WO2015118736A1 - システム同定装置 - Google Patents
システム同定装置 Download PDFInfo
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- the present invention relates to a system identification apparatus that constructs a mathematical model of a system based on system input / output when a pseudo-random input is applied to a target dynamic system.
- Non-Patent Document 1 As a conventional system identification device using pseudo-random input, for example, there is one based on the N4SID method described in Non-Patent Document 1.
- this N4SID method a block Hankel related to system input based on system input / output when a pseudo-random input is applied to a dynamic system described by a linear discrete time system (A d , B d , C d, D d ).
- a matrix (U p , U f ) and a block Hankel matrix (Y p , Y f ) relating to the system output are generated.
- the data matrix obtained by combining the block Hankel matrices is subjected to LQ decomposition, and a parallel projection ⁇ is generated from the partial matrix obtained by the LQ decomposition and the block Hankel matrices U p and Y p .
- the parallel projection ⁇ is decomposed into singular values, and the number of singular values with significant values is determined as the system dimension. From the result of the singular value decomposition and the determined system dimensions, the state vector ( ⁇ X K , ⁇ X K + 1 ) is calculated.
- Patent Document 1 As another example of a conventional system identification apparatus using pseudo-random input, for example, there are an exposure apparatus and a vibration isolation apparatus, a system identification apparatus, and a method thereof described in Patent Document 1.
- the dynamics are determined by a subspace method represented by the N4SID method. Identify the equation of state of a dynamic system. At this time, by matching the system dimension of the state equation to be identified with the system dimension determined from the equation of motion of the dynamic system, it is possible to compare the characteristic equation based on the equation of motion with the characteristic equation based on the identified state equation. An unknown physical parameter included in the equation is identified.
- the system dimension of the target dynamic system is determined from the number of singular values having significant values or the system dimension determined from the dynamic system equation of motion.
- the present invention has been made in view of the above, and the singular value of the parallel projection ⁇ calculated from the actual system input / output is gently monotonously decreased. Therefore, the singular value having a significant value and the negligible minute value can be ignored. It is an object of the present invention to obtain a system identification apparatus that can eliminate the trial and error from the determination of the system dimension and determine the optimum system dimension even when the boundary with the singular value as the value becomes unclear.
- an object of the present invention is to obtain a system identification device that can be identified by limiting to a stable system when it is clear that an actual dynamic system is stable.
- the system identification apparatus is configured to provide system input / output and a specified system dimension when a pseudo random input is applied to a dynamic system to be identified.
- a system identification device having a search range as input, a system input / output extraction unit for extracting identification input / output data to be applied to identification from system input / output of the dynamic system, and a block based on the identification input / output data
- a block Hankel matrix generator for generating a Hankel matrix, an input / output vector generator for generating an input vector and an output vector of the dynamic system based on the block Hankel matrix, and a data matrix by combining the block Hankel matrix
- An LQ decomposition unit that generates a partial matrix obtained by LQ decomposition of the data matrix, and the unit
- a parallel projection generating unit that generates a parallel projection based on the matrix and the block Hankel matrix; and a first orthogonal matrix having the singular vector of the parallel projection as a column vector by singular value de
- the singular value of the parallel projection calculated from the actual system input / output is gently monotonously decreased, and therefore, the singular value having a significant value and the negligible small value Even when the boundary with the singular value becomes unclear, trial and error is eliminated from the determination of the system dimension, and the optimal system dimension can always be determined and the linear discrete-time system describing the dynamic system can be identified It becomes.
- FIG. 1 is a block diagram showing the overall configuration of the system identification apparatus according to the first and second embodiments.
- FIG. 2 is a schematic diagram showing time waveforms of system input / output in the system identification apparatus of the first embodiment.
- FIG. 3 is a schematic diagram illustrating a relationship between a singular value and a dimension of parallel projection in the system identification apparatus according to the first and second embodiments.
