Filtering for nonlinear dynamical systems.
Filtering for nonlinear dynamical systems with white Gaussian noise processes
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Filtering for nonlinear dynamical systems with white Gaussian noise processes
A preliminary study of the applicability of nonlinear dynamic systems analysis techniques to low body negative pressure (LBNP) studies. In particular, the applicability of the heart rate delay map is investigated. It is suggested that the heart rate delay map has potential as a supplemental tool in the assessment of subject performance in LBNP tests and possibly in the determination of susceptibility to cardiovascular deconditioning with spaceflight.
Independent noise driven nonlinear dynamic systems identification, performing linear discrete-time scalar measurements
Numerical procedure for determining stability domains in nonlinear dynamical systems
Approximation method for determining response of nonlinear dynamic systems to random disturbances
Optimization of nonlinear closed-loop dynamic control systems - integral performance function for partial ordering of closed loop controls
The simulation of large nonlinear dynamical systems, including systems generated by discretization of hyperbolic partial differential equations, can be computationally demanding. Such systems are important in both fluid and kinetic computational plasma physics. This motivates exploring whether a future error-corrected quantum computer could perform these simulations more efficiently than any classical computer. In this work, we describe a method for mapping any finite nonlinear dynamical system to an infinite linear dynamical system (embedding) and detail three specific cases of this method that correspond to previously studied mappings. Then we explore an approach for approximating the resulting infinite linear system with finite linear systems (truncation). Using a number of qubits only logarithmic in the number of variables of the nonlinear system, a quantum computer could simulate truncated systems to approximate output quantities if the nonlinearity is sufficiently weak. Other aspects of the computational efficiency of the three detailed embedding strategies are also discussed.
Stability domain determination for nonlinear dynamical system
A technique for robust identification of nonlinear dynamic systems is developed and illustrated using both simulations and analog experiments. The technique is based on the Minimum Model Error optimal estimation approach. A detailed literature review is included in which fundamental differences between the current approach and previous work is described. The most significant feature of the current work is the ability to identify nonlinear dynamic systems without prior assumptions regarding the form of the nonlinearities, in constrast to existing nonlinear identification approaches which usually require detailed assumptions of the nonlinearities. The example illustrations indicate that the method is robust with respect to prior ignorance of the model, and with respect to measurement noise, measurement frequency, and measurement record length.
We develop a new data-driven paradigm for efficient model reduction of a broad class of nonlinear dynamical systems. Our model reduction method directly enables the interpretation of key components of the dynamical system, unlike traditional projection-based model reduction methods that focus on reducing computational complexity more than interpretability. Our method is not application specific and is simple to implement on nonlinear dynamical systems arising from a variety of different fields. It requires minimal parameterization using a single parameter to trade-off between model complexity and estimation error. We use a data-driven paradigm to formulate model reduction as an efficient convex optimization problem that scales polynomially in the original size of the complex system, enabling systems with as many as thousands of components to be reduced in a matter of minutes.
Monte Carlo methods for conditional expectation for nonlinear dynamic systems with acceptable computing time expenditure
Numerical algorithm for determining stability domain of attraction of equilibrium motions of nonlinear dynamical systems - Liapunov functions
Surrogate models play a vital role in overcoming the computational challenge in designing and analyzing nonlinear dynamic systems, especially in the presence of uncertainty. This paper presents a comparative study of different surrogate modeling techniques for nonlinear dynamic systems. Four surrogate modeling methods, namely, Gaussian process (GP) regression, a long short-term memory (LSTM) network, a convolutional neural network (CNN) with LSTM (CNN-LSTM), and a CNN with bidirectional LSTM (CNN-BLSTM), are studied and compared. All these model types can predict the future behavior of dynamic systems over long periods based on training data from relatively short periods. The multi-dimensional inputs of surrogate models are organized in a nonlinear autoregressive exogenous model (NARX) scheme to enable recursive prediction over long periods, where current predictions replace inputs from the previous time window. Three numerical examples, including one mathematical example and two nonlinear engineering analysis models, are used to compare the performance of the four surrogate modeling techniques. The results show that the GP-NARX surrogate model tends to have more stable performance than the other three deep learning (DL)-based methods for the three particular examples studied. The tuning effort of GP-NARX is also much lower than its deep learning-based counterparts.
Neighboring optimal feedback control of multi-input nonlinear dynamic systems
The motivation for using polynomic combinations of system states and inputs to model nonlinear dynamics systems is founded upon the classical theories of analysis and function representation. A feature of such representations is the need to make available all possible monomials in these variables, up to the degree specified, so as to provide for the description of widely varying functions within a broad class. For a particular application, however, certain monomials may be quite superfluous. This paper examines the possibility of removing monomials from the model in accordance with the level of sensitivity displayed by the residuals to their absence. Critical in these studies is the effect of system input excitation, and the effect of discarding monomial terms, upon the model parameter set. Therefore, model reduction is approached iteratively, with inputs redesigned at each iteration to ensure sufficient excitation of remaining monomials for parameter approximation. Examples are reported to illustrate the performance of such model reduction approaches.
Procedure for formulating problem of estimating domain of attraction of equilibrium solution of nonlinear dynamical system and development of numerical algorithm
We consider a high-dimensional nonlinear computational model of a dynamical system, parameterized by a vector-valued control parameter, in the presence of uncertainties represented by an uncontrolled parameter modeled by a vector-valued random variable, and possibly with stochastic excitation. The objective is to construct a statistical surrogate model where the input is any deterministic value of the control parameter, and the output is a vector-valued observation of the computational model, which is a random vector whose probability measure is updated using a target dataset. To construct this statistical surrogate model, the stochastic response of the computational model must be built, which is a vector-valued time-discretized stochastic process in high dimension, depending on the control parameter. It is assumed that the computational cost of a single evaluation of the deterministic model is high. For the probabilistic updating, we consider a subset of the components of the observation of the computational model, defined as the “identification observation” of the computational model, for which a small target dataset is available. Therefore, the target dataset is associated with partial observability, corresponding to an incomplete data case. Given a prior probability model of the random control and uncontrolled parameters, a training dataset is constructed, consisting of realizations of the random triplet composed of the stochastic response, the random identification observation, and the random control parameter. Since the computational cost of a single evaluation of the deterministic model is assumed to be large, the training dataset is also of small size. The main challenges in this problem are the high dimensionality, partial observability leading to incomplete data in the target dataset for the identification observation of the computational model (which is not sufficient to identify the computational stochastic responses), and the availability of a small training dataset. To address these challenges, we propose a methodology based on statistical methods for constructing necessary reduced representations, direct probabilistic learning under constraints using probabilistic learning on manifolds (PLoM) constrained by the target dataset, and the use of a weak formulation of the Fourier transform of probability measures. Statistical conditioning is also employed to explore the learned dataset. The constructed predictive statistical surrogate model can be implemented in the context of online computation. Here, we apply this approach to a problem of nonlinear stochastic dynamics in high dimensions within the framework of deformable solids mechanics.
A technique based on the Minimum Model Error optimal estimation approach is employed for robust identification of a nonlinear dynamic system. A simple harmonic oscillator with quadratic position feedback was simulated on an analog computer. With the aid of analog measurements and an assumed linear model, the Minimum Model Error Algorithm accurately identifies the quadratic nonlinearity. The tests demonstrate that the method is robust with respect to prior ignorance of the nonlinear system model and with respect to measurement record length, regardless of initial conditions.