Identification of nonlinear systems with a dynamic recurrent neural network

Two approaches are presented to calculate the weights for a Dynamic Recurrent Neural Network (DRNN) in order to identify the input-output dynamics of a class of nonlinear systems. The number of states of the identified network is constrained to be the same as the number of states of the plant.

Nonlinear data assimilation in geosciences: an extremely efficient particle filter

Almost all research fields in geosciences use numerical models and observations and combine these using data-assimilation techniques. With ever-increasing resolution and complexity, the numerical models tend to be highly nonlinear and also observations become more complicated and their relation to the models more nonlinear. Standard data-assimilation techniques like (ensemble) Kalman filters and variational methods like 4D-Var rely on linearizations and are likely to fail in one way or another. Nonlinear data-assimilation techniques are available, but are only efficient for small-dimensional problems, hampered by the so-called ‘curse of dimensionality’. Here we present a fully nonlinear particle filter that can be applied to higher dimensional problems by exploiting the freedom of the proposal density inherent in particle filtering. The method is illustrated for the three-dimensional Lorenz model using three particles and the much more complex 40-dimensional Lorenz model using 20 particles. By also applying the method to the 1000-dimensional Lorenz model, again using only 20 particles, we demonstrate the strong scale-invariance of the method, leading to the optimistic conjecture that the method is applicable to realistic geophysical problems. Copyright c 2010 Royal Meteorological Society

Classifying general nonlinear force laws in cell-based models via the continuum limit

though discrete cell-based frameworks are now commonly used to simulate a whole range of biological phenomena, it is typically not obvious how the numerous different types of model are related to one another, nor which one is most appropriate in a given context. Here we demonstrate how individual cell movement on the discrete scale modeled using nonlinear force laws can be described by nonlinear diffusion coefficients on the continuum scale. A general relationship between nonlinear force laws and their respective diffusion coefficients is derived in one spatial dimension and, subsequently, a range of particular examples is considered. For each case excellent agreement is observed between numerical solutions of the discrete and corresponding continuum models. Three case studies are considered in which we demonstrate how the derived nonlinear diffusion coefficients can be used to (a) relate different discrete models of cell behavior; (b) derive discrete, intercell force laws from previously posed diffusion coefficients, and (c) describe aggregative behavior in discrete simulations.

Study of the nonlinear optical properties of a crosslinkable chromophore for use in guest host polymer films

A guest/host material system in which the guest molecule is a functionalized, optically nonlinear, chromophore is described. A verification of the crosslinking process, an assessment of the nonlinear properties of the chromophore, using Solvatochromic methods, and an investigation of the electric field induced molecular orientation using second-harmonic generation are included.

A comparison of photoinduced poling and thermal poling of azo‐dye‐doped polymer films for second order nonlinear optical applications

Photoinduced poling (PIP) is a new technique which allows the room‐temperature preparation of guest/host polymer films exhibiting significant polar order for nonlinear optical applications. We report a comparison of this novel technique with the conventional electrode poling procedure performed at the glass transition temperature of the polymer using disperse red 1/poly(methylmethacrylate) films. In particular, in situ second harmonic generation measurements show that levels of polar order achieved using these two techniques are similar. In contrast, the stability of the polar order is reduced by up to 20 times in terms of the decay time constant in films prepared using PIP although the stability is very dependent upon the temperature at which the poling was performed.

Stable Nonlinear Receding Horizon Regulator Using RBF Neural Network Models

The general stability theory of nonlinear receding horizon controllers has attracted much attention over the last fifteen years, and many algorithms have been proposed to ensure closed-loop stability. On the other hand many reports exist regarding the use of artificial neural network models in nonlinear receding horizon control. However, little attention has been given to the stability issue of these specific controllers. This paper addresses this problem and proposes to cast the nonlinear receding horizon control based on neural network models within the framework of an existing stabilising algorithm.