- FIG. 4 is a block diagram showing an internal configuration of a system dimension determining unit in the system identification apparatus of the first embodiment.
- FIG. 5 is a schematic diagram showing the relationship between the norm of error square sum and dimension in the time domain or frequency domain of the identified linear discrete-time system in the system identification apparatus according to the first and second embodiments. .
- FIG. 1 is a block diagram showing the overall configuration of the system identification apparatus according to the first and second embodiments.
- FIG. 2 is a schematic diagram showing time waveforms of system input / output in the system identification apparatus of the first embodiment.
- FIG. 3 is a schematic diagram
- FIG. 6 is a schematic diagram showing system input / output time waveforms when the dynamic system in the system identification apparatus of the second embodiment is subjected to M-sequence excitation.
- FIG. 7 is a block diagram showing an internal configuration of a system dimension determining unit in the system identification apparatus of the second embodiment.
- FIG. 8 is a block diagram showing an overall configuration according to the third embodiment.
- FIG. 1 is a block diagram showing the overall configuration of the system identification apparatus according to the first embodiment
- FIG. 2 is a schematic diagram showing system input / output time waveforms in the system identification apparatus of the first embodiment.
- the input / output vector generation unit 3 generates an input vector ⁇ U K
- the LQ decomposition unit 4 generates a data matrix obtained by combining the block Hankel matrices U p , U f , Y p , Y f , and generates and outputs partial matrices L 22 , L 32 obtained by performing LQ decomposition on the data matrix.
- the parallel projection generation unit 5 is based on the partial matrices L 22 and L 32 output from the LQ decomposition unit 4 and the block Hankel matrices U p and Y p output from the block Hankel matrix generation unit 2. Generate a parallel projection ⁇ .
- the singular value decomposition unit 6 performs singular value decomposition on the parallel projection ⁇ output from the parallel projection generation unit 5, and a first orthogonal matrix U having the left singular vector of the parallel projection ⁇ as a column vector, and the right singularity of the parallel projection ⁇ .
- the system dimension n is determined by comparison with (described in FIG. 1 as system characteristics of the dynamic system).
- the system matrix identification unit 9 includes the dynamic system input vector ⁇ U K
- FIG. FIG. 5 is a block diagram showing an internal configuration of the system dimension determination unit 7 in the system identification apparatus 10 of FIG. 1, and FIG. 5 shows the system output of the linear discrete-time system identified in the system identification apparatus 10 of Embodiment 1 and the dynamics norm of the error sum of squares in the time domain and the actual system output of the system
- a dimension n i (i 1,2, ... , a) is a schematic diagram showing the relationship between.
- the relationship shown in the singular value distribution 21 is obtained.
- the boundary between the singular value having a significant value and the singular value that becomes a negligible minute value becomes unclear, and the optimum system dimension n is not always determined. Therefore, there arises a problem that trial and error are required for determining the system dimension n.
- the system dimension determination unit 7 executes the process shown in FIG. Specifically, it is as follows.
- the system dimension determination unit 7 includes a recursive system matrix estimation unit 31, a system characteristic estimation unit 32, and a system dimension estimation unit 33.
- n i (n 1 , n 2 ,..., N a )
- n 1 ⁇ n 2 ⁇ ... ⁇ N a the system matrix A d, n i , B d, n i , C d, n i , D d, n i output from the recursive system matrix estimation unit 31
- the system input u (jT S ) to the dynamic system is composed of pseudo random inputs
- the system input u (jT S ) and the system output y (jT S ) corresponding to the above [Equation 1] are For example, time waveforms such as the system input 11 and the system output 12 shown in FIG.
- system input / output extraction unit 1 extracts the system input 11 and the system output 12 after the pseudo random input application time j min T S using the following equations.
- system input / output extraction unit 1 uses the values extracted using the above [Equation 3] as identification input data u id (jT S ) and identification output data y id (jT S ), Remove system static time domain data before applying pseudo-random input from the system input / output of the target dynamic system.
