Exact Search Directions for Optimization of Linear and Nonlinear Models Based on Generalized Orthonormal Functions

A novel technique for selecting the poles of orthonormal basis functions (OBF) in Volterra models of any order is presented. It is well-known that the usual large number of parameters required to describe the Volterra kernels can be significantly reduced by representing each kernel using an appropriate basis of orthonormal functions. Such a representation results in the so-called OBF Volterra model, which has a Wiener structure consisting of a linear dynamic generated by the orthonormal basis followed by a nonlinear static mapping given by the Volterra polynomial series. Aiming at optimizing the poles that fully parameterize the orthonormal bases, the exact gradients of the outputs of the orthonormal filters with respect to their poles are computed analytically by using a back-propagation-through-time technique. The expressions relative to the Kautz basis and to generalized orthonormal bases of functions (GOBF) are addressed; the ones related to the Laguerre basis follow straightforwardly as a particular case. The main innovation here is that the dynamic nature of the OBF filters is fully considered in the gradient computations. These gradients provide exact search directions for optimizing the poles of a given orthonormal basis. Such search directions can, in turn, be used as part of an optimization procedure to locate the minimum of a cost-function that takes into account the error of estimation of the system output. The Levenberg-Marquardt algorithm is adopted here as the optimization procedure. Unlike previous related work, the proposed approach relies solely on input-output data measured from the system to be modeled, i.e., no information about the Volterra kernels is required. Examples are presented to illustrate the application of this approach to the modeling of dynamic systems, including a real magnetic levitation system with nonlinear oscillatory behavior.

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.

Stabilization of linear and nonlinear dynamical systems using an observer-controller configuration

In this paper the problem of stabilization of systems by means of stable compensations is considered, and results are derived for systems using observer�controller structures, for systems using a cascade structure, and for nonlinear systems

On energy transfer between vibrating systems under linear and nonlinear interactions

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

Optimal linear and nonlinear control design for chaotic systems

In this work, the linear and nonlinear feedback control techniques for chaotic systems were been considered. The optimal nonlinear control design problem has been resolved by using Dynamic Programming that reduced this problem to a solution of the Hamilton-Jacobi-Bellman equation. In present work the linear feedback control problem has been reformulated under optimal control theory viewpoint. The formulated Theorem expresses explicitly the form of minimized functional and gives the sufficient conditions that allow using the linear feedback control for nonlinear system. The numerical simulations for the Rössler system and the Duffing oscillator are provided to show the effectiveness of this method. Copyright © 2005 by ASME.

Q parameter estimation using numerical simulations for linear and nonlinear transmission systems

We compare the Q parameter obtained from scalar, semi-analytical and full vector models for realistic transmission systems. One set of systems is operated in the linear regime, while another is using solitons at high peak power. We report in detail on the different results obtained for the same system using different models. Polarisation mode dispersion is also taken into account and a novel method to average Q parameters over several independent simulation runs is described. © 2006 Elsevier B.V. All rights reserved.

Semi-analytical Q parameter estimate in linear and nonlinear transmission systems

We compare the Q parameter obtained from the semi-analytical model with scalar and vector models for two realistic transmission systems. First a linear system with a compensated dispersion map and second a soliton transmission system.

Study of linear and nonlinear optical properties of dendrimers using density matrix renormalization group method

We have used the density matrix renormalization group (DMRG) method to study the linear and nonlinear optical responses of first generation nitrogen based dendrimers with donor acceptor groups. We have employed Pariser–Parr–Pople Hamiltonian to model the interacting pi electrons in these systems. Within the DMRG method we have used an innovative scheme to target excited states with large transition dipole to the ground state. This method reproduces exact optical gaps and polarization in systems where exact diagonalization of the Hamiltonian is possible. We have used a correction vector method which tacitly takes into account the contribution of all excited states, to obtain the ground state polarizibility, first hyperpolarizibility, and two photon absorption cross sections. We find that the lowest optical excitations as well as the lowest excited triplet states are localized. It is interesting to note that the first hyperpolarizibility saturates more rapidly with system size compared to linear polarizibility unlike that of linear polyenes.

