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Maarten Schoukens

Publications and source records attributed to Maarten Schoukens.

At least 19 recordsLinked to original sources

Robust Space-Filling Input Design via Stochastic Optimization

The space-filling input design approach generates a so-called space-filling dataset in the feature space of the system model. The design method is applicable on a broad class of model structures with wide selection of signals and also incorporates information measures through optimality criteria into the signal design. However, during the signal design, knowledge of a hypothesized model is required. The designed signal can perform far from the optimal if the true system is significantly different from the hypothesized system model. This paper proposes a robust space-filling input design algorithm that can generate a space-filling dataset for an entire class of models. The proposed algorithm takes the expectation of an optimality criterion over the population of the model class, and a stochastic approximation technique is employed to optimize this robust criteria. The efficiency of the proposed algorithm is demonstrated in a simulation example.

eess.SY

Online learning of neural state-space models

Recent advances in deep-learning-based nonlinear system identification have led to encoder-based estimation of neural state-space (ANN-SS) models that achieve state-of-the-art performance in offline settings by estimating initial model states from past input-output data. These methods are typically used in multiple-shooting-based offline identification, and online learning of these models remains largely unexplored. This paper presents a batch-wise learning pipeline and a direct recursive identification algorithm for subspace encoder-based ANN-SS models. We provide convergence analysis of the recursive formulation and validate its performance through extensive simulation studies. The results demonstrate that the proposed approach enables computationally efficient online adaptation with high model accuracy.

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Modeling inhomogeneous spatial point configurations with applications to replicated patterns in waiting crowds

In this article, we connect statistical inference for spatial point processes with the analysis of waiting pedestrian crowds through two interconnected contributions. First, on the methodological side we develop an inference procedure for semiparametric spatial point process models leveraging replicated spatial patterns, i.e., multiple approximately independent realizations from the same process. Second, we show that spatial point processes provide a suitable modeling framework for waiting pedestrians, capturing two key aspects: spatial inhomogeneity driven by location attractiveness and repulsive interactions between pedestrians. These two components are central to the inference problem itself, since spatial point process modeling hinges on disentangling background intensity from interaction. Although replicated spatial patterns are rare in point process literature, they are available here through a unique real-life pedestrian dataset, thereby directly linking the methodological development to the physical application. We use the proposed methods to fit and evaluate determinantal and Gibbs point processes in a simulation study and a real-world case study. Despite persistent challenges in decoupling the influences of inhomogeneity from interaction, these models are able to reproduce key empirical features of waiting pedestrians.

physics.soc-ph

Efficient stochastic model-predictive control based on the meta-state-space representation

Stochastic model-predictive control (SMPC) has evolved to a powerful framework for the control of stochastic dynamical systems. SMPC utilizes a probabilistic uncertainty description to provide a systematic trade-off between the control objective and constraint satisfaction in a statistical sense. However, the majority of existing SMPC methods face challenges related to computational tractability due to the need for stochastic inference. Approaches that apply accurate inference are computationally demanding, which can lead to serious limitations in the implementability of these methods. Hence, in practice, the uncertainty propagation and the resulting distributions are typically approximated, e.g., by Gaussian distributions. These approximations promote computational efficiency, but are often too conservative, becoming a limiting factor in the representation of stochastic state evolution and the implied guarantees. To overcome this fundamental limitation of SMPC approaches, we propose a novel formulation based on the meta-state-space (MSS) representation of stochastic dynamical systems. The proposed MSS-based SMPC scheme offers a computationally efficient way to forward propagate the uncertainty with a flexible and highly accurate approximation of the probabilistic system description. With the presented method, the entire output probability density function can be directly shaped, which is unprecedented among existing SMPC techniques. Finally, we provide a detailed theoretical analysis and demonstrate the effectiveness of the proposed methodology via an extensive simulation study.

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Least Costly Space-Filling Experiment Design for the Identification of a Nonlinear System

The quality of an estimated nonlinear model highly depends on the data quality that was used for the system identification. By using a Gaussian Process-based optimal input design approach, a so-called space-filling dataset can be generated in the feature space of the system model. The design method is applicable for a broad type of signals and models and also incorporates information measures through optimality criteria into the signal design. However, the resulting input design can be costly to apply to the real system. The goal of this paper is to propose a space-filling input design that can minimize the experimentation cost in terms of a user defined measure, while still guaranteeing a prescribed level of space-fillingness. Through a Monte Carlo simulation study we demonstrate that the proposed method can appropriately shape the excitation signal to significantly reduce the experimental cost while the identified model performance remains adequate.

