Identificaçao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

Embed Size (px)

Citation preview

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    1/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    2/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    3/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    4/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    5/106

    a

    a

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    6/106

    2nd

    4th

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    7/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    8/106

    m

    k= sen(x)

    m k= sen(x)

    m

    k= cos(x)

    m

    k= cos(x)

    m

    k= cos(x)

    m

    k= sen(x)

    m1

    6

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    9/106

    m1

    4

    m2

    m2

    10

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    10/106

    a

    m

    k= cos(x)

    m

    k=cos(x)

    a

    k= cos(x)

    m

    k= cos(x)

    m

    k= cos(x)

    m

    k= sen(x)

    m

    k=sen(x)

    a

    k= sen(x)

    m

    k= sen(x)

    m k= sen(x)

    a

    m1 F1

    m2 F2

    a

    m1 x1

    m2 x2

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    11/106

    m1 v1

    m2 v2

    BZ

    m

    k= cos(x)

    m

    k= sen(x)

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    12/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    13/106

    a

    JId JV al

    JId JV al

    a

    JId JV al

    m

    k= cos(x)

    JId JV al

    a

    JId JV al

    JId JV al

    JId

    JId

    JId JV al

    a

    JId JV al

    JId JV al

    JId JV al

    m

    k =

    sen(x)

    m

    k= sen(x)

    m

    k =

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    14/106

    cos(x)

    m

    k= cos(x)

    m

    k= cos(x)

    m

    k= sen(x)

    m1 x1

    m1

    v1

    m2 x2

    m2

    v2

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    15/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    16/106

    y(t)

    u(t)

    yk k

    uk k

    J

    JId

    JV al

    G(j) G(s)

    N(, s)

    D(, s)

    L

    JS() JS()

    < A, B >

    a >> b

    a

    b

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    17/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    18/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    19/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    20/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    21/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    22/106

    yp

    ye

    J=||yp ye||

    Gp(j)

    Ge(j)

    J=||Gp(j) Ge(j)||

    Gs(j)

    = [w1w2 wm]

    Gne (, s) =

    nk=0

    kPk(s) =N(, s)

    D(, s) =0 s

    n +1 sn1 + +n1 s+n

    sn +1 sn1 + +n1 s+n

    Pk(s) = snk

    0 sn +1 sn1 + +n1 s+n

    = [0 1 n]T

    = [1 2 n]T

    = [T T]T

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    23/106

    Gne (, s)

    = [T T]T

    JS() =||D(, j) G(j) N(, j)||22

    D(, j) G(j) =

    D(, j1)G(j1)

    D(, j2)G(j2)

    D(, jm)G(jm)

    Gne (s) D(s) N(s)

    JS() =m

    i=1

    |D(, ji) G(ji) N(, ji)|2

    JS() =m

    i=1

    (ji)(ji)

    (ji) =D(, ji)G(ji) N(, ji)

    (ji) = (ji)

    = [TT]T

    JS()

    JS() =

    JS0

    JS1

    JSn

    JS1

    JS2

    JSn

    T= 0(2n+1) 1

    t k k = 0, , n

    l

    l= 1, , n

    JSt

    =m

    i=1

    (ji)

    t(ji) + (ji)

    (ji)

    t

    Rn(ji) (ji)

    n

    (ji)

    k l

    (ji)

    k= [ji]

    nk =Rnk(ji)

    (ji)

    l = [ji]nl

    G(ji) =Rnl(ji)G(ji)

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    24/106

    JSk

    =m

    i=1

    [Rnk(ji)(ji) (ji)R

    nk(ji)]

    =

    mi=1

    2Re[Rnk(ji)

    (ji)]

    =m

    i=1

    2Re{Rnk(ji)[D(, ji)G

    (ji) N(, ji)]}

    =m

    i=1

    2Re[Rnk(ji)N(, ji) Rnk(ji)G

    (ji)D(, ji)]

    l

    JS

    l

    =m

    i=1 [Rnl(ji)G(ji)(ji) + (ji)R

    nl(ji)G(ji)]

