Robustness Analysis of the Estimators for the Nonlinear System Identification
The main objective of the system identification is to deliver maximum information about the system dynamics, while still ensuring an acceptable cost of the identification experiment. The focus of such an idea is to design an appropriate experiment so that the departure from normal working conditions...
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| Abstract | The main objective of the system identification is to deliver maximum information about the system dynamics, while still ensuring an acceptable cost of the identification experiment. The focus of such an idea is to design an appropriate experiment so that the departure from normal working conditions during the identification task is minimized. In this paper, the adaptive filtering (AF) scheme for plant model parameter estimation is proposed. The experimental results are obtained using the nonlinear interacting water tanks system. The adaptive filtering is expressed by minimizing the error between the system and the plant model outputs subject to the white noise signal affecting system output. This measurement error is quantified by the comparison of Minimum Error Entropy Renyi (MEER), Least Entropy Like (LEL), Least Squares (LS), and Least Absolute Deviation (LAD) estimators, respectively. The plant model parameters were obtained using sequential quadratic programming (SQP) algorithm. The robustness tests for the double-tank water system parameter estimators are performed using the ellipsoidal confidence regions. The effectiveness analysis for the above-mentioned estimators relies on the total number of iterations and the number of function evaluation comparisons. The main contribution of this paper is the evaluation of different estimation methods for the nonlinear system identification using various excitation signals. The proposed empirical study is illustrated by the numerical examples, and the simulation results are discussed. |
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| AbstractList | The main objective of the system identification is to deliver maximum information about the system dynamics, while still ensuring an acceptable cost of the identification experiment. The focus of such an idea is to design an appropriate experiment so that the departure from normal working conditions during the identification task is minimized. In this paper, the adaptive filtering (AF) scheme for plant model parameter estimation is proposed. The experimental results are obtained using the nonlinear interacting water tanks system. The adaptive filtering is expressed by minimizing the error between the system and the plant model outputs subject to the white noise signal affecting system output. This measurement error is quantified by the comparison of Minimum Error Entropy Renyi (MEER), Least Entropy Like (LEL), Least Squares (LS), and Least Absolute Deviation (LAD) estimators, respectively. The plant model parameters were obtained using sequential quadratic programming (SQP) algorithm. The robustness tests for the double-tank water system parameter estimators are performed using the ellipsoidal confidence regions. The effectiveness analysis for the above-mentioned estimators relies on the total number of iterations and the number of function evaluation comparisons. The main contribution of this paper is the evaluation of different estimation methods for the nonlinear system identification using various excitation signals. The proposed empirical study is illustrated by the numerical examples, and the simulation results are discussed. The main objective of the system identification is to deliver maximum information about the system dynamics, while still ensuring an acceptable cost of the identification experiment. The focus of such an idea is to design an appropriate experiment so that the departure from normal working conditions during the identification task is minimized. In this paper, the adaptive filtering (AF) scheme for plant model parameter estimation is proposed. The experimental results are obtained using the nonlinear interacting water tanks system. The adaptive filtering is expressed by minimizing the error between the system and the plant model outputs subject to the white noise signal affecting system output. This measurement error is quantified by the comparison of Minimum Error Entropy Renyi (MEER), Least Entropy Like (LEL), Least Squares (LS), and Least Absolute Deviation (LAD) estimators, respectively. The plant model parameters were obtained using sequential quadratic programming (SQP) algorithm. The robustness tests for the double-tank water system parameter estimators are performed using the ellipsoidal confidence regions. The effectiveness analysis for the above-mentioned estimators relies on the total number of iterations and the number of function evaluation comparisons. The main contribution of this paper is the evaluation of different estimation methods for the nonlinear system identification using various excitation signals. The proposed empirical study is illustrated by the numerical examples, and the simulation results are discussed.The main objective of the system identification is to deliver maximum information about the system dynamics, while still ensuring an acceptable cost of the identification experiment. The focus of such an idea is to design an appropriate experiment so that the departure from normal working conditions during the identification task is minimized. In this paper, the adaptive filtering (AF) scheme for plant model parameter estimation is proposed. The experimental results are obtained using the nonlinear interacting water tanks system. The adaptive filtering is expressed by minimizing the error between the system and the plant model outputs subject to the white noise signal affecting system output. This measurement error is quantified by the comparison of Minimum Error Entropy Renyi (MEER), Least Entropy Like (LEL), Least Squares (LS), and Least Absolute Deviation (LAD) estimators, respectively. The plant model parameters were obtained using sequential quadratic programming (SQP) algorithm. The robustness tests for the double-tank water system parameter estimators are performed using the ellipsoidal confidence regions. The effectiveness analysis for the above-mentioned estimators relies on the total number of iterations and the number of function evaluation comparisons. The main contribution of this paper is the evaluation of different estimation methods for the nonlinear system identification using various excitation signals. The proposed empirical study is illustrated by the numerical examples, and the simulation results are discussed. |
| Author | Godlewski, Karol Jakowluk, Wiktor |
| AuthorAffiliation | Faculty of Computer Science, Bialystok University of Technology, Wiejska 45A, 15-351 Bialystok, Poland; godlewski215@gmail.com |
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| SubjectTerms | Accuracy Adaptive filters Adaptive systems Algorithms Computer simulation Empirical analysis Entropy Entropy (Information theory) Error analysis Estimators Evaluation Experiments Identification methods Mathematical models Methods model fitting Noise Nonlinear systems optimal control Parameter estimation Parameter identification Quadratic programming robust estimation Robustness (mathematics) System dynamics System identification Water purification Water tanks White noise Working conditions |
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| Title | Robustness Analysis of the Estimators for the Nonlinear System Identification |
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