Online identification of the bilinear model expansion on Laguerre orthonormal bases

This paper proposes a new representation of discrete bilinear model by developing its coefficients associated to the input, to the output and to the crossed product on three independent Laguerre orthonormal bases. Compared to classical bilinear model, the resulting model entitled bilinear-Laguerre model ensures a significant parameter number reduction as well as simple recursive representation. However, this reduction is still subject to an optimal choice of the Laguerre poles defining the three Laguerre bases. Therefore, we propose an analytical solution to optimise the Laguerre poles which depend on Fourier coefficients defining the bilinear-Laguerre model, and that are identified using the regularised square error. The identification procedures of the Laguerre poles and Fourier coefficients are combined and carried out on a sliding window to provide an online identification algorithm of the bilinear-Laguerre model. The bilinear-Laguerre model as well as the proposed algorithm are illustrated and tested on a numerical simulation and validated on the continuous stirred tank reactor system.

[1]  E. Baeyens,et al.  Identification of multivariable Hammerstein systems using rational orthonormal bases , 2000, Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187).

[2]  H. Nijmeijer,et al.  A Volterra Series Approach to the Approximation of Stochastic Nonlinear Dynamics , 2002 .

[3]  Mokhtar S. Bazaraa,et al.  Nonlinear Programming: Theory and Algorithms, 3/E. , 2019 .

[4]  José Ragot,et al.  Decomposition of an ARX model on Laguerre orthonormal bases. , 2012, ISA transactions.

[5]  W. Greblicki Nonparametric identification of Wiener systems by orthogonal series , 1994, IEEE Trans. Autom. Control..

[6]  José Ragot,et al.  Optimal expansions of discrete-time bilinear models using Laguerre functions , 2014, IMA J. Math. Control. Inf..

[7]  Richard W. Longman,et al.  Identification of discrete-time bilinear systems through equivalent linear models , 2012 .

[8]  Mokhtar S. Bazaraa,et al.  Nonlinear Programming: Theory and Algorithms , 1993 .

[9]  Gibran Etcheverry,et al.  Quadratic System Identification By Hereditary Approach , 2006, 2006 IEEE International Conference on Acoustics Speech and Signal Processing Proceedings.

[10]  Guo-Xing Wen,et al.  Adaptive fuzzy-neural tracking control for uncertain nonlinear discrete-time systems in the NARMAX form , 2011 .

[11]  José Ragot,et al.  Online identification of the ARX model expansion on Laguerre orthonormal bases with filters on model input and output , 2013, Int. J. Control.

[12]  Rifat Hacioglu,et al.  Reduced Complexity Volterra Models for Nonlinear System Identification , 2001, EURASIP J. Adv. Signal Process..

[13]  Alireza Rahrooh,et al.  Identification of nonlinear systems using NARMAX model , 2009 .

[14]  Mikhail Skliar Process Dynamics and Control, 2nd Edition By Dale E. Seborg, Thomas F. Edgar, and Duncan A. Mellichamp , 2008 .

[15]  R. Mohler An Overview of Bilinear System Theory and Applications , 1980 .

[16]  Wagner Caradori do Amaral,et al.  Constrained robust predictive controller for uncertain processes modeled by orthonormal series functions , 2000, Autom..

[17]  Mark Beale,et al.  Neural Network Toolbox™ User's Guide , 2015 .

[18]  I. J. Leontaritis,et al.  Input-output parametric models for non-linear systems Part II: stochastic non-linear systems , 1985 .

[19]  Przemysław Śliwiński,et al.  Nonlinear System Identification by Haar Wavelets , 2012 .

[20]  B. Wahlberg System identification using Laguerre models , 1991 .

[21]  W. Greblicki,et al.  Nonparametric system identification , 2008 .

[22]  Matthew A. Franchek,et al.  NARMAX modelling and robust control of internal combustion engines , 1999 .

[23]  Sheng Chen,et al.  Extended model set, global data and threshold model identification of severely non-linear systems , 1989 .

[24]  Noël Tanguy,et al.  Online optimization of the time scale in adaptive Laguerre-based filters , 2000, IEEE Trans. Signal Process..

[25]  J. Ragot,et al.  Dynamic SISO and MISO system approximations based on optimal Laguerre models , 1998, IEEE Trans. Autom. Control..

[26]  R. Kearney,et al.  A bootstrap method for structure detection of NARMAX models , 2004 .