    =m

    i=1

    2Re[Rnl(ji)G(ji)(ji)]

    =m

    i=1

    2Re{Rnl(ji)G(ji)[D(, ji)G

    (ji) N(, ji)]}

    =m

    i=1

    2Re[Rnl(ji)(ji)D(, ji) Rnl(ji)G(ji)N

    (, ji)]

    (ji) =G(ji)G

    (ji) Re[]

    JSk

    = 0 JSl =

    0

    n

    k

    l

    Q = Y

    Q1 Q2Q3 Q4

    = Y1

    Y2

    Rn = Rn(ji) G = G(ji)

    = (ji) =G(ji)G(ji) Q1, Q2, Q3, Q4 Y1 Y2

    Q1=m

    i=1

    Re

    RnR

    n RnR

    n1 RnR

    0

    Rn1R

    n Rn1R

    n1 Rn1R

    0

    R0Rn R0Rn1 R0R0

    R(n+1) (n+1)

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    25/106

    Q2 =m

    i=1Re

    RnR

    n1G RnR

    n2G RnR

    0G

    Rn1R

    n1G Rn1R

    n2G Rn1R

    0G

    R0R

    n1G R0R

    n2G R0R

    0G

    R(n+1) n

    Q3=m

    i=1

    Re

    Rn1R

    nG Rn1R

    n1G Rn1R

    0G

    Rn2R

    nG Rn2R

    n1G Rn2R

    0G

    R0R

    nG R0R

    n1G R0R

    0G

    R

    n (n+1)

    Q4=m

    i=1

    Re

    Rn1Rn1 Rn1Rn2 Rn1R0

    Rn2R

    n1 Rn2R

    n2 Rn2R

    0

    R0R

    n1 R0R

    n2 R0R

    0

    Rn n

    Y1=m

    i=1Re

    RnR

    nG

    Rn1R

    nG

    R0R

    nG

    Rn+1

    Y2=m

    i=1

    Re

    Rn1R

    n

    Rn2R

    n

    R0R

    n

    R

    n

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    26/106

    x(t) = A((t)) x(t) +B((t)) u(t)

    y(t) = C((t)) x(t) +D((t)) u(t)

    A

    B

    C

    D

    (t)

    (t)

    (t) x(t)

    (t) = [Tx (x(t))

    Tp(t)]

    Tx (x(t))

    Tp(t)

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    27/106

    Gi(s) i {0, 1, , v} v

    Gi(s)

    M

    Gi(s)

    Gi(s) =bi0s

    n +bi1sn1 + +bi(n1)s+bin

    sn +ai1sn1 + +ai(n1)s+ain

    aij bi R j {1, 2 , n} {0, 1 , n}

    Gi(s)

    i

    yi(t) = yi(t) +yN i

    ui(t) = ui(t) +uN i

    yN i uN i R i

    Gi(s) y(t) u(t)

    y(t)

    u(t)

    Gi(s) Gi(s)

    Yi(s) = L[yi(t)]

    Yi(s) = L[yi(t) +yN i]

    Yi(s) = Yi(s) +yN i

    s

    Ui(s) =Ui(s) +

    uNis

    Gi(s) = Yi(s)

    Ui(s)=

    Yi(s) + yNi

    s

    Ui(s) + uNis=

    s Yi(s) +yN i

    s Ui(s) +uN i

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    28/106

    yN i = bi(n+1) uN i = ai(n+1)

    Gi(s) =bi0s

    n+1 +bi1sn + +bins+bi(n+1)

    sn+1 +ai1sn + +ains+ai(n+1)

    j {0, 1, , (n+ 1)}

    aj = [a1j a2j avj ]T

    bj = [b0j b1j bvj ]T

    j = [1j 2j vj ]T

    ai bi

    G(s, ) =b0()s

    n+1 +b1()sn + +bn()s+bn+1()

    sn+1

    +a1()sn

    + +an()s+an+1()

