A hyperstable neural network for the modelling and control of nonlinear systems

A multivariable hyperstable robust adaptive decoupling control algorithm based on a neural network is presented for the control of nonlinear multivariable coupled systems with unknown parameters and structure. The Popov theorem is used in the design of the controller. The modelling errors, coupling action and other uncertainties of the system are identified on-line by a neural network. The identified results are taken as compensation signals such that the robust adaptive control of nonlinear systems is realised. Simulation results are given.

Climate spectrum estimation in the presence of timescale errors.

We introduce an algorithm (called REDFITmc2) for spectrum estimation in the presence of timescale errors. It is based on the Lomb-Scargle periodogram for unevenly spaced time series, in combination with the Welch's Overlapped Segment Averaging procedure, bootstrap bias correction and persistence estimation. The timescale errors are modelled parametrically and included in the simulations for determining (1) the upper levels of the spectrum of the red-noise AR(1) alternative and (2) the uncertainty of the frequency of a spectral peak. Application of REDFITmc2 to ice core and stalagmite records of palaeoclimate allowed a more realistic evaluation of spectral peaks than when ignoring this source of uncertainty. The results support qualitatively the intuition that stronger effects on the spectrum estimate (decreased detectability and increased frequency uncertainty) occur for higher frequencies. The surplus information brought by algorithm REDFITmc2 is that those effects are quantified. Regarding timescale construction, not only the fixpoints, dating errors and the functional form of the age-depth model play a role. Also the joint distribution of all time points (serial correlation, stratigraphic order) determines spectrum estimation.

Nonlinear error dynamics for cycled data assimilation methods

We investigate the error dynamics for cycled data assimilation systems, such that the inverse problem of state determination is solved at tk, k = 1, 2, 3, ..., with a first guess given by the state propagated via a dynamical system model from time tk − 1 to time tk. In particular, for nonlinear dynamical systems that are Lipschitz continuous with respect to their initial states, we provide deterministic estimates for the development of the error ||ek|| := ||x(a)k − x(t)k|| between the estimated state x(a) and the true state x(t) over time. Clearly, observation error of size δ > 0 leads to an estimation error in every assimilation step. These errors can accumulate, if they are not (a) controlled in the reconstruction and (b) damped by the dynamical system under consideration. A data assimilation method is called stable, if the error in the estimate is bounded in time by some constant C. The key task of this work is to provide estimates for the error ||ek||, depending on the size δ of the observation error, the reconstruction operator Rα, the observation operator H and the Lipschitz constants K(1) and K(2) on the lower and higher modes of controlling the damping behaviour of the dynamics. We show that systems can be stabilized by choosing α sufficiently small, but the bound C will then depend on the data error δ in the form c||Rα||δ with some constant c. Since ||Rα|| → ∞ for α → 0, the constant might be large. Numerical examples for this behaviour in the nonlinear case are provided using a (low-dimensional) Lorenz '63 system.

Influence diagnostics in nonlinear mixed-effects elliptical models

In this work we propose and analyze nonlinear elliptical models for longitudinal data, which represent an alternative to gaussian models in the cases of heavy tails, for instance. The elliptical distributions may help to control the influence of the observations in the parameter estimates by naturally attributing different weights for each case. We consider random effects to introduce the within-group correlation and work with the marginal model without requiring numerical integration. An iterative algorithm to obtain maximum likelihood estimates for the parameters is presented, as well as diagnostic results based on residual distances and local influence [Cook, D., 1986. Assessment of local influence. journal of the Royal Statistical Society - Series B 48 (2), 133-169; Cook D., 1987. Influence assessment. journal of Applied Statistics 14 (2),117-131; Escobar, L.A., Meeker, W.Q., 1992, Assessing influence in regression analysis with censored data, Biometrics 48, 507-528]. As numerical illustration, we apply the obtained results to a kinetics longitudinal data set presented in [Vonesh, E.F., Carter, R.L., 1992. Mixed-effects nonlinear regression for unbalanced repeated measures. Biometrics 48, 1-17], which was analyzed under the assumption of normality. (C) 2009 Elsevier B.V. All rights reserved.

Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model

This paper develops a bias correction scheme for a multivariate heteroskedastic errors-in-variables model. The applicability of this model is justified in areas such as astrophysics, epidemiology and analytical chemistry, where the variables are subject to measurement errors and the variances vary with the observations. We conduct Monte Carlo simulations to investigate the performance of the corrected estimators. The numerical results show that the bias correction scheme yields nearly unbiased estimates. We also give an application to a real data set.

Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models

We present simple matrix formulae for corrected score statistics in symmetric nonlinear regression models. The corrected score statistics follow more closely a chi (2) distribution than the classical score statistic. Our simulation results indicate that the corrected score tests display smaller size distortions than the original score test. We also compare the sizes and the powers of the corrected score tests with bootstrap-based score tests.

Birnbaum-Saunders nonlinear regression models

We introduce, for the first time, a new class of Birnbaum-Saunders nonlinear regression models potentially useful in lifetime data analysis. The class generalizes the regression model described by Rieck and Nedelman [Rieck, J.R., Nedelman, J.R., 1991. A log-linear model for the Birnbaum-Saunders distribution. Technometrics 33, 51-60]. We discuss maximum-likelihood estimation for the parameters of the model, and derive closed-form expressions for the second-order biases of these estimates. Our formulae are easily computed as ordinary linear regressions and are then used to define bias corrected maximum-likelihood estimates. Some simulation results show that the bias correction scheme yields nearly unbiased estimates without increasing the mean squared errors. Two empirical applications are analysed and discussed. Crown Copyright (C) 2009 Published by Elsevier B.V. All rights reserved.

Comparison of different nonlinear functions to describe Nelore cattle growth

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A neural system to robust Nonlinear optimization subject to disjoint and constrained sets

The ability of neural networks to realize some complex nonlinear function makes them attractive for system identification. This paper describes a novel method using artificial neural networks to solve robust parameter estimation problems for nonlinear models with unknown-but-bounded errors and uncertainties. More specifically, a modified Hopfield network is developed and its internal parameters are computed using the valid-subspace technique. These parameters guarantee the network convergence to the equilibrium points. A solution for the robust estimation problem with unknown-but-bounded error corresponds to an equilibrium point of the network. Simulation results are presented as an illustration of the proposed approach.

A barrier method for constrained nonlinear optimization using a modified Hopfield network

The ability of neural networks to realize some complex nonlinear function makes them attractive for system identification. This paper describes a novel barrier method using artificial neural networks to solve robust parameter estimation problems for nonlinear model with unknown-but-bounded errors and uncertainties. This problem can be represented by a typical constrained optimization problem. More specifically, a modified Hopfield network is developed and its internal parameters are computed using the valid-subspace technique. These parameters guarantee the network convergence to the equilibrium points. A solution for the robust estimation problem with unknown-but-bounded error corresponds to an equilibrium point of the network. Simulation results are presented as an illustration of the proposed approach.

Chaos suppression in NEMs resonators by using nonlinear control design

In this work the chaotic behavior of a micro-mechanical resonator with electrostatic forces on both sides is suppressed. The aim is to control the system in an orbit of the analytical solution obtained by the Method of Multiple Scales. Two control strategies are used for controlling the trajectory of the system, namely: State Dependent Riccati Equation (SDRE) Control and Optimal Linear Feedback Control (OLFC). The controls proved effectiveness in controlling the trajectory of the system. Additionally, the robustness of each strategy is tested considering the presence of parametric errors and measurement noise in control. © 2012 American Institute of Physics.

Nonlinear features identified by Volterra series for damage detection in a buckled beam

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

Nonlinear state estimation and control for chaos suppression in MEMS resonator

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

The dynamic behavior of a parametrically excited time-periodic MEMS taking into account parametric errors

Micro-electromechanical systems (MEMS) are micro scale devices that are able to convert electrical energy into mechanical energy or vice versa. In this paper, the mathematical model of an electronic circuit of a resonant MEMS mass sensor, with time-periodic parametric excitation, was analyzed and controlled by Chebyshev polynomial expansion of the Picard interaction and Lyapunov-Floquet transformation, and by Optimal Linear Feedback Control (OLFC). Both controls consider the union of feedback and feedforward controls. The feedback control obtained by Picard interaction and Lyapunov-Floquet transformation is the first strategy and the optimal control theory the second strategy. Numerical simulations show the efficiency of the two control methods, as well as the sensitivity of each control strategy to parametric errors. Without parametric errors, both control strategies were effective in maintaining the system in the desired orbit. On the other hand, in the presence of parametric errors, the OLFC technique was more robust.

Error Upper Bounds for a Computational Method for Nonlinear Boundary and Initial-Value Problems

This work develops a computational approach for boundary and initial-value problems by using operational matrices, in order to run an evolutive process in a Hilbert space. Besides, upper bounds for errors in the solutions and in their derivatives can be estimated providing accuracy measures.