Model selection approaches for non-linear system identification: a review

The identification of non-linear systems using only observed finite datasets has become a mature research area over the last two decades. A class of linear-in-the-parameter models with universal approximation capabilities have been intensively studied and widely used due to the availability of many linear-learning algorithms and their inherent convergence conditions. This article presents a systematic overview of basic research on model selection approaches for linear-in-the-parameter models. One of the fundamental problems in non-linear system identification is to find the minimal model with the best model generalisation performance from observational data only. The important concepts in achieving good model generalisation used in various non-linear system-identification algorithms are first reviewed, including Bayesian parameter regularisation and models selective criteria based on the cross validation and experimental design. A significant advance in machine learning has been the development of the support vector machine as a means for identifying kernel models based on the structural risk minimisation principle. The developments on the convex optimisation-based model construction algorithms including the support vector regression algorithms are outlined. Input selection algorithms and on-line system identification algorithms are also included in this review. Finally, some industrial applications of non-linear models are discussed.

Composite control of non-linear singularly perturbed systems: meeting a design objective

Using the integral manifold approach, a composite control—the sum of a fast control and a slow control—is derived for a particular class of non-linear singularly perturbed systems. The fast control is designed completely at the outset, thus ensuring the stability of the fast transients of the system and, furthermore, the existence of the integral manifold. A new method is then presented which simplifies the derivation of a slow control such that the singularly perturbed system meets a preselected design objective to within some specified order of accuracy. Though this approach is, by its very nature, ad hoc, the underlying procedure is easily extended to more general classes of singularly perturbed systems by way of three examples.

Efficient non-linear data assimilation in geophysical fluid dynamics

New ways of combining observations with numerical models are discussed in which the size of the state space can be very large, and the model can be highly nonlinear. Also the observations of the system can be related to the model variables in highly nonlinear ways, making this data-assimilation (or inverse) problem highly nonlinear. First we discuss the connection between data assimilation and inverse problems, including regularization. We explore the choice of proposal density in a Particle Filter and show how the ’curse of dimensionality’ might be beaten. In the standard Particle Filter ensembles of model runs are propagated forward in time until observations are encountered, rendering it a pure Monte-Carlo method. In large-dimensional systems this is very inefficient and very large numbers of model runs are needed to solve the data-assimilation problem realistically. In our approach we steer all model runs towards the observations resulting in a much more efficient method. By further ’ensuring almost equal weight’ we avoid performing model runs that are useless in the end. Results are shown for the 40 and 1000 dimensional Lorenz 1995 model.

Composite control of non-linear singularly perturbed systems: a geometric approach

Using a geometric approach, a composite control—the sum of a slow control and a fast control—is derived for a general class of non-linear singularly perturbed systems. A new and simpler method of composite control design is proposed whereby the fast control is completely designed at the outset. The slow control is then free to be chosen such that the slow integral manifold of the original system approximates a desired design manifold to within any specified order of ε accuracy.

Composite control of non-linear singularly perturbed systems: a geometric approach

Using a geometric approach, a composite control—the sum of a slow control and a fast control—is derived for a general class of non-linear singularly perturbed systems. A new and simpler method of composite control design is proposed whereby the fast control is completely designed at the outset. The slow control is then free to be chosen such that the slow integral manifold of the original system approximates a desired design manifold to within any specified order of ε accuracy.

Fractional order and non-linear system identification algorithms for biomedical applications

We discuss the modelling of dielectric responses of amorphous biological samples. Such samples are commonly encountered in impedance spectroscopy studies as well as in UV, IR, optical and THz transient spectroscopy experiments and in pump-probe studies. In many occasions, the samples may display quenched absorption bands. A systems identification framework may be developed to provide parsimonious representations of such responses. To achieve this, it is appropriate to augment the standard models found in the identification literature to incorporate fractional order dynamics. Extensions of models using the forward shift operator, state space models as well as their non-linear Hammerstein-Wiener counterpart models are highlighted. We also discuss the need to extend the theory of electromagnetically excited networks which can account for fractional order behaviour in the non-linear regime by incorporating nonlinear elements to account for the observed non-linearities. The proposed approach leads to the development of a range of new chemometrics tools for biomedical data analysis and classification.

On an Optimal Linear Control of a Chaotic Non-Ideal Duffing System

In this work, we use a nonlinear control based on Optimal Linear Control. We used as mathematical model a Duffing equation to model a supporting structure for an unbalanced rotating machine with limited power (non-ideal motor). Numerical simulations are performed for a set control parameter (depending on the voltage of the motor, that is, in the static and dynamic characteristic of the motor) The interaction of the non-ideal excitation with the structure may lead to the occurrence of interesting phenomena during the forward passage through the several resonance states of the system. Chaotic behavior is obtained for values of the parameters. Then, the proposed control strategy is applied in order to regulate the chaotic behavior, in order to obtain a periodic orbit and to decrease its amplitude. Both methodologies were used in complete agreement between them. The purpose of the paper is to give suggestions and recommendations to designers and engineers on how to drive this kind of system through resonance.

