Roland Tóth

Pepijn B. Cox, Roland Tóth, Mihály Petreczky

How to efficiently identify multiple-input multiple-output (MIMO) linear parameter-varying (LPV) discrete-time state-space (SS) models with affine dependence on the scheduling variable still remains an open question, as identification methods proposed in the literature suffer heavily from the curse of dimensionality and/or depend on over-restrictive approximations of the measured signal behaviors. However, obtaining an SS model of the targeted system is crucial for many LPV control synthesis methods, as these synthesis tools are almost exclusively formulated for the aforementioned representation of the system dynamics. Therefore, in this paper, we tackle the problem by combining state-of-the-art LPV input-output (IO) identification methods with an LPV-IO to LPV-SS realization scheme and a maximum likelihood refinement step. The resulting modular LPV-SS identification approach achieves statical efficiency with a relatively low computational load. The method contains the following three steps: 1) estimation of the Markov coefficient sequence of the underlying system using correlation analysis or Bayesian impulse response estimation, then 2) LPV-SS realization of the estimated coefficients by using a basis reduced Ho-Kalman method, and 3) refinement of the LPV-SS model estimate from a maximum-likelihood point of view by a gradient-based or an expectation-maximization optimization methodology. The effectiveness of the full identification scheme is demonstrated by a Monte Carlo study where our proposed method is compared to existing schemes for identifying a MIMO LPV system.

Pepijn B. Cox, Siep Weiland, Roland Tóth

This paper deals with the certification problem for robust quadratic stability, robust state convergence, and robust quadratic performance of linear systems that exhibit bounded rates of variation in their parameters. We consider both continuous-time (CT) and discrete-time (DT) parameter-varying systems. In this paper, we provide a uniform method for this certification problem in both cases and we show that, contrary to what was claimed previously, the DT case requires a significantly different treatment compared to the existing CT results. In the established uniform approach, quadratic Lyapunov functions, that are affine in the parameter, are used to certify robust stability, robust convergence rates, and robust performance in terms of linear matrix inequality feasibility tests. To exemplify the procedure, we solve the certification problem for $\mathscr{L}_2$-gain performance both in the CT and the DT cases. A numerical example is given to show that the proposed approach is less conservative than a method with slack variables.

Lucian Cristian Iacob, Máté Szécsi, Gerben Izaak Beintema et al.

This paper presents a novel identification approach of Koopman models of nonlinear systems with inputs under rather general noise conditions. The method uses deep state-space encoders based on the concept of state reconstructability and an efficient multiple-shooting formulation of the squared loss of the prediction error to estimate the dynamics and the lifted state only from input-output data. Furthermore, the Koopman model structure includes an innovation noise term that is used to handle process and measurement noise. It is shown that the proposed approach is statistically consistent (estimation error tends to zero when the number of data points goes to infinity) and computationally efficient due to the multiple-shooting formulation, by which the prediction error of the model can be calculated on multiple subsections of the data in parallel. The latter allows for efficient batch optimization of the network parameters and, at the same time, excellent long-term prediction capabilities of the obtained models. The performance of the approach is illustrated by nonlinear benchmark examples and experimental data from a Crazyflie 2.1 quadcopter.

Ruigang Wang, Roland Tóth, Ian R. Manchester

Gain-scheduled control based on linear parameter-varying (LPV) models derived from local linearizations is a widespread nonlinear technique for tracking time-varying setpoints. Recently, a nonlinear control scheme based on Control Contraction Metrics (CCMs) has been developed to track arbitrary admissible trajectories. This paper presents a comparison study of these two approaches. We show that the CCM based approach is an extended gain-scheduled control scheme which achieves global reference-independent stability and performance through an exact control realization which integrates a series of local LPV controllers on a particular path between the current and reference states.

