|
| 1 | +# Linear Parameter-Varying (LPV) identification |
| 2 | + |
| 3 | +!!! warning "Experimental" |
| 4 | + LPV identification in this package is considered experimental and may |
| 5 | + change in the future without respecting semantic versioning. |
| 6 | + |
| 7 | +This example shows how to identify a Linear Parameter-Varying (LPV) |
| 8 | +state-space model using [`lpv_pem`](@ref). The model has matrices that depend |
| 9 | +on a *known, measured* scalar scheduling variable ``\lambda(t)``: |
| 10 | + |
| 11 | +```math |
| 12 | +\begin{aligned} |
| 13 | +A(\lambda) &= \sum_{k} \theta^A_k\, \varphi_k(\lambda),\\ |
| 14 | +B(\lambda) &= \sum_{k} \theta^B_k\, \varphi_k(\lambda),\\ |
| 15 | +C(\lambda) &= \sum_{k} \theta^C_k\, \varphi_k(\lambda),\\ |
| 16 | +D(\lambda) &= \sum_{k} \theta^D_k\, \varphi_k(\lambda), |
| 17 | +\end{aligned} |
| 18 | +``` |
| 19 | + |
| 20 | +where ``\{\varphi_k\}`` is a user-supplied basis in ``\lambda``. ``\lambda`` may |
| 21 | +or may not coincide with a state variable of the system; the only requirement is that it |
| 22 | +is measured at every time step. There is a single shared state-space realization |
| 23 | +whose entries vary smoothly with ``\lambda``. |
| 24 | + |
| 25 | +## Generating data |
| 26 | + |
| 27 | +We simulate a known affine-in-``\lambda`` system, |
| 28 | +``A(\lambda) = A_0 + \lambda A_1``, ``B(\lambda) = B_0 + \lambda B_1``, |
| 29 | +driven by white-noise input. The scheduling variable is a slow sinusoid. |
| 30 | + |
| 31 | +```@example lpv |
| 32 | +using ControlSystemIdentification, ControlSystemsBase, Plots, Random, LinearAlgebra, Statistics |
| 33 | +Random.seed!(0) |
| 34 | +
|
| 35 | +Ts = 0.05 |
| 36 | +T = 2000 |
| 37 | +
|
| 38 | +A0 = [0.85 0.10; -0.05 0.80] |
| 39 | +A1 = [0.05 0.00; 0.10 -0.05] |
| 40 | +B0 = [0.10; 0.20;;] |
| 41 | +B1 = [0.00; 0.05;;] |
| 42 | +C = [1.0 0.0] |
| 43 | +
|
| 44 | +A(λ) = A0 .+ λ .* A1 |
| 45 | +B(λ) = B0 .+ λ .* B1 |
| 46 | +
|
| 47 | +λ = 0.5 .* sin.(0.01 .* (1:T)) |
| 48 | +u = randn(1, T) |
| 49 | +
|
| 50 | +y = let |
| 51 | + x = zeros(2) |
| 52 | + y = zeros(1, T) |
| 53 | + for t in 1:T |
| 54 | + y[:, t] = C * x |
| 55 | + x = A(λ[t]) * x + B(λ[t]) * u[:, t] |
| 56 | + end |
| 57 | + y |
| 58 | +end |
| 59 | +y .+= 0.01 .* randn(size(y)) |
| 60 | +d = iddata(y, u, Ts) |
| 61 | +
|
| 62 | +plot( |
| 63 | + plot(timevec(d), λ; xlabel="t [s]", ylabel="λ(t)", lab="scheduling"), |
| 64 | + plot(d); |
| 65 | + layout = (2, 1), size=(700, 500), |
| 66 | +) |
| 67 | +``` |
| 68 | + |
| 69 | +## Fitting an LPV model |
| 70 | + |
| 71 | +We choose an affine basis in ``\lambda``, ``\varphi_1(\lambda) = 1``, |
| 72 | +``\varphi_2(\lambda) = \lambda``, and estimate the parameters with [`lpv_pem`](@ref). |
| 73 | +`lpv_pem` warm-starts from a sliding-window subspace fit (see |
| 74 | +[`lpv_warmstart`](@ref)) when no initial guess is given. |
| 75 | + |
| 76 | +```@example lpv |
| 77 | +basis = [λ -> 1.0, λ -> λ] |
| 78 | +res = lpv_pem(d, λ, 2; basis, show_trace = false, iterations = 200) |
| 79 | +sys_lpv, x0h, _ = res |
| 80 | +``` |
| 81 | + |
| 82 | +The returned `sys_lpv` is an [`LPVStateSpace`](@ref). It is callable: passing a |
| 83 | +scheduling value freezes the matrices and returns a plain `StateSpace`. |
| 84 | + |
| 85 | +```@example lpv |
| 86 | +sys_lpv(0.0) |
| 87 | +``` |
| 88 | + |
| 89 | +## Validation |
| 90 | + |
| 91 | +We compare simulation performance against ground truth on the full trajectory and |
| 92 | +against a single LTI fit by [`subspaceid`](@ref). As with `predplot` for the |
