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At least 19 records

Stochastic control system parameter identifiability

The parameter identification problem of general discrete time, nonlinear, multiple input/multiple output dynamic systems with Gaussian white distributed measurement errors is considered. The knowledge of the system parameterization was assumed to be known. Concepts of local parameter identifiability and local constrained maximum likelihood parameter identifiability were established. A set of sufficient conditions for the existence of a region of parameter identifiability was derived. A computation procedure employing interval arithmetic was provided for finding the regions of parameter identifiability. If the vector of the true parameters is locally constrained maximum likelihood (CML) identifiable, then with probability one, the vector of true parameters is a unique maximal point of the maximum likelihood function in the region of parameter identifiability and the constrained maximum likelihood estimation sequence will converge to the vector of true parameters.

Lee, C. H.↗

Regions of constrained maximum likelihood parameter identifiability

This paper considers the parameter identification problem of general discrete-time, nonlinear, multiple-input/multiple-output dynamic systems with Gaussian-white distributed measurement errors. Knowledge of the system parameterization is assumed to be known. Regions of constrained maximum likelihood (CML) parameter identifiability are established. A computation procedure employing interval arithmetic is proposed for finding explicit regions of parameter identifiability for the case of linear systems. It is shown that if the vector of true parameters is locally CML identifiable, then with probability one, the vector of true parameters is a unique maximal point of the maximum likelihood function in the region of parameter identifiability and the CML estimation sequence will converge to the true parameters.

Lee, C.-H.↗

Regions of constrained maximum likelihood parameter identifiability

This short paper considers the parameter-identification problem of general discrete-time, nonlinear, multiple input-multiple output dynamic systems with Gaussian white distributed measurement errors. Knowledge of the system parameterization is assumed to be available. Regions of constrained maximum likelihood (CML) parameter identifiability are established. A computation procedure employing interval arithmetic is proposed for finding explicit regions of parameter identifiability for the case of linear systems.

Lee, C.-H.↗

Effect of Uncertainty of Identified Parameters on Structural Damage Detection

This paper presents a study of the effect of the uncertainty of identified parameters on the damage detection of structure. The identified parameters, which are obtained by applying system identification algorithms to analyze the time-domain response data, have uncertainty due to noise, environmental change, etc. The damage of some structural elements may have less effect on the identified parameters than noise or environmental change, so some damage situations cannot be distinguished under these circumstances. An algorithm is presented to determine whether the considered damage can be distinguished. A twenty-bay truss structure is used to demonstrate and verify the study.

Davidson, Mario↗

Controller design and parameter identifiability studies for a large space antenna

The problem of control systems synthesis and parameter identifiability are considered for a large, space-based antenna. Two methods are considered for control system synthesis, the first of which uses torque actuators and collocated attitude and rate sensors, and the second method is based on the linear-quadratic-Gaussian (LQG) control theory. The predicted performance obtained by computing variances of pointing, surface and feed misalignment errors in the presence of sensor noise indicates that the LQG-based controller yields superior results. Since controller design requires the knowledge of the system parameters, the identifiability of the structural parameters is investigated by obtaining Cramer-Rao lower bounds. The modal frequencies are found to have the best identifiability, followed by damping ratios, and mode-slopes.

Joshi, S. M.↗

Effects of noise on modal parameters identified by the Eigensystem Realization Algorithm

The basic concept of the Eigensystem Realization Algorithm for modal parameter identification and model reduction is extended to minimize the distortion of the identified parameters caused by noise. The mathematical foundation for the properties of accuracy indicators, such as the singular values of the data matrix and modal amplitude coherence, is provided, based on knowledge of the noise characteristics. These indicators quantitatively discriminate noise from system information and are used to reduce the realized system model to a better approximation of the true model. Monte Carlo Simulations are included to support the analytical studies.

Juang, J.-N.↗

Parameter identifiability of linear dynamical systems

It is assumed that the system matrices of a stationary linear dynamical system were parametrized by a set of unknown parameters. The question considered here is, when can such a set of unknown parameters be identified from the observed data? Conditions for the local identifiability of a parametrization are derived in three situations: (1) when input/output observations are made, (2) when there exists an unknown feedback matrix in the system and (3) when the system is assumed to be driven by white noise and only output observations are made. Also a sufficient condition for global identifiability is derived.

