def identify_nlss(data, linmodel, nlx, nly, nmax=25, info=2):
Rest = data.yest.shape[2]
T1 = np.r_[data.npp*data.Ntr, np.r_[0:(Rest-1)*data.npp+1:data.npp]]
model = NLSS(linmodel)
# model._cost_normalize = 1
model.add_nl(nlx=nlx, nly=nly)
model.set_signal(data.sig)
model.transient(T1)
model.optimize(lamb=100, weight=weight, nmax=nmax, info=info)
# get best model on validation data. Change Transient settings, as there is
# only one realization
nl_errvec = model.extract_model(data.yval, data.uval, T1=data.npp*data.Ntr,
info=info)
return model, nl_errvec
T1 = np.r_[npp * Ptr, np.r_[0:(Rest - 1) * npp + 1:npp]]
# select nonlinear functions
nly = None
pnlss1 = Pnlss(degree=[2, 3], structure='full')
w = [0, 1]
tahn1 = Tanhdryfriction(eps=0.01, w=w)
if nlfunc.casefold() == 'pnlss':
nlx = NLS([pnlss1])
nly = NLS([pnlss1])
elif nlfunc.casefold() == 'tahn':
nlx = NLS([pnlss1, tahn1])
nlx = NLS([tahn1])
model = NLSS(linmodel)
model.add_nl(nlx=nlx, nly=nly)
model.set_signal(sig)
model.transient(T1)
model.optimize(lamb=100, weight=weight, nmax=25)
#raise SystemExit(0)
# get best model on validation data. Change Transient settings, as there is
# only one realization
nl_errvec = model.extract_model(yval, uval, T1=npp)
models = [linmodel, model]
descrip = [type(mod).__name__ for mod in models]
descrip = tuple(descrip) # convert to tuple for legend concatenation in figs
# simulation error
val = np.empty((*yval.shape, len(models)))
linmodel.optimize(weight=weight)
print(f"Best subspace model, n, r: {linmodel.n}, {linmodel.r}")
# linmodel = deepcopy(linmodel_orig)
# estimate PNLSS
# transient: Add one period before the start of each realization. Note that
# this is for the signal averaged over periods
Rest = yest.shape[2]
T1 = np.r_[npp * Ntr, np.r_[0:(Rest - 1) * npp + 1:npp]]
nlx2 = NLS([tahn1])
nly2 = None
model = NLSS(linmodel)
model._cost_normalize = 1
model.add_nl(nlx=nlx2, nly=nly2)
model.set_signal(sig)
model.transient(T1)
model.optimize(lamb=100, weight=weight, nmax=25)
#raise SystemExit(0)
# get best model on validation data. Change Transient settings, as there is
# only one realization
nl_errvec = model.extract_model(yval, uval, T1=npp * Ntr)
models = [linmodel, model, fnsi1]
descrip = [type(mod).__name__ for mod in models]
descrip = tuple(descrip) # convert to tuple for legend concatenation in figs
# simulation error
val = np.empty((*yval.shape, len(models)))
def identify(data, nlx, nly, nmax=25, info=2, fnsi=False):
# transient: Add one period before the start of each realization. Note that
# this is for the signal averaged over periods
Rest = data.yest.shape[2]
T1 = np.r_[data.npp * data.Ntr,
np.r_[0:(Rest - 1) * data.npp + 1:data.npp]]
linmodel = Subspace(data.sig)
linmodel._cost_normalize = 1
linmodel.estimate(2, 5, weight=weight)
linmodel.optimize(weight=weight, info=info)
# estimate NLSS
model = NLSS(linmodel)
# model._cost_normalize = 1
model.add_nl(nlx=nlx, nly=nly)
model.set_signal(data.sig)
model.transient(T1)
model.optimize(lamb=100, weight=weight, nmax=nmax, info=info)
# get best model on validation data. Change Transient settings, as there is
# only one realization
nl_errvec = model.extract_model(data.yval,
data.uval,
T1=data.npp * data.Ntr,
info=info)
models = [linmodel, model]
descrip = [type(mod).__name__ for mod in models]
if fnsi:
# FNSI can only use 1 realization
sig = deepcopy(data.sig)
# This is stupid, but unfortunately nessecary
sig.y = sig.y[:, :, 0][:, :, None]
sig.u = sig.u[:, :, 0][:, :, None]
sig.R = 1
sig.average()
fnsi1 = FNSI()
fnsi1.set_signal(sig)
fnsi1.add_nl(nlx=nlx)
fnsi1.estimate(n=2, r=5, weight=weight)
fnsi1.transient(T1)
fnsi2 = deepcopy(fnsi1)
fnsi2.optimize(lamb=100, weight=weight, nmax=nmax, info=info)
models = models + [fnsi1, fnsi2]
descrip = descrip + ['FNSI', 'FNSI optimized']
