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Closed-loop Model Validation: Relinearizing Problems to deal with Non-zero Initial States and Improve Approximations

Auger D.J.

2006

Abstract

There are several methods for the non-invalidation of systems under feedback control based on tangential Caratheodory-Fejer interpolation techniques. These account for differences between observed behaviour and modelled behaviour through model uncertainty and exogenous noise. Methods published to date generally assume a system initially at equilibrium. This paper proposes a technique for modelling an initial state using a hypothetical ‘pre-record sequence’. Owing to the approximations needed to accurately accommodate noise sequences, it is necessary to linearize problems about some nominal solution; this paper proposes a least-squares solution to a zero-uncertainty non-invalidation problem. The application of this is demonstrated through a numerical example. A similar technique is proposed for improving approximate solutions to non-convex model validation problems; this is also demonstrated using a numerical example.

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BibTex Entry

@Unpublished{auger2006:_mdl_vldn_relin,
author = {Auger D.J.},
title = {Closed-loop Model Validation: Relinearizing Problems to deal with Non-zero Initial States and Improve Approximations},
bibkey = {auger2006:_mdl_vldn_relin},
year = {2006}
}