Dhruv Khandelwal, Maarten Schoukens, Roland Tóth

In this paper we propose a novel approach to identify dynamical systems. The method estimates the model structure and the parameters of the model simultaneously, automating the critical decisions involved in identification such as model structure and complexity selection. In order to solve the combined model structure and model parameter estimation problem, a new representation of dynamical systems is proposed. The proposed representation is based on Tree Adjoining Grammar, a formalism that was developed from linguistic considerations. Using the proposed representation, the identification problem can be interpreted as a multi-objective optimization problem and we propose a Evolutionary Algorithm-based approach to solve the problem. A benchmark example is used to demonstrate the proposed approach. The results were found to be comparable to that obtained by state-of-the-art non-linear system identification methods, without making use of knowledge of the system description.

Bendegúz Györök, Roland Tóth, Maarten Schoukens et al.

Stochastic model-predictive control (SMPC) has evolved to a powerful framework for the control of stochastic dynamical systems. SMPC utilizes a probabilistic uncertainty description to provide a systematic trade-off between the control objective and constraint satisfaction in a statistical sense. However, the majority of existing SMPC methods face challenges related to computational tractability due to the need for stochastic inference. Approaches that apply accurate inference are computationally demanding, which can lead to serious limitations in the implementability of these methods. Hence, in practice, the uncertainty propagation and the resulting distributions are typically approximated, e.g., by Gaussian distributions. These approximations promote computational efficiency, but are often too conservative, becoming a limiting factor in the representation of stochastic state evolution and the implied guarantees. To overcome this fundamental limitation of SMPC approaches, we propose a novel formulation based on the meta-state-space (MSS) representation of stochastic dynamical systems. The proposed MSS-based SMPC scheme offers a computationally efficient way to forward propagate the uncertainty with a flexible and highly accurate approximation of the probabilistic system description. With the presented method, the entire output probability density function can be directly shaped, which is unprecedented among existing SMPC techniques. Finally, we provide a detailed theoretical analysis and demonstrate the effectiveness of the proposed methodology via an extensive simulation study.

E. Javier Olucha, Valentin Preda, Amritam Das et al.

This paper aims to enhance the efficiency of validation and verification campaigns involving fuel sloshing phenomena. Our first contribution is the development of an open-source, high-fidelity and computationally efficient two-dimensional smoothed-particle hydrodynamics-based fuel sloshing simulator that reproduces the dynamics of a spacecraft with a partially filled tank with liquid propellant. Implemented in Python using Jax, the simulator leverages GPU parallelization and supports automatic differentiation, enabling rapid generation of simulation data and system linearizations for general surrogate modelling purposes. Our second contribution is the demonstration of a practical methodology for constructing surrogate models of fuel sloshing from input--output data generated by the simulator, targeting rapid simulation and model-based control applications. The surrogate model employs a Linear Parameter-Varying (LPV) state-space structure with affine dependence on the scheduling variables, providing an accurate yet computationally efficient approximation of the sloshing dynamics. The capabilities of the proposed approach are demonstrated through closed-loop simulations of a rigid spacecraft with a partially filled fuel tank for two manoeuvre profiles under zero-gravity conditions. The identified surrogate enables simulations that are two orders of magnitude faster than the high-fidelity model.

Gerben I. Beintema, Maarten Schoukens, Roland Tóth

Using Artificial Neural Networks (ANN) for nonlinear system identification has proven to be a promising approach, but despite of all recent research efforts, many practical and theoretical problems still remain open. Specifically, noise handling and models, issues of consistency and reliable estimation under minimisation of the prediction error are the most severe problems. The latter comes with numerous practical challenges such as explosion of the computational cost in terms of the number of data samples and the occurrence of instabilities during optimization. In this paper, we aim to overcome these issues by proposing a method which uses a truncated prediction loss and a subspace encoder for state estimation. The truncated prediction loss is computed by selecting multiple truncated subsections from the time series and computing the average prediction loss. To obtain a computationally efficient estimation method that minimizes the truncated prediction loss, a subspace encoder represented by an artificial neural network is introduced. This encoder aims to approximate the state reconstructability map of the estimated model to provide an initial state for each truncated subsection given past inputs and outputs. By theoretical analysis, we show that, under mild conditions, the proposed method is locally consistent, increases optimization stability, and achieves increased data efficiency by allowing for overlap between the subsections. Lastly, we provide practical insights and user guidelines employing a numerical example and state-of-the-art benchmark results.

