Hysteresis Identification using Nonlinear State-Space Models
نویسندگان
چکیده
Most studies tackling hysteresis identification in the technical literature follow white-box approaches, i.e. they rely on the assumption that measured data obey a specific hysteretic model. Such an assumption may be a hard requirement to handle in real applications, since hysteresis is a highly individualistic nonlinear behaviour. The present paper adopts a black-box approach based on nonlinear state-space models to identify hysteresis dynamics. This approach is shown to provide a general framework to hysteresis identification, featuring flexibility and parsimony of representation. Nonlinear model terms are constructed as a multivariate polynomial in the state variables, and parameter estimation is performed by minimising weighted least-squares cost functions. Technical issues, including the selection of the model order and the polynomial degree, are discussed, and model validation is achieved in both broadband and sine conditions. The study is carried out numerically by exploiting synthetic data generated via the Bouc-Wen equations.
منابع مشابه
Nonlinear System Identification Using Hammerstein-Wiener Neural Network and subspace algorithms
Neural networks are applicable in identification systems from input-output data. In this report, we analyze theHammerstein-Wiener models and identify them. TheHammerstein-Wiener systems are the simplest type of block orientednonlinear systems where the linear dynamic block issandwiched in between two static nonlinear blocks, whichappear in many engineering applications; the aim of nonlinearsyst...
متن کاملA nonlinear state-space approach to hysteresis identification
Most studies tackling hysteresis identification in the technical literature follow white-box approaches, i.e. they rely on the assumption that measured data obey a specific hysteretic model. Such an assumption may be a hard requirement to handle in real applications, since hysteresis is a highly individualistic nonlinear behaviour. The present paper adopts a black-box approach based on nonlinea...
متن کاملParameter reduction in nonlinear state-space identification of hysteresis
Hysteresis is a highly nonlinear phenomenon, showing up in a wide variety of science and engineering problems. The identification of hysteretic systems from input-output data is a challenging task. Recent work on black-box polynomial nonlinear state-space modeling for hysteresis identification has provided promising results, but struggles with a large number of parameters due to the use of mult...
متن کاملA New High-order Takagi-Sugeno Fuzzy Model Based on Deformed Linear Models
Amongst possible choices for identifying complicated processes for prediction, simulation, and approximation applications, high-order Takagi-Sugeno (TS) fuzzy models are fitting tools. Although they can construct models with rather high complexity, they are not as interpretable as first-order TS fuzzy models. In this paper, we first propose to use Deformed Linear Models (DLMs) in consequence pa...
متن کاملModeling Stock Return Volatility Using Symmetric and Asymmetric Nonlinear State Space Models: Case of Tehran Stock Market
Volatility is a measure of uncertainty that plays a central role in financial theory, risk management, and pricing authority. Turbulence is the conditional variance of changes in asset prices that is not directly observable and is considered a hidden variable that is indirectly calculated using some approximations. To do this, two general approaches are presented in the literature of financial ...
متن کامل