    G(s, )

    G

    G(s, )

    A() B()

    C() D()

    C()[sI A()]1B() +D()

    x(t)y(t)

    = A() B()C() D()

    x(t)u(t)

    ai() bi()

    f() =0

    p + 1p1 + + p p N

    p

    aj =

    p1 p11 1

    p2 p12 1

    1

    pk p1k 1

    0

    1

    p

    =Xj

    bj

    bj =

    p1 p11 1

    p2 p12 1

    1

    pk p

    1k 1

    0

    1

    p

    =Xj

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    29/106

    ai bj

    M(q, ) =B(q, )

    A(q, )=

    b0() +b1() q1 + +bnb() q

    nb

    1 +a1() q1 + +ana() qna

    q1

    n= na +nb+ 1

    ai()

    bj() i [0, 1, , na] j [0, 1, , nb] ai

    bj

    ai() = a1

    i

    +a2i

    + +aNi

    N1

    bj() = b1j +b

    2j + +b

    Nj

    N1

    M(q, )

    aki b

    lj

    k, l [1, 2, , N]

    a11 a21 a

    N1

    a12 a22 a

    N2

    a1na a2na a

    Nna

    b10 b20 b

    N0

    b1nb b2nb b

    Nnb

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    30/106

    k k k

    yk1

    ykna

    uk

    uknb

    [1 k 2k

    N1k ]

    k =(k)

    A

    B

    < A, B >=tra o(A B) =tra

    o(B A)

    A

    A

    yk =< , k >

    J=J() = 1

    T

    Tk=0

    E{(k, )2}

    (k, ) =yk< , k >

    k k

    = k k1=1

    2 g(k1)

    g(k1)

    g() =dJ()

    d

    J() =(k, )2

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    31/106

    k+1 = k+1 1

    2

    d

    d

    (k, )2

    =k

    (k, ) =yk< , k >=yk (Tk) d

    dX

    (XTB) =B

    1

    2

    d

    d(2) = (

    d

    d(yk (

    Tk)))

    = (k)

    =k

    k = k k

    k = yk< k, k >=yk

    k k

    k+1 = k+ k k

    0

    k

    k uk yk

    ai() bj (

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    32/106

    T

    1/T

    y(kT)

    k

    y(k)

    yk T

    x(t) = limt0

    x(t+ t) x(t)t

    T 0 x(t)

    T

    x(k)=x(k+ 1) x(k)

    T

    A(q) y(k) = B(q)

    F(q)u(k) +

    C(q)

    D(q)v(k)

    y(k) = B(q)

    F(q)A(q)u(k) +

    C(q)

    D(q)A(q)v(k)

    y(k) = H(q) u(k) +G(q) v(k)

    q1

    y(k)q1 =y(k 1) v(k)

    A(q)

    B(q)

    C(q)

    D(q)

    F(q)

    A(q) = 1 a1 q1 any q

    ny

    B(q) = 1 b1 q1 bnu q

    nu

    C(q) = 1 c1 q1 cnv q

    nv

    D(q) = 1 d1 q1 dnd q

    nd

    F(q) = 1 f1 q1 fnf q

    nf

    H(q)

    G(q)

    H(q) q = z

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    33/106

    Z

    h(k)

    H(z)

    H(q)

    q1

    z1

    C(q) =D(q) =F(q) = 1

    A(q) y(k) = B(q) u(k) +v(k)y(k) =

    B(q)

    A(q)u(k) +

    1

    A(q)v(k)

    H(q) = B(q)A(q)

    G(q) = 1

    A(q)

    p

    q

    y(k) = A1y(k 1) +A2y(k 2) + +Anyy(k ny) +

    B1u(k 1) +B2u(k 2) + +Bnuu(k nu) + e(k)

