Identification of Non-Linear Differential-Algebraic Equation Models with Process Disturbances

• Published in: 2021 60th IEEE Conference on Decision and Control (CDC) pp. 2300 - 2305
• Main Authors: Abdalmoaty, Mohamed R.-H., Eriksson, Oscar, Bereza, Robert, Broman, David, Hjalmarsson, Hakan
• Format: Conference Proceeding
• Language: English
• Published: IEEE 14.12.2021
• Series: Proceedings of the IEEE Conference on Decision and Control
• Subjects: Cost function; Differential-Algebraic Equations; Filtering; Mathematical models; Nonlinear Identification; Object oriented modeling; Parameter Estimation; Particle filters; Predictive models; Process Disturbance; Simulated PEM; Simulation
• ISBN: 1665436581; 9781665436595; 166543659X; 9781665436588; 1665436603; 9781665436601
• ISSN: 2576-2370
• DOI: 10.1109/CDC45484.2021.9683787

Differential-algebraic equations (DAEs) arise naturally as a result of equation-based object-oriented modeling. In many cases, these models contain unknown parameters that have to be estimated using experimental data. However, often the system is subject to unknown disturbances which, if not taken into account in the estimation, can severely affect the model's accuracy. For non-linear state-space models, particle filter methods have been developed to tackle this issue. Unfortunately, applying such methods to non-linear DAEs requires a transformation into a state-space form, which is particularly difficult to obtain for models with process disturbances. In this paper, we propose a simulation-based prediction error method that can be used for non-linear DAEs where disturbances are modeled as continuous-time stochastic processes. To the authors' best knowledge, there are no general methods successfully dealing with parameter estimation for this type of model. One of the challenges in particle filtering methods are random variations in the minimized cost function due to the nature of the algorithm. In our approach, a similar phenomenon occurs and we explicitly consider how to sample the underlying continuous process to mitigate this problem. The method is illustrated numerically on a pendulum example; the simulation results suggest that the method delivers consistent estimates.