Two-stage mixed discrete-continuous identification of radial basis function (RBF) neural models for nonlinear systems

The identification of nonlinear dynamic systems using radial basis function (RBF) neural models is studied in this paper. Given a model selection criterion, the main objective is to effectively and efficiently build a parsimonious compact neural model that generalizes well over unseen data. This is achieved by simultaneous model structure selection and optimization of the parameters over the continuous parameter space. It is a mixed-integer hard problem, and a unified analytic framework is proposed to enable an effective and efficient two-stage mixed discrete-continuous; identification procedure. This novel framework combines the advantages of an iterative discrete two-stage subset selection technique for model structure determination and the calculus-based continuous optimization of the model parameters. Computational complexity analysis and simulation studies confirm the efficacy of the proposed algorithm.

Convergence of the iterative algorithm for a general Hammerstein system identification

The convergence of the iterative identification algorithm for a general Hammerstein system has been an open problem for a long time. In this paper, it is shown that the convergence can be achieved by incorporating a regularization procedure on the nonlinearity in addition to a normalization step on the parameters.

Fast automatic two-stage nonlinear model identification based on the extreme learning machine

It is convenient and effective to solve nonlinear problems with a model that has a linear-in-the-parameters (LITP) structure. However, the nonlinear parameters (e.g. the width of Gaussian function) of each model term needs to be pre-determined either from expert experience or through exhaustive search. An alternative approach is to optimize them by a gradient-based technique (e.g. Newton’s method). Unfortunately, all of these methods still need a lot of computations. Recently, the extreme learning machine (ELM) has shown its advantages in terms of fast learning from data, but the sparsity of the constructed model cannot be guaranteed. This paper proposes a novel algorithm for automatic construction of a nonlinear system model based on the extreme learning machine. This is achieved by effectively integrating the ELM and leave-one-out (LOO) cross validation with our two-stage stepwise construction procedure [1]. The main objective is to improve the compactness and generalization capability of the model constructed by the ELM method. Numerical analysis shows that the proposed algorithm only involves about half of the computation of orthogonal least squares (OLS) based method. Simulation examples are included to confirm the efficacy and superiority of the proposed technique.

Dynamic identification of building structures: new strategies:Meccanica dei materiali e delle strutture

In this paper the evolution of a time domain dynamic identification technique based on a statistical moment approach is presented. This technique can be used in the case of structures under base random excitations in the linear state and in the non linear one. By applying Itoˆ stochastic calculus, special algebraic equations can be obtained depending on the statistical moments of the response of the system to be identified. Such equations can be used for the dynamic identification of the mechanical parameters and of the input. The above equations, differently from many techniques in the literature, show the possibility of obtaining the identification of the dissipation characteristics independently from the input. Through the paper the first formulation of this technique, applicable to non linear systems, based on the use of a restricted class of the potential models, is presented. Further a second formulation of the technique in object, applicable to each kind of linear systems and based on the use of a class of linear models, characterized by a mass proportional damping matrix, is described.

RSSI-based environment identification for 2.45 GHz body area networks

A unique property of body area networks (BANs) is the mobility of the network as the user moves freely around. This mobility represents a significant challenge for BANs, since, in order to operate efficiently, they need to be able to adapt to the changing propagation environment. A method is presented that allows BAN nodes to classify the current operating environment in terms of multipath conditions, based on received signal strength indicator values during normal packet transmissions. A controlled set of measurements was carried out to study the effect different environments inflict on on-body link signal strength in a 2.45 GHz BAN. The analysis shows that, by using two statistical parameters, gathered over a period of one second, BAN nodes can successfully classify the operating environment for over 90% of the time.

Experimental validation of a drive-by stiffness identification method for bridge monitoring

An experimental investigation is carried out to verify the feasibility of using an instrumented vehicle to detect and monitor bridge dynamic parameters. The low-cost method consists of the use of a moving vehicle fitted with accelerometers on its axles. In the laboratory experiment, the vehicle–bridge interaction model consists of a scaled two-axle vehicle model crossing a simply supported steel beam. The bridge model also includes a scaled road surface profile. The effects of varying the vehicle model configuration and speed are investigated. A finite element beam model is calibrated using the experimental results, and a novel algorithm for the identification of global bridge stiffness is validated. Using measured vehicle accelerations as input to the algorithm, the beam stiffness is identified with a reasonable degree of accuracy.

