Data classification and parameter estimation for the identification of piecewise affine models

This paper proposes a three-stage procedure for parametric identification of piece wise affine auto regressive exogenous (PWARX) models. The first stage simultaneously classifies the data points and estimates the number of submodels and the corresponding parameters by solving the MIN PFS problem (partition into a minimum number of feasible subsystems) for a set of linear complementary inequalities derived from input-output data. Then, a refinement procedure reduces misclassifications and improves parameter estimates. The last stage determines a polyhedral partition of the regressor set via two-class or multi-class linear separation techniques. As a main feature, the algorithm imposes that the identification error is bounded by a fixed quantity /spl delta/. Such a bound is a useful tuning parameter to trade off between quality of fit and model complexity. Ideas for efficiently addressing the MIN PFS problem, and for improving data classification are also discussed in the paper. The performance of the proposed identification procedure is demonstrated on experimental data from an electronic component placement process in a pick-and-place machine.

[1]  O. Mangasarian,et al.  Robust linear programming discrimination of two linearly inseparable sets , 1992 .

[2]  Alberto Bemporad,et al.  A Greedy Approach to Identification of Piecewise Affine Models , 2003, HSCC.

[3]  A. Juloski,et al.  Data-based hybrid modelling of the component placement process in pick-and-place machines , 2004 .

[4]  J. Norton,et al.  Bounding Approaches to System Identification , 1996 .

[5]  Corinna Cortes,et al.  Support-Vector Networks , 1995, Machine Learning.

[6]  Bart De Schutter,et al.  Equivalence of hybrid dynamical models , 2001, Autom..

[7]  Witold Pedrycz,et al.  Bounding approaches to system identification , 1997 .

[8]  Didier Maquin,et al.  Parameter estimation of switching piecewise linear system , 2003, 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475).

[9]  Eduardo Sontag Nonlinear regulation: The piecewise linear approach , 1981 .

[10]  Manfred Morari,et al.  A clustering technique for the identification of piecewise affine systems , 2001, Autom..

[11]  Alberto Bemporad,et al.  Identification of piecewise affine systems via mixed-integer programming , 2004, Autom..

[12]  Edoardo Amaldi,et al.  The MIN PFS problem and piecewise linear model estimation , 2002, Discret. Appl. Math..

[13]  Kristin P. Bennett,et al.  Multicategory Classification by Support Vector Machines , 1999, Comput. Optim. Appl..

[14]  O. Mangasarian,et al.  Multicategory discrimination via linear programming , 1994 .

[15]  S. Paoletti IDENTIFICATION OF PIECEWISE AFFINE MODELS , 2004 .

[16]  Jakob Roll Local and Piecewise Affine Approaches to System Identification , 2003 .

[17]  A. Juloski,et al.  A Bayesian approach to identification of hybrid systems , 2004, CDC.

[18]  Alberto Bemporad,et al.  Observability and controllability of piecewise affine and hybrid systems , 2000, IEEE Trans. Autom. Control..

[19]  Antonio Vicino,et al.  Optimal estimation theory for dynamic systems with set membership uncertainty: An overview , 1991, Autom..

[20]  W. P. M. H. Heemels,et al.  A Bayesian approach to identification of hybrid systems , 2004, IEEE Transactions on Automatic Control.

[21]  S. Sastry,et al.  An algebraic geometric approach to the identification of a class of linear hybrid systems , 2003, 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475).