Pepijn Bastiaan Cox, Roland Tóth

Different representations to describe noise processes and finding connections or equivalence between them have been part of active research for decades, in particular for linear time-invariant case. In this paper the linear parameter-varying (LPV) setting is addressed; starting with the connection between an LPV state-space (SS) representation with a general noise structure and the LPV-SS model in an innovation structure, i.e., the Kalman filter. More specifically, the considered LPV-SS representation with general noise structure has static, affine dependence on the scheduling signal; however, we show that its companion innovation structure has a dynamic, rational dependency structure. Following, we would like to highlight the consequences of approximating this Kalman gain by a static, affine dependency structure. To this end, firstly, we use the "fading memory" effect of the Kalman filter to reason how the Kalman gain can be approximated to depend only on a partial trajectory of the scheduling signal. This effect is shown by proving an asymptotically decreasing error upper bound on the covariance matrix associated to the innovation structure in case the covariance matrix is subjected to an incorrect initialization or disturbance. Secondly, we show by an example that an LPV-SS representation that has dynamical, rational dependency on the scheduling signal can be transformed into static, affinely dependent representation by introducing additional states. Therefore, an approximated Kalman gain can, in some cases, be represented by a static, affine Kalman gain at the cost of additional states.

Gerben I. Beintema, Maarten Schoukens, Roland Tóth

Continuous-time (CT) modeling has proven to provide improved sample efficiency and interpretability in learning the dynamical behavior of physical systems compared to discrete-time (DT) models. However, even with numerous recent developments, the CT nonlinear state-space (NL-SS) model identification problem remains to be solved in full, considering common experimental aspects such as the presence of external inputs, measurement noise, latent states, and general robustness. This paper presents a novel estimation method that addresses all these aspects and that can obtain state-of-the-art results on multiple benchmarks with compact fully connected neural networks capturing the CT dynamics. The proposed estimation method called the subspace encoder approach (SUBNET) ascertains these results by efficiently approximating the complete simulation loss by evaluating short simulations on subsections of the data, by using an encoder function to estimate the initial state for each subsection and a novel state-derivative normalization to ensure stability and good numerical conditioning of the training process. We prove that the use of subsections increases cost function smoothness together with the necessary requirements for the existence of the encoder function and we show that the proposed state-derivative normalization is essential for reliable estimation of CT NL-SS models.

Rishi Ramkannan, Gerben I. Beintema, Roland Tóth et al.

The SUBNET neural network architecture has been developed to identify nonlinear state-space models from input-output data. To achieve this, it combines the rolled-out nonlinear state-space equations and a state encoder function, both parameterised as neural networks The encoder function is introduced to reconstruct the current state from past input-output data. Hence, it enables the forward simulation of the rolled-out state-space model. While this approach has shown to provide high-accuracy and consistent model estimation, its convergence can be significantly improved by efficient initialization of the training process. This paper focuses on such an initialisation of the subspace encoder approach using the Best Linear Approximation (BLA). Using the BLA provided state-space matrices and its associated reconstructability map, both the state-transition part of the network and the encoder are initialized. The performance of the improved initialisation scheme is evaluated on a Wiener-Hammerstein simulation example and a benchmark dataset. The results show that for a weakly nonlinear system, the proposed initialisation based on the linear reconstructability map results in a faster convergence and a better model quality.

Chris Verhoek, Ruigang Wang, Roland Tóth

This paper presents two direct parameterizations of stable and robust linear parameter-varying state-space (LPV-SS) models. The model parametrizations guarantee a priori that for all parameter values during training, the allowed models are stable in the contraction sense or have their Lipschitz constant bounded by a user-defined value $γ$. Furthermore, since the parametrizations are direct, the models can be trained using unconstrained optimization. The fact that the trained models are of the LPV-SS class makes them useful for, e.g., further convex analysis or controller design. The effectiveness of the approach is demonstrated on an LPV identification problem.

