Nonlinear system identification using particle swarm optimisation tuned radial basis function models

A novel particle swarm optimisation (PSO) tuned radial basis function (RBF) network model is proposed for identification of non-linear systems. At each stage of orthogonal forward regression (OFR) model construction process, PSO is adopted to tune one RBF unit's centre vector and diagonal covariance matrix by minimising the leave-one-out (LOO) mean square error (MSE). This PSO aided OFR automatically determines how many tunable RBF nodes are sufficient for modelling. Compared with the-state-of-the-art local regularisation assisted orthogonal least squares algorithm based on the LOO MSE criterion for constructing fixed-node RBF network models, the PSO tuned RBF model construction produces more parsimonious RBF models with better generalisation performance and is often more efficient in model construction. The effectiveness of the proposed PSO aided OFR algorithm for constructing tunable node RBF models is demonstrated using three real data sets.

Robust nonlinear model identification methods using forward regression

In this correspondence new robust nonlinear model construction algorithms for a large class of linear-in-the-parameters models are introduced to enhance model robustness via combined parameter regularization and new robust structural selective criteria. In parallel to parameter regularization, we use two classes of robust model selection criteria based on either experimental design criteria that optimizes model adequacy, or the predicted residual sums of squares (PRESS) statistic that optimizes model generalization capability, respectively. Three robust identification algorithms are introduced, i.e., combined A- and D-optimality with regularized orthogonal least squares algorithm, respectively; and combined PRESS statistic with regularized orthogonal least squares algorithm. A common characteristic of these algorithms is that the inherent computation efficiency associated with the orthogonalization scheme in orthogonal least squares or regularized orthogonal least squares has been extended such that the new algorithms are computationally efficient. Numerical examples are included to demonstrate effectiveness of the algorithms.

Neural network enhanced generalised minimum variance self-tuning controller for nonlinear discrete-time systems

A neural network enhanced self-tuning controller is presented, which combines the attributes of neural network mapping with a generalised minimum variance self-tuning control (STC) strategy. In this way the controller can deal with nonlinear plants, which exhibit features such as uncertainties, nonminimum phase behaviour, coupling effects and may have unmodelled dynamics, and whose nonlinearities are assumed to be globally bounded. The unknown nonlinear plants to be controlled are approximated by an equivalent model composed of a simple linear submodel plus a nonlinear submodel. A generalised recursive least squares algorithm is used to identify the linear submodel and a layered neural network is used to detect the unknown nonlinear submodel in which the weights are updated based on the error between the plant output and the output from the linear submodel. The procedure for controller design is based on the equivalent model therefore the nonlinear submodel is naturally accommodated within the control law. Two simulation studies are provided to demonstrate the effectiveness of the control algorithm.

A neural network enhanced generalized minimum variance self-tuning proportional, integral and derivative control algorithm for complex dynamic systems

A neural network enhanced proportional, integral and derivative (PID) controller is presented that combines the attributes of neural network learning with a generalized minimum-variance self-tuning control (STC) strategy. The neuro PID controller is structured with plant model identification and PID parameter tuning. The plants to be controlled are approximated by an equivalent model composed of a simple linear submodel to approximate plant dynamics around operating points, plus an error agent to accommodate the errors induced by linear submodel inaccuracy due to non-linearities and other complexities. A generalized recursive least-squares algorithm is used to identify the linear submodel, and a layered neural network is used to detect the error agent in which the weights are updated on the basis of the error between the plant output and the output from the linear submodel. The procedure for controller design is based on the equivalent model, and therefore the error agent is naturally functioned within the control law. In this way the controller can deal not only with a wide range of linear dynamic plants but also with those complex plants characterized by severe non-linearity, uncertainties and non-minimum phase behaviours. Two simulation studies are provided to demonstrate the effectiveness of the controller design procedure.