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Efficient Learning of Affine and Rational Dependency LPV Models With Linear Fractional Representation

Identifying control-friendly models of nonlinear systems remains one of the major challenges at the intersection of system identification and control. The Linear Parameter-Varying (LPV) framework offers a promising solution, but existing identification methods often rely on model structures with affine scheduling dependency. Instead, this work proposes the use of LPV models with Linear Fractional Representation (LFR) admitting a rational scheduling-dependency, capable of modelling complex nonlinear systems with fewer scheduling variables compared to affine models. This work introduces a direct parameterization to ensure well-posedness of rational LPV-LFR models, which by joint-estimation of an LPV plant and scheduling map, using only input-output data, is capable of modelling complex nonlinear systems. Accuracy of the proposed approach is shown on two simulation examples.

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Learning Koopman Models From Data Under General Noise Conditions

This paper presents a novel identification approach of Koopman models of nonlinear systems with inputs under rather general noise conditions. The method uses deep state-space encoders based on the concept of state reconstructability and an efficient multiple-shooting formulation of the squared loss of the prediction error to estimate the dynamics and the lifted state only from input-output data. Furthermore, the Koopman model structure includes an innovation noise term that is used to handle process and measurement noise. It is shown that the proposed approach is statistically consistent (estimation error tends to zero when the number of data points goes to infinity) and computationally efficient due to the multiple-shooting formulation, by which the prediction error of the model can be calculated on multiple subsections of the data in parallel. The latter allows for efficient batch optimization of the network parameters and, at the same time, excellent long-term prediction capabilities of the obtained models. The performance of the approach is illustrated by nonlinear benchmark examples and experimental data from a Crazyflie 2.1 quadcopter.

eess.SY

Data-driven augmentation of first-principles models under constraint-free well-posedness and stability guarantees

The integration of first-principles models with learning-based components, i.e., model augmentation, has gained increasing attention, as it offers higher model accuracy and faster convergence properties compared to black-box approaches, while generating physically interpretable models. Recently, a unified formulation has been proposed that generalizes existing model augmentation structures, utilizing linear fractional representations (LFRs). However, several potential benefits of the approach remain underexplored. In this work, we address three key limitations. First, the added flexibility of LFRs also introduces possible algebraic loops, i.e., a problem of well-posedness. To address this challenge, we propose a constraint-free direct parametrization of the model structure with a well-posedness guarantee. Second, we introduce a constraint-free parametrization that ensures stability of the overall model augmentation structure via contraction. Third, we adopt an efficient identification pipeline capable of handling non-smooth cost functions, such as group-lasso regularization, which facilitates automatic model order selection and discovery of the required augmentation configuration. These contributions are demonstrated on various simulation and benchmark identification examples.

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Learning-based augmentation of first-principle models: A linear fractional representation-based approach

Nonlinear system identificationhas proven to be effective in obtaining accurate models from data for complex real-world systems. In particular, recent encoder-based methods with artificial neural network state-space (ANN-SS) models have achieved state-of-the-art performance on various benchmarks, using computationally efficient methods and offering consistent model estimation in the presence of noisy data. However, inclusion of prior knowledge of the system can be further exploited to increase (i) estimation speed, (ii) accuracy, and (iii) interpretability of the resulting models. This paper proposes a model augmentation method that incorporates prior knowledge from first-principles (FP) models in a flexible manner. We introduce a novel linear-fractional-representation (LFR) model structure that allows for the general representation of various augmentation structures including the ones that are commonly used in the literature, and an encoder-based identification algorithm for estimating the proposed structures together with appropriate initialisation methods. The performance and generalisation capabilities of the proposed method are demonstrated on the identification of a hardening mass-spring-damper system in a simulation study and on the data-driven modelling of the dynamics of an F1Tenth electric car using measured data.

