A clustering technique for the identification of piecewise affine systems

We propose a new technique for the identification of discrete-time hybrid systems in the piecewise affine (PWA) form. This problem can be formulated as the reconstruction of a possibly discontinuous PWA map with a multi-dimensional domain. In order to achieve our goal, we provide an algorithm that exploits the combined use of clustering, linear identification, and pattern recognition techniques. This allows to identify both the affine submodels and the polyhedral partition of the domain on which each submodel is valid avoiding gridding procedures. Moreover, the clustering step (used for classifying the datapoints) is performed in a suitably defined feature space which allows also to reconstruct different submodels that share the same coefficients but are defined on different regions. Measures of confidence on the samples are introduced and exploited in order to improve the performance of both the clustering and the final linear regression procedure.

[1]  Alberto Bemporad,et al.  Verification of Hybrid Systems via Mathematical Programming , 1999, HSCC.

[2]  Leo Breiman,et al.  Hinging hyperplanes for regression, classification, and function approximation , 1993, IEEE Trans. Inf. Theory.

[3]  László Györfi,et al.  A Probabilistic Theory of Pattern Recognition , 1996, Stochastic Modelling and Applied Probability.

[4]  Jancik,et al.  Multisurface Method of Pattern Separation , 1993 .

[5]  Kenji Nakayama,et al.  A structure trainable neural network with embedded gating units and its learning algorithm , 2000, Proceedings of the IEEE-INNS-ENNS International Joint Conference on Neural Networks. IJCNN 2000. Neural Computing: New Challenges and Perspectives for the New Millennium.

[6]  Manfred Morari,et al.  Moving horizon estimation for hybrid systems , 2002, IEEE Trans. Autom. Control..

[7]  Eduardo D. Sontag,et al.  Interconnected Automata and Linear Systems: A Theoretical Framework in Discrete-Time , 1996, Hybrid Systems.

[8]  Lennart Ljung,et al.  System Identification: Theory for the User , 1987 .

[9]  Richard O. Duda,et al.  Pattern classification and scene analysis , 1974, A Wiley-Interscience publication.

[10]  Gonzalo R. Arce,et al.  Nonlinear filters based on combinations of piecewise polynomials with compact support , 2000, IEEE Trans. Signal Process..

[11]  Jay A. Farrell,et al.  Nonlinear adaptive control using networks of piecewise linear approximators , 2000, IEEE Trans. Neural Networks Learn. Syst..

[12]  Manfred Morari,et al.  Identification of piecewise affine and hybrid systems , 2001, Proceedings of the 2001 American Control Conference. (Cat. No.01CH37148).

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

[14]  Alberto Bemporad,et al.  Control of systems integrating logic, dynamics, and constraints , 1999, Autom..

[15]  L. Ljung,et al.  Identification of hybrid systems via mixed-integer programming , 2001 .

[16]  R. M. Redheffer,et al.  SOME APPLICATIONS OF MONOTONE OPERATORS IN MARKOV PROCESSES , 1965 .

[17]  Vladimir Vapnik,et al.  Statistical learning theory , 1998 .

[18]  Manfred Morari,et al.  A Clustering Technique for the Identification of Piecewise Affine Systems , 2001, HSCC.

[19]  Chong-Ho Choi,et al.  Constructive neural networks with piecewise interpolation capabilities for function approximations , 1994, IEEE Trans. Neural Networks.

[20]  中澤 真,et al.  Devroye, L., Gyorfi, L. and Lugosi, G. : A Probabilistic Theory of Pattern Recognition, Springer (1996). , 1997 .

[21]  Saul B. Gelfand,et al.  A tree-structured piecewise linear adaptive filter , 1993, IEEE Trans. Inf. Theory.

[22]  M. Morari,et al.  Stability and stabilization of piecewise affine and hybrid systems: an LMI approach , 2000, Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187).

[23]  Z SelimShokri,et al.  K-Means-Type Algorithms , 1984 .

[24]  Alfredo C. Desages,et al.  Canonical piecewise-linear approximation of smooth functions , 1998 .

[25]  D. Liberati,et al.  Training digital circuits with Hamming clustering , 2000 .

[26]  Lennart Ljung,et al.  System identification (2nd ed.): theory for the user , 1999 .

[27]  Tor Arne Johansen,et al.  Identification of non-linear system structure and parameters using regime decomposition , 1995, Autom..

[28]  Lennart Ljung,et al.  Construction of Composite Models from Observed Data , 1992 .

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

[30]  Petre Stoica,et al.  Decentralized Control , 2018, The Control Systems Handbook.

[31]  Daniel E. Koditschek,et al.  Piecewise linear homeomorphisms: the scalar case , 2000, Proceedings of the IEEE-INNS-ENNS International Joint Conference on Neural Networks. IJCNN 2000. Neural Computing: New Challenges and Perspectives for the New Millennium.

[32]  de B Bart Schutter,et al.  On the equivalence of classes of hybrid systems : mixed logical dynamical and complementarity systems , 2000 .

[33]  B. Ripley,et al.  Robust Statistics , 2018, Wiley Series in Probability and Statistics.

[34]  Shokri Z. Selim,et al.  K-Means-Type Algorithms: A Generalized Convergence Theorem and Characterization of Local Optimality , 1984, IEEE Transactions on Pattern Analysis and Machine Intelligence.

[35]  Heekuck Oh,et al.  Neural Networks for Pattern Recognition , 1993, Adv. Comput..

[36]  Edwin E. Moise Piecewise linear homeomorphisms , 1977 .

[37]  S. Hyakin,et al.  Neural Networks: A Comprehensive Foundation , 1994 .

[38]  R. M. Dudley,et al.  Real Analysis and Probability , 1989 .

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

[40]  Sergio Bittanti,et al.  Compensation of nonlinearities in a current transformer for the reconstruction of the primary current , 2001, IEEE Trans. Control. Syst. Technol..

[41]  Manfred Morari,et al.  Analysis of discrete-time piecewise affine and hybrid systems , 2002, Autom..

[42]  Olvi L. Mangasarian,et al.  Multisurface method of pattern separation , 1968, IEEE Trans. Inf. Theory.

[43]  Leon O. Chua,et al.  Canonical piecewise-linear representation , 1988 .

[44]  Manfred Morari,et al.  Moving Horizon Estimation for Piecewise Affine Systems , 2000 .

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