- the input / output vector generator 3 inputs the dynamic system input vector ⁇ U K
- the LQ decomposition unit 4 generates a data matrix given by the following expression obtained by combining the block Hankel matrices U p , U f , Y p , Y f .
- the LQ decomposition unit 4 performs LQ decomposition on the data matrix as in the following equation, and outputs partial matrices L 22 and L 32 from the elements of the LQ decomposed matrix.
- the parallel projection generation unit 5 is defined by the following equation based on the partial matrices L 22 and L 32 output from the LQ decomposition unit 4 and the block Hankel matrices U p and Y p output from the block Hankel matrix generation unit 2. Generate a parallel projection ⁇ of the dynamic system to be performed.
- the singular value decomposition unit 6 performs a singular value decomposition on the parallel projection ⁇ represented by the above equation, whereby the first orthogonal matrix U and parallel using the left singular vector u j of the parallel projection ⁇ given by the following equation as a column vector.
- n of the target dynamic system is based on the following relationship in which n have a significant value in the singular value of the parallel projection ⁇ , and n + 1 and beyond are sufficiently smaller than those. Can be determined.
- the relationship shown in the distribution 21 is obtained.
- the boundary ⁇ n >> ⁇ n + 1 between the singular value having a significant value and the singular value that becomes a negligible minute value becomes unclear. Therefore, the conventional method does not always determine the optimum system dimension n, and there is a problem that trial and error are required to determine the optimum system dimension n.
- the system dimension determination unit 7 determines the optimum system dimension n under the premise that “the system is most suitable for actual system input / output in the time domain”.
- K output from the unit 3, and the system dimension search range n i (n 1 , n 2 , ..., n specified by the operator a ) (where n 1 ⁇ n 2 ⁇ ...
- the recursive system matrix estimation unit 31 performs a system dimension search range n i (n 1 , n 2 ,..., N a ) (provided that n 1 is specified). ⁇ n 2 ⁇ ...
- of the sum of squared errors expressed by the above equation is the system dimension n that “best fits actual system input / output in the time domain”.
- decreases monotonously with the increase of dimension n i regardless of the noise level, and exceeds a certain dimension as shown in FIG. The value is almost constant. Therefore, here, in order to avoid that the estimated value of the system dimension n becomes higher than necessary, an error square sum norm threshold 42 given by the following equation is defined.
- the system dimension estimating unit 33 determines and outputs the smallest dimension among the dimensions in which the distribution 41 of the norm of error square sum
- is equal to or less than the error square sum norm threshold value 42 as the system dimension n. (In the example of FIG. 5, system dimension n n 6 ).
- system matrix identification unit 9 outputs the dynamic system input vector ⁇ U K
- the presence of the recursive system matrix estimation unit 31 makes it possible to reduce the amount of calculation for determining the system dimension n having a high degree of coincidence with an actual dynamic system.
- the system output when the actual identification input data is applied to the linear discrete time system is calculated as a system characteristic, and the system output and the actual dynamic system are calculated.
- the system dimension n is determined as the system dimension n.
- the system characteristic of the linear discrete-time system is calculated as a frequency response, and the frequency response and the actual frequency response obtained from the input / output data for identification of the dynamic system are calculated.
- the system dimension n may be determined based on the error sum of squares in the frequency domain.
- a weighting function is further determined based on the actual frequency response of the dynamic system, and the weight of the error square value in the frequency domain between the frequency response of the linear discrete-time system and the actual frequency response of the dynamic system is determined.
- the system dimension n may be determined based on the added value obtained by multiplying the function.
- FIG. 2 a system identification device according to Embodiment 2 will be described.
- and dimension n i (i 1,2, ..., a) between the frequency response of the linear discrete-time system and the actual frequency response of the dynamic system
- the schematic diagram showing the relationship is the same as FIG. 1, FIG. 3, and FIG. 5 used in the description of the first embodiment.