Multi-Tone Testing of Linear and Nonlinear Analog Circuits using Polynomial Coefficients

A method of testing for parametric faults of analog circuits based on a polynomial representation of fault-free function of the circuit is presented. The response of the circuit under test (CUT) is estimated as a polynomial in the applied input voltage at relevant frequencies in addition to DC. Classification or Cur is based on a comparison of the estimated polynomial coefficients with those of the fault free circuit. This testing method requires no design for test hardware as might be added to the circuit fly some other methods. The proposed method is illustrated for a benchmark elliptic filter. It is shown to uncover several parametric faults causing deviations as small as 5% from the nominal values.

Linear and nonlinear optical properties of cumulenes and polyenynes: a model exact study

Model exact static and frequency-dependent polarizabilities, static second hyperpolarizabilities and THG coefficents of cumulenes and polyenynes, calculated within the correlated Pariser-Parr-Pople (PPP) model defined over the pi-framework are reported and compared with the results for the polyenes. It is found that for the same chain length, the polarizabilities and THG coefficients of the cumulenes are largest and those of the polyenynes smallest with the polyenes having an intermediate value. The optical gap of the infinite cumulene is lowest (0.75 eV) and is associated with a low transition dipole moment for an excitation involving transfer of an electron between the two orthogonal conjugated pi-systems. The polyenynes have the largest optical gap (4.37 eV), with the magnitude being nearly independent of the chain length. This excitation involves charge transfer between the conjugated bonds in the terminal triple bond. Chain length and frequency dependence of alpha(ij) and gamma(ijkl) of these systems are also reported. The effect of a heteroatom on the polarizability and THG coefficients of acetylenic systems is also reported. It has been found that the presence of the heteroatom reduces the polarizability and THG coefficients of these systems, an effect opposite to that found in the polyenes and cyanine dyes. This result has been associated with the different nature of the charge transfer in the acetylenic systems.

Linear and nonlinear microrheology of dense colloidal suspensions

The length and time scales accessible to optical tweezers make them an ideal tool for the examination of colloidal systems. Embedded high-refractive-index tracer particles in an index-matched hard sphere suspension provide 'handles' within the system to investigate the mechanical behaviour. Passive observations of the motion of a single probe particle give information about the linear response behaviour of the system, which can be linked to the macroscopic frequency-dependent viscous and elastic moduli of the suspension. Separate 'dragging' experiments allow observation of a sample's nonlinear response to an applied stress on a particle-by particle basis. Optical force measurements have given new data about the dynamics of phase transitions and particle interactions; an example in this study is the transition from liquid-like to solid-like behaviour, and the emergence of a yield stress and other effects attributable to nearest-neighbour caging effects. The forces needed to break such cages and the frequency of these cage breaking events are investigated in detail for systems close to the glass transition.

Compensation of biased excitation effects for MLS-based nonlinear systems' identification

MLS-based identification of nonlinear systems is largely affected by deviations in the excitation signal amenable to the combined effect of DC-offset and an arbitrary gain. These induce orthogonality loss in the MLS filter bank output, thus invalidating the underlying identification construction. In this paper we present a correction algorithm to derive the corrected Volterra kernels from the biased estimations provided by the standard MLS-based procedure.

