In this paper, we establish a unified framework for subspace identification (SID) of linear parameter-varying (LPV) systems to estimate LPV state-space (SS) models in innovation form. This framework enables us to derive novel LPV SID schemes that are extensions of existing linear time-invariant (LTI) methods. More specifically, we derive the open-loop, closed-loop, and predictor-based data-equations, an input-output surrogate form of the SS representation, by systematically establishing an LPV subspace identification theory. We show the additional challenges of the LPV setting compared to the LTI case. Based on the data-equations, several methods are proposed to estimate LPV-SS models based on a maximum-likelihood or a realization based argument. Furthermore, the established theoretical framework for the LPV subspace identification problem allows us to lower the number of to-be-estimated parameters and to overcome dimensionality problems of the involved matrices, leading to a decrease in the computational complexity of LPV SIDs in general. To the authors' knowledge, this paper is the first in-depth examination of the LPV subspace identification problem. The effectiveness of the proposed subspace identification methods are demonstrated and compared with existing methods in a Monte Carlo study of identifying a benchmark MIMO LPV system.
This paper proposes a new methodology for subspace identification of linear time-periodic (LTP) systems with periodic inputs. This method overcomes the issues related to the computation of frequency response of LTP systems by utilizing the frequency response of the time-lifted system with linear time-invariant structure instead. The response is estimated with an ensemble of input-output data with periodic inputs. This allows the frequency-domain subspace identification technique to be extended to LTP systems. The time-aliased periodic impulse response can then be estimated and the order-reveal…
Model estimates obtained from traditional subspace identification methods may be subject to significant variance. This elevated variance is aggravated in the cases of large models or of a limited sample size. Common solutions to reduce the effect of variance are regularized estimators, shrinkage estimators and Bayesian estimation. In the current work we investigate the latter two solutions, which have not yet been applied to subspace identification. Our experimental results show that our proposed estimators may reduce the estimation risk up to $40\%$ of that of traditional subspace methods.
The subspace method is one of the mainstream system identification method of linear systems, and its basic idea is to estimate the system parameter matrices by projecting them into a subspace related to input and output. However, most of the existing subspace methods cannot have the statistic performance guaranteed since the lack of closed-form expression of the estimation. Meanwhile, traditional subspace methods cannot deal with the uncertainty of the noise, and thus stable identification results cannot be obtained. In this paper, we propose a novel improved subspace method from the perspecti…
We present an algorithmic framework for the identification of candidate invariant subspaces for switched linear systems. Namely, the framework allows to compute an orthonormal basis in which the matrices of the system are close to block-triangular matrices, based on a finite set of observed one-step trajectories and with a priori confidence level. The link between the existence of an invariant subspace and a common block-triangularization of the system matrices is well known. Under some assumptions on the system, one can also infer the existence of an invariant subspace when the matrices are c…
Operational Modal Analysis (OMA) provides essential insights into the structural dynamics of an Offshore Wind Turbine (OWT). In these dynamics, damping is considered an especially important parameter as it governs the magnitude of the response at the natural frequencies. Violation of the stationary white noise excitation requirement of classical OMA algorithms has troubled the identification of operational OWTs due to harmonic excitation caused by rotor rotation. Recently, a novel algorithm was presented that mitigates harmonics by estimating a harmonic subsignal using a Kalman filter and orth…
Subspace identification (SID) has been widely used in system identification and control fields since it can estimate system models only relying on the input and output data by reliable numerical operations such as singular value decomposition (SVD). However, high-dimension Hankel matrices are involved to store these data and used to obtain the system models, which increases the computation amount of SID and leads SID not suitable for the large-scale or real-time identification tasks. In this paper, a novel fast SID method based on cloud workflow processing and container technology is proposed …
Data-driven modeling and control of temperature dynamics in mechatronics systems and industrial processes are challenging control engineering problems. This is mainly because the temperature dynamics is inherently infinite-dimensional, nonlinear, spatially distributed, and coupled with other physical processes. Furthermore, the dominant time constants are usually long, implying that in practice due to various economic and time constraints, we can only collect a relatively small number of data samples that can be used for data-driven modeling. Finally, since sensing and actuation of temperature…
Exponential dichotomies play a central role in stability theory for dynamical systems. They allow to split the state space into two subspaces, where all trajectories in one subspace decay whereas all trajectories in the other subspace grow, uniformly and exponentially. This paper studies uniform detectability and observability notions for linear time varying systems, which admit an exponential dichotomy. The main contributions are necessary and sufficient detectability conditions for this class of systems.