- FIG. 6 is a schematic diagram showing system input / output time waveforms when the dynamic system in the system identification apparatus of the second embodiment is subjected to M-sequence excitation.
- FIG. 7 is a block diagram showing an internal configuration of the system dimension determining unit 7 in the system identification apparatus of the second embodiment. 7, components denoted by the same reference numerals as those in FIG. 4 are the same or equivalent components as those in the first embodiment, and a system stability evaluation unit 34 is added.
- the system dimension search range n i (n 1 , n 2 ,..., N a ) (where n 1 ⁇ For each dimension n i belonging to n 2 ⁇ ... ⁇ n a ), the system matrices A d, n i , B d, n i , C d, n i , D identified by the recursive system matrix estimation unit 31 are used. Based on d and n i , the system stability evaluation unit 34 evaluates the stability of the linear discrete-time system.
- the system characteristic estimator 32 applies the system matrix A d, n i , B d, n i output from the recursive system matrix estimator 31 to the dimension determined to be a stable system by the system stability evaluator 34. , C d, n i , D d, n i , calculate the frequency response for the identified linear discrete-time system.
- the system dimension estimation unit 33 determines a weighting function based on the actual frequency response (described as system characteristics of the dynamic system in FIG. 7) obtained from the system input / output of the dynamic system, and outputs the weight function from the system characteristic estimation unit 32.
- Added value en i (n i : stable system) obtained by multiplying the squared error value in the frequency domain between the frequency response of the linear discrete-time system and the actual frequency response of the dynamic system 5), and the distribution 41 of the norm
- the system input / output extraction unit 1 includes a preset ratio threshold and the maximum value of the system input 11 (u (jT S )).
- [Equation 2] is multiplied by the system input threshold 13, and the minimum value of the time when the absolute value of the system input 11 is equal to or greater than the system input threshold 13 is specified as the M-sequence signal application time j min T s (FIG. 6).
- j min T s 2T s ).
- system input / output extraction unit 1 extracts the system input 11 and the system output 12 after the M-sequence signal application time j min T s by [Equation 3], and inputs each of the extracted input data u id (jT S ) And identification output data y id (jT S ), the system static time domain data before application of the M-sequence signal is removed from the system input / output of the target dynamic system.
- the block Hankel matrix generation unit 2 generates block Hankel matrices U p , U f , Y p , Y f given by [Equation 4], and the input / output vector generation unit 3 [
- K given by Equation 5] are generated, and the LQ decomposition unit 4 combines the block Hankel matrices U p , U f , Y p , Y f
- the parallel projection generation unit 5 generates a parallel projection ⁇ of the dynamic system defined by [Equation 8], and the singular value decomposition unit 6 performs singular value decomposition on the generated parallel projection ⁇ , ],
- the system dimension estimation unit 33 determines the optimum system dimension n under the premise that “the most suitable frequency response in the frequency domain is most suitable”. Specifically, it is as follows.
- is the stable system dimension n that “best fits the actual frequency response in the frequency domain according to the weight function”.
- the system matrix identification unit 9 inputs the dynamic system input vector ⁇ U K
- the system dimension n having a high degree of coincidence can be determined for the system in accordance with the weight function in the frequency domain, and a linear discrete-time system describing a dynamic system can be identified.
- the presence of the recursive system matrix estimation unit 31 makes it possible to reduce the amount of calculation for determining the system dimension n having a high degree of coincidence with an actual dynamic system.
- system stability evaluation unit 34 makes it possible to identify a linear discrete-time system limited to a stable system when it is clear that the actual dynamic system is a stable system.
- the system characteristic of the linear discrete time system is calculated as the frequency response, and the frequency response and the actual frequency response obtained from the input / output data for identification of the dynamic system are calculated.
- the norm distribution 41 of the sum of squared errors in the frequency domain is equal to or less than a preset threshold value 42
- the smallest dimension is determined as the system dimension n.