Bendegúz Györök, Roel Drenth, Chris Verhoek et al.

The integration of first-principles models with learning-based components, i.e., model augmentation, has gained increasing attention, as it offers higher model accuracy and faster convergence properties compared to black-box approaches, while generating physically interpretable models. Recently, a unified formulation has been proposed that generalizes existing model augmentation structures, utilizing linear fractional representations (LFRs). However, several potential benefits of the approach remain underexplored. In this work, we address three key limitations. First, the added flexibility of LFRs also introduces possible algebraic loops, i.e., a problem of well-posedness. To address this challenge, we propose a constraint-free direct parametrization of the model structure with a well-posedness guarantee. Second, we introduce a constraint-free parametrization that ensures stability of the overall model augmentation structure via contraction. Third, we adopt an efficient identification pipeline capable of handling non-smooth cost functions, such as group-lasso regularization, which facilitates automatic model order selection and discovery of the required augmentation configuration. These contributions are demonstrated on various simulation and benchmark identification examples.

Julius P. J. Krebbekx, Roland Tóth, Amritam Das

Scaled Relative Graphs (SRGs) provide a novel graphical frequency-domain method for the analysis of nonlinear systems. There have been recent efforts to generalize SRG analysis to Multiple-Input Multiple-Output (MIMO) systems. However, these attempts yielded only results for square systems, due to the inherent Hilbert space structure of the SRG. In this paper, we develop an SRG analysis method that accommodates non-square operators. The key element is the embedding of operators to a space of operators acting on a common Hilbert space, while restricting the input space to the original input dimension, to avoid conservatism. We generalize SRG interconnection rules to restricted input spaces and develop stability theorems to guarantee causality, well-posedness and (incremental) $L_2$-gain bounds for the overall interconnection. We show utilization of the proposed theoretical concepts on the analysis of nonlinear systems in a Linear Fractional Representation (LFR) form, which is a rather general class of systems, and the LFR is directly utilizable for control. Moreover, we provide formulas for the computation of MIMO SRGs of stable LTI operators and diagonal and non-square static nonlinear operators. Finally, we demonstrate the advantages of our embedding approach on several examples.

Roel Drenth, Jan H. Hoekstra, Maarten Schoukens et al.

Identifying control-friendly models of nonlinear systems remains one of the major challenges at the intersection of system identification and control. The Linear Parameter-Varying (LPV) framework offers a promising solution, but existing identification methods often rely on model structures with affine scheduling dependency. Instead, this work proposes the use of LPV models with Linear Fractional Representation (LFR) admitting a rational scheduling-dependency, capable of modelling complex nonlinear systems with fewer scheduling variables compared to affine models. This work introduces a direct parameterization to ensure well-posedness of rational LPV-LFR models, which by joint-estimation of an LPV plant and scheduling map, using only input-output data, is capable of modelling complex nonlinear systems. Accuracy of the proposed approach is shown on two simulation examples.

Péter Antal, Andrea Carron, Melanie Zeilinger et al.

This paper presents a novel model predictive control (MPC) approach for autonomous pick-and-place between moving platforms with a hook-equipped aerial manipulator. First, for accurate and rapid modeling of the complex dynamics, a digital twin model of the quadcopter equipped with a hook-based gripper, implemented in MuJoCo, is constructed and used as the predictive model for the MPC. To handle uncertainties of the predictive model (e.g. due to aerodynamics and uncertain payloads), a robust adaptive MPC approach is proposed. By systematic integration of zero-order robust optimization (zoRO) based uncertainty propagation and an extended Kalman filter (EKF) for parameter estimation, the MPC algorithm ensures robust constraint satisfaction, high performance, and computational efficiency. The effectiveness of the proposed method is evaluated in complex simulated scenarios and in real-world flight experiments.