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    34/106

    Ai R

    p p

    Bi Rp r

    y(k) = [y1(k) y2(k) yp(k)]T

    u(k) = [u1(k) u2(k) ur(k)]T

    e(k) = [e1(k) e2(k) ep(k)]T

    A(q) = I A1 q1 Any q

    ny

    B(q) = B1 q1 + +Bnu q

    nu

    y1(k)

    y2(k)

    =

    0, 4 1, 2

    0, 3 0, 7

    y1(k 1)

    y2(k 1)

    +

    0, 35 0, 3

    0, 4 0, 5

    y1(k 2)

    y2(k 2)

    +

    1 0

    0 1

    u1(k 1)

    u2(k 1)

    y(k) = T (k 1) + e(k)

    = [A1 A2 Any B1 B2 Bnu]T

    (k 1) = [yT(k 1) yT(k 2) yT(k ny)

    uT(k 1) uT(k 2) uT(k nu)]T

    k

    xk+1 = Ak xk+Bk uk

    yk = Ck xk+Dk uk

    a

    yk =a1k yk1 a2k yk2 + b0k uk + b1k uk1 + b2k uk2

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    35/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    36/106

    Ak1 Bk1

    xk = a1k 1

    a2(k+1) 0 Ak1

    x1(k1)

    a2k yk

    2+b2k uk

    2 xk1

    + b1k a1k b0(k1)

    b2(k+1) a2(k+1) b0(k

    1) Bk1

    uk1

    a

    Ak =

    a1(k+1) 1

    a2(k+2) 0

    Bk = b1(k+1) a1(k+1) b0(k)

    b2(k+2) a2(k+2) b0(k)

    Ck = [1 0]

    Dk = b0k

    n

    Ak =

    a1(k+1) 1 0 0

    a2(k+2) 0 1 0

    an(k+n1) 0 0 1

    an(k+n) 0 0 0

    Bk =

    b1(k+1) a1(k+1) b0(k)

    b2(k+2) a2(k+2) b0(k)

    bn(k+n) a2(k+n) b0(k)

    Ck = [1 0 0 0]

    Dk = b0k

    a

    a

    yk =a1k yk1 a2k yk2+b0k uk+b1k uk1+b2k uk2

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    37/106

    k

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    38/106

    k= 3

    y3 = [1 0]

    a13[b12 u1 a12 b01 u1] +b23 u1 a23 b01 u1+b13 u2 a13 b02 u2

    a24[b12 u1 a12 b01 u1] +b24 u2 a24 b02 u2

    +b03 u3y3 = a13 [b12 u1 a12 b01 u1] +b23 u1 a23 b01 u1+b13 u2 a13 b02 u2+ b03u3

    y3 = a13 [a12 b01 u1+b02 u2+b12 u1] y2

    a23 b01 u1 y1

    +b03u3+b13 u2+b23 u1

    y3 = a13 y2 a23 y1+b03u3+b13 u2+b23 u1

    Ak Bk Ck Dk k+1 k+2 k+n

    n

    y= f(x)

    N

    x

    y1 = f(x1)

    y2 = f(x2)

    =

    yN = f(xN)

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    39/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    40/106

    y=X

    X Rn n i i X i

    n i R

    n

    xi R

    y

    x

    1 x

    2

    xn

    X

    X

    =X1y

    n= N N >> n

    X RN n

    N > n

    X RN n y RN 1 Rn 1 X

    XT

    XTy=XTX

    XTy Rn 1

    XTX Rn n

    XTX

    = [XTX]1XTy

    [XTX]1XT

    y

    y=

    T +

    N > n

    y=X +

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    41/106

    J=N

    i=1 (i)2 =T= || ||2

    J

    y

    J

    J = (y X)T(y X)

    = yTy yTX T

    XTy +T

    XTX

    J

    J

    = 0

    J

    = (yTX)T XTy + (XTX+XTX)

