Stochastic Approximation for Identification of Non-Linear Differential-Algebraic Equations with Process Disturbances

Bereza-Jarocinski, RobertKTH,Reglerteknik,KTH Royal Institute of Technology (author)

QC 20230503
Differential-algebraic equations, commonly used to model physical systems, are the basis for many equation-based object-oriented modeling languages. When systems described by such equations are influenced by unknown process disturbances, estimating unknown parameters from experimental data becomes difficult. This is because of problems with the existence of well-defined solutions and the computational tractability of estimators. In this paper, we propose a way to minimize a cost function-whose minimizer is a consistent estimator of the true parameters-using stochastic gradient descent. This approach scales significantly better with the number of unknown parameters than other currently available methods for the same type of problem. The performance of the method is demonstrated through a simulation study with three unknown parameters. The experiments show a significantly reduced variance of the estimator, compared to an output error method neglecting the influence of process disturbances, as well as an ability to reduce the estimation bias of parameters that the output error method particularly struggles with.

Eriksson, OscarKTH,Programvaruteknik och datorsystem, SCS,KTH Royal Institute of Technology(Swepub:kth)u1kifi8r (author)
Abdalmoaty, Mohamed R.-H.1986-Uppsala universitet,Reglerteknik,Avdelningen för systemteknik,KTH Royal Institute of Technology(Swepub:uu)mohab408 (author)
Broman, David,1977-KTH,Programvaruteknik och datorsystem, SCS,KTH Royal Institute of Technology(Swepub:kth)u1aeyn4q (author)
Hjalmarsson, Håkan,1962-KTH,Reglerteknik(Swepub:kth)u10a8l40 (author)
KTHReglerteknik (creator_code:org_t)

In:2022 IEEE 61ST CONFERENCE ON DECISION AND CONTROL (CDC): Institute of Electrical and Electronics Engineers (IEEE), s. 6712-6717978166546761297816654676059781665467629

By the author/editor: Bereza-Jarocinsk ...; Eriksson, Oscar; Abdalmoaty, Moha ...; Broman, David, 1 ...; Hjalmarsson, Håk ...

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