Neurofuzzy design and model construction of nonlinear dynamical processes from data

A common problem in many data based modelling algorithms such as associative memory networks is the problem of the curse of dimensionality. In this paper, a new two-stage neurofuzzy system design and construction algorithm (NeuDeC) for nonlinear dynamical processes is introduced to effectively tackle this problem. A new simple preprocessing method is initially derived and applied to reduce the rule base, followed by a fine model detection process based on the reduced rule set by using forward orthogonal least squares model structure detection. In both stages, new A-optimality experimental design-based criteria we used. In the preprocessing stage, a lower bound of the A-optimality design criterion is derived and applied as a subset selection metric, but in the later stage, the A-optimality design criterion is incorporated into a new composite cost function that minimises model prediction error as well as penalises the model parameter variance. The utilisation of NeuDeC leads to unbiased model parameters with low parameter variance and the additional benefit of a parsimonious model structure. Numerical examples are included to demonstrate the effectiveness of this new modelling approach for high dimensional inputs.

Dual-orthogonal radial basis function networks for nonlinear time series prediction

A new structure of Radial Basis Function (RBF) neural network called the Dual-orthogonal RBF Network (DRBF) is introduced for nonlinear time series prediction. The hidden nodes of a conventional RBF network compare the Euclidean distance between the network input vector and the centres, and the node responses are radially symmetrical. But in time series prediction where the system input vectors are lagged system outputs, which are usually highly correlated, the Euclidean distance measure may not be appropriate. The DRBF network modifies the distance metric by introducing a classification function which is based on the estimation data set. Training the DRBF networks consists of two stages. Learning the classification related basis functions and the important input nodes, followed by selecting the regressors and learning the weights of the hidden nodes. In both cases, a forward Orthogonal Least Squares (OLS) selection procedure is applied, initially to select the important input nodes and then to select the important centres. Simulation results of single-step and multi-step ahead predictions over a test data set are included to demonstrate the effectiveness of the new approach.

Nonlinear identification using orthogonal forward regression with nested optimal regularization

An efficient data based-modeling algorithm for nonlinear system identification is introduced for radial basis function (RBF) neural networks with the aim of maximizing generalization capability based on the concept of leave-one-out (LOO) cross validation. Each of the RBF kernels has its own kernel width parameter and the basic idea is to optimize the multiple pairs of regularization parameters and kernel widths, each of which is associated with a kernel, one at a time within the orthogonal forward regression (OFR) procedure. Thus, each OFR step consists of one model term selection based on the LOO mean square error (LOOMSE), followed by the optimization of the associated kernel width and regularization parameter, also based on the LOOMSE. Since like our previous state-of-the-art local regularization assisted orthogonal least squares (LROLS) algorithm, the same LOOMSE is adopted for model selection, our proposed new OFR algorithm is also capable of producing a very sparse RBF model with excellent generalization performance. Unlike our previous LROLS algorithm which requires an additional iterative loop to optimize the regularization parameters as well as an additional procedure to optimize the kernel width, the proposed new OFR algorithm optimizes both the kernel widths and regularization parameters within the single OFR procedure, and consequently the required computational complexity is dramatically reduced. Nonlinear system identification examples are included to demonstrate the effectiveness of this new approach in comparison to the well-known approaches of support vector machine and least absolute shrinkage and selection operator as well as the LROLS algorithm.

Nonlinear equalization of Hammerstein OFDM systems

A practical orthogonal frequency-division multiplexing (OFDM) system can generally be modelled by the Hammerstein system that includes the nonlinear distortion effects of the high power amplifier (HPA) at transmitter. In this contribution, we advocate a novel nonlinear equalization scheme for OFDM Hammerstein systems. We model the nonlinear HPA, which represents the static nonlinearity of the OFDM Hammerstein channel, by a B-spline neural network, and we develop a highly effective alternating least squares algorithm for estimating the parameters of the OFDM Hammerstein channel, including channel impulse response coefficients and the parameters of the B-spline model. Moreover, we also use another B-spline neural network to model the inversion of the HPA’s nonlinearity, and the parameters of this inverting B-spline model can easily be estimated using the standard least squares algorithm based on the pseudo training data obtained as a byproduct of the Hammerstein channel identification. Equalization of the OFDM Hammerstein channel can then be accomplished by the usual one-tap linear equalization as well as the inverse B-spline neural network model obtained. The effectiveness of our nonlinear equalization scheme for OFDM Hammerstein channels is demonstrated by simulation results.

