A gray-box neural network-based model identification and fault estimation scheme for nonlinear dynamic systems

A novel gray-box neural network model (GBNNM), including multi-layer perception (MLP) neural network (NN) and integrators, is proposed for a model identification and fault estimation (MIFE) scheme. With the GBNNM, both the nonlinearity and dynamics of a class of nonlinear dynamic systems can be approximated. Unlike previous NN-based model identification methods, the GBNNM directly inherits system dynamics and separately models system nonlinearities. This model corresponds well with the object system and is easy to build. The GBNNM is embedded online as a normal model reference to obtain the quantitative residual between the object system output and the GBNNM output. This residual can accurately indicate the fault offset value, so it is suitable for differing fault severities. To further estimate the fault parameters (FPs), an improved extended state observer (ESO) using the same NNs (IESONN) from the GBNNM is proposed to avoid requiring the knowledge of ESO nonlinearity. Then, the proposed MIFE scheme is applied for reaction wheels (RW) in a satellite attitude control system (SACS). The scheme using the GBNNM is compared with other NNs in the same fault scenario, and several partial loss of effect (LOE) faults with different severities are considered to validate the effectiveness of the FP estimation and its superiority.

A scaled unscented transformation based directed Gaussian sum filter for nonlinear dynamic system identification

Impoverishment of particles, i.e. the discretely simulated sample paths of the process dynamics, poses a major obstacle in employing the particle filters for large dimensional nonlinear system identification. A known route of alleviating this impoverishment, i.e. of using an exponentially increasing ensemble size vis-a-vis the system dimension, remains computationally infeasible in most cases of practical importance. In this work, we explore the possibility of unscented transformation on Gaussian random variables, as incorporated within a scaled Gaussian sum stochastic filter, as a means of applying the nonlinear stochastic filtering theory to higher dimensional structural system identification problems. As an additional strategy to reconcile the evolving process dynamics with the observation history, the proposed filtering scheme also modifies the process model via the incorporation of gain-weighted innovation terms. The reported numerical work on the identification of structural dynamic models of dimension up to 100 is indicative of the potential of the proposed filter in realizing the stated aim of successfully treating relatively larger dimensional filtering problems. (C) 2013 Elsevier Ltd. All rights reserved.

Nonlinear Dynamic Response of Tension Leg Platform

Tension Leg Platform (TLP) is a typical compliant offshore structure for oil exploitation in deep water. Most of the existing mathematical models for analyzing the dynamic response of TLP are based on explicit or implicit assumptions that displacements (translations and rotations) are small magnitude. Herein a theoretical method for analyzing the nonlinear dynamic behavior of TLP with finite displacement is developed, in which multifold nonlinearities are taken into account, i.e. finite displacement, coupling of the six degrees of freedom, instantaneous position, instantaneous wet surface, free surface effects and viscous drag force. Using this theoretical model, we perform the numerical analysis of dynamic response of a representative TLP. The comparison between the degenerative linear solution of the proposed nonlinear model and the published one shows good agreements. Furthermore, numerical results are presented which illustrate that nonlinearities exert a distinct influence on the dynamic responses of the TLP.

Generalized modal identification of linear and nonlinear dynamic systems

This dissertation is concerned with the problem of determining the dynamic characteristics of complicated engineering systems and structures from the measurements made during dynamic tests or natural excitations. Particular attention is given to the identification and modeling of the behavior of structural dynamic systems in the nonlinear hysteretic response regime. Once a model for the system has been identified, it is intended to use this model to assess the condition of the system and to predict the response to future excitations.

A new identification methodology based upon a generalization of the method of modal identification for multi-degree-of-freedom dynaimcal systems subjected to base motion is developed. The situation considered herein is that in which only the base input and the response of a small number of degrees-of-freedom of the system are measured. In this method, called the generalized modal identification method, the response is separated into "modes" which are analogous to those of a linear system. Both parametric and nonparametric models can be employed to extract the unknown nature, hysteretic or nonhysteretic, of the generalized restoring force for each mode.

In this study, a simple four-term nonparametric model is used first to provide a nonhysteretic estimate of the nonlinear stiffness and energy dissipation behavior. To extract the hysteretic nature of nonlinear systems, a two-parameter distributed element model is then employed. This model exploits the results of the nonparametric identification as an initial estimate for the model parameters. This approach greatly improves the convergence of the subsequent optimization process.

The capability of the new method is verified using simulated response data from a three-degree-of-freedom system. The new method is also applied to the analysis of response data obtained from the U.S.-Japan cooperative pseudo-dynamic test of a full-scale six-story steel-frame structure.

