Using DAE Solvers to Examine Local Identifiability for Linear and Nonlinear Systems, Report no. LiTH-ISY-R-2712
نویسنده
چکیده
If a model structure is not identifiable, then it is not possible to uniquely identify its parameters from measured data. This contribution describes how solvers for differential-algebraic equations (DAE) can be used to examine if a model structure is locally identifiable. The procedure can be applied to both linear and nonlinear systems. If a model structure is not identifiable, it is also possible to examine which functions of the parameters that are locally identifiable.
منابع مشابه
Local Identifiability and Observability of Nonlinear Differential-Algebraic Equations, Report no. LiTH-ISY-R-2711
Identifiability is important to guarantee convergence in system identification applications, and observability is important in applications such as control and diagnosis. In this paper, recent results on analysis of nonlinear differentialalgebraic equations are used to derive criteria for local identifiability and local weak observability for such models. The criteria are based on rank tests. E...
متن کاملOn Identifiability of Object-Oriented Models, Report no. LiTH-ISY-R-2710
When estimating unknown parameters, it is important that the model is identifiable so that the parameters can be estimated uniquely. For nonlinear differentialalgebraic equation models with polynomial equations, a differential algebra approach to examine identifiability is available. This approach can be slow, so the present paper describes how this method can be modularized for objectoriented ...
متن کاملApproaches to Identification of Nonlinear Systems, Report no. LiTH-ISY-R-2991
System Identi cation for linear systems and models is a well established and mature topic. Identifying nonlinear models is a much more rich and demanding problem area. In this presentation some major approaches and concepts for that are outlined
متن کاملIdentification of Hammerstein Systems Using Separable Random Multisines, Report no. LiTH-ISY-R-2722
The choice of input signal is very important in identification of nonlinear systems. In this paper, it is shown that random multisines with a flat amplitude spectrum are separable. The separability property means that certain conditional expectations are linear and it implies that random multisines easily can be used to obtain accurate estimates of the linear time-invariant part of a Hammerstei...
متن کاملDiscrete-time Solutions to the Continuous-time Differential Lyapunov Equation With Applications to Kalman Filtering, Report no. LiTH-ISY-R-3055
Prediction and ltering of continuous-time stochastic processes require a solver of a continuous-time di erential Lyapunov equation (cdle). Even though this can be recast into an ordinary di erential equation (ode), where standard solvers can be applied, the dominating approach in Kalman lter applications is to discretize the system and then apply the discrete-time di erence Lyapunov equation (d...
متن کامل