Non-linear analysis of reinforced concrete plates by the boundary element method and continuum damage mechanics

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Quenching in a non-ideal mechanical system and the Averaging Method

In this paper, for the first time, a quenching result in a non-ideal system is rigorously obtained. In order to do this a new mechanical hypothesis is assumed, it means that the moment of inertia of the rotating parts of the energy source is big. From this is possible to use the Averaging Method. © 2012 American Institute of Physics.

Non-Linear Analysis and Design of Synchronous Bearingless Multiphase Permanent Magnet Machines and Drives

A two-dimensional model to analyze the distribution of magnetic fields in the airgap of a PM electrical machines is studied. A numerical algorithm for non-linear magnetic analysis of multiphase surface-mounted PM machines with semi-closed slots is developed, based on the equivalent magnetic circuit method. By using a modular structure geometry, whose the basic element can be duplicated, it allows to design whatever typology of windings distribution. In comparison to a FEA, permits a reduction in computing time and to directly changing the values of the parameters in a user interface, without re-designing the model. Output torque and radial forces acting on the moving part of the machine can be calculated. In addition, an analytical model for radial forces calculation in multiphase bearingless Surface-Mounted Permanent Magnet Synchronous Motors (SPMSM) is presented. It allows to predict amplitude and direction of the force, depending on the values of torque current, of levitation current and of rotor position. It is based on the space vectors method, letting the analysis of the machine also during transients. The calculations are conducted by developing the analytical functions in Fourier series, taking all the possible interactions between stator and rotor mmf harmonic components into account and allowing to analyze the effects of electrical and geometrical quantities of the machine, being parametrized. The model is implemented in the design of a control system for bearingless machines, as an accurate electromagnetic model integrated in a three-dimensional mechanical model, where one end of the motor shaft is constrained to simulate the presence of a mechanical bearing, while the other is free, only supported by the radial forces developed in the interactions between magnetic fields, to realize a bearingless system with three degrees of freedom. The complete model represents the design of the experimental system to be realized in the laboratory.

An insulin infusion advisory system for type 1 diabetes patients based on non-linear model predictive control methods

In this paper, an Insulin Infusion Advisory System (IIAS) for Type 1 diabetes patients, which use insulin pumps for the Continuous Subcutaneous Insulin Infusion (CSII) is presented. The purpose of the system is to estimate the appropriate insulin infusion rates. The system is based on a Non-Linear Model Predictive Controller (NMPC) which uses a hybrid model. The model comprises a Compartmental Model (CM), which simulates the absorption of the glucose to the blood due to meal intakes, and a Neural Network (NN), which simulates the glucose-insulin kinetics. The NN is a Recurrent NN (RNN) trained with the Real Time Recurrent Learning (RTRL) algorithm. The output of the model consists of short term glucose predictions and provides input to the NMPC, in order for the latter to estimate the optimum insulin infusion rates. For the development and the evaluation of the IIAS, data generated from a Mathematical Model (MM) of a Type 1 diabetes patient have been used. The proposed control strategy is evaluated at multiple meal disturbances, various noise levels and additional time delays. The results indicate that the implemented IIAS is capable of handling multiple meals, which correspond to realistic meal profiles, large noise levels and time delays.

Shaking table tests of structures with hysteretic dampers: experimental results vs. prediction using non-linear static methods

The use of seismic hysteretic dampers for passive control is increasing exponentially in recent years for both new and existing buildings. In order to utilize hysteretic dampers within a structural system, it is of paramount importance to have simplified design procedures based upon knowledge gained from theoretical studies and validated with experimental results. Non-linear Static Procedures (NSPs) are presented as an alternative to the force-based methods more common nowadays. The application of NSPs to conventional structures has been well established; yet there is a lack of experimental information on how NSPs apply to systems with hysteretic dampers. In this research, several shaking table tests were conducted on two single bay and single story 1:2 scale structures with and without hysteretic dampers. The maximum response of the structure with dampers in terms of lateral displacement and base shear obtained from the tests was compared with the prediction provided by three well-known NSPs: (1) the improved version of the Capacity Spectrum Method (CSM) from FEMA 440; (2) the improved version of the Displacement Coefficient Method (DCM) from FEMA 440; and (3) the N2 Method implemented in Eurocode 8. In general, the improved version of the DCM and N2 methods are found to provide acceptable accuracy in prediction, but the CSM tends to underestimate the response.

