Uncertainty propagation in model extraction by system identification and its implication for control design
File(s)Dovetta_et_al_Sensitivity.pdf (970.42 KB)
Accepted version
Author(s)
Dovetta, N
Schmid, PJ
Sipp, D
Type
Journal Article
Abstract
In data-based control design, system-identification techniques are used to extract low-dimensional representations of the input–output map between actuators and sensors from observed data signals. Under realistic conditions, noise in the signals is present and is expected to influence the identified system representation. For the subsequent design of the controller, it is important to gauge the sensitivity of the system representation to noise in the observed data; this information will impact the robustness of the controller and influence the stability margins for a closed-loop configuration. Commonly, full Monte Carlo analysis has been used to quantify the effect of data noise on the system identification and control design, but in fluid systems, this approach is often prohibitively expensive, due to the high dimensionality of the data input space, for both numerical simulations and physical experiments. Instead, we present a framework for the estimation of statistical properties of identified system representations given an uncertainty in the processed data. Our approach consists of a perturbative method, relating noise in the data to identified system parameters, which is followed by a Monte Carlo technique to propagate uncertainties in the system parameters to error bounds in Nyquist and Bode plots. This hybrid approach combines accuracy, by treating the system-identification part perturbatively, and computational efficiency, by applying Monte Carlo techniques to the low-dimensional input space of the control design and performance/stability evaluation part. This combination makes the proposed technique affordable and efficient even for large-scale flow-control problems. The ARMarkov/LS identification procedure has been chosen as a representative system-identification technique to illustrate this framework and to obtain error bounds on the identified system parameters based on the signal-to-noise ratio of the input–output data sequence. The procedure is illustrated on the control design for flow over an idealized aerofoil with a trailing-edge splitter plate.
Date Issued
2016-02-17
Date Acceptance
2016-01-10
Citation
Journal of Fluid Mechanics, 2016, 791, pp.214-236
ISSN
1469-7645
Publisher
Cambridge University Press (CUP)
Start Page
214
End Page
236
Journal / Book Title
Journal of Fluid Mechanics
Volume
791
Copyright Statement
© 2016 Cambridge University Press. This paper has been accepted for publication and will appear in a revised form, subsequent to peer-review and/or editorial input by Cambridge University Press.
Subjects
Science & Technology
Technology
Physical Sciences
Mechanics
Physics, Fluids & Plasmas
Physics
computational methods
control theory
flow control
INPUTS
FLOW
Fluids & Plasmas
01 Mathematical Sciences
09 Engineering
Publication Status
Published