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Orthogonal-by-construction augmentation of physics-based input-output models

This paper proposes a novel orthogonal-by-construction parametrization for augmenting physics-based input-output models with a learning component in an additive sense. The parametrization allows to jointly optimize the parameters of the physics-based model and the learning component. Unlike the commonly applied additive (parallel) augmentation structure, the proposed formulation eliminates overlap in representation of the system dynamics, thereby preserving the uniqueness of the estimated physical parameters, ultimately leading to enhanced model interpretability. By theoretical analysis, we show that, under mild conditions, the method is statistically consistent and guarantees recovery of the true physical parameters. With further analysis regarding the asymptotic covariance matrix of the identified parameters, we also prove that the proposed structure provides a clear separation between the physics-based and learning components of the augmentation structure. The effectiveness of the proposed approach is demonstrated through simulation studies, showing accurate reproduction of the data-generating dynamics without sacrificing consistent estimation of the physical parameters.

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Exact Finite Koopman Embedding of Block-Oriented Polynomial Systems

The challenge of finding exact and finite-dimensional Koopman embeddings of nonlinear systems has been largely circumvented by employing data-driven techniques to learn models of different complexities (e.g., linear, bilinear, input affine). Although these models may provide good accuracy, selecting the model structure and dimension is still ad-hoc and it is difficult to quantify the error that is introduced. In contrast to the general trend of data-driven learning, in this paper, we develop a systematic technique for nonlinear systems that produces a finite-dimensional and exact embedding. If the nonlinear system is represented as a network of series and parallel linear and nonlinear (polynomial) blocks, one can derive an associated Koopman model that has constant state and output matrices and the input influence is polynomial. Furthermore, if the linear blocks do not have feedthrough, the Koopman representation simplifies to a bilinear model.

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On Space-Filling Input Design for Nonlinear Dynamic Model Learning: A Gaussian Process Approach

While optimal input design for linear systems has been well-established, no systematic approach exists for nonlinear systems where robustness to extrapolation/interpolation errors is prioritized over minimizing estimated parameter variance. To address this issue, we develop a novel space-filling input design strategy for nonlinear system identification that ensures data coverage of a given region of interest. By placing a Gaussian Process (GP) prior on the joint input-state space, the proposed strategy leverages the GP posterior variance to construct a cost function that promotes space-filling input design. Consequently, this enables maximization of the coverage in the region of interest, thereby facilitating the generation of informative datasets. Furthermore, we theoretically prove that minimization of the cost function implies the space-filling property of the obtained data. Effectiveness of the proposed strategy is demonstrated on both an academic and a mass-spring-damper example, highlighting its potential practical impact on efficient exploration of the dynamics of nonlinear systems.

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Orthogonal projection-based regularization for efficient model augmentation

Deep-learning-based nonlinear system identification has shown the ability to produce reliable and highly accurate models in practice. However, these black-box models lack physical interpretability, and a considerable part of the learning effort is often spent on capturing already expected/known behavior of the system, that can be accurately described by first-principles laws of physics. A potential solution is to directly integrate such prior physical knowledge into the model structure, combining the strengths of physics-based modeling and deep-learning-based identification. The most common approach is to use an additive model augmentation structure, where the physics-based and the machine-learning (ML) components are connected in parallel, i.e., additively. However, such models are overparametrized, training them is challenging, potentially causing the physics-based part to lose interpretability. To overcome this challenge, this paper proposes an orthogonal projection-based regularization technique to enhance parameter learning and even model accuracy in learning-based augmentation of nonlinear baseline models.

cs.LG

Learning-based model augmentation with LFRs

Nonlinear system identification (NL-SI) has proven to be effective in obtaining accurate models for highly complex systems. In particular, recent encoder-based methods for artificial neural networks state-space (ANN-SS) models have achieved state-of-the-art performance on various benchmarks, while offering consistency and computational efficiency. Inclusion of prior knowledge of the system can be exploited to increase (i) estimation speed, (ii) accuracy, and (iii) interpretability of the resulting models. This paper proposes an encoder-based model augmentation method that incorporates prior knowledge from first-principles (FP) models. We introduce a novel \linear-fractional-representation (LFR) model structure that allows for the unified representation of various augmentation structures including the ones that are commonly used in the literature, and an identification algorithm for estimating the proposed structure together with appropriate initialization methods. The performance and generalization capabilities of the proposed method are demonstrated in a hardening mass-spring-damper simulation.

