistency of the proposed method.
Citation: Marcelo Menezes Morato, Vladimir Stojanovic. A robust identification method for stochastic nonlinear parameter varying systems[J]. Mathematical Modelling and Control, 2021, 1(1): 35-51. doi: 10.3934/mmc.2021004
Successful identification procedures are undoubtedly important for accurate model description and the consequent implementation of control strategies. Linear Parameter Varying (LPV) models are nowadays standard for control design purposes and powerful identification techniques accordingly available. Anyhow, recent advances have brought to focus the class of Nonlinear Parameter Varying (NLPV) models, which keep some nonlinearities embedded to the formulation. Identification tools for this latter class are still not available. Therefore, this paper proposes a novel method for the robust identification of stochastic NLPV systems, considering that the nonlinear parameter part is a priori known and obeys a Lipschitz condition. The method is based on a modified extended Masreliez-Martin filter and yields the joint estimation of both NLPV systems states and model parameters. The method manages the stochasticity of the system by considering the presence of measurement outliers with non-Gaussian distributions. Results considering real data from a vehicle suspension system are presented in order to demonstrate the consistency of the proposed method.
[1] | H. Akaike, A new look at the statistical model identification, IEEE T. Automat. Contr.,, 19 (1974), 716–723. |
[2] | K. J. Åström, P. Eykhoff, System identification: A survey, Automatica, 7 (1971), 123–162. |
[3] | A. Bachnas, R. Tóth, J. Ludlage, A. Mesbah, A review on data-driven linear parameter-varying modeling approaches: A high-purity distillation column case study, J. Process Contr., 24 (2014), 272–285. |
[4] | B. Bamieh, L. Giarre, Identification of linear parameter varying models, Int. J. Robust Nonlin., 12 (2002), 841–853. |
[5] | F. D. Bianchi, R. S. Sánchez-Peña, Robust identification/invalidation in an LPV framework, Int. J. Robust Nonlin., 20 (2010), 301–312. |
[6] | J. Blesa, P. Jiménez, D. Rotondo, F. Nejjari, V. Puig, An interval NLPV parity equations approach for fault detection and isolation of a wind farm, IEEE T. Ind. Electron., 62 (2014), 3794–3805. |
[7] | S. Boyd, L. El Ghaoui, E. Feron, V. Balakrishnan, Linear matrix inequalities in system and control theory, vol. 15, Siam, 1994. |
[8] | S. L. Brunton, J. L. Proctor, J. N. Kutz, Discovering governing equations from data by sparse identification of nonlinear dynamical systems, P. Natl Acad. Sci., 113 (2016), 3932–3937. |
[9] | H.-F. Chen, L. Guo, Identification and stochastic adaptive control, Springer Science & Business Media, 2012. |
[10] | P. Cui, H. Zhang, J. Lam, L. Ma, Real-time kalman filtering based on distributed measurements, Int. J. Robust Nonlin., 23 (2013), 1597–1608. |
[11] | F. Daum, Nonlinear filters: beyond the kalman filter, IEEE Aero. El. Sys. Mag., 20 (2005), 57–69. |
[12] | P. L. Dos Santos, J. Ramos, J. M. de Carvalho, Identification of linear parameter varying systems using an iterative deterministic-stochastic subspace approach, in Proceedings of the European Control Conference, (2007), 4867–4873. IEEE. |
[13] | P. L. Dos Santos, J. A. Ramos, J. M. De Carvalho, Identification of LPV systems using successive approximations, in $47$th IEEE Conference on Decision and Control, (2008), 4509–4515. IEEE. |
[14] | P. L. Dos Santos, Linear parameter-varying system identification: New developments and trends, vol. 14, World Scientific, 2012. |
[15] | P. L. Dos Santos, T. P. Azevedo-Perdicoúlis, J. A. Ramos, J. L. M. De Carvalho, G. Jank, J. Milhinhos, An LPV modeling and identification approach to leakage detection in high pressure natural gas transportation networks, IEEE T. Contr. Syst. T., 19 (2010), 77–92. |
[16] | E. Gassiat, E. Gautherat, Identification of noisy linear systems with discrete random input, IEEE T. Inform. Theory, 44 (1998), 1941–1952. |
[17] | M. Gharamti, B. Ait-El-Fquih, I. Hoteit, An iterative ensemble kalman filter with one-step-ahead smoothing for state-parameters estimation of contaminant transport models, J. Hydrol.,, 527 (2015), 442–457. |
[18] | G. Giordano, J. Sjöberg, Consistency aspects of wiener-hammerstein model identification in presence of process noise, in $55$th Conference on Decision and Control, (2016), 3042–3047. IEEE. |
[19] | S. Guo, S. Yang, C. Pan, Dynamic modeling of magnetorheological damper behaviors, J. Intel. Mat. Syst. Str., 17 (2006), 3–14. |
[20] | C. Hoffmann, H. Werner, A survey of linear parameter-varying control applications validated by experiments or high-fidelity simulations, IEEE T. Contr. Syst. T., 23 (2014), 416–433. |
[21] | P. J. Huber, Robust statistics, Springer, 2011. |
[22] | W. E. Larimore, P. B. Cox, R. Tóth, CVA identification of nonlinear systems with LPV state-space models of affine dependence, in Proceedings of the 2015 American Control Conference, (2015), 831–837. IEEE. |
[23] | L. H. Lee, K. Poolla, Identification of Linear Parameter-Varying Systems Using Nonlinear Programming, J. Dyn. Syst-T ASME, 121 (1999), 71–78. |
