Model parameter estimation of linear time-invariant systems from combined data of forced and initial condition responses

2015 ◽  
Vol 23 (4) ◽  
Author(s):  
Ya Guo ◽  
Jinglu Tan

AbstractMany systems can be represented as linear time-invariant (LTI) systems in state space with ordinary differential equations (ODE). Forced responses are often used for model parameter estimation; however, some models are not uniquely identifiable from the data of forced responses, or experiments with pure forced response may not be the optimal design. It is thus meaningful to look for other types of data for model parameter estimation through redesigning experiments. In this work, we compare the influence of forced and initial condition responses on the deterministic identifiability of LTI systems in state space with ODEs as model structure. It is clearly demonstrated that one initial condition vector is equivalent to one column vector of the control matrix for constraining system eigenvectors. The combination of forced and initial condition responses can improve the identifiability of models that are not identifiable only from forced responses. Explicit formulations and an algorithm are derived to identify model parameters from the combined data of forced and initial condition responses.

2008 ◽  
Vol 100 (5) ◽  
pp. 2537-2548 ◽  
Author(s):  
Eric Zarahn ◽  
Gregory D. Weston ◽  
Johnny Liang ◽  
Pietro Mazzoni ◽  
John W. Krakauer

Adaptation of the motor system to sensorimotor perturbations is a type of learning relevant for tool use and coping with an ever-changing body. Memory for motor adaptation can take the form of savings: an increase in the apparent rate constant of readaptation compared with that of initial adaptation. The assessment of savings is simplified if the sensory errors a subject experiences at the beginning of initial adaptation and the beginning of readaptation are the same. This can be accomplished by introducing either 1) a sufficiently small number of counterperturbation trials (counterperturbation paradigm [ CP]) or 2) a sufficiently large number of zero-perturbation trials (washout paradigm [ WO]) between initial adaptation and readaptation. A two-rate, linear time-invariant state-space model (SSMLTI,2) was recently shown to theoretically produce savings for CP. However, we reasoned from superposition that this model would be unable to explain savings for WO. Using the same task (planar reaching) and type of perturbation (visuomotor rotation), we found comparable savings for both CP and WO paradigms. Although SSMLTI,2 explained some degree of savings for CP it failed completely for WO. We conclude that for visuomotor rotation, savings in general is not simply a consequence of LTI dynamics. Instead savings for visuomotor rotation involves metalearning, which we show can be modeled as changes in system parameters across the phases of an adaptation experiment.


Author(s):  
Yang Quan Chen ◽  
Hyo-Sung Ahn ◽  
Dingyu¨ Xue

We consider uncertain fractional-order linear time invariant (FO-LTI) systems with interval coefficients. Our focus is on the robust controllability issue for interval FO-LTI systems in state-space form. We re-visited the controllability problem for the case when there is no interval uncertainty. It turns out that the stability check for FO-LTI systems amounts to checking the conventional integer order state space using the same state matrix A and the input coupling matrix B. Based on this fact, we further show that, for interval FO-LTI systems, the key is to check the linear dependency of a set of interval vectors. Illustrative examples are presented.


1984 ◽  
Vol 106 (2) ◽  
pp. 176-178 ◽  
Author(s):  
R. G. Jacquot

Optimal deterministic observers are derived for all first order linear time invariant systems. The optimization process consists of minimizing an objective function which is quadratic in the observer gain and in the estimation error. The objective function was chosen such that the resulting observer gains would be independent of system initial-condition which would, in general, be unknown to the state estimator. The results of this optimization are sensible in the light of the stochastic estimation results of Kalman.


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