    = (XTy) XTy + 2XTX

    = 2(XTy) + 2XTX

    2(XTy) + 2XTX = 0

    = [XTX]1 XTy

    J 2J

    2 = 2XTX >0

    2XTX

    u(t)

    y(t)

    e(t)

    yk =a1 yk1 a2 yk2 ana ykna+ b0 uk+ b1 uk 1 + + bnb uknb

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    42/106

    ai bj i {1, 2, , na} j {0, 1, 2, , nb}

    uk yk

    Tk = [yk1 yk2 ykna uk uk1 uknb]

    T = [a1 a2 ana b0 b1 bnb]

    k R

    (na+nb+1) 1

    R(na+nb+1) 1

    yk =Tk +ek

    N

    ai bj

    y0

    y1

    yN1

    =

    T0

    T1

    TN1

    +

    e0

    e1

    eN1

    Y = + e

    J=N

    k=1

    (yk Tk )

    2

    X

    (XTX)

    X

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    43/106

    X Rn n

    X= B

    B Rn 1

    I Rn n

    B

    B

    B

    A= X|B Rn (n+1)

    i

    n

    i

    k

    aki

    i

    aii

    k= 1

    n

    k=i akj

    akj aij

    A = I|

    X

    B

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    44/106

    G

    u

    y

    uk yk k {1, 2, , m} m

    yk

    yk =a1 yk1 a2 yk2 an ykn + b0 uk + b1 uk1 + + bn ukn

    ai bj i {1, , n} j {0, 1, , n}

    G

    G

    ai

    bj

    k

    yk =a1kyk1 a2k yk2 ank ykn + b0k uk + b1kuk1 + + bnk ukn

    k

    k

    k+ 1

    G

    [min, max]

    ai bj

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    45/106

    aik bjk

    aik =i0+i1 k1+ +iN Nk1

    bjk =j0+j1 k1+ +jN Nk1

    i j [0, , N] N

    G

    i

    j

    uk

    k

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    46/106

    y

    G

    y G

    y

    y

    J= 1

    m

    m

    k=1

    (yk yk)2

    aik bjk

    yk =

    ni=1

    yki aik+

    nj=0

    ukj bjk

    yk = n

    i=1

    yki (i0+i1 k1+ +iN Nk1) +

    nj=0

    ukj (j0+j1 k1+ +jN Nk1)

    i i

    yk =

    ni=1

    yki [ 1 k1 Nk1 ] [i0 i1 iN]T +

    nj=0

    ukj [ 1 k1 Nk1 ] [j0 j1 jN]

    T

    i [1, 2, , n]

    Tik yki [ 1 k1 Nk1 ]

    i [i0 i1 iN]T

    j [0, 1, , n]

    T(j+n+1)k ukj [ 1 k1 Nk1 ]

    (j+n+1) [j0 j1 jN]T

    Tk = [ T1k

    T2k

    T(2n+1)k ]

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    47/106

    =

    1

    2

    2n+1

    yk = Tk

    k k yk1 yk2

    ykn uk ukn k1

    i j G

    J= 1

    m

    mk=1

    (yk Tk )

    2

    m

    Y

    =

    T1

    T2

    Tm

    Y =

    y1

    y2

    ym

    Y =

    Y m 1

    m (2n+1)N

    T

    T Y P

    = T Q

    Q (2n+1)N 1 P (2n+1)N (2n+1)N

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    48/106

    G

    p

    yk = a1k yk1 a2k yk2 ank ykn

    +b10k u1k+b

    11k u

    1k1+ +b

    1nk u

    1kn

    +b21k u2k1+b

    21k u

    2k1+ +b

    2nk u

    2kn

    + +

    +bp0k upk+b

    p1k u

    pk1+ +b

    pnk u

    pkn

    yk = n

    i=1

    yki aik+

    pr=1

    nj=0

    urkj brjk

    aik i [1, , n] y

    k

    brjk j [0, , n] r [1, , p]

    y

    ur

    ai brj

    aik = i0+i1 k1+ +iN Nk1

    brjk = r

    j0+r

    j1 k1+ +r

    jN Nk1

    aik b

    rjk

    yk =

    ni=1

    yki (i0+i1 k1+ +iN Nk1) +

    pr=1

    nj=0

    urkj (r

    j0+r

    j1 k1+ +r

    jN Nk1)

    i

    ri

    yk = n

    i=1

    yki [ 1 k1 Nk1 ] [i0 i1 iN]