The new system identification method described has been found to be both accurate and computationally efficient. It is believed that it will provide a useful tool for the analysis of structural response data.

Nonlinear dynamic transfer functions for certain retinal neuronal systems

The applicability of the white-noise method to the identification of a nonlinear system is investigated. Subsequently, the method is applied to certain vertebrate retinal neuronal systems and nonlinear, dynamic transfer functions are derived which describe quantitatively the information transformations starting with the light-pattern stimulus and culminating in the ganglion response which constitutes the visually-derived input to the brain. The retina of the catfish, Ictalurus punctatus, is used for the experiments.

The Wiener formulation of the white-noise theory is shown to be impractical and difficult to apply to a physical system. A different formulation based on crosscorrelation techniques is shown to be applicable to a wide range of physical systems provided certain considerations are taken into account. These considerations include the time-invariancy of the system, an optimum choice of the white-noise input bandwidth, nonlinearities that allow a representation in terms of a small number of characterizing kernels, the memory of the system and the temporal length of the characterizing experiment. Error analysis of the kernel estimates is made taking into account various sources of error such as noise at the input and output, bandwidth of white-noise input and the truncation of the gaussian by the apparatus.

Nonlinear transfer functions are obtained, as sets of kernels, for several neuronal systems: Light → Receptors, Light → Horizontal, Horizontal → Ganglion, Light → Ganglion and Light → ERG. The derived models can predict, with reasonable accuracy, the system response to any input. Comparison of model and physical system performance showed close agreement for a great number of tests, the most stringent of which is comparison of their responses to a white-noise input. Other tests include step and sine responses and power spectra.

Many functional traits are revealed by these models. Some are: (a) the receptor and horizontal cell systems are nearly linear (small signal) with certain "small" nonlinearities, and become faster (latency-wise and frequency-response-wise) at higher intensity levels, (b) all ganglion systems are nonlinear (half-wave rectification), (c) the receptive field center to ganglion system is slower (latency-wise and frequency-response-wise) than the periphery to ganglion system, (d) the lateral (eccentric) ganglion systems are just as fast (latency and frequency response) as the concentric ones, (e) (bipolar response) = (input from receptors) - (input from horizontal cell), (f) receptive field center and periphery exert an antagonistic influence on the ganglion response, (g) implications about the origin of ERG, and many others.

An analytical solution is obtained for the spatial distribution of potential in the S-space, which fits very well experimental data. Different synaptic mechanisms of excitation for the external and internal horizontal cells are implied.

A two-stage algorithm for identification of nonlinear dynamic systems

This paper investigates the two-stage stepwise identification for a class of nonlinear dynamic systems that can be described by linear-in-the-parameters models, and the model has to be built from a very large pool of basis functions or model terms. The main objective is to improve the compactness of the model that is obtained by the forward stepwise methods, while retaining the computational efficiency. The proposed algorithm first generates an initial model using a forward stepwise procedure. The significance of each selected term is then reviewed at the second stage and all insignificant ones are replaced, resulting in an optimised compact model with significantly improved performance. The main contribution of this paper is that these two stages are performed within a well-defined regression context, leading to significantly reduced computational complexity. The efficiency of the algorithm is confirmed by the computational complexity analysis, and its effectiveness is demonstrated by the simulation results.

Estimating Nonlinear DSGE Models by the Simulated Method of Moments

This paper studies the application of the simulated method of moments (SMM) for the estimation of nonlinear dynamic stochastic general equilibrium (DSGE) models. Monte Carlo analysis is employed to examine the small-sample properties of SMM in specifications with different curvature. Results show that SMM is computationally efficient and delivers accurate estimates, even when the simulated series are relatively short. However, asymptotic standard errors tend to overstate the actual variability of the estimates and, consequently, statistical inference is conservative. A simple strategy to incorporate priors in a method of moments context is proposed. An empirical application to the macroeconomic effects of rare events indicates that negatively skewed productivity shocks induce agents to accumulate additional capital and can endogenously generate asymmetric business cycles.