Development of numerical methodologies for parameter identification and shape optimization in metal forming simulations

Por parte da indústria de estampagem tem-se verificado um interesse crescente em simulações numéricas de processos de conformação de chapa, incluindo também métodos de engenharia inversa. Este facto ocorre principalmente porque as técnicas de tentativa-erro, muito usadas no passado, não são mais competitivas a nível económico. O uso de códigos de simulação é, atualmente, uma prática corrente em ambiente industrial, pois os resultados tipicamente obtidos através de códigos com base no Método dos Elementos Finitos (MEF) são bem aceites pelas comunidades industriais e científicas Na tentativa de obter campos de tensão e de deformação precisos, uma análise eficiente com o MEF necessita de dados de entrada corretos, como geometrias, malhas, leis de comportamento não-lineares, carregamentos, leis de atrito, etc.. Com o objetivo de ultrapassar estas dificuldades podem ser considerados os problemas inversos. No trabalho apresentado, os seguintes problemas inversos, em Mecânica computacional, são apresentados e analisados: (i) problemas de identificação de parâmetros, que se referem à determinação de parâmetros de entrada que serão posteriormente usados em modelos constitutivos nas simulações numéricas e (ii) problemas de definição geométrica inicial de chapas e ferramentas, nos quais o objetivo é determinar a forma inicial de uma chapa ou de uma ferramenta tendo em vista a obtenção de uma determinada geometria após um processo de conformação. São introduzidas e implementadas novas estratégias de otimização, as quais conduzem a parâmetros de modelos constitutivos mais precisos. O objetivo destas estratégias é tirar vantagem das potencialidades de cada algoritmo e melhorar a eficiência geral dos métodos clássicos de otimização, os quais são baseados em processos de apenas um estágio. Algoritmos determinísticos, algoritmos inspirados em processos evolucionários ou mesmo a combinação destes dois são usados nas estratégias propostas. Estratégias de cascata, paralelas e híbridas são apresentadas em detalhe, sendo que as estratégias híbridas consistem na combinação de estratégias em cascata e paralelas. São apresentados e analisados dois métodos distintos para a avaliação da função objetivo em processos de identificação de parâmetros. Os métodos considerados são uma análise com um ponto único ou uma análise com elementos finitos. A avaliação com base num único ponto caracteriza uma quantidade infinitesimal de material sujeito a uma determinada história de deformação. Por outro lado, na análise através de elementos finitos, o modelo constitutivo é implementado e considerado para cada ponto de integração. Problemas inversos são apresentados e descritos, como por exemplo, a definição geométrica de chapas e ferramentas. Considerando o caso da otimização da forma inicial de uma chapa metálica a definição da forma inicial de uma chapa para a conformação de um elemento de cárter é considerado como problema em estudo. Ainda neste âmbito, um estudo sobre a influência da definição geométrica inicial da chapa no processo de otimização é efetuado. Este estudo é realizado considerando a formulação de NURBS na definição da face superior da chapa metálica, face cuja geometria será alterada durante o processo de conformação plástica. No caso dos processos de otimização de ferramentas, um processo de forjamento a dois estágios é apresentado. Com o objetivo de obter um cilindro perfeito após o forjamento, dois métodos distintos são considerados. No primeiro, a forma inicial do cilindro é otimizada e no outro a forma da ferramenta do primeiro estágio de conformação é otimizada. Para parametrizar a superfície livre do cilindro são utilizados diferentes métodos. Para a definição da ferramenta são também utilizados diferentes parametrizações. As estratégias de otimização propostas neste trabalho resolvem eficientemente problemas de otimização para a indústria de conformação metálica.

