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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.↗

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.↗

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.↗

Identifying Vibration Parameters in Large Structures

Analytical method separately examines low-frequency and highfrequency behavior. Report discusses techniques for identifying rigid-body parameters, flexible-body parameters, and quasi-static disturbances in large structures. Techniques developed to aid in planning space station. Though effort directed towards space station dynamic model and environment, proposed methodology for systems identification is generic enough to allow application to arbitrarily large space structures and spacecraft configurations.

Bayard, D. S.↗

Structural Damage Detection Using Virtual Passive Controllers

This paper presents novel approaches for structural damage detection which uses the virtual passive controllers attached to structures, where passive controllers are energy dissipative devices and thus guarantee the closed-loop stability. The use of the identified parameters of various closed-loop systems can solve the problem that reliable identified parameters, such as natural frequencies of the open-loop system may not provide enough information for damage detection. Only a small number of sensors are required for the proposed approaches. The identified natural frequencies, which are generally much less sensitive to noise and more reliable than the identified natural frequencies, are used for damage detection. Two damage detection techniques are presented. One technique is based on the structures with direct output feedback controllers while the other technique uses the second-order dynamic feedback controllers. A least-squares technique, which is based on the sensitivity of natural frequencies to damage variables, is used for accurately identifying the damage variables.

Lew, Jiann-Shiun↗

Parametric Identification of Nonlinear Dynamical Systems

In this project, we looked at the application of harmonic balancing as a tool for identifying parameters (HBID) in a nonlinear dynamical systems with chaotic responses. The main idea is to balance the harmonics of periodic orbits extracted from measurements of each coordinate during a chaotic response. The periodic orbits are taken to be approximate solutions to the differential equations that model the system, the form of the differential equations being known, but with unknown parameters to be identified. Below we summarize the main points addressed in this work. The details of the work are attached as drafts of papers, and a thesis, in the appendix. Our study involved the following three parts: (1) Application of the harmonic balance to a simulation case in which the differential equation model has known form for its nonlinear terms, in contrast to a differential equation model which has either power series or interpolating functions to represent the nonlinear terms. We chose a pendulum, which has sinusoidal nonlinearities; (2) Application of the harmonic balance to an experimental system with known nonlinear forms. We chose a double pendulum, for which chaotic response were easily generated. Thus we confronted a two-degree-of-freedom system, which brought forth challenging issues; (3) A study of alternative reconstruction methods. The reconstruction of the phase space is necessary for the extraction of periodic orbits from the chaotic responses, which is needed in this work. Also, characterization of a nonlinear system is done in the reconstructed phase space. Such characterizations are needed to compare models with experiments. Finally, some nonlinear prediction methods can be applied in the reconstructed phase space. We developed two reconstruction methods that may be considered if the common method (method of delays) is not applicable.

Feeny, Brian↗

Analysis of instrumentation error effects on the identification accuracy of aircraft parameters

An analytical investigation is presented of the effect of unmodeled measurement system errors on the accuracy of aircraft stability and control derivatives identified from flight test data. Such error sources include biases, scale factor errors, instrument position errors, misalignments, and instrument dynamics. Two techniques (ensemble analysis and simulated data analysis) are formulated to determine the quantitative variations to the identified parameters resulting from the unmodeled instrumentation errors. The parameter accuracy that would result from flight tests of the F-4C aircraft with typical quality instrumentation is determined using these techniques. It is shown that unmodeled instrument errors can greatly increase the uncertainty in the value of the identified parameters. General recommendations are made of procedures to be followed to insure that the measurement system associated with identifying stability and control derivatives from flight test provides sufficient accuracy.

Sorensen, J. A.↗

A study of parameter identification

A set of definitions for deterministic parameter identification ability were proposed. Deterministic parameter identificability properties are presented based on four system characteristics: direct parameter recoverability, properties of the system transfer function, properties of output distinguishability, and uniqueness properties of a quadratic cost functional. Stochastic parameter identifiability was defined in terms of the existence of an estimation sequence for the unknown parameters which is consistent in probability. Stochastic parameter identifiability properties are presented based on the following characteristics: convergence properties of the maximum likelihood estimate, properties of the joint probability density functions of the observations, and properties of the information matrix.

Herget, C. J.↗