Máté Kiss, Maarten Schoukens, Roland Tóth

The quality of an estimated nonlinear model highly depends on the data quality that was used for the system identification. By using a Gaussian Process-based optimal input design approach, a so-called space-filling dataset can be generated in the feature space of the system model. The design method is applicable for a broad type of signals and models and also incorporates information measures through optimality criteria into the signal design. However, the resulting input design can be costly to apply to the real system. The goal of this paper is to propose a space-filling input design that can minimize the experimentation cost in terms of a user defined measure, while still guaranteeing a prescribed level of space-fillingness. Through a Monte Carlo simulation study we demonstrate that the proposed method can appropriately shape the excitation signal to significantly reduce the experimental cost while the identified model performance remains adequate.

Petar Bevanda, Bas Driessen, Lucian Cristian Iacob et al.

This paper presents a novel Koopman composition operator representation framework for control systems in reproducing kernel Hilbert spaces (RKHSs) that is free of explicit dictionary or input parametrizations. By establishing fundamental equivalences between different model representations, we are able to close the gap of control system operator learning and infinite-dimensional regression, enabling various empirical estimators and the connection to the well-understood learning theory in RKHSs under one unified framework. Consequently, our proposed framework allows for arbitrarily accurate finite-rank approximations in infinite-dimensional spaces and leads to finite-dimensional predictors without apriori restrictions to a finite span of functions or inputs. To enable applications to high-dimensional control systems, we improve the scalability of our proposed control Koopman operator estimates by utilizing sketching techniques. Numerical experiments demonstrate superior prediction accuracy compared to bilinear EDMD, especially in high dimensions. Finally, we show that our learned models are readily interfaced with linear-parameter-varying techniques for model predictive control.

Max D. Champneys, Gerben I. Beintema, Roland Tóth et al.

Nonlinear system identification remains an important open challenge across research and academia. Large numbers of novel approaches are seen published each year, each presenting improvements or extensions to existing methods. It is natural, therefore, to consider how one might choose between these competing models. Benchmark datasets provide one clear way to approach this question. However, to make meaningful inference based on benchmark performance it is important to understand how well a new method performs comparatively to results available with well-established methods. This paper presents a set of ten baseline techniques and their relative performances on five popular benchmarks. The aim of this contribution is to stimulate thought and discussion regarding objective comparison of identification methodologies.

Sarvin Moradi, Gerben I. Beintema, Nick Jaensson et al.

Hamiltonian neural networks (HNNs) represent a promising class of physics-informed deep learning methods that utilize Hamiltonian theory as foundational knowledge within neural networks. However, their direct application to engineering systems is often challenged by practical issues, including the presence of external inputs, dissipation, and noisy measurements. This paper introduces a novel framework that enhances the capabilities of HNNs to address these real-life factors. We integrate port-Hamiltonian theory into the neural network structure, allowing for the inclusion of external inputs and dissipation, while mitigating the impact of measurement noise through an output-error (OE) model structure. The resulting output error port-Hamiltonian neural networks (OE-pHNNs) can be adapted to tackle modeling complex engineering systems with noisy measurements. Furthermore, we propose the identification of OE-pHNNs based on the subspace encoder approach (SUBNET), which efficiently approximates the complete simulation loss using subsections of the data and uses an encoder function to predict initial states. By integrating SUBNET with OE-pHNNs, we achieve consistent models of complex engineering systems under noisy measurements. In addition, we perform a consistency analysis to ensure the reliability of the proposed data-driven model learning method. We demonstrate the effectiveness of our approach on system identification benchmarks, showing its potential as a powerful tool for modeling dynamic systems in real-world applications.

Jonas Weigand, Gerben I. Beintema, Jonas Ulmen et al.

The importance of proper data normalization for deep neural networks is well known. However, in continuous-time state-space model estimation, it has been observed that improper normalization of either the hidden state or hidden state derivative of the model estimate, or even of the time interval can lead to numerical and optimization challenges with deep learning based methods. This results in a reduced model quality. In this contribution, we show that these three normalization tasks are inherently coupled. Due to the existence of this coupling, we propose a solution to all three normalization challenges by introducing a normalization constant at the state derivative level. We show that the appropriate choice of the normalization constant is related to the dynamics of the to-be-identified system and we derive multiple methods of obtaining an effective normalization constant. We compare and discuss all the normalization strategies on a benchmark problem based on experimental data from a cascaded tanks system and compare our results with other methods of the identification literature.

