Abstract
The proposed chapter aims at presenting a unified framework of prediction-error based identification of LPV systems using freshly developed theoretical results. Recently, these methods have got a considerable attention as they have certain advantages in terms of computational complexity, optimality in the stochastic sense and available theoretical tools to analyze estimation errors like bias, variance, etc., and the understanding of consistency and convergence. Beside the introduction of the theoretical tools and the prediction-error framework itself,the scope of the chapter includes a detailed investigation of the LPV extension of the classical model structures like ARX, ARMAX, Box–Jenkins, OE, FIR, and series expansion models, like orthonormal basis functions based structures, together with their available estimation approaches including linear regression, nonlinear optimization, and iterative IV methods. Questions of model structure selection and experimental design are also investigated. In this way, the chapter provides a detailed overview about the state-of-the-art of LPV prediction-error identification giving the reader an easy guide to find the right tools of his LPV identification problems.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Notes
- 1.
- 2.
\(h : {\mathbb{R}}^{n} \rightarrow\mathbb{R}\) is a real meromorphic function if \(h = f/g\) with f, g analytic and g≠0.
- 3.
The notation \(\bar{\mathbb{E}}\{x\} {=\lim }_{N\rightarrow \infty }\frac{1} {N}{\sum\nolimits }_{k=1}^{N}\mathbb{E}\{x(k)\}\) is adopted from the prediction-error framework of [16].
- 4.
It is more natural to use dynamic dependence in the parametrization of the coefficients in (2.34), but for the sake of simplicity we use only static dependence here.
References
Bamieh B, Giarré L (2002) Identification of linear parameter varying models. Int Journal of Robust Nonlin Contr 12:841–853
Boyd S, Chua LO (1985) Fading memory and the problem of approximating nonlinear operators with Volterra series. IEEE Trans Circ Syst 32(11):1150–1161
Butcher M, Karimi A, Longchamp R (2008) On the consistency of certain identification methods for linear parameter varying systems. In: Proceedings of the 17th IFAC world congress, Seoul, Korea, pp 4018–4023
Casella F, Lovera M (2008) LPV/LFT modelling and identification: overview, synergies and a case study. In: Proceedings of IEEE international symposium on computer-aided control system design, San Antonio, TX, USA, pp 852–857
Cerone V, Regruto D (2008) Set-membership identification of LPV models with uncertain measurements of the time-varying parameter. In: Proceedings of the 47th IEEE conference on decision and control, Cancun, Mexico, pp 4491–4496
Dankers AG, Tóth R, Heuberger PSC, Bombois X, Van den Hof PMJ (2011) Identifiability and the informativity of data sets for LPV–ARX identification. Proceedings of the 50th IEEE conference on decision and control, Orlando, FL, USA, pp 799–804
dos Santos PL, Ramos JA, de Carvalho JLM (2007) Identification of linear parameter varying systems using an iterative deterministic-stochastic subspace approach. In: Proceedings of the European Control Conf, Kos, Greece, pp 4867–4873
Gevers M, Bazanella AS, Bombois X, Mišković L (2009) Identification and the information matrix: how to get just sufficiently rich? IEEE Trans Automat Contr 54(12):2828–2840
Giarré L, Bauso D, Falugi P, Bamieh B (2006) LPV model identification for gain scheduling control: an application to rotating stall and surge control problem. Contr Eng Prac 14(4):351–361
Heuberger PSC, Van den Hof PMJ, Bo Wahlberg (2005) Modeling and Identification with Rational Orthonormal Basis Functions. Springer-Verlag, London
Hsu K, Vincent TL, Poolla K (2008) Nonparametric methods for the identification of linear parameter varying systems. In: Proceedings of the international symposium on computer-aided control system design, San Antonio, TX, USA, pp 846–851
Khalate AA, Bombois X, Tóth R, Babuška R (2009) Optimal experimental design for LPV identification using a local approach. In: Proceedings of the 15th IFAC symposium on system identification, Saint-Malo, France, pp 162–167
Laurain V, Gilson M, Tóth R, Garnier H (2010) Refined instrumental variable methods for identification of LPV Box–Jenkins models. Automatica 46(6):959–967
Laurain V, Tóth R, Gilson M, Garnier H (2011) Direct identification of continuous-time LPV input/output models. Special issue, IET Contr Theor Appl 4(10):2082–2096
Leith DJ, Leithhead WE (1998) Gain-scheduled controller design: an analytic framework directly incorporating non-equilibrium plant dynamics. Int J Contr 70:249–269
Ljung L (1999) System Identification, theory for the user. Prentice Hall, London
Ljung L (2009) Experiments with identification of continuous time models. In: Proceedings of the 15th IFAC symposium on system identification, Saint-Malo, France
Lovera M, Mercère G (2007) Identification for gain-scheduling: a balanced subspace approach. In: Proceedings of the American Control Conf, New York City, USA, pp 858–863
Murray-Smith R, Johansen TA (1997) Multiple model approaches to modeling and control. Taylor and Francis, London
Rao GP, Unbehauen H (2004) Identification of continuous-time systems: direct or indirect? Syst Sci 30(3):25–50
Söderström T, Stoica P (1983) Instrumental variable methods for system identification. Springer-Verlag, New York
Sznaier M, Mazzaro C, Inanc T (2000) An LMI approach to control oriented identification of LPV systems. In: Proceedings of the American Control Conf, Chicago, IL, USA, pp 3682–3686
Tóth R (2010) Modeling and Identification of Linear Parameter-Varying Systems. Lecture notes in control and information sciences, Vol. 403, Springer, Germany
Tóth R, Abbas H, Werner W (2011a) On the state-space realization of LPV input–output model: practical approaches. IEEE Trans Contr Syst Technol 20(1):139–153
Tóth R, Bitar E, Heuberger PSC, Van den Hof PMJ, Poolla K (2011b) A prediction-error identification framework for linear parameter-varying systems. In prep.