eess.SY

Port-Hamiltonian Neural Networks with Output Error Noise Models

Hamiltonian neural networks (HNNs) represent a promising class of physics-informed deep learning methods that utilize Hamiltonian theory as foundational knowledge within neural networks. However, their direct application to engineering systems is often challenged by practical issues, including the presence of external inputs, dissipation, and noisy measurements. This paper introduces a novel framework that enhances the capabilities of HNNs to address these real-life factors. We integrate port-Hamiltonian theory into the neural network structure, allowing for the inclusion of external inputs and dissipation, while mitigating the impact of measurement noise through an output-error (OE) model structure. The resulting output error port-Hamiltonian neural networks (OE-pHNNs) can be adapted to tackle modeling complex engineering systems with noisy measurements. Furthermore, we propose the identification of OE-pHNNs based on the subspace encoder approach (SUBNET), which efficiently approximates the complete simulation loss using subsections of the data and uses an encoder function to predict initial states. By integrating SUBNET with OE-pHNNs, we achieve consistent models of complex engineering systems under noisy measurements. In addition, we perform a consistency analysis to ensure the reliability of the proposed data-driven model learning method. We demonstrate the effectiveness of our approach on system identification benchmarks, showing its potential as a powerful tool for modeling dynamic systems in real-world applications.

cs.LG

A frequency-domain approach for estimating continuous-time diffusively coupled linear networks

This paper addresses the problem of consistently estimating a continuous-time (CT) diffusively coupled network (DCN) to identify physical components in a physical network. We develop a three-step frequency-domain identification method for linear CT DCNs that allows to accurately recover all the physical component values of the network while exploiting the particular symmetric structure in a DCN model. This method uses the estimated noise covariance as a non-parametric noise model to minimize variance of the parameter estimates, obviating the need to select a parametric noise model. Moreover, this method is extended to subnetworks identification, which enables identifying the local dynamics in DCNs on the basis of partial measurements. The method is illustrated with an application from In-Circuit Testing of printed circuit boards. Experimental results highlight the method's ability to consistently estimate component values in a complex network with only a single excitation.

eess.SY

Measurements and System Identification for the Characterization of Smooth Muscle Cell Dynamics

Biological tissue integrity is actively maintained by cells. It is essential to comprehend how cells accomplish this in order to stage tissue diseases. However, addressing the complexity of a cell's system of interrelated mechanisms poses a challenge. This necessitates a well-structured identification framework and an effective integration of measurements. Here we introduce the use of state-of-the-art frequency-domain system identification techniques combined with an indentation measurement platform to analyze the underlying mechanisms from the perspective of control system theory. The ultimate goal is to explore how mechanical and biological factors are related in induced Pluripotent Stem Cell-derived vascular smooth muscle cells. We study on the frequency-domain analysis for the investigation and characterization of cellular dynamics of smooth muscle cells from the measured data. The measurement model in this study exploits the availability of human tissue and samples, enabling fundamental investigations of vascular tissue disease. This approach using human cell lines holds significant potential to decrease the necessity for animal-based safety and efficacy studies. The focus of this review is to investigate the cellular dynamics underlying the myogenic response and to demonstrate the practicability of employing a nano-indentation measurement setup for the broadband frequency-domain characterization of induced Pluripotent Stem Cell-derived vascular smooth muscle cells.

eess.SY

Space-Filling Input Design for Nonlinear State-Space Identification

The quality of a model resulting from (black-box) system identification is highly dependent on the quality of the data that is used during the identification procedure. Designing experiments for linear time-invariant systems is well understood and mainly focuses on the power spectrum of the input signal. Performing experiment design for nonlinear system identification on the other hand remains an open challenge as informativity of the data depends both on the frequency-domain content and on the time-domain evolution of the input signal. Furthermore, as nonlinear system identification is much more sensitive to modeling and extrapolation errors, having experiments that explore the considered operation range of interest is of high importance. Hence, this paper focuses on designing space-filling experiments i.e., experiments that cover the full operation range of interest, for nonlinear dynamical systems that can be represented in a state-space form using a broad set of input signals. The presented experiment design approach can straightforwardly be extended to a wider range of system classes (e.g., NARMAX). The effectiveness of the proposed approach is illustrated on the experiment design for a nonlinear mass-spring-damper system, using a multisine input signal.

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