Lateral Dynamic Models for High-Speed Railway Bridges and Vehicles

The analysis of the running safety of railway vehicles on viaducts subject to strong lateral actions such as cross winds requires coupled nonlinear vehicle-bridge interaction models, capable to study extreme events. In this paper original models developed by the authors are described, based on finite elements for the structure, multibody and finite element models for the vehicle, and specially developed interaction elements for the interface between wheel and rail. The models have been implemented within ABAQUS and have full nonlinear capabilities for the structure, the vehicle and the contact interface. An application is developed for the Ulla Viaduct, a 105 m tall arch in the Spanish high-speed railway network. The dynamic analyses allow obtaining critical wind curves, which define the running safety conditions for a given train in terms of speed of circulation and wind speed

Dynamic Models under Uncertainty for Large-Scale Enterprise Systems

Thesis (Ph.D.)--University of Washington, 2016-06

Investigation of MEMS inertial sensors and aircraft dynamic models in global positioning system integrity monitoring for approaches with vertical guidance

An Approach with Vertical Guidance (APV) is an instrument approach procedure which provides horizontal and vertical guidance to a pilot on approach to landing in reduced visibility conditions. APV approaches can greatly reduce the safety risk to general aviation by improving the pilot’s situational awareness. In particular the incidence of Controlled Flight Into Terrain (CFIT) which has occurred in a number of fatal air crashes in general aviation over the past decade in Australia, can be reduced. APV approaches can also improve general aviation operations. If implemented at Australian airports, APV approach procedures are expected to bring a cost saving of millions of dollars to the economy due to fewer missed approaches, diversions and an increased safety benefit. The provision of accurate horizontal and vertical guidance is achievable using the Global Positioning System (GPS). Because aviation is a safety of life application, an aviation-certified GPS receiver must have integrity monitoring or augmentation to ensure that its navigation solution can be trusted. However, the difficulty with the current GPS satellite constellation alone meeting APV integrity requirements, the susceptibility of GPS to jamming or interference and the potential shortcomings of proposed augmentation solutions for Australia such as the Ground-based Regional Augmentation System (GRAS) justifies the investigation of Aircraft Based Augmentation Systems (ABAS) as an alternative integrity solution for general aviation. ABAS augments GPS with other sensors at the aircraft to help it meet the integrity requirements. Typical ABAS designs assume high quality inertial sensors to provide an accurate reference trajectory for Kalman filters. Unfortunately high-quality inertial sensors are too expensive for general aviation. In contrast to these approaches the purpose of this research is to investigate fusing GPS with lower-cost Micro-Electro-Mechanical System (MEMS) Inertial Measurement Units (IMU) and a mathematical model of aircraft dynamics, referred to as an Aircraft Dynamic Model (ADM) in this thesis. Using a model of aircraft dynamics in navigation systems has been studied before in the available literature and shown to be useful particularly for aiding inertial coasting or attitude determination. In contrast to these applications, this thesis investigates its use in ABAS. This thesis presents an ABAS architecture concept which makes use of a MEMS IMU and ADM, named the General Aviation GPS Integrity System (GAGIS) for convenience. GAGIS includes a GPS, MEMS IMU, ADM, a bank of Extended Kalman Filters (EKF) and uses the Normalized Solution Separation (NSS) method for fault detection. The GPS, IMU and ADM information is fused together in a tightly-coupled configuration, with frequent GPS updates applied to correct the IMU and ADM. The use of both IMU and ADM allows for a number of different possible configurations. Three are investigated in this thesis; a GPS-IMU EKF, a GPS-ADM EKF and a GPS-IMU-ADM EKF. The integrity monitoring performance of the GPS-IMU EKF, GPS-ADM EKF and GPS-IMU-ADM EKF architectures are compared against each other and against a stand-alone GPS architecture in a series of computer simulation tests of an APV approach. Typical GPS, IMU, ADM and environmental errors are simulated. The simulation results show the GPS integrity monitoring performance achievable by augmenting GPS with an ADM and low-cost IMU for a general aviation aircraft on an APV approach. A contribution to research is made in determining whether a low-cost IMU or ADM can provide improved integrity monitoring performance over stand-alone GPS. It is found that a reduction of approximately 50% in protection levels is possible using the GPS-IMU EKF or GPS-ADM EKF as well as faster detection of a slowly growing ramp fault on a GPS pseudorange measurement. A second contribution is made in determining how augmenting GPS with an ADM compares to using a low-cost IMU. By comparing the results for the GPS-ADM EKF against the GPS-IMU EKF it is found that protection levels for the GPS-ADM EKF were only approximately 2% higher. This indicates that the GPS-ADM EKF may potentially replace the GPS-IMU EKF for integrity monitoring should the IMU ever fail. In this way the ADM may contribute to the navigation system robustness and redundancy. To investigate this further, a third contribution is made in determining whether or not the ADM can function as an IMU replacement to improve navigation system redundancy by investigating the case of three IMU accelerometers failing. It is found that the failed IMU measurements may be supplemented by the ADM and adequate integrity monitoring performance achieved. Besides treating the IMU and ADM separately as in the GPS-IMU EKF and GPS-ADM EKF, a fourth contribution is made in investigating the possibility of fusing the IMU and ADM information together to achieve greater performance than either alone. This is investigated using the GPS-IMU-ADM EKF. It is found that the GPS-IMU-ADM EKF can achieve protection levels approximately 3% lower in the horizontal and 6% lower in the vertical than a GPS-IMU EKF. However this small improvement may not justify the complexity of fusing the IMU with an ADM in practical systems. Affordable ABAS in general aviation may enhance existing GPS-only fault detection solutions or help overcome any outages in augmentation systems such as the Ground-based Regional Augmentation System (GRAS). Countries such as Australia which currently do not have an augmentation solution for general aviation could especially benefit from the economic savings and safety benefits of satellite navigation-based APV approaches.