Estimating fuzzy membership functions parameters by the levenberg-marquardt algorithm

In previous papers from the authors fuzzy model identification methods were discussed. The bacterial algorithm for extracting fuzzy rule base from a training set was presented. The Levenberg-Marquardt algorithm was also proposed for determining membership functions in fuzzy systems. In this paper the Levenberg-Marquardt technique is improved to optimise the membership functions in the fuzzy rules without Ruspini-partition. The class of membership functions investigated is the trapezoidal one as it is general enough and widely used. The method can be easily extended to arbitrary piecewise linear functions as well.

Cystathionine beta-synthase variants : identification, characterization and modulation by thiol compounds

Tese de doutoramento, Farmácia (Bioquímica), Universidade de Lisboa, Faculdade de Farmácia, 2014

Identification of meat spoilage by FTIR spectroscopy and neural networks

Freshness and safety of muscle foods are generally considered as the most important parameters for the food industry. To address the rapid determination of meat spoilage, Fourier transform infrared (FTIR) spectroscopy technique, with the help of advanced learning-based methods, was attempted in this work. FTIR spectra were obtained from the surface of beef samples during aerobic storage at various temperatures, while a microbiological analysis had identified the population of Total viable counts. A fuzzy principal component algorithm has been also developed to reduce the dimensionality of the spectral data. The results confirmed the superiority of the adopted scheme compared to the partial least squares technique, currently used in food microbiology.

Neuro-Fuzzy based Identification of Meat Spoilage using an Electronic Nose

Freshness and safety of muscle foods are generally considered as the most important parameters for the food industry. The performance of a portable electronic nose has been evaluated in monitoring the spoilage of beef fillet stored aerobically at different storage temperatures (0, 4, 8, 12, 16 and 20°C). An adaptive fuzzy logic system model that utilizes a prototype defuzzification scheme has been developed to classify beef samples in their respective quality class and to predict their associated microbiological population directly from volatile compounds fingerprints. Results confirmed the superiority of the adopted methodology and indicated that volatile information in combination with an efficient choice of a modeling scheme could be considered as an alternative methodology for the accurate evaluation of meat spoilage

Functional and histopathological identification of the respiratory failure in a DMSXL transgenic mouse model of myotonic dystrophy.

Acute and chronic respiratory failure is one of the major and potentially life-threatening features in individuals with myotonic dystrophy type 1 (DM1). Despite several clinical demonstrations showing respiratory problems in DM1 patients, the mechanisms are still not completely understood. This study was designed to investigate whether the DMSXL transgenic mouse model for DM1 exhibits respiratory disorders and, if so, to identify the pathological changes underlying these respiratory problems. Using pressure plethysmography, we assessed the breathing function in control mice and DMSXL mice generated after large expansions of the CTG repeat in successive generations of DM1 transgenic mice. Statistical analysis of breathing function measurements revealed a significant decrease in the most relevant respiratory parameters in DMSXL mice, indicating impaired respiratory function. Histological and morphometric analysis showed pathological changes in diaphragmatic muscle of DMSXL mice, characterized by an increase in the percentage of type I muscle fibers, the presence of central nuclei, partial denervation of end-plates (EPs) and a significant reduction in their size, shape complexity and density of acetylcholine receptors, all of which reflect a possible breakdown in communication between the diaphragmatic muscles fibers and the nerve terminals. Diaphragm muscle abnormalities were accompanied by an accumulation of mutant DMPK RNA foci in muscle fiber nuclei. Moreover, in DMSXL mice, the unmyelinated phrenic afferents are significantly lower. Also in these mice, significant neuronopathy was not detected in either cervical phrenic motor neurons or brainstem respiratory neurons. Because EPs are involved in the transmission of action potentials and the unmyelinated phrenic afferents exert a modulating influence on the respiratory drive, the pathological alterations affecting these structures might underlie the respiratory impairment detected in DMSXL mice. Understanding mechanisms of respiratory deficiency should guide pharmaceutical and clinical research towards better therapy for the respiratory deficits associated with DM1.