Tóth R, Felici F, Heuberger PSC, Van den Hof PMJ (2007) Discrete time LPV I/O and state space representations, differences of behavior and pitfalls of interpolation. In: Proceedings of the European Control Conf, Kos, Greece, pp 5418–5425
Tóth R, Heuberger PSC, Van den Hof PMJ (2008) Flexible model structures for LPV identification with static scheduling dependency. In: Proceedings of the 47th IEEE conference on decision and control, Cancun, Mexico, pp 4522–4527
Tóth R, Heuberger PSC, Van den Hof PMJ (2009a) Asymptotically optimal orthonormal basis functions for LPV system identification. Automatica 45(6):1359–1370
Tóth R, Laurain V, Gilson M, Garnier H (2011c) On the closed loop identification of LPV models using instrumental variables. In: Proceedings of the 18th IFAC World Congress, Milano, Italy
Tóth R, Laurain V, Zheng W, Poolla K (2011d) A support vector machine approach for LPV linear-regression models. Proceedings of the 50th IEEE Conf. on Decision and Control, Orlando, FL, USA, pp 3192–3197
Tóth R, Lyzell C, Enqvist M, Heuberger PSC, Van den Hof PMJ (2009b) Order and structural dependence selection of LPV–ARX models using a nonnegative garrote approach. In: Proceedings of the 48th IEEE conference on decision and control, Shanghai, China, pp 7406–7411
Tóth R, Willems JC, Heuberger PSC, Van den Hof PMJ (2011e) The behavioral approach to linear parameter-varying systems. IEEE Trans Autom Contr 56(11):2499–2514
van Wingerden JW, Verhaegen M (2009) Subspace identification of bilinear and LPV systems for open- and closed-loop data. Automatica 45(2):372–381
Verdult V, Verhaegen M (2005) Kernel methods for subspace identification of multivariable LPV and bilinear systems. Automatica 41(9):1557–1565
Wei X (2006) Advanced LPV techniques for diesel engines. PhD thesis, Johannes Kepler University, Linz
Wei X, Del Re L (2006) On persistent excitation for parameter estimation of quasi-LPV systems and its application in modeling of diesel engine torque. In: Proceedings of the 14th IFAC symposium on system identification, Newcastle, Australia, pp 517–522
Willems JC, Yamamoto Y (2007) Behaviors defined by rational funtions. Linear algebra and its applications 425:226–241
Young PC (1984) Recursive estimation and time-series analysis. Springer-Verlag, Berlin
Young PC (2008) The refined instrumental variable method: unified estimation of discrete and continuous-time transfer function models. J Euro Syst Autom 42:149–179
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2012 Springer Science+Business Media, LLC
About this chapter
Cite this chapter
Tóth, R., Heuberger, P.S.C., Van den Hof, P.M.J. (2012). Prediction-Error Identification of LPV Systems: Present and Beyond. In: Mohammadpour, J., Scherer, C. (eds) Control of Linear Parameter Varying Systems with Applications. Springer, Boston, MA. https://doi.org/10.1007/978-1-4614-1833-7_2
Download citation
DOI: https://doi.org/10.1007/978-1-4614-1833-7_2
Published:
Publisher Name: Springer, Boston, MA
Print ISBN: 978-1-4614-1832-0
Online ISBN: 978-1-4614-1833-7
eBook Packages: EngineeringEngineering (R0)