Assessing interactions of linear and nonlinear neuronal sources using MEG beamformers:a proof of concept

Objective: This study aimed to explore methods of assessing interactions between neuronal sources using MEG beamformers. However, beamformer methodology is based on the assumption of no linear long-term source interdependencies [VanVeen BD, vanDrongelen W, Yuchtman M, Suzuki A. Localization of brain electrical activity via linearly constrained minimum variance spatial filtering. IEEE Trans Biomed Eng 1997;44:867-80; Robinson SE, Vrba J. Functional neuroimaging by synthetic aperture magnetometry (SAM). In: Recent advances in Biomagnetism. Sendai: Tohoku University Press; 1999. p. 302-5]. Although such long-term correlations are not efficient and should not be anticipated in a healthy brain [Friston KJ. The labile brain. I. Neuronal transients and nonlinear coupling. Philos Trans R Soc Lond B Biol Sci 2000;355:215-36], transient correlations seem to underlie functional cortical coordination [Singer W. Neuronal synchrony: a versatile code for the definition of relations? Neuron 1999;49-65; Rodriguez E, George N, Lachaux J, Martinerie J, Renault B, Varela F. Perception's shadow: long-distance synchronization of human brain activity. Nature 1999;397:430-3; Bressler SL, Kelso J. Cortical coordination dynamics and cognition. Trends Cogn Sci 2001;5:26-36]. Methods: Two periodic sources were simulated and the effects of transient source correlation on the spatial and temporal performance of the MEG beamformer were examined. Subsequently, the interdependencies of the reconstructed sources were investigated using coherence and phase synchronization analysis based on Mutual Information. Finally, two interacting nonlinear systems served as neuronal sources and their phase interdependencies were studied under realistic measurement conditions. Results: Both the spatial and the temporal beamformer source reconstructions were accurate as long as the transient source correlation did not exceed 30-40 percent of the duration of beamformer analysis. In addition, the interdependencies of periodic sources were preserved by the beamformer and phase synchronization of interacting nonlinear sources could be detected. Conclusions: MEG beamformer methods in conjunction with analysis of source interdependencies could provide accurate spatial and temporal descriptions of interactions between linear and nonlinear neuronal sources. Significance: The proposed methods can be used for the study of interactions between neuronal sources. © 2005 International Federation of Clinical Neurophysiology. Published by Elsevier Ireland Ltd. All rights reserved.

New Rigorous Decomposition Methods for Mixed-integer Linear and Nonlinear Programming

Process systems design, operation and synthesis problems under uncertainty can readily be formulated as two-stage stochastic mixed-integer linear and nonlinear (nonconvex) programming (MILP and MINLP) problems. These problems, with a scenario based formulation, lead to large-scale MILPs/MINLPs that are well structured. The first part of the thesis proposes a new finitely convergent cross decomposition method (CD), where Benders decomposition (BD) and Dantzig-Wolfe decomposition (DWD) are combined in a unified framework to improve the solution of scenario based two-stage stochastic MILPs. This method alternates between DWD iterations and BD iterations, where DWD restricted master problems and BD primal problems yield a sequence of upper bounds, and BD relaxed master problems yield a sequence of lower bounds. A variant of CD, which includes multiple columns per iteration of DW restricted master problem and multiple cuts per iteration of BD relaxed master problem, called multicolumn-multicut CD is then developed to improve solution time. Finally, an extended cross decomposition method (ECD) for solving two-stage stochastic programs with risk constraints is proposed. In this approach, a CD approach at the first level and DWD at a second level is used to solve the original problem to optimality. ECD has a computational advantage over a bilevel decomposition strategy or solving the monolith problem using an MILP solver. The second part of the thesis develops a joint decomposition approach combining Lagrangian decomposition (LD) and generalized Benders decomposition (GBD), to efficiently solve stochastic mixed-integer nonlinear nonconvex programming problems to global optimality, without the need for explicit branch and bound search. In this approach, LD subproblems and GBD subproblems are systematically solved in a single framework. The relaxed master problem obtained from the reformulation of the original problem, is solved only when necessary. A convexification of the relaxed master problem and a domain reduction procedure are integrated into the decomposition framework to improve solution efficiency. Using case studies taken from renewable resource and fossil-fuel based application in process systems engineering, it can be seen that these novel decomposition approaches have significant benefit over classical decomposition methods and state-of-the-art MILP/MINLP global optimization solvers.