Identification, Weak Instruments and Statistical Inference in Econometrics

We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric models and recent developments on weakly identified models (or weak instruments). We point out that many hypotheses, for which test procedures are commonly proposed, are not testable at all, while some frequently used econometric methods are fundamentally inappropriate for the models considered. Such situations lead to ill-defined statistical problems and are often associated with a misguided use of asymptotic distributional results. Concerning nonparametric hypotheses, we discuss three basic problems for which such difficulties occur: (1) testing a mean (or a moment) under (too) weak distributional assumptions; (2) inference under heteroskedasticity of unknown form; (3) inference in dynamic models with an unlimited number of parameters. Concerning weakly identified models, we stress that valid inference should be based on proper pivotal functions —a condition not satisfied by standard Wald-type methods based on standard errors — and we discuss recent developments in this field, mainly from the viewpoint of building valid tests and confidence sets. The techniques discussed include alternative proposed statistics, bounds, projection, split-sampling, conditioning, Monte Carlo tests. The possibility of deriving a finite-sample distributional theory, robustness to the presence of weak instruments, and robustness to the specification of a model for endogenous explanatory variables are stressed as important criteria assessing alternative procedures.

Exogeneity, weak identification and instrument selection in econometrics

La dernière décennie a connu un intérêt croissant pour les problèmes posés par les variables instrumentales faibles dans la littérature économétrique, c’est-à-dire les situations où les variables instrumentales sont faiblement corrélées avec la variable à instrumenter. En effet, il est bien connu que lorsque les instruments sont faibles, les distributions des statistiques de Student, de Wald, du ratio de vraisemblance et du multiplicateur de Lagrange ne sont plus standard et dépendent souvent de paramètres de nuisance. Plusieurs études empiriques portant notamment sur les modèles de rendements à l’éducation [Angrist et Krueger (1991, 1995), Angrist et al. (1999), Bound et al. (1995), Dufour et Taamouti (2007)] et d’évaluation des actifs financiers (C-CAPM) [Hansen et Singleton (1982,1983), Stock et Wright (2000)], où les variables instrumentales sont faiblement corrélées avec la variable à instrumenter, ont montré que l’utilisation de ces statistiques conduit souvent à des résultats peu fiables. Un remède à ce problème est l’utilisation de tests robustes à l’identification [Anderson et Rubin (1949), Moreira (2002), Kleibergen (2003), Dufour et Taamouti (2007)]. Cependant, il n’existe aucune littérature économétrique sur la qualité des procédures robustes à l’identification lorsque les instruments disponibles sont endogènes ou à la fois endogènes et faibles. Cela soulève la question de savoir ce qui arrive aux procédures d’inférence robustes à l’identification lorsque certaines variables instrumentales supposées exogènes ne le sont pas effectivement. Plus précisément, qu’arrive-t-il si une variable instrumentale invalide est ajoutée à un ensemble d’instruments valides? Ces procédures se comportent-elles différemment? Et si l’endogénéité des variables instrumentales pose des difficultés majeures à l’inférence statistique, peut-on proposer des procédures de tests qui sélectionnent les instruments lorsqu’ils sont à la fois forts et valides? Est-il possible de proposer les proédures de sélection d’instruments qui demeurent valides même en présence d’identification faible? Cette thèse se focalise sur les modèles structurels (modèles à équations simultanées) et apporte des réponses à ces questions à travers quatre essais. Le premier essai est publié dans Journal of Statistical Planning and Inference 138 (2008) 2649 – 2661. Dans cet essai, nous analysons les effets de l’endogénéité des instruments sur deux statistiques de test robustes à l’identification: la statistique d’Anderson et Rubin (AR, 1949) et la statistique de Kleibergen (K, 2003), avec ou sans instruments faibles. D’abord, lorsque le paramètre qui contrôle l’endogénéité des instruments est fixe (ne dépend pas de la taille de l’échantillon), nous montrons que toutes ces procédures sont en général convergentes contre la présence d’instruments invalides (c’est-à-dire détectent la présence d’instruments invalides) indépendamment de leur qualité (forts ou faibles). Nous décrivons aussi des cas où cette convergence peut ne pas tenir, mais la distribution asymptotique est modifiée d’une manière qui pourrait conduire à des distorsions de niveau même pour de grands échantillons. Ceci inclut, en particulier, les cas où l’estimateur des double moindres carrés demeure convergent, mais les tests sont asymptotiquement invalides. Ensuite, lorsque les instruments sont localement exogènes (c’est-à-dire le paramètre d’endogénéité converge vers zéro lorsque la taille de l’échantillon augmente), nous montrons que ces tests convergent vers des distributions chi-carré non centrées, que les instruments soient forts ou faibles. Nous caractérisons aussi les situations où le paramètre de non centralité est nul et la distribution asymptotique des statistiques demeure la même que dans le cas des instruments valides (malgré la présence des instruments invalides). Le deuxième essai étudie l’impact des instruments faibles sur les tests de spécification du type Durbin-Wu-Hausman (DWH) ainsi que le test de Revankar et Hartley (1973). Nous proposons une analyse en petit et grand échantillon de la distribution de ces tests sous l’hypothèse nulle (niveau) et l’alternative (puissance), incluant les cas où l’identification est déficiente ou faible (instruments faibles). Notre analyse en petit échantillon founit plusieurs perspectives ainsi que des extensions des précédentes procédures. En effet, la caractérisation de la distribution de ces statistiques en petit échantillon permet la construction des tests de Monte Carlo exacts pour l’exogénéité même avec les erreurs non Gaussiens. Nous montrons que ces tests sont typiquement robustes aux intruments faibles (le niveau est contrôlé). De plus, nous fournissons une caractérisation de la puissance des tests, qui exhibe clairement les facteurs qui déterminent la puissance. Nous montrons que les tests n’ont pas de puissance lorsque tous les instruments sont faibles [similaire à Guggenberger(2008)]. Cependant, la puissance existe tant qu’au moins un seul instruments est fort. La conclusion de Guggenberger (2008) concerne le cas où tous les instruments sont faibles (un cas d’intérêt mineur en pratique). Notre théorie asymptotique sous les hypothèses affaiblies confirme la théorie en échantillon fini. Par ailleurs, nous présentons une analyse de Monte Carlo indiquant que: (1) l’estimateur des moindres carrés ordinaires est plus efficace que celui des doubles moindres carrés lorsque les instruments sont faibles et l’endogenéité modérée [conclusion similaire à celle de Kiviet and Niemczyk (2007)]; (2) les estimateurs pré-test basés sur les tests d’exogenété ont une excellente performance par rapport aux doubles moindres carrés. Ceci suggère que la méthode des variables instrumentales ne devrait être appliquée que si l’on a la certitude d’avoir des instruments forts. Donc, les conclusions de Guggenberger (2008) sont mitigées et pourraient être trompeuses. Nous illustrons nos résultats théoriques à travers des expériences de simulation et deux applications empiriques: la relation entre le taux d’ouverture et la croissance économique et le problème bien connu du rendement à l’éducation. Le troisième essai étend le test d’exogénéité du type Wald proposé par Dufour (1987) aux cas où les erreurs de la régression ont une distribution non-normale. Nous proposons une nouvelle version du précédent test qui est valide même en présence d’erreurs non-Gaussiens. Contrairement aux procédures de test d’exogénéité usuelles (tests de Durbin-Wu-Hausman et de Rvankar- Hartley), le test de Wald permet de résoudre un problème courant dans les travaux empiriques qui consiste à tester l’exogénéité partielle d’un sous ensemble de variables. Nous proposons deux nouveaux estimateurs pré-test basés sur le test de Wald qui performent mieux (en terme d’erreur quadratique moyenne) que l’estimateur IV usuel lorsque les variables instrumentales sont faibles et l’endogénéité modérée. Nous montrons également que ce test peut servir de procédure de sélection de variables instrumentales. Nous illustrons les résultats théoriques par deux applications empiriques: le modèle bien connu d’équation du salaire [Angist et Krueger (1991, 1999)] et les rendements d’échelle [Nerlove (1963)]. Nos résultats suggèrent que l’éducation de la mère expliquerait le décrochage de son fils, que l’output est une variable endogène dans l’estimation du coût de la firme et que le prix du fuel en est un instrument valide pour l’output. Le quatrième essai résout deux problèmes très importants dans la littérature économétrique. D’abord, bien que le test de Wald initial ou étendu permette de construire les régions de confiance et de tester les restrictions linéaires sur les covariances, il suppose que les paramètres du modèle sont identifiés. Lorsque l’identification est faible (instruments faiblement corrélés avec la variable à instrumenter), ce test n’est en général plus valide. Cet essai développe une procédure d’inférence robuste à l’identification (instruments faibles) qui permet de construire des régions de confiance pour la matrices de covariances entre les erreurs de la régression et les variables explicatives (possiblement endogènes). Nous fournissons les expressions analytiques des régions de confiance et caractérisons les conditions nécessaires et suffisantes sous lesquelles ils sont bornés. La procédure proposée demeure valide même pour de petits échantillons et elle est aussi asymptotiquement robuste à l’hétéroscédasticité et l’autocorrélation des erreurs. Ensuite, les résultats sont utilisés pour développer les tests d’exogénéité partielle robustes à l’identification. Les simulations Monte Carlo indiquent que ces tests contrôlent le niveau et ont de la puissance même si les instruments sont faibles. Ceci nous permet de proposer une procédure valide de sélection de variables instrumentales même s’il y a un problème d’identification. La procédure de sélection des instruments est basée sur deux nouveaux estimateurs pré-test qui combinent l’estimateur IV usuel et les estimateurs IV partiels. Nos simulations montrent que: (1) tout comme l’estimateur des moindres carrés ordinaires, les estimateurs IV partiels sont plus efficaces que l’estimateur IV usuel lorsque les instruments sont faibles et l’endogénéité modérée; (2) les estimateurs pré-test ont globalement une excellente performance comparés à l’estimateur IV usuel. Nous illustrons nos résultats théoriques par deux applications empiriques: la relation entre le taux d’ouverture et la croissance économique et le modèle de rendements à l’éducation. Dans la première application, les études antérieures ont conclu que les instruments n’étaient pas trop faibles [Dufour et Taamouti (2007)] alors qu’ils le sont fortement dans la seconde [Bound (1995), Doko et Dufour (2009)]. Conformément à nos résultats théoriques, nous trouvons les régions de confiance non bornées pour la covariance dans le cas où les instruments sont assez faibles.