Higher-Order spectra of nonlinear polynomial models for Chua's circuit

Polynomial models are shown to simulate accurately the quadratic and cubic nonlinear interactions (e.g. higher-order spectra) of time series of voltages measured in Chua's circuit. For circuit parameters resulting in a spiral attractor, bispectra and trispectra of the polynomial model are similar to those from the measured time series, suggesting that the individual interactions between triads and quartets of Fourier components that govern the process dynamics are modeled accurately. For parameters that produce the double-scroll attractor, both measured and modeled time series have small bispectra, but nonzero trispectra, consistent with higher-than-second order nonlinearities dominating the chaos.

Practical aspects of frequency-domain identification of dynamic models of marine structures from hydrodynamic data

The motion response of marine structures in waves can be studied using finite-dimensional linear-time-invariant approximating models. These models, obtained using system identification with data computed by hydrodynamic codes, find application in offshore training simulators, hardware-in-the-loop simulators for positioning control testing, and also in initial designs of wave-energy conversion devices. Different proposals have appeared in the literature to address the identification problem in both time and frequency domains, and recent work has highlighted the superiority of the frequency-domain methods. This paper summarises practical frequency-domain estimation algorithms that use constraints on model structure and parameters to refine the search of approximating parametric models. Practical issues associated with the identification are discussed, including the influence of radiation model accuracy in force-to-motion models, which are usually the ultimate modelling objective. The illustration examples in the paper are obtained using a freely available MATLAB toolbox developed by the authors, which implements the estimation algorithms described.

An Empirical Comparison of Linear and Nonlinear Volatility Models for Nordic Stock Returns

This paper examines how volatility in financial markets can preferable be modeled. The examination investigates how good the models for the volatility, both linear and nonlinear, are in absorbing skewness and kurtosis. The examination is done on the Nordic stock markets, including Finland, Sweden, Norway and Denmark. Different linear and nonlinear models are applied, and the results indicates that a linear model can almost always be used for modeling the series under investigation, even though nonlinear models performs slightly better in some cases. These results indicate that the markets under study are exposed to asymmetric patterns only to a certain degree. Negative shocks generally have a more prominent effect on the markets, but these effects are not really strong. However, in terms of absorbing skewness and kurtosis, nonlinear models outperform linear ones.

A new parallel overlapped domain decomposition method for nonlinear dynamic finite element analysis

In this paper a new parallel algorithm for nonlinear transient dynamic analysis of large structures has been presented. An unconditionally stable Newmark-beta method (constant average acceleration technique) has been employed for time integration. The proposed parallel algorithm has been devised within the broad framework of domain decomposition techniques. However, unlike most of the existing parallel algorithms (devised for structural dynamic applications) which are basically derived using nonoverlapped domains, the proposed algorithm uses overlapped domains. The parallel overlapped domain decomposition algorithm proposed in this paper has been formulated by splitting the mass, damping and stiffness matrices arises out of finite element discretisation of a given structure. A predictor-corrector scheme has been formulated for iteratively improving the solution in each step. A computer program based on the proposed algorithm has been developed and implemented with message passing interface as software development environment. PARAM-10000 MIMD parallel computer has been used to evaluate the performances. Numerical experiments have been conducted to validate as well as to evaluate the performance of the proposed parallel algorithm. Comparisons have been made with the conventional nonoverlapped domain decomposition algorithms. Numerical studies indicate that the proposed algorithm is superior in performance to the conventional domain decomposition algorithms. (C) 2003 Elsevier Ltd. All rights reserved.