B-spline neural network based single-carrier frequency domain equalisation for Hammerstein channels

A practical single-carrier (SC) block transmission with frequency domain equalisation (FDE) system can generally be modelled by the Hammerstein system that includes the nonlinear distortion effects of the high power amplifier (HPA) at transmitter. For such Hammerstein channels, the standard SC-FDE scheme no longer works. We propose a novel Bspline neural network based nonlinear SC-FDE scheme for Hammerstein channels. In particular, we model the nonlinear HPA, which represents the complex-valued static nonlinearity of the Hammerstein channel, by two real-valued B-spline neural networks, one for modelling the nonlinear amplitude response of the HPA and the other for the nonlinear phase response of the HPA. We then develop an efficient alternating least squares algorithm for estimating the parameters of the Hammerstein channel, including the channel impulse response coefficients and the parameters of the two B-spline models. Moreover, we also use another real-valued B-spline neural network to model the inversion of the HPA’s nonlinear amplitude response, and the parameters of this inverting B-spline model can be estimated using the standard least squares algorithm based on the pseudo training data obtained as a byproduct of the Hammerstein channel identification. Equalisation of the SC Hammerstein channel can then be accomplished by the usual one-tap linear equalisation in frequency domain as well as the inverse Bspline neural network model obtained in time domain. The effectiveness of our nonlinear SC-FDE scheme for Hammerstein channels is demonstrated in a simulation study.

Adaptive B-spline neural network based nonlinear equalization for high-order QAM systems with nonlinear transmit high power amplifier

High bandwidth-efficiency quadrature amplitude modulation (QAM) signaling widely adopted in high-rate communication systems suffers from a drawback of high peak-toaverage power ratio, which may cause the nonlinear saturation of the high power amplifier (HPA) at transmitter. Thus, practical high-throughput QAM communication systems exhibit nonlinear and dispersive channel characteristics that must be modeled as a Hammerstein channel. Standard linear equalization becomes inadequate for such Hammerstein communication systems. In this paper, we advocate an adaptive B-Spline neural network based nonlinear equalizer. Specifically, during the training phase, an efficient alternating least squares (LS) scheme is employed to estimate the parameters of the Hammerstein channel, including both the channel impulse response (CIR) coefficients and the parameters of the B-spline neural network that models the HPA’s nonlinearity. In addition, another B-spline neural network is used to model the inversion of the nonlinear HPA, and the parameters of this inverting B-spline model can easily be estimated using the standard LS algorithm based on the pseudo training data obtained as a natural byproduct of the Hammerstein channel identification. Nonlinear equalisation of the Hammerstein channel is then accomplished by the linear equalization based on the estimated CIR as well as the inverse B-spline neural network model. Furthermore, during the data communication phase, the decision-directed LS channel estimation is adopted to track the time-varying CIR. Extensive simulation results demonstrate the effectiveness of our proposed B-Spline neural network based nonlinear equalization scheme.

Exact penalties for variational inequalities with applications to nonlinear complementarity problems

In this paper, we present a new reformulation of the KKT system associated to a variational inequality as a semismooth equation. The reformulation is derived from the concept of differentiable exact penalties for nonlinear programming. The best theoretical results are presented for nonlinear complementarity problems, where simple, verifiable, conditions ensure that the penalty is exact. We close the paper with some preliminary computational tests on the use of a semismooth Newton method to solve the equation derived from the new reformulation. We also compare its performance with the Newton method applied to classical reformulations based on the Fischer-Burmeister function and on the minimum. The new reformulation combines the best features of the classical ones, being as easy to solve as the reformulation that uses the Fischer-Burmeister function while requiring as few Newton steps as the one that is based on the minimum.