| 93 | +LPV case, passing the schedule `λ` as the third positional argument to |
| 94 | +[`simplot`](@ref) is enough for it to route through the LPV one-step |
| 95 | +predictor. Each trace is annotated with its NRMSE fit percentage. |
| 96 | + |
| 97 | +```@example lpv |
| 98 | +sys_lti = subspaceid(d, 2) |
| 99 | +
|
| 100 | +simplot(sys_lpv, d, λ; sysname = "LPV") |
| 101 | +simplot!(sys_lti, d; sysname = "LTI", ploty = false) |
| 102 | +``` |
| 103 | + |
| 104 | +On varying-``\lambda`` data the LPV model is strictly better than any single |
| 105 | +LTI fit, because the LTI model cannot match the changing dynamics. |
| 106 | + |
| 107 | +## A practical example: semi-active suspension |
| 108 | + |
| 109 | +A common real-world use of LPV identification is **semi-active vibration |
| 110 | +isolation**: a mass-spring-damper where the damping coefficient is set by a |
| 111 | +controllable voltage. Magneto-rheological shock absorbers on a vehicle |
| 112 | +suspension and active engine mounts are typical instances. The damper voltage |
| 113 | +is sampled at every time step, so it is a known scheduling variable that |
| 114 | +enters the system matrix directly. |
| 115 | + |
| 116 | +The continuous-time 1-DOF model is |
| 117 | + |
| 118 | +```math |
| 119 | +m\ddot{x} + c(\lambda)\dot{x} + k x = u,\qquad |
| 120 | +c(\lambda) = c_0 + c_1\lambda,\qquad y = x, |
| 121 | +``` |
| 122 | + |
| 123 | +with state ``[x,\ \dot{x}]^\top``. In state-space form the only λ-dependence |
| 124 | +sits in the ``(2,2)`` entry of ``A``, which makes this a textbook |
| 125 | +affine-in-λ LPV system. With the parameters used below the damping ratio sweeps |
| 126 | +from ``\zeta \approx 0.05`` (sharp resonance) to ``\zeta \approx 0.3`` |
| 127 | +(well-damped) as ``\lambda`` is varied, easily distinguishable in the data. |
| 128 | + |
| 129 | +### Simulating a damper-sweep experiment |
| 130 | + |
| 131 | +We simulate a 30 s experiment where the operator slowly sweeps the damper |
| 132 | +voltage while exciting the mass with broadband noise. The damper voltage is |
| 133 | +*measured*, and is used as the scheduling variable for identification. |
| 134 | + |
| 135 | +```@example lpv2 |
| 136 | +using ControlSystemIdentification, ControlSystemsBase, Plots, Random, LinearAlgebra, Statistics |
| 137 | +Random.seed!(0) |
| 138 | +
|
| 139 | +# Physical parameters |
| 140 | +m, k = 1.0, 100.0 # mass [kg], stiffness [N/m] |
| 141 | +c0, c1 = 1.0, 5.0 # baseline + per-volt damping |
| 142 | +
|
| 143 | +Ts = 0.01 |
| 144 | +T_total = 30.0 |
| 145 | +N = Int(T_total / Ts) |
| 146 | +t = range(0, step = Ts, length = N) |
| 147 | +
|
| 148 | +# Damper voltage trajectory (the scheduling variable) |
| 149 | +λ = 0.5 .+ 0.4 .* sin.(2π .* 0.05 .* t) # roughly [0.1, 0.9] |
| 150 | +
|
| 151 | +# Continuous-time model as a function of λ |
| 152 | +Ac(λ) = [0.0 1.0; -k/m -(c0 + c1*λ)/m] |
| 153 | +Bc = [0.0; 1/m;;] |
| 154 | +Cc = [1.0 0.0] |
| 155 | +Dc = zeros(1, 1) |
| 156 | +
|
| 157 | +u = reshape(randn(N), 1, N) # broadband excitation force |
| 158 | +
|
| 159 | +# Simulate by re-discretizing the LTV model at every sample (ZOH on u) |
| 160 | +y_clean = let |
| 161 | + x = zeros(2) |
| 162 | + y_clean = zeros(1, N) |
| 163 | + for n in 1:N |
| 164 | + y_clean[:, n] = Cc * x |
| 165 | + sys_n = c2d(ss(Ac(λ[n]), Bc, Cc, Dc), Ts) |
| 166 | + x = sys_n.A * x + sys_n.B * u[:, n] |
| 167 | + end |
| 168 | + y_clean |
| 169 | +end |
| 170 | +y = y_clean .+ 1e-3 .* randn(size(y_clean)) |