Evidence of dispersion relations for the nonlinear response of the Lorenz 63 system

Along the lines of the nonlinear response theory developed by Ruelle, in a previous paper we have proved under rather general conditions that Kramers-Kronig dispersion relations and sum rules apply for a class of susceptibilities describing at any order of perturbation the response of Axiom A non equilibrium steady state systems to weak monochromatic forcings. We present here the first evidence of the validity of these integral relations for the linear and the second harmonic response for the perturbed Lorenz 63 system, by showing that numerical simulations agree up to high degree of accuracy with the theoretical predictions. Some new theoretical results, showing how to derive asymptotic behaviors and how to obtain recursively harmonic generation susceptibilities for general observables, are also presented. Our findings confirm the conceptual validity of the nonlinear response theory, suggest that the theory can be extended for more general non equilibrium steady state systems, and shed new light on the applicability of very general tools, based only upon the principle of causality, for diagnosing the behavior of perturbed chaotic systems and reconstructing their output signals, in situations where the fluctuation-dissipation relation is not of great help.

Exact design manifold control of a class of nonlinear singularly perturbed systems

The integral manifold approach captures from a geometric point of view the intrinsic two-time-scale behavior of singularly perturbed systems. An important class of nonlinear singularly perturbed systems considered in this note are fast actuator-type systems. For a class of fast actuator-type systems, which includes many physical systems, an explicit corrected composite control, the sum of a slow control and a fast control, is derived. This corrected control will steer the system exactly to a required design manifold.

Exact design manifold control of a class of nonlinear singularly perturbed systems

The integral manifold approach captures from a geometric point of view the intrinsic two-time-scale behavior of singularly perturbed systems. An important class of nonlinear singularly perturbed systems considered in this note are fast actuator-type systems. For a class of fast actuator-type systems, which includes many physical systems, an explicit corrected composite control, the sum of a slow control and a fast control, is derived. This corrected control will steer the system exactly to a required design manifold.

Bifurcation Analysis of Eigenstructure Assignment Control in a Simple Nonlinear Aircraft Model

Aircraft systems are highly nonlinear and time varying. High-performance aircraft at high angles of incidence experience undesired coupling of the lateral and longitudinal variables, resulting in departure from normal controlled � ight. The construction of a robust closed-loop control that extends the stable and decoupled � ight envelope as far as possible is pursued. For the study of these systems, nonlinear analysis methods are needed. Previously, bifurcation techniques have been used mainly to analyze open-loop nonlinear aircraft models and to investigate control effects on dynamic behavior. Linear feedback control designs constructed by eigenstructure assignment methods at a � xed � ight condition are investigated for a simple nonlinear aircraft model. Bifurcation analysis, in conjunction with linear control design methods, is shown to aid control law design for the nonlinear system.

Closed loop design for a simple nonlinear aircraft model using eigenstructure assignment

Aircraft systems are highly nonlinear and time varying. High-performance aircraft at high angles of incidence experience undesired coupling of the lateral and longitudinal variables, resulting in departure from normal controlled flight. The aim of this work is to construct a robust closed-loop control that optimally extends the stable and decoupled flight envelope. For the study of these systems nonlinear analysis methods are needed. Previously, bifurcation techniques have been used mainly to analyze open-loop nonlinear aircraft models and investigate control effects on dynamic behavior. In this work linear feedback control designs calculated by eigenstructure assignment methods are investigated for a simple aircraft model at a fixed flight condition. Bifurcation analysis in conjunction with linear control design methods is shown to aid control law design for the nonlinear system.

Nonlinear set-membership estimation: a support vector machine approach

In this paper a support vector machine (SVM) approach for characterizing the feasible parameter set (FPS) in non-linear set-membership estimation problems is presented. It iteratively solves a regression problem from which an approximation of the boundary of the FPS can be determined. To guarantee convergence to the boundary the procedure includes a no-derivative line search and for an appropriate coverage of points on the FPS boundary it is suggested to start with a sequential box pavement procedure. The SVM approach is illustrated on a simple sine and exponential model with two parameters and an agro-forestry simulation model.

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.