- the present invention is not limited to this, and the system output when the actual identification input data is applied to the linear discrete-time system is calculated as a system characteristic.
- the system dimension n may be determined based on the sum of squared errors in the time domain with the identification output data.
- FIG. 8 is a block diagram showing an overall configuration according to the third embodiment.
- system identification device 10 shown in FIG. 8 has the same or equivalent configuration as system identification device 10 according to the first embodiment shown in FIG.
- the system identification device 10 receives the system input / output and the system dimension search range as inputs, and identifies a linear discrete time system describing the DC servo motor 51.
- the system identification device 10 servos the linear discrete time system in order to determine a system dimension having a high degree of coincidence with an actual dynamic system and to identify a linear discrete time system describing the dynamic system. It can be used for parameter design in a motor control system, filter parameter design, and the like.
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Abstract
Description
図1は、実施の形態1に係るシステム同定装置の全体構成を示すブロック線図であり、図2は、実施の形態1のシステム同定装置におけるシステム入出力の時間波形を示す概略図である。
つぎに、実施の形態2に係るシステム同定装置について説明する。なお、実施の形態2に係るシステム同定装置の全体構成を示すブロック線図、平行射影Θの特異値σiと次元(i=1,2,3…)の関係を示す概略図および、同定した線形離散時間システムの周波数応答と動的システムの実際の周波数応答との周波数領域における誤差2乗和のノルム||eni||と次元ni(i=1,2,…,a)との関係を示す概略図は、それぞれ実施の形態1の説明において使用した図1、図3および図5と同一である。
実施の形態3では、同定対象とする動的システムがDCサーボモータである場合について説明する。図8は、実施の形態3に係る全体構成を示すブロック線図である。本実施の形態において、図8に示すシステム同定装置10は、図1に示した実施の形態1に係るシステム同定装置10と同一または同等の構成をとる。本実施の形態では、DCサーボモータ51の入力電流[Arms]として、例えばM系列信号などの疑似ランダム信号を入力し、当該疑似ランダム信号を動的システムのシステム入力11(u(jTS)(j=0,1,2,…))とする。また、角速度[rad/s]を動的システムのシステム出力12(y(jTS)(j=0,1,2,…))として取得する。システム同定装置10は、これらのシステム入出力および、システム次元の探索範囲を入力とし、DCサーボモータ51を記述する線形離散時間システムを同定する。このとき、システム次元の探索範囲は、ni=(1,2,…,50)のように、予測されるシステム次元に対して十分な幅を取って設定すればよい。システム同定装置10では、現実の動的システムに対して一致度の高いシステム次元の決定と、動的システムを記述する線形離散時間システムの同定とを可能とするため、当該線形離散時間システムをサーボモータの制御系におけるパラメータ設計、フィルタのパラメータ設計などに利用することができる。
Claims (7)
- 同定対象とする動的システムに対して擬似ランダム入力を印加した場合のシステム入出力および指定されたシステム次元の探索範囲を入力とするシステム同定装置において、