Bendegúz M. Györök, Jan H. Hoekstra, Johan Kon et al.

Deep-learning-based nonlinear system identification has shown the ability to produce reliable and highly accurate models in practice. However, these black-box models lack physical interpretability, and a considerable part of the learning effort is often spent on capturing already expected/known behavior of the system, that can be accurately described by first-principles laws of physics. A potential solution is to directly integrate such prior physical knowledge into the model structure, combining the strengths of physics-based modeling and deep-learning-based identification. The most common approach is to use an additive model augmentation structure, where the physics-based and the machine-learning (ML) components are connected in parallel, i.e., additively. However, such models are overparametrized, training them is challenging, potentially causing the physics-based part to lose interpretability. To overcome this challenge, this paper proposes an orthogonal projection-based regularization technique to enhance parameter learning and even model accuracy in learning-based augmentation of nonlinear baseline models.

Alberto Bemporad, Roland Tóth

We present a general system identification procedure capable of estimating of a broad spectrum of state-space dynamical models, including linear time-invariant (LTI), linear parameter-varying} (LPV), and nonlinear (NL) dynamics, along with rather general classes of noise models. Similar to the LTI case, we show that for this general class of model structures, including the NL case, the model dynamics can be separated into a deterministic process and a stochastic noise part, allowing to seamlessly tune the complexity of the combined model both in terms of nonlinearity and noise modeling. We parameterize the involved nonlinear functional relations by means of artificial neural-networks (ANNs), although alternative parametric nonlinear mappings can also be used. To estimate the resulting model structures, we optimize a prediction-error-based criterion using an efficient combination of a constrained quasi-Newton approach and automatic differentiation, achieving training times in the order of seconds compared to existing state-of-the-art ANN methods which may require hours for models of similar complexity. We formally establish the consistency guarantees for the proposed approach and demonstrate its superior estimation accuracy and computational efficiency on several benchmark LTI, LPV, and NL system identification problems.

Sarvin Moradi, Nick Jaensson, Roland Tóth et al.

In order to make data-driven models of physical systems interpretable and reliable, it is essential to include prior physical knowledge in the modeling framework. Hamiltonian Neural Networks (HNNs) implement Hamiltonian theory in deep learning and form a comprehensive framework for modeling autonomous energy-conservative systems. Despite being suitable to estimate a wide range of physical system behavior from data, classical HNNs are restricted to systems without inputs and require noiseless state measurements and information on the derivative of the state to be available. To address these challenges, this paper introduces an Output Error Hamiltonian Neural Network (OE-HNN) modeling approach to address the modeling of physical systems with inputs and noisy state measurements. Furthermore, it does not require the state derivatives to be known. Instead, the OE-HNN utilizes an ODE-solver embedded in the training process, which enables the OE-HNN to learn the dynamics from noisy state measurements. In addition, extending HNNs based on the generalized Hamiltonian theory enables to include external inputs into the framework which are important for engineering applications. We demonstrate via simulation examples that the proposed OE-HNNs results in superior modeling performance compared to classical HNNs.

Lucian Cristian Iacob, Gerben Izaak Beintema, Maarten Schoukens et al.

The present paper treats the identification of nonlinear dynamical systems using Koopman-based deep state-space encoders. Through this method, the usual drawback of needing to choose a dictionary of lifting functions a priori is circumvented. The encoder represents the lifting function to the space where the dynamics are linearly propagated using the Koopman operator. An input-affine formulation is considered for the lifted model structure and we address both full and partial state availability. The approach is implemented using the the deepSI toolbox in Python. To lower the computational need of the simulation error-based training, the data is split into subsections where multi-step prediction errors are calculated independently. This formulation allows for efficient batch optimization of the network parameters and, at the same time, excellent long term prediction capabilities of the obtained models. The performance of the approach is illustrated by nonlinear benchmark examples.