descrip = tuple(descrip) # convert to tuple for legend concatenation
# simulation error
val = np.empty((*data.yval.shape, len(models)))
est = np.empty((*data.ym.shape, len(models)))
test = np.empty((*data.ytest.shape, len(models)))
for i, model in enumerate(models):
test[..., i] = model.simulate(data.utest, T1=data.npp * data.Ntr)[1]
val[..., i] = model.simulate(data.uval, T1=data.npp * data.Ntr)[1]
est[..., i] = model.simulate(data.um, T1=T1)[1]
Pest = data.yest.shape[3]
# convenience inline functions
def stack(ydata, ymodel): return \
np.concatenate((ydata[..., None], (ydata[..., None] - ymodel)), axis=2)
def rms(y):
return np.sqrt(np.mean(y**2, axis=0))
est_err = stack(data.ym, est) # (npp*R,p,nmodels)
val_err = stack(data.yval, val)
test_err = stack(data.ytest, test)
noise = np.abs(np.sqrt(Pest * data.covY.squeeze()))
print()
print(f"err for models: signal, {descrip}")
# print(f'rms error noise:\n{rms(noise)} \ndb: \n{db(rms(noise))} ')
# only print error for p = 0. Almost equal to p = 1
print(f'rms error est (db): \n{db(rms(est_err[:,0]))}')
print(f'rms error val (db): \n{db(rms(val_err[:,0]))}')
# print(f'rms error test: \n{rms(test_err)} \ndb: \n{db(rms(test_err))}')
return Result(est_err, val_err, test_err, noise, nl_errvec, descrip)
return figs nmax = 100 info = 1 """Check optimization; how good is it to find the true system parameters? This depends on the number of parameters, as we expect for a nonlinear optimization problem.""" E = Efull F = Ffull[:p] # Many parameters nlx = [Pnl(degree=[2, 3], structure='full')] nly = [Pnl(degree=[2, 3], structure='full')] true_model = NLSS(A, B, C, D, E, F) true_model.add_nl(nlx=nlx, nly=nly) data2 = simulate(true_model) res2 = identify(data2, nlx, nly, nmax=nmax, info=info) figs = plot(res2, data2, p=1) figs = plot_bla(res2, data2, p=1) # Few parameters, LM able to estimate system properly # Diagonal is only for state equation. If n == p, we can use diagonal for # output, but that is not the intended usage. nlx = [Pnl(degree=[2, 3], structure='diagonal')] nly = [Pnl(degree=[2, 3], structure='statesonly')] true_model = NLSS(A, B, C, D, E, F) true_model.add_nl(nlx=nlx, nly=nly) data1 = simulate(true_model) # generate data from true model # estimate model from data res1 = identify(data1, nlx, nly, nmax=nmax, info=info)
poly3y = Polynomial(exponent=exp3, w=Wy)
poly1x = Polynomial_x(exponent=2, w=[0, 1])
poly2x = Polynomial_x(exponent=3, w=[0, 1])
poly3x = Polynomial_x(exponent=4, w=[0, 1])
tahn1 = Tanhdryfriction(eps=0.1, w=Wt)
F = np.array([])
nly = None
nlx = NLS([tahn1])
E = 1e0 * Efull[:, :len(nlx.nls)]
true_model = NLSS(A, B, C, D, E, F)
true_model.add_nl(nlx=nlx, nly=nly)
# excitation signal
RMSu = 0.05 # Root mean square value for the input signal
npp = 1024 # Number of samples
R = 4 # Number of phase realizations (one for validation and one for
# testing)
P = 3 # Number of periods
kind = 'Odd' # 'Full','Odd','SpecialOdd', or 'RandomOdd': kind of multisine
m = D.shape[1] # number of inputs
p = C.shape[0] # number of outputs
fs = 1 # normalized sampling rate
Ntr = 5
if True:
# get predictable random numbers. https://dilbert.com/strip/2001-10-25
np.random.seed(10)
# cont time
a, b, c, d = mkc2ss(M, K, C)
fact = 1
# include velocity in output
if len(wd) == 6:
c = np.vstack((c, np.hstack((np.zeros((3, 3)), np.eye(3)))))
d = np.vstack((d, np.zeros((3, 3))))
fact = 2
csys = signal.StateSpace(a, b, c, d)
Ec = np.zeros((2 * ndof, 1))
Fc = np.zeros((fact * ndof, 0))
Ec[ndof + nldof] = -muN
cmodel = NLSS(csys.A, csys.B, csys.C, csys.D, Ec, Fc)
cmodel.add_nl(nlx=nlx, nly=nly)
def fex_cont(A, u, t):
t = np.atleast_1d(t)
fex = np.zeros((len(t), ndof))
fex[:, fdof] = A * u(t)
return fex
def simulate_cont(sys, A, t):
nt = len(t)
y = np.empty((R, nt, sys.outputs))
x = np.empty((R, nt, len(sys.A)))
u = np.empty((R, nt))
for r in range(R):