Non-linear hierarchical visualisation

This thesis applies a hierarchical latent trait model system to a large quantity of data. The motivation for it was lack of viable approaches to analyse High Throughput Screening datasets which maybe include thousands of data points with high dimensions. High Throughput Screening (HTS) is an important tool in the pharmaceutical industry for discovering leads which can be optimised and further developed into candidate drugs. Since the development of new robotic technologies, the ability to test the activities of compounds has considerably increased in recent years. Traditional methods, looking at tables and graphical plots for analysing relationships between measured activities and the structure of compounds, have not been feasible when facing a large HTS dataset. Instead, data visualisation provides a method for analysing such large datasets, especially with high dimensions. So far, a few visualisation techniques for drug design have been developed, but most of them just cope with several properties of compounds at one time. We believe that a latent variable model (LTM) with a non-linear mapping from the latent space to the data space is a preferred choice for visualising a complex high-dimensional data set. As a type of latent variable model, the latent trait model can deal with either continuous data or discrete data, which makes it particularly useful in this domain. In addition, with the aid of differential geometry, we can imagine the distribution of data from magnification factor and curvature plots. Rather than obtaining the useful information just from a single plot, a hierarchical LTM arranges a set of LTMs and their corresponding plots in a tree structure. We model the whole data set with a LTM at the top level, which is broken down into clusters at deeper levels of t.he hierarchy. In this manner, the refined visualisation plots can be displayed in deeper levels and sub-clusters may be found. Hierarchy of LTMs is trained using expectation-maximisation (EM) algorithm to maximise its likelihood with respect to the data sample. Training proceeds interactively in a recursive fashion (top-down). The user subjectively identifies interesting regions on the visualisation plot that they would like to model in a greater detail. At each stage of hierarchical LTM construction, the EM algorithm alternates between the E- and M-step. Another problem that can occur when visualising a large data set is that there may be significant overlaps of data clusters. It is very difficult for the user to judge where centres of regions of interest should be put. We address this problem by employing the minimum message length technique, which can help the user to decide the optimal structure of the model. In this thesis we also demonstrate the applicability of the hierarchy of latent trait models in the field of document data mining.

Estimation of average annual daily traffic (AADT) using geographically weighted regression (GWR) method and geographic information system (GIS)

Annual average daily traffic (AADT) is important information for many transportation planning, design, operation, and maintenance activities, as well as for the allocation of highway funds. Many studies have attempted AADT estimation using factor approach, regression analysis, time series, and artificial neural networks. However, these methods are unable to account for spatially variable influence of independent variables on the dependent variable even though it is well known that to many transportation problems, including AADT estimation, spatial context is important. ^ In this study, applications of geographically weighted regression (GWR) methods to estimating AADT were investigated. The GWR based methods considered the influence of correlations among the variables over space and the spatially non-stationarity of the variables. A GWR model allows different relationships between the dependent and independent variables to exist at different points in space. In other words, model parameters vary from location to location and the locally linear regression parameters at a point are affected more by observations near that point than observations further away. ^ The study area was Broward County, Florida. Broward County lies on the Atlantic coast between Palm Beach and Miami-Dade counties. In this study, a total of 67 variables were considered as potential AADT predictors, and six variables (lanes, speed, regional accessibility, direct access, density of roadway length, and density of seasonal household) were selected to develop the models. ^ To investigate the predictive powers of various AADT predictors over the space, the statistics including local r-square, local parameter estimates, and local errors were examined and mapped. The local variations in relationships among parameters were investigated, measured, and mapped to assess the usefulness of GWR methods. ^ The results indicated that the GWR models were able to better explain the variation in the data and to predict AADT with smaller errors than the ordinary linear regression models for the same dataset. Additionally, GWR was able to model the spatial non-stationarity in the data, i.e., the spatially varying relationship between AADT and predictors, which cannot be modeled in ordinary linear regression. ^

Characterization of Non-linear Polymer Properties to Predict Process Induced Warpage and Residual Stress of Electronic Packages

Nonlinear thermo-mechanical properties of advanced polymers are crucial to accurate prediction of the process induced warpage and residual stress of electronics packages. The Fiber Bragg grating (FBG) sensor based method is advanced and implemented to determine temperature and time dependent nonlinear properties. The FBG sensor is embedded in the center of the cylindrical specimen, which deforms together with the specimen. The strains of the specimen at different loading conditions are monitored by the FBG sensor. Two main sources of the warpage are considered: curing induced warpage and coefficient of thermal expansion (CTE) mismatch induced warpage. The effective chemical shrinkage and the equilibrium modulus are needed for the curing induced warpage prediction. Considering various polymeric materials used in microelectronic packages, unique curing setups and procedures are developed for elastomers (extremely low modulus, medium viscosity, room temperature curing), underfill materials (medium modulus, low viscosity, high temperature curing), and epoxy molding compound (EMC: high modulus, high viscosity, high temperature pressure curing), most notably, (1) zero-constraint mold for elastomers; (2) a two-stage curing procedure for underfill materials and (3) an air-cylinder based novel setup for EMC. For the CTE mismatch induced warpage, the temperature dependent CTE and the comprehensive viscoelastic properties are measured. The cured cylindrical specimen with a FBG sensor embedded in the center is further used for viscoelastic property measurements. A uni-axial compressive loading is applied to the specimen to measure the time dependent Young’s modulus. The test is repeated from room temperature to the reflow temperature to capture the time-temperature dependent Young’s modulus. A separate high pressure system is developed for the bulk modulus measurement. The time temperature dependent bulk modulus is measured at the same temperatures as the Young’s modulus. The master curve of the Young’s modulus and bulk modulus of the EMC is created and a single set of the shift factors is determined from the time temperature superposition. The supplementary experiments are conducted to verify the validity of the assumptions associated with the linear viscoelasticity. The measured time-temperature dependent properties are further verified by a shadow moiré and Twyman/Green test.