Development and Evaluation of Blind Identification Techniques for Nonlinear Systems

Identification and Control of Non‐linear dynamical systems are challenging problems to the control engineers.The topic is equally relevant in communication,weather prediction ,bio medical systems and even in social systems,where nonlinearity is an integral part of the system behavior.Most of the real world systems are nonlinear in nature and wide applications are there for nonlinear system identification/modeling.The basic approach in analyzing the nonlinear systems is to build a model from known behavior manifest in the form of system output.The problem of modeling boils down to computing a suitably parameterized model,representing the process.The parameters of the model are adjusted to optimize a performanace function,based on error between the given process output and identified process/model output.While the linear system identification is well established with many classical approaches,most of those methods cannot be directly applied for nonlinear system identification.The problem becomes more complex if the system is completely unknown but only the output time series is available.Blind recognition problem is the direct consequence of such a situation.The thesis concentrates on such problems.Capability of Artificial Neural Networks to approximate many nonlinear input-output maps makes it predominantly suitable for building a function for the identification of nonlinear systems,where only the time series is available.The literature is rich with a variety of algorithms to train the Neural Network model.A comprehensive study of the computation of the model parameters,using the different algorithms and the comparison among them to choose the best technique is still a demanding requirement from practical system designers,which is not available in a concise form in the literature.The thesis is thus an attempt to develop and evaluate some of the well known algorithms and propose some new techniques,in the context of Blind recognition of nonlinear systems.It also attempts to establish the relative merits and demerits of the different approaches.comprehensiveness is achieved in utilizing the benefits of well known evaluation techniques from statistics. The study concludes by providing the results of implementation of the currently available and modified versions and newly introduced techniques for nonlinear blind system modeling followed by a comparison of their performance.It is expected that,such comprehensive study and the comparison process can be of great relevance in many fields including chemical,electrical,biological,financial and weather data analysis.Further the results reported would be of immense help for practical system designers and analysts in selecting the most appropriate method based on the goodness of the model for the particular context.