    T +

    p

    r=1n

    j=0 urkj [ 1 k1 Nk1 ] [rj0 rj1 rjN]T

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    49/106

    i [1, 2, , n]

    Tik yki [ 1 k1 Nk1 ]

    i [i0 i1 iN]T

    j [0, 1, , n] r [1, 2, , p]

    rTjk urkj [ 1 k1

    Nk1 ]

    rj [r

    j0 r

    j1 r

    jN]T

    T1k [T1k

    T2k

    Tnk ]

    T2k [1T0k

    1T1k

    1Tnk ]

    T3k [2

    T0k 2

    T1k 2

    Tnk ]

    T(p+1)k [pT0k

    pT1k

    pTnk ]

    1 [T1

    T2

    Tn ]

    T

    2 [1T

    0 1T

    1 1T

    n ]T

    3 [2T0

    2T1

    2Tn ]

    T

    p+1 [pT0

    pT1

    pTn ]

    T

    Tk [T1k

    T2k

    T(p+1)k]

    1

    2

    p+1

    yk = Tk

    Tk

    1 N[n(p+1)+p]

    N[n(p+1)+p] 1

    p= 1

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    50/106

    u

    y

    G i j

    i

    rj

    vk

    wk

    (i)k+1=

    (i)k +w

    (i)k

    yk+a1k yk1+ +ank ykn=b1k uk1+ +bmk ukm+vk

    {w

    (i)k } vk

    {w

    (i)k } {w

    (j)k }

    i=j

    k+1 = IN(2n+1) N(2n+1)

    F

    k+wk

    yk = Tk

    HTk

    k+vk

    F =I

    HTk

    xk = Fk1 xk1

    Pp(k) = Fk1 Pe(k1) FT

    k1+Qk1

    Kf(k) = Pp(k) HTk [Hk Pp(k) H

    Tk +Rk]

    1

    xk = xk+Kf(k)[yk Hk xk]

    Pe(k) = [I Kf(k) Hk] Pp(k)

    x

    x

    Pp

    Pe Q

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    51/106

    R

    Kf

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    52/106

    yk

    n

    n

    na

    nb

    na nb

    yk

    uk

    D= 0

    JId JV al

    a

    na nb1

    nb2

    b0

    a

    JId

    JV al

    na nb1 nb2 N b0 JId

    m1 13

    13

    m2 16

    16

    T

    T

    uk =cu yk =cy k =c k T

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    53/106

    u

    y

    n

    n

    t1 t2 t3 tn y y1 y2

    yn u u1 u2 un 1 2 n

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    54/106

    t1 y1 u1 1

    G1

    G1 y1

    G2 t2

    y1

    T y2T

    T

    y1 y2

    Gn

    y1 y2 yn1 yn

    na

    nb

    N

    k

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    55/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    56/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    57/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    58/106

    y=

    1 0

    0 1

    x1

    x2

    +

    0

    0

    F

    k= cos(x)

    =x(t)

    m = 1Kg

    b = 1Ns/m

    k = sen(x)

    3

    10

    m

    k= cos(x)

    JId

    JV al

    JId JV al

    a

    na nb N b0 JId JV al

    k = cos(x)

    8

    5

    8 6

    k= sen(x)

    10

    3

    9 6

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    59/106

    JId JV al

    m

    k = cos(x)

    na nb N b0 JId JV al

    5

    7

    3

    8 5

    m

    k=cos(x)

    m

    k=cos(x)