Análise comparativa de três métodos de inversão aplicados a dados gravimétricos e magnéticos em perfil

Tradicionalmente, o método dos mínimos quadrados tem sido empregado na inversão não linear de dados de campo potencial. No caso em que as observações dos campos gravimétrico ou magnético contém apenas ruído Gaussiano. O método dos mínimos quadrados não apresenta problemas. Entretanto, quando as observações são perturbadas por ruído não Gaussiano, ou mesmo por ruído não aleatório, como é o caso de muitos ruídos geológicos, o método dos mínimos quadrados torna-se bastante ineficiente, e métodos alternativos devem ser empregados a fim de produzir interpretações realísticas. Neste trabalho, uma comparação é feita entre os métodos dos mínimos quadrados, dos mínimos absolutos e do ajuste-M, aplicados à inversão não linear de dados de campo potencial. A comparação é efetuada usando-se dados teóricos, onde diversas situações geológicas são simuladas. Os resultados mostram que na presença de ruído geológico, caracterizado por pequeno corpo raso acima do corpo principal, ou por corpo grande, adjacente ao corpo principal, o ajuste-M apresenta desempenho muito superior ao dos mínimos quadrados e dos mínimos absolutos. Na presença de ruído Gaussiano, entretanto, o ajuste-M tem um desempenho inferior aos outros dois métodos. Como o ruído Gaussiano é um ruído branco, parte dele pode ser removido por um filtro passa baixa adequado, sem muita perda do sinal, o que não ocorre com o ruído geológico que contém componentes importantes de baixo número de onda. Desse modo o ajuste-M se torna uma ferramenta importante na interpretação de áreas geologicamente complexas, onde é comum a contaminação das anomalias por ruído geológico. Os três métodos em estudo são aplicados a uma anomalia magnética real causada por uma intrusão de diabásio em forma de dique, em sedimentos arenosos da formação Piauí na Bacia do Parnaíba. Os três métodos apresentaram resultados semelhantes indicando que tanto o nível de ruído Gaussiano como geológico são baixos nesta anomalia.

NLGA based Active Control in Aerospace: fault tolerability, disturbance rejection, and parameter estimation

A new control scheme has been presented in this thesis. Based on the NonLinear Geometric Approach, the proposed Active Control System represents a new way to see the reconfigurable controllers for aerospace applications. The presence of the Diagnosis module (providing the estimation of generic signals which, based on the case, can be faults, disturbances or system parameters), mean feature of the depicted Active Control System, is a characteristic shared by three well known control systems: the Active Fault Tolerant Controls, the Indirect Adaptive Controls and the Active Disturbance Rejection Controls. The standard NonLinear Geometric Approach (NLGA) has been accurately investigated and than improved to extend its applicability to more complex models. The standard NLGA procedure has been modified to take account of feasible and estimable sets of unknown signals. Furthermore the application of the Singular Perturbations approximation has led to the solution of Detection and Isolation problems in scenarios too complex to be solved by the standard NLGA. Also the estimation process has been improved, where multiple redundant measuremtent are available, by the introduction of a new algorithm, here called "Least Squares - Sliding Mode". It guarantees optimality, in the sense of the least squares, and finite estimation time, in the sense of the sliding mode. The Active Control System concept has been formalized in two controller: a nonlinear backstepping controller and a nonlinear composite controller. Particularly interesting is the integration, in the controller design, of the estimations coming from the Diagnosis module. Stability proofs are provided for both the control schemes. Finally, different applications in aerospace have been provided to show the applicability and the effectiveness of the proposed NLGA-based Active Control System.