Zechen Liu, Zizhang Wu, Roland Tóth

Estimating 3D orientation and translation of objects is essential for infrastructure-less autonomous navigation and driving. In case of monocular vision, successful methods have been mainly based on two ingredients: (i) a network generating 2D region proposals, (ii) a R-CNN structure predicting 3D object pose by utilizing the acquired regions of interest. We argue that the 2D detection network is redundant and introduces non-negligible noise for 3D detection. Hence, we propose a novel 3D object detection method, named SMOKE, in this paper that predicts a 3D bounding box for each detected object by combining a single keypoint estimate with regressed 3D variables. As a second contribution, we propose a multi-step disentangling approach for constructing the 3D bounding box, which significantly improves both training convergence and detection accuracy. In contrast to previous 3D detection techniques, our method does not require complicated pre/post-processing, extra data, and a refinement stage. Despite of its structural simplicity, our proposed SMOKE network outperforms all existing monocular 3D detection methods on the KITTI dataset, giving the best state-of-the-art result on both 3D object detection and Bird's eye view evaluation. The code will be made publicly available.

Dhruv Khandelwal, Maarten Schoukens, Roland Tóth

Model structure and complexity selection remains a challenging problem in system identification, especially for parametric non-linear models. Many Evolutionary Algorithm (EA) based methods have been proposed in the literature for estimating model structure and complexity. In most cases, the proposed methods are devised for estimating structure and complexity within a specified model class and hence these methods do not extend to other model structures without significant changes. In this paper, we propose a Tree Adjoining Grammar (TAG) for stochastic parametric models. TAGs can be used to generate models in an EA framework while imposing desirable structural constraints and incorporating prior knowledge. In this paper, we propose a TAG that can systematically generate models ranging from FIRs to polynomial NARMAX models. Furthermore, we demonstrate that TAGs can be easily extended to more general model classes, such as the non-linear Box-Jenkins model class, enabling the realization of flexible and automatic model structure and complexity selection via EA.

Dhruv Khandelwal, Maarten Schoukens, Roland Tóth

State-of-the-art methods for data-driven modelling of non-linear dynamical systems typically involve interactions with an expert user. In order to partially automate the process of modelling physical systems from data, many EA-based approaches have been proposed for model-structure selection, with special focus on non-linear systems. Recently, an approach for data-driven modelling of non-linear dynamical systems using Genetic Programming (GP) was proposed. The novelty of the method was the modelling of noise and the use of Tree Adjoining Grammar to shape the search-space explored by GP. In this paper, we report results achieved by the proposed method on three case studies. Each of the case studies considered here is based on real physical systems. The case studies pose a variety of challenges. In particular, these challenges range over varying amounts of prior knowledge of the true system, amount of data available, the complexity of the dynamics of the system, and the nature of non-linearities in the system. Based on the results achieved for the case studies, we critically analyse the performance of the proposed method.

Dhruv Khandelwal, Maarten Schoukens, Roland Tóth

In this paper, we show that the common approach for simulation non-linear stochastic models, commonly used in system identification, via setting the noise contributions to zero results in a biased response. We also demonstrate that to achieve unbiased simulation of finite order NARMAX models, in general, we require infinite order simulation models. The main contributions of the paper are two-fold. Firstly, an alternate representation of polynomial NARMAX models, based on Hermite polynomials, is proposed. The proposed representation provides a convenient way to translate a polynomial NARMAX model to a corresponding simulation model by simply setting certain terms to zero. This translation is exact when the simulation model can be written as an NFIR model. Secondly, a parameterized approximation method is proposed to curtail infinite order simulation models to a finite order. The proposed approximation can be viewed as a trade-off between the conventional approach of setting noise contributions to zero and the approach of incorporating the bias introduced by higher-order moments of the noise distribution. Simulation studies are provided to illustrate the utility of the proposed representation and approximation method.