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    60/106

    a

    k= cos(x)

    m

    k=cos(x)

    m k= cos(x)

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    61/106

    m

    k= sen(x)

    m

    k= sen(x)

    a

    k = sen(x)

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    62/106

    m

    k= sen(x)

    m

    k= sen(x)

    F1 F2

    m1

    m1 xm1=F1+Fk2+Fb2 Fk1 Fb1

    Fk1 = k1 xm1

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    63/106

    a

    Fk2 = k2 (xm2 xm1)

    Fb1 = b1 xm1

    Fb2 = b2 (xm2 x1)

    m1 xm1 = F1+k2(xm2 xm1) +b2(xm2 xm1) k1 xm1 b1 xm1

    xm1 = 1

    m1[F1+k2(xm2 xm1) +b2(xm2 xm1) k1 xm1 b1 xm1]

    m2

    m2 xm2 = F2 Fk2 Fb2

    m2 xm2 = F2 k2(xm2 xm1) b2(xm2 xm1)

    xm2 = 1

    m2[F2 k2(xm2 xm1) b2(xm2 xm1)]

    x1 = xm1 x1 = xm1=x2

    x2 = xm1 x2 = xm1

    x3 = xm2 x3 = xm2=x4

    x4 = xm2 x4 = xm2

    x1

    x2

    x3

    x4

    =

    0 1 0 0

    k1+k2m1

    b1+b2m1

    k2m1

    b2m1

    0 0 0 1

    k2m2

    b2m2

    k2m2

    b2m2

    x1

    x2

    x3

    x4

    +

    0 0

    1m1

    0

    0 0

    0 1m2

    F1

    F2

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    64/106

    m1 m2

    y=

    1 0 0 0

    0 1 0 0

    0 0 1 00 0 0 1

    x1

    x2

    x3

    x4

    +

    0 0

    0 0

    0 00 0

    F1

    F2

    k1 m1

    k1 = cos(xm1) = cos(x1)

    m1 =

    m2= 3Kg

    k1 = 1000 cos(x1)N/m

    k2 = 1000N/m

    b1=b2= 1Ns/m

    na nb1 F1 nb2

    F2 N

    xm1 xm2 m1 m2

    vm1 vm2

    9

    16

    JId JV al

    a

    na nb1 nb2 N b0 JId JV alm1

    13

    5

    9 2

    m2 16

    6

    12

    5

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    65/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    66/106

    m1 x1

    m2 x2

    m1

    v1

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    67/106

    m2 v2

    c(t) (t)

    q(t)

    (t)

    q

    =

    Z 1 Z 0

    M 0 M 0

    0 0 0 1

    0 0

    2

    a 2a

    q

    +

    0

    0

    0

    2

    a

    c

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    68/106

    q

    =

    N 0 N 0

    0 1 0 0

    q

    Z Z M M N N

    Z = K M cos() [an 2 +bn || +cn(2 M/3)]

    Z = K M dn cos()

    M = Kq M2 [am

    2 +bm || +cm (7 + 8M/3)]

    M = Kq M2 dm

    N = Kz M2 [an

    2 +bn || +cn (2 M/3)]

    Nz = Kz M2 dn

    (t)

    = 0

    =||

    K = 0, 7 P0180Smvs

    m = 13, 98slugs

    Kz = 0, 7 P0 Smg vs = 1036, 4 p s/s

    Kq = 0, 7 P0180SdIy

    Ax = 0, 7 P0SCam

    an = 0, 000103 3

    d = 0, 75 p s bn = 0, 00945 2

    Iy = 182, 5 slug.p s2

    cn = 0, 1696 1

    Ca = 0, 3 dn = 0, 034 1

    = 0, 7

    am = 0, 000215 3

    a = 150rad/s bm = 0, 0195 2

    cm = 0, 051 1

    g = 32, 2 p

    s/s2

    dm = 0, 206

    1

    P0 = 973, 3 lbs/p s2

    S = 0, 44 p s2

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    69/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    70/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    71/106