[24] | J. Li, W. X. Zheng, J. Gu, L. Hua, A recursive identification algorithm for wiener nonlinear systems with linear state-space subsystem, Circ. Syst. Signal Pr., 37 (2018), 2374–2393. |
[25] | L. Ljung, Asymptotic behavior of the extended kalman filter as a parameter estimator for linear systems, IEEE T. Automat. Contr., 24 (1979), 36–50. |
[26] | C. Masreliez, R. Martin, Robust bayesian estimation for the linear model and robustifying the kalman filter, IEEE T. Automat. Contr., 22 (1977), 361–371. |
[27] | W. Mei, G. Shan, C. Wang, Practical development of the second-order extended kalman filter for very long range radar tracking, Signal Process., 91 (2011), 1240–1248. |
[28] | J. Mohammadpour, C. W. Scherer, Control of linear parameter varying systems with applications, Springer Science & Business Media, 2012. |
[29] | M. M. Morato, O. Sename, L. Dugard, M. Q. Nguyen, Fault estimation for automotive electro-rheological dampers: LPV-based observer approach, Control Eng. Pract., 85 (2019), 11–22. |
[30] | M. M. Morato, M. Q. Nguyen, O. Sename, L. Dugard, Design of a fast real-time LPV model predictive control system for semi-active suspension control of a full vehicle, J. Franklin I., 356 (2019), 1196–1224. |
[31] | M. M. Morato, O. Sename, L. Dugard, LPV-MPC fault tolerant control of automotive suspension dampers, IFAC-PapersOnLine, 51 (2018), 31–36. |
[32] | A. S. Morris, R. Langari, Measurement and instrumentation: theory and application, Academic Press, 2012. |
[33] | T.-P. Pham, O. Sename, L. Dugard, Real-time damper force estimation of vehicle electrorheological suspension: A nonlinear parameter varying approach, IFAC-PapersOnLine, 52 (2019), 94–99. |
[34] | C. Poussot-Vassal, S. M. Savaresi, C. Spelta, O. Sename, L. Dugard, A methodology for optimal semi-active suspension systems performance evaluation, in 49th IEEE Conference on Decision and Control, (2010), 2892–2897. IEEE. |
[35] | S. Z. Rizvi, J. M. Velni, F. Abbasi, R. Tóth, N. Meskin, State-space lpv model identification using kernelized machine learning, Automatica, 88 (2018), 38–47. |
[36] | T. B. Schön, A. Wills, B. Ninness, System identification of nonlinear state-space models, Automatica, 47 (2011), 39–49. |
[37] | G. Scorletti, V. Fromion, S. De Hillerin, Toward nonlinear tracking and rejection using LPV control, IFAC-PapersOnLine, 48 (2015), 13–18. |
[38] | T. Söderström, Identification of stochastic linear systems in presence of input noise, Automatica, 17 (1981), 713–725. |
[39] | V. Stojanovic, V. Filipovic, Adaptive input design for identification of output error model with constrained output, Circ. Syst. Signal Pr., 33 (2014), 97–113. |
[40] | V. Stojanovic, N. Nedic, Joint state and parameter robust estimation of stochastic nonlinear systems, Int. J. Robust Nonlin., 26 (2016), 3058–3074. |
[41] | V. Stojanovic, N. Nedic, Robust kalman filtering for nonlinear multivariable stochastic systems in the presence of non-gaussian noise, Int. J. Robust Nonlin., 26 (2016), 445–460. |
[42] | S. Tayamon, T. Wigren, Recursive prediction error identification and scaling of non-linear systems with midpoint numerical integration, in Proceedings of the 2010 American Control Conference, (2010), 4510–4515. IEEE. |
[43] | R. Tóth, Modeling and identification of linear parameter-varying systems, vol. 403, Springer, 2010. |
[44] | J. C. Tudón-Martínez, S. Fergani, O. Sename, J. J. Martinez, R. Morales-Menendez, L. Dugard, Adaptive road profile estimation in semiactive car suspensions, IEEE T. Contr. Syst. T., 23 (2015), 2293–2305. |
[45] | J. Umenberger, J. Wågberg, I. R. Manchester, T. B. Schön, Maximum likelihood identification of stable linear dynamical systems, Automatica, 96 (2018), 280–292. |
[46] | A. Unger, F. Schimmack, B. Lohmann, R. Schwarz, Application of LQ-based semi-active suspension control in a vehicle, Control Eng. Pract., 21 (2013), 1841–1850. |
[47] | T. Utz, C. Fleck, J. Frauhammer, D. Seiler-Thull, A. Kugi, Extended kalman filter and adaptive backstepping for mean temperature control of a three-way catalytic converter, Int. J. Robust Nonlin., 24 (2014), 3437–3453. |
[48] | C. Vivas-Lopez, D. H. Alcántara, M. Q. Nguyen, S. Fergani, G. Buche, O. Sename, L. Dugard, R. Morales-Menéndez, INOVE: a testbench for the analysis and control of automotive vertical dynamics, in $14^{th}$ International Conference on Vehicle System Dynamics, Identification and Anomalies, VSDIA, 2014, pp–403. |
[49] | Z. Wang, X. Liu, Y. Liu, J. Liang, V. Vinciotti, An extended kalman filtering approach to modeling nonlinear dynamic gene regulatory networks via short gene expression time series, IEEE/ACM T. Comput. Bi., 6 (2009), 410–419. |
[50] | C.-Y. Wu, J.-H. Tsai, S.-M. Guo, L.-S. Shieh, J. I. Canelon, F. Ebrahimzadeh, L. Wang, A novel on-line observer/kalman filter identification method and its application to input-constrained active fault-tolerant tracker design for unknown stochastic systems, J. Franklin I., 352 (2015), 1119–1151. |
[51] | Y. Zhao, B. Huang, H. Su, J. Chu, Prediction error method for identification of lpv models, J. Process Contr., 22 (2012), 180–193. |