This paper presents unifying results for subspace identification (SID) and dynamic mode decomposition (DMD) for autonomous dynamical systems. We observe that SID seeks to solve an optimization problem to estimate an extended observability matrix and a state sequence that minimizes the prediction error for the state-space model. Moreover, we observe that DMD seeks to solve a rank-constrained matrix regression problem that minimizes the prediction error of an extended autoregressive model. We prove that existence conditions for perfect (error-free) state-space and low-rank extended autoregressiv…
Active learning is proposed for selection of the next operating points in the design of experiments, for identifying linear parameter-varying systems. We extend existing approaches found in literature to multiple-input multiple-output systems with a multivariate scheduling parameter. Our approach is based on exploiting the probabilistic features of Gaussian process regression to quantify the overall model uncertainty across locally identified models. This results in a flexible framework which accommodates for various techniques to be applied for estimation of local linear models and their corr…
Eindhoven University of Technology（埃因霍温理工大学）；Institute for Computer Science and Control（计算机科学与控制研究所）
Continuous-time (CT) modeling has proven to provide improved sample efficiency and interpretability in learning the dynamical behavior of physical systems compared to discrete-time (DT) models. However, even with numerous recent developments, the CT nonlinear state-space (NL-SS) model identification problem remains to be solved in full, considering common experimental aspects such as the presence of external inputs, measurement noise, latent states, and general robustness. This paper presents a novel estimation method that addresses all these aspects and that can obtain state-of-the-art result…
In this paper, we develop a system identification algorithm to identify a model for unknown linear quantum systems driven by time-varying coherent states, based on empirical single-shot continuous homodyne measurement data of the system's output. The proposed algorithm identifies a model that satisfies the physical realizability conditions for linear quantum systems, challenging constraints not encountered in classical (non-quantum) linear system identification. Numerical examples on a multiple-input multiple-output optical cavity model are presented to illustrate an application of the identif…
In this paper, we investigate the feasibility of using subspace system identification techniques for estimating transient Structural-Thermal-Optical Performance (STOP) models of reflective optics. As a test case, we use a Newtonian telescope structure. This work is motivated by the need for the development of model-based data-driven techniques for prediction, estimation, and control of thermal effects and thermally-induced wavefront aberrations in optical systems, such as ground and space telescopes, optical instruments operating in harsh environments, optical lithography machines, and optical…
Limit cycle oscillations are phenomena arising in nonlinear dynamical systems and characterized by periodic, locally-stable, and self-sustained state trajectories. Systems controlled in a closed loop along a periodic trajectory can also be modelled as systems experiencing limit cycle behavior. The goal of this work is to identify from data, the local dynamics around the limit cycle using linear periodically parameter-varying models. Using a coordinate transformation onto transversal surfaces, the dynamics are decomposed into two parts: one along the limit cycle, and one on the transversal surf…
In a direct data-driven approach, this paper studies the {\em property identification(ID)} problem to analyze whether an unknown linear system has a property of interest, e.g., stabilizability and structural properties. In sharp contrast to the model-based analysis, we approach it by directly using the input and state feedback data of the unknown system. Via a new concept of sufficient richness of input sectional data, we first establish the necessary and sufficient condition for the minimum input design to excite the system for property ID. Specifically, the input sectional data is sufficient…
This paper describes the LPVcore software package for MATLAB developed to model, simulate, estimate and control systems via linear parameter-varying (LPV) input-output (IO), state-space (SS) and linear fractional (LFR) representations. In the LPVcore toolbox, basis affine parameter-varying matrix functions are implemented to enable users to represent LPV systems in a global setting, i.e., for time-varying scheduling trajectories. This is a key difference compared to other software suites that use a grid or only LFR-based representations. The paper contains an overview of functions in the toolb…
Stable Linear Subspace Identification: A Machine Learning Approach
Swiss Federal Laboratories for Materials Science and Technology (Empa)（瑞士联邦材料科学与技术研究所（Empa））；Swiss Federal Institute of Technology Lausanne (EPFL)（洛桑联邦理工学院（EPFL））
