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Inferring Switched Nonlinear DynamicalSystems
Formal Aspects of Computing ( IF 1 ) Pub Date : 2021-04-11 , DOI: 10.1007/s00165-021-00542-7
Xiangyu Jin 1, 2 , Jie An 3, 4 , Bohua Zhan 1, 2 , Naijun Zhan 1, 2 , Miaomiao Zhang 3
Affiliation  

Identification of dynamical and hybrid systems using trajectory data is an important way to construct models for complex systems where derivation from first principles is too difficult. In this paper, we study the identification problem for switched dynamical systems with polynomial ODEs. This is a difficult problem as it combines estimating coefficients for nonlinear dynamics and determining boundaries between modes. We propose two different algorithms for this problem, depending on whether to perform prior segmentation of trajectories. For methods with prior segmentation, we present a heuristic segmentation algorithm and a way to classify themodes using clustering. Formethods without prior segmentation, we extend identification techniques for piecewise affine models to our problem. To estimate derivatives along the given trajectories, we use Linear MultistepMethods. Finally, we propose a way to evaluate an identified model by computing a relative difference between the predicted and actual derivatives. Based on this evaluation method, we perform experiments on five switched dynamical systems with different parameters, for a total of twenty cases. We also compare with three baseline methods: clustering with DBSCAN, standard optimization methods in SciPy and identification of ARX models in Matlab, as well as with state-of-the-art identification method for piecewise affine models. The experiments show that our two methods perform better across a wide range of situations.

中文翻译:

推断切换非线性动态系统

使用轨迹数据识别动态和混合系统是为复杂系统构建模型的重要方法,因为从第一原理推导太难了。在本文中,我们研究了具有多项式 ODE 的切换动态系统的识别问题。这是一个难题,因为它结合了非线性动力学的估计系数和确定模式之间的边界。我们针对这个问题提出了两种不同的算法,具体取决于是否对轨迹进行预先分割。对于具有先验分割的方法,我们提出了一种启发式分割算法和一种使用聚类对模式进行分类的方法。对于没有事先分割的方法,我们将分段仿射模型的识别技术扩展到我们的问题。为了沿着给定的轨迹估计导数,我们使用线性多步方法。最后,我们提出了一种通过计算预测导数和实际导数之间的相对差异来评估已识别模型的方法。基于这种评估方法,我们对五个不同参数的切换动力系统进行了实验,总共二十个案例。我们还比较了三种基线方法:DBSCAN 聚类、SciPy 中的标准优化方法和 Matlab 中的 ARX 模型识别,以及分段仿射模型的最新识别方法。实验表明,我们的两种方法在广泛的情况下表现更好。我们对五个具有不同参数的切换动力系统进行了实验,总共有 20 个案例。我们还比较了三种基线方法:DBSCAN 聚类、SciPy 中的标准优化方法和 Matlab 中的 ARX 模型识别,以及分段仿射模型的最新识别方法。实验表明,我们的两种方法在广泛的情况下表现更好。我们对五个具有不同参数的切换动力系统进行了实验,总共有 20 个案例。我们还比较了三种基线方法:DBSCAN 聚类、SciPy 中的标准优化方法和 Matlab 中的 ARX 模型识别,以及分段仿射模型的最新识别方法。实验表明,我们的两种方法在广泛的情况下表现更好。
更新日期:2021-04-11
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