论文标题

Carleman提升非线性系统识别,并保证了错误界限

Carleman Lifting for Nonlinear System Identification with Guaranteed Error Bounds

论文作者

Abudia, Moad, Rosenfeld, Joel A., Kamalapurkar, Rushikesh

论文摘要

储层计算是预测湍流的有力工具,其简单的架构具有处理大型系统的计算效率。然而,其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间,然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用,该系统模拟了湍流的若干特征。我们表明,使用径向基函数作为非线性投影器,即使只有部分观测并且不知道控制方程,也能稳健地捕捉复杂的系统非线性。最后,我们表明,当测量稀疏、不完整且带有噪声,甚至控制方程变得不准确时,我们的网络仍然可以产生相当准确的预测,从而为实际湍流系统的无模型预测铺平了道路。

This paper concerns identification of uncontrolled or closed loop nonlinear systems using a set of trajectories that are generated by the system in a domain of attraction. The objective is to ensure that the trajectories of the identified systems are close to the trajectories of the real system, as quantified by an error bound that is prescribed a priori. A majority of existing methods for nonlinear system identification rely on techniques such as neural networks, autoregressive moving averages, and spectral decomposition that do not provide systematic approaches to meet pre-defined error bounds. The developed method is based on Carleman linearization-based lifting of the nonlinear system to an infinite dimensional linear system. The linear system is then truncated to a suitable order, computed based on the prescribed error bound, and parameters of the truncated linear system are estimated from data. The effectiveness of the technique is demonstrated by identifying an approximation of the Van der Pol oscillator from data within a prescribed error bound.

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