Glover, K.↗

Parameter identifiability under approximation

The problem of injectivity of the parameter-to-state map is discussed for Galerkin approximations of a linear parabolic equation. A necessary and sufficient condition is derived and illustrated by means of simple examples. Finally, output least squares identifiability of the Galerkin approximations is discussed.

Kunisch, K.↗

Uncertainty Analysis of Runoff Simulations and Parameter Identifiability in the Community Land Model – Evidence from MOPEX Basins

With the emergence of earth system models as important tools for understanding and predicting climate change and implications to mitigation and adaptation, it has become increasingly important to assess the fidelity of the land component within earth system models to capture realistic hydrological processes and their response to the changing climate and quantify the associated uncertainties. This study investigates the sensitivity of runoff simulations to major hydrologic parameters in version 4 of the Community Land Model (CLM4) by integrating CLM4 with a stochastic exploratory sensitivity analysis framework at 20 selected watersheds from the Model Parameter Estimation Experiment (MOPEX) spanning a wide range of climate and site conditions. We found that for runoff simulations, the most significant parameters are those related to the subsurface runoff parameterizations. Soil texture related parameters and surface runoff parameters are of secondary significance. Moreover, climate and soil conditions play important roles in the parameter sensitivity. In general, site conditions within water-limited hydrologic regimes and with finer soil texture result in stronger sensitivity of output variables, such as runoff and its surface and subsurface components, to the input parameters in CLM4. This study demonstrated the feasibility of parameter inversion for CLM4 using streamflow observations to improve runoff simulations. By ranking the significance of the input parameters, we showed that the parameter set dimensionality could be reduced for CLM4 parameter calibration under different hydrologic and climatic regimes so that the inverse problem is less ill posed.

analysis↗

Identifying Parameter Space for Robust Stability in Nonlinear Networks: A Microgrid Application

As modern engineering systems grow in complexity, attitudes toward a modular design approach become increasingly more favorable. A key challenge to a modular design approach is the certification of robust stability under uncertainties in the rest of the network. In this paper, we consider the problem of identifying the parametric region, which guarantees stability of the connected module in the robust sense under uncertainties. We derive the conditions under which the robust stability of the connected module is guaranteed for some values of the design parameters, and present a sum-of-squares (SOS) optimization-based algorithm to identify such a parametric region for polynomial systems. Using the example of an inverter-based microgrid, we show how this parametric region changes with variations in the level of uncertainties in the network.

Kundu, Soumya↗

Unsteady hovering wake parameters identified from dynamic model tests, part 1

The development of a 4-bladed model rotor is reported that can be excited with a simple eccentric mechanism in progressing and regressing modes with either harmonic or transient inputs. Parameter identification methods were applied to the problem of extracting parameters for linear perturbation models, including rotor dynamic inflow effects, from the measured blade flapping responses to transient pitch stirring excitations. These perturbation models were then used to predict blade flapping response to other pitch stirring transient inputs, and rotor wake and blade flapping responses to harmonic inputs. The viability and utility of using parameter identification methods for extracting the perturbation models from transients are demonstrated through these combined analytical and experimental studies.

Hohenemser, K. H.↗

PINNSTRIPES (Physics-Informed Neural Network SurrogaTe for Rapidly Identifying Parameters in Energy Systems) [SWR-22-12]

Energy systems models typically take the form of complex partial differential equations which make multiple forward calculations prohibitively expensive. Fast and data-efficient construction of surrogate models is of utmost importance for applications that require parameter exploration such as design optimization and Bayesian calibration. In presence of a large number of parameters, surrogate models that capture correct dependencies may be difficult to construct with traditional techniques. The issue is addressed here with the formulation of the surrogate model constructed via Physics-Informed Neural Networks (PINN) which capture the dependence with respect to the parameters to estimate, while using a limited amount of data. Since forward evaluations of the surrogate model are cheap, parameter exploration is made inexpensive, even when considering a large number of parameters.