| 171 | +d = iddata(y, u, Ts) |
| 172 | +
|
| 173 | +plot( |
| 174 | + plot(t, λ; ylabel = "λ(t) [V]", lab = "damper voltage"), |
| 175 | + plot(t, vec(y); ylabel = "y(t) [m]", lab = "measured position"); |
| 176 | + layout = (2, 1), xlabel = "t [s]", size = (700, 480), |
| 177 | +) |
| 178 | +``` |
| 179 | + |
| 180 | +### Identifying the LPV model |
| 181 | + |
| 182 | +With an affine basis ``\{1,\lambda\}`` we recover the operating-point |
| 183 | +dependence directly. The warm-start (subspace ID + modal-form |
| 184 | +coefficient regression) is what makes this work despite never having a |
| 185 | +constant-``\lambda`` segment of data: |
| 186 | + |
| 187 | +```@example lpv2 |
| 188 | +basis_susp = [λ -> 1.0, λ -> λ] |
| 189 | +res2 = lpv_pem(d, λ, 2; basis = basis_susp, |
| 190 | + K0 = 1e-6 .* ones(2, 1), |
| 191 | + show_trace = false, iterations = 300) |
| 192 | +sys_susp, x0_susp, _ = res2 |
| 193 | +``` |
| 194 | + |
| 195 | +### Validation: LPV vs single LTI fit |
| 196 | + |
| 197 | +A single LTI fit has to compromise between the under- and over-damped regimes |
| 198 | +the experiment sweeps through, while the LPV model does not. We use |
| 199 | +[`simplot`](@ref) to overlay simulation against measurement and annotate each |
| 200 | +trace with its NRMSE fit percentage. Passing the schedule `λ` as the third |
| 201 | +positional argument to `simplot` is enough for the recipe to route it through |
| 202 | +the LPV simulator. |
| 203 | + |
| 204 | +```@example lpv2 |
| 205 | +sys_lti2 = subspaceid(d, 2) |
| 206 | +
|
| 207 | +simplot(sys_susp, d, λ; sysname = "LPV") |
| 208 | +simplot!(sys_lti2, d; sysname = "LTI", ploty=false) |
| 209 | +``` |
| 210 | + |
| 211 | +### Frequency response at frozen operating points |
| 212 | + |
| 213 | +Because [`LPVStateSpace`](@ref) is callable, freezing the identified model at a |
| 214 | +particular ``\lambda`` returns an ordinary `StateSpace`. This is exactly the |
| 215 | +artifact a controller designer would feed into a gain-scheduled controller |
| 216 | +synthesis on top of the identified plant. |
| 217 | + |
| 218 | +```@example lpv2 |
| 219 | +truth(λ) = c2d(ss(Ac(λ), Bc, Cc, Dc), Ts) |
| 220 | +w = exp10.(range(-0.5, log10(π / Ts); length = 300)) |
| 221 | +
|
| 222 | +p = bodeplot(truth(0.1), w; plotphase = false, lab = "truth λ=0.1") |
| 223 | +bodeplot!(p, sys_susp(0.1), w; plotphase = false, lab = "LPV λ=0.1", ls = :dash) |
| 224 | +bodeplot!(p, truth(0.9), w; plotphase = false, lab = "truth λ=0.9") |
| 225 | +bodeplot!(p, sys_susp(0.9), w; plotphase = false, lab = "LPV λ=0.9", ls = :dash) |
| 226 | +p |
| 227 | +``` |
| 228 | + |
| 229 | +The resonance peak collapses by more than 15 dB between ``\lambda=0.1`` and |
| 230 | +``\lambda=0.9``, and the LPV fit tracks it at both endpoints. |
| 231 | + |
| 232 | +## Notes |
| 233 | + |
| 234 | +- The basis can be any user-supplied set of functions of ``\lambda``: polynomial, |
| 235 | + radial-basis-function, piecewise-linear, etc. For mild dependence (as in the |
| 236 | + suspension example) an affine basis suffices; stronger nonlinearity in |
| 237 | + ``\lambda`` is well-served by a polynomial or RBF basis. |
| 238 | +- Multi-dimensional scheduling is not yet documented; the basis API technically |
| 239 | + accepts vector ``\lambda`` if the user writes a multivariate basis function, |
| 240 | + but this path has not been thoroughly tested. |
| 241 | +- The Kalman gain ``K`` is currently held constant in ``\lambda``. |
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