Maarten Schoukens, Roland Tóth

Linear parameter-varying (LPV) models form a powerful model class to analyze and control a (nonlinear) system of interest. Identifying a LPV model of a nonlinear system can be challenging due to the difficulty of selecting the scheduling variable(s) a priori, which is quite challenging in case a first principles based understanding of the system is unavailable. This paper presents a systematic LPV embedding approach starting from nonlinear fractional representation models. A nonlinear system is identified first using a nonlinear block-oriented linear fractional representation (LFR) model. This nonlinear LFR model class is embedded into the LPV model class by factorization of the static nonlinear block present in the model. As a result of the factorization a LPV-LFR or a LPV state-space model with an affine dependency results. This approach facilitates the selection of the scheduling variable from a data-driven perspective. Furthermore the estimation is not affected by measurement noise on the scheduling variables, which is often left untreated by LPV model identification methods. The proposed approach is illustrated on two well-established nonlinear modeling benchmark examples.

Maarten Schoukens, Roland Tóth

Linear parameter-varying (LPV) models form a powerful model class to analyze and control a (nonlinear) system of interest. Identifying an LPV model of a nonlinear system can be challenging due to the difficulty of selecting the scheduling variable(s) a priori, especially if a first principles based understanding of the system is unavailable. Converting a nonlinear model to an LPV form is also non-trivial and requires systematic methods to automate the process. Inspired by these challenges, a systematic LPV embedding approach starting from multiple-input multiple-output (MIMO) linear fractional representations with a nonlinear feedback block (NLFR) is proposed. This NLFR model class is embedded into the LPV model class by an automated factorization of the (possibly MIMO) static nonlinear block present in the model. As a result of the factorization, an LPV-LFR or an LPV state-space model with affine dependency on the scheduling is obtained. This approach facilitates the selection of the scheduling variable and the connected mapping of system variables. Such a conversion method enables to use nonlinear identification tools to estimate LPV models. The potential of the proposed approach is illustrated on a 2-DOF nonlinear mass-spring-damper example.

Jurre Hanema, Mircea Lazar, Roland Tóth

This paper presents a stabilizing tube-based MPC synthesis for LPV systems. We employ terminal constraint sets which are required to be controlled periodically contractive. Periodically (or finite-step) contractive sets are easier to compute and can be of lower complexity than "true" contractive ones, lowering the required computational effort both off-line and on-line. Under certain assumptions on the tube parameterization, recursive feasibility of the scheme is proven. Subsequently, asymptotic stability of the origin is guaranteed through the construction of a suitable terminal cost based on a novel Lyapunov-like metric for compact convex sets containing the origin. A periodic variant on the well-known homothetic tube parameterization that satisfies the necessary assumptions and yields a tractable LPV MPC algorithm is derived. The resulting MPC algorithm requires the on-line solution of a single linear program with linear complexity in the prediction horizon. The properties of the approach are demonstrated by a numerical example.

Pepijn B. Cox, Roland Tóth

In this paper, we present an approach to identify linear parameter-varying (LPV) systems with a state-space (SS) model structure in an innovation form where the coefficient functions have static and affine dependency on the scheduling signal. With this scheme, the curse of dimensionality problem is reduced, compared to existing predictor based LPV subspace identification schemes. The investigated LPV-SS model is reformulated into an equivalent impulse response form, which turns out to be a moving average with exogenous inputs (MAX) system. The Markov coefficient functions of the LPV-MAX representation are multi-linear in the scheduling signal and its time-shifts, contrary to the predictor based schemes where the corresponding LPV auto-regressive with exogenous inputs system is multi-quadratic in the scheduling signal and its time-shifts. In this paper, we will prove that under certain conditions on the input and scheduling signals, the $\ell_2$ loss function of the one-step-ahead prediction error for the LPV-MAX model has only one unique minimum, corresponding to the original underlying system. Hence, identifying the LPV-MAX model in the prediction error minimization framework will be consistent and unbiased. The LPV-SS model is realized by applying an efficient basis reduced Ho-Kalman realization on the identified LPV-MAX model. The performance of the proposed scheme is assessed on a Monte Carlo simulation study.