Hassanaly, Malik↗

Utilizing Soize's Approach to Identify Parameter and Model Uncertainties

Quantifying uncertainty in model parameters is a challenging task for analysts. Soize has derived a method that is able to characterize both model and parameter uncertainty independently. This method is explained with the assumption that some experimental data is available, and is divided into seven steps. Monte Carlo analyses are performed to select the optimal dispersion variable to match the experimental data. Along with the nominal approach, an alternative distribution can be used along with corrections that can be utilized to expand the scope of this method. This method is one of a very few methods that can quantify uncertainty in the model form independently of the input parameters. Two examples are provided to illustrate the methodology, and example code is provided in the Appendix.

97 MATHEMATICS AND COMPUTING↗

Dynamic Stability Analysis of Blunt Body Entry Vehicles Using Time-Lagged Aftbody Pitching Moments

This analysis defines an analytic model for the pitching motion of blunt bodies during atmospheric entry. The proposed model is independent of the pitch damping sum coefficient present in the standard formulation of the equations of motion describing pitch oscillations of a decelerating blunt body, instead using the principle of a time-lagged aftbody moment as the forcing function for oscillation divergence. Four parameters, all with intuitive physical relevance, are introduced to fully define the aftbody moment and the associated time delay. It is shown that the dynamic oscillation responses typical to blunt bodies can be produced using hysteresis of the aftbody moment in place of the pitch damping coefficient. The approach used in this investigation is shown to be useful in understanding the governing physical mechanisms for blunt body dynamic stability and in guiding vehicle and mission design requirements. A validation case study using simulated ballistic range test data is conducted. From this, parameter identification is carried out through the use of a least squares optimizing routine. Results show good agreement with the limited existing literature for the parameters identified, suggesting that the model proposed could be validated by an experimental ballistic range test series. The trajectories produced by the identified parameters were found to match closely those from the MER ballistic range tests for a wide array of initial conditions and can be identified with a reasonable number of ballistic range shots and computational effort.

Supersonic↗

A variance based confidence criterion for ERA identified modal parameters

The realization theory is developed in a systematic manner for the Eigensystem Realization Algorithm (ERA) used for system identification. First, perturbation results are obtained which describe the linearized changes in the identified parameters resulting from small change in the data. Formulas are then derived that can be used to evaluate the variance of each of the identified parameters, assuming that the noise level is sufficiently low to allow the application of linearized results. These variances can be converted to give confidence intervals for each of the parameters for any chosen confidence level.

Longman, Richard W.↗

Effects of noise on ERA-identified modal parameters

The basic concept of the Eigensystem Realization Algorithm (ERA) for modal parameter identification and model reduction is extended to minimize the distortion of the identified parameters caused by noise. The mathematical foundation for the properties of accuracy indicators such as the singular values of the data matrix and modal amplitude coherence is provided based on knowledge of the noise characteristics. These indicators quantitatively discriminate noise from system information and are used to reduce the realized system model to a better approximation of the true model. Monte Carlo simulations are included to support the analytical studies.

Juang, J.-N.↗

Systematic parameter inference in stochastic mesoscopic modeling

We propose a method to efficiently determine the optimal coarse-grained force field in mesoscopic stochastic simulations of Newtonian fluid and polymer melt systems modeled by dissipative particle dynamics (DPD) and energy conserving dissipative particle dynamics (eDPD). The response surfaces of various target properties (viscosity, diffusivity, pressure, etc.) with respect to model parameters are constructed based on the generalized polynomial chaos (gPC) expansion using simulation results on sampling points (e.g., individual parameter sets). To alleviate the computational cost to evaluate the target properties, we employ the compressive sensing method to compute the coefficients of the dominant gPC terms given the prior knowledge that the coefficients are “sparse”. The proposed method shows comparable accuracy with the standard probabilistic collocation method (PCM) while it imposes a much weaker restriction on the number of the simulation samples especially for systems with high dimensional parametric space. Fully access to the response surfaces within the confidence range enables us to infer the optimal force parameters given the desirable values of target properties at the macroscopic scale. Moreover, it enables us to investigate the intrinsic relationship between the model parameters, identify possible degeneracies in the parameter space, and optimize the model by eliminating model redundancies. The proposed method provides an efficient alternative approach for constructing mesoscopic models by inferring model parameters to recover target properties of the physics systems (e.g., from experimental measurements), where those force field parameters and formulation cannot be derived from the microscopic level in a straight forward way.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