Analysis of life expectancy using linear and nonlinear models

Life expectancy has consistently increased over the last 150 years due to improvements in nutrition, medicine, and public health. Several studies found that in many developed countries, life expectancy continued to rise following a nearly linear trend, which was contrary to a common belief that the rate of improvement in life expectancy would decelerate and was fit with an S-shaped curve. Using samples of countries that exhibited a wide range of economic development levels, we explored the change in life expectancy over time by employing both nonlinear and linear models. We then observed if there were any significant differences in estimates between linear models, assuming an auto-correlated error structure. When data did not have a sigmoidal shape, nonlinear growth models sometimes failed to provide meaningful parameter estimates. The existence of an inflection point and asymptotes in the growth models made them inflexible with life expectancy data. In linear models, there was no significant difference in the life expectancy growth rate and future estimates between ordinary least squares (OLS) and generalized least squares (GLS). However, the generalized least squares model was more robust because the data involved time-series variables and residuals were positively correlated. ^

On the application of meshfree methods to the nonlinear dynamics of multibody systems

Esta tesis propone una completa formulación termo-mecánica para la simulación no-lineal de mecanismos flexibles basada en métodos libres de malla. El enfoque se basa en tres pilares principales: la formulación de Lagrangiano total para medios continuos, la discretización de Bubnov-Galerkin, y las funciones de forma libres de malla. Los métodos sin malla se caracterizan por la definición de un conjunto de funciones de forma en dominios solapados, junto con una malla de integración de las ecuaciones discretas de balance. Dos tipos de funciones de forma se han seleccionado como representación de las familias interpolantes (Funciones de Base Radial) y aproximantes (Mínimos Cuadrados Móviles). Su formulación se ha adaptado haciendo sus parámetros compatibles, y su ausencia de conectividad predefinida se ha aprovechado para interconectar múltiples dominios de manera automática, permitiendo el uso de mallas de fondo no conformes. Se propone una formulación generalizada de restricciones, juntas y contactos, válida para sólidos rígidos y flexibles, siendo estos últimos discretizados mediante elementos finitos (MEF) o libres de malla. La mayor ventaja de este enfoque reside en que independiza completamente el dominio con respecto de las uniones y acciones externas a cada sólido, permitiendo su definición incluso fuera del contorno. Al mismo tiempo, también se minimiza el número de ecuaciones de restricción necesarias para la definición de uniones realistas. Las diversas validaciones, ejemplos y comparaciones detalladas muestran como el enfoque propuesto es genérico y extensible a un gran número de sistemas. En concreto, las comparaciones con el MEF indican una importante reducción del error para igual número de nodos, tanto en simulaciones mecánicas, como térmicas y termo-mecánicas acopladas. A igualdad de error, la eficiencia numérica de los métodos libres de malla es mayor que la del MEF cuanto más grosera es la discretización. Finalmente, la formulación se aplica a un problema de diseño real sobre el mantenimiento de estructuras masivas en el interior de un reactor de fusión, demostrando su viabilidad en análisis de problemas reales, y a su vez mostrando su potencial para su uso en simulación en tiempo real de sistemas no-lineales. A new complete formulation is proposed for the simulation of nonlinear dynamic of multibody systems with thermo-mechanical behaviour. The approach is founded in three main pillars: total Lagrangian formulation, Bubnov-Galerkin discretization, and meshfree shape functions. Meshfree methods are characterized by the definition of a set of shape functions in overlapping domains, and a background grid for integration of the Galerkin discrete equations. Two different types of shape functions have been chosen as representatives of interpolation (Radial Basis Functions), and approximation (Moving Least Squares) families. Their formulation has been adapted to use compatible parameters, and their lack of predefined connectivity is used to interconnect different domains seamlessly, allowing the use of non-conforming meshes. A generalized formulation for constraints, joints, and contacts is proposed, which is valid for rigid and flexible solids, being the later discretized using either finite elements (FEM) or meshfree methods. The greatest advantage of this approach is that makes the domain completely independent of the external links and actions, allowing to even define them outside of the boundary. At the same time, the number of constraint equations needed for defining realistic joints is minimized. Validation, examples, and benchmarks are provided for the proposed formulation, demonstrating that the approach is generic and extensible to further problems. Comparisons with FEM show a much lower error for the same number of nodes, both for mechanical and thermal analyses. The numerical efficiency is also better when coarse discretizations are used. A final demonstration to a real problem for handling massive structures inside of a fusion reactor is presented. It demonstrates that the application of meshfree methods is feasible and can provide an advantage towards the definition of nonlinear real-time simulation models.