前記動的システムのシステム入出力から同定に適用する同定用入出力データを抽出するシステム入出力抽出部と、
前記同定用入出力データに基づいて、ブロックハンケル行列を生成するブロックハンケル行列生成部と、
前記ブロックハンケル行列に基づいて、前記動的システムの入力ベクトルおよび出力ベクトルを生成する入出力ベクトル生成部と、
前記ブロックハンケル行列を結合してデータ行列を生成し、当該データ行列をLQ分解した部分行列を出力するLQ分解部と、
前記部分行列と前記ブロックハンケル行列に基づいて、平行射影を生成する平行射影生成部と、
前記平行射影の特異値分解により、前記平行射影の左特異ベクトルを列ベクトルとする第1の直交行列、当該平行射影の右特異ベクトルを列ベクトルとする第2の直交行列および当該平行射影の特異値を出力する特異値分解部と、
前記第2の直交行列および前記特異値と、前記動的システムの入力ベクトルおよび出力ベクトルと、前記探索範囲に基づいて、当該探索範囲に属するそれぞれの次元に対して動的システムを記述する線形離散時間システムのシステム行列を同定し、さらに当該システム行列に基づいて算出した線形離散時間システムのシステム特性と、動的システムの実際のシステム特性との比較から、システム次元を決定するシステム次元決定部と、
前記第2の直交行列および特異値と、前記決定されたシステム次元に基づいて、前記動的システムの状態ベクトルを生成する状態ベクトル生成部と、
前記動的システムの入力ベクトルおよび出力ベクトルならびに前記動的システムの状態ベクトルに基づいて、当該動的システムを記述する線形離散時間システムのシステム行列を同定するシステム行列同定部と、を備え、
前記同定されたシステム行列を、前記動的システムを記述する線形離散時間システムとして出力することを特徴とするシステム同定装置。 - 前記システム次元決定部は、
前記探索範囲に属するそれぞれの次元に対して、
同定した線形離散時間システムに関して実際の同定用入力データを適用した場合のシステム出力を算出し、当該システム出力を線形離散時間システムのシステム特性として出力するシステム特性推定部と、
前記線形離散時間システムのシステム出力と、前記動的システムの実際の同定用出力データとの時間領域における誤差2乗和のノルムが設定閾値以下となる次元のうち、最小の次元をシステム次元として決定して出力するシステム次元推定部と
を備えたことを特徴とする請求項1に記載のシステム同定装置。 - 前記システム次元決定部が、
前記探索範囲に属するそれぞれの次元に対して、
同定した線形離散時間システムの周波数応答を算出し、当該周波数応答を線形離散時間システムのシステム特性として出力するシステム特性推定部と、
前記線形離散時間システムの周波数応答と、前記動的システムのシステム入出力から得られる実際の周波数応答との周波数領域における誤差2乗和のノルムが設定閾値以下となる次元のうち、最小の次元をシステム次元として決定して出力するシステム次元推定部と、
を備えたことを特徴とする請求項1に記載のシステム同定装置。 - 前記システム次元推定部は、
前記動的システムのシステム入出力から得られる実際の周波数応答に基づいて重み関数を決定し、
前記線形離散時間システムの周波数応答と、前記動的システムの実際の周波数応答との周波数領域における誤差2乗値に対して、当該重み関数を乗じた値の加算値を算出し、
当該加算値のノルムが設定閾値以下となる次元のうち、最小の次元をシステム次元として決定して出力する
ことを特徴とする請求項3に記載のシステム同定装置。 - 前記システム次元決定部は、
前記探索範囲に属する第1の次元に対応するシステム行列の同定に関して、
当該探索範囲の中で第1の次元よりも1段階低い第2の次元に対応したシステム行列の同定結果と、
前記第2の直交行列および特異値のうち、それぞれ前記第2の次元よりも大きく、前記第1の次元以下となる右特異ベクトルおよび特異値、ならびに、前記動的システムの入力ベクトルおよび出力ベクトルを用いて、再帰的手法により前記第1の次元に対応するシステム行列を同定する再帰的システム行列推定部と、
を備えたことを特徴とする請求項1に記載のシステム同定装置。 - 前記システム入出力抽出部は、
設定された比率閾値とシステム入力の最大値とを乗じた値をシステム入力閾値とし、システム入力の絶対値がシステム入力閾値以上となる時刻の最小値を擬似ランダム入力印加時刻として、擬似ランダム入力印加時刻以降のシステム入力およびシステム出力を、それぞれ同定用入力データおよび同定用出力データとして抽出することを特徴とする請求項1に記載のシステム同定装置。 - 前記システム次元決定部は、
前記探索範囲に属するそれぞれの次元に対して線形離散時間システムの安定性を評価するシステム安定性評価部を備え、
安定システムとなる次元に対応する線形離散時間システムのシステム特性から、システム次元を決定することを特徴とする請求項1に記載のシステム同定装置。
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