    Z Z M M N N

    c

    G(s, )|=0 = b2(0) s

    2 +b3(0) s +b4(0)

    s4 +a1(0) s3 +a2(0) s2 +a3(0) s +a4(0)

    a1() = 2 a Z a2() = a M 2 a Z

    a3() = Z a M 2 a a4() = M a

    b2() = 0

    b3() = Z 2a

    b4() = M 2a

    b2() = N 2a

    b3() = N Z 2a

    b4() = N M 2a

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    72/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    73/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    74/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    75/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    76/106

    BZ

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    77/106

    G(s, t)|t=t0 = b1(t0) s

    2 +b2(t0) s

    s3 +a1(t0) s2 +a2(t0) s+a3(t0)

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    78/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    79/106

    JId

    na nb N b0 JId

    6

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    80/106

    a

    6

    m

    k= cos(x)

    m

    k= sen(x)

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    81/106

    JId JV al

    a

    na nb N b0 JId JV al

    k= cos(x) 5 5

    k= sen(x)

    4

    3

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    82/106

    JId JV al

    na nb N b0 JId JV al

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    83/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    84/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    85/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    86/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    87/106

    m

    u

    y

    yk

    na nb N

    na nb N

    a

    yk uk

    Gn

    n 1

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    88/106

    Y

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    89/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    90/106

    2

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    91/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    92/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    93/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    94/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    95/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    96/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    97/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    98/106

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    99/106

    M

    K=SEN(X)

    m

    k= sen(x)

    10 10 30

    11 11 31

    12 12 32

    13 13 33

    14 14 34

    15 15 35

    16 16 36

    20 20

    21 21

    22 22

    23 23

    24 24

    25 25

    26 26

    M

    K=SEN(X)

    m

    k = sen(x)

    10 40 70

    11 41 71

    12 42 72

    13 43 73

    14 44 74

    15 45 75

    20 50 10

    21 51 11

    22 52 12

    23 53 13

    24 54 14

    25 55 15

    30 60 20

    31 61 21

    32 62 22

    33 63 23

    34 64 24

    35 65 25

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    100/106

    M

    K=C OS(X)

    m

    k= cos(x)

    10 10 40

    11 11 41

    12 12 42

    13 13 43

    14 14 44

    15 15 45

    16 16 46

    20 20 50

    21 21 51

    22 22 52

    23 23 53

    24 24 54

    25 25 55

    26 26 56

    30 30 60

    31 31 61

    32 32 62

    33 33 63

    34 34 64

    35 35 65

    36 36 66

    M

    K=C OS(X)

    m

    k= cos(x)

    10 50 90 20

    11 51 91 21

    12 52 92 22

    13 53 93 23

    14

    54

    94

    24

    15 55 95 25

    16 56 96 26

    17 57 97 27

    18 58 98 28

    19 59 99 29

    110 510 910 210

    20 60 100 30

    21 61 101 31

    22 62 102 32

    23 63 103 33

    24 64 104 34

    25 65 105 35

    26 66 106 36

    27 67 107 37

    28 68 108 38

    29 69 109 39

    210 610 1010 310

    30 70 00 40

    31 71 01 41

    32 72 02 42

    33 73 03 43

    34 74 04 44

    35 75 05 45

    36 76 06 46

    37 77 07 47

    38 78 08 48

    39 79 09 49

    310 710 010 410

    40 80 10

    41 81 11

    42 82 12

    43 83 13

    44 84 14

    45 85 15

    46 86 16

    47 87 17

    48 88 18

    49 89 19

    410 810 110

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    101/106

    M

    K=C OS(X)

    m k=cos(x)

    10 50 90 20

    11 51 91 21

    12 52 92 22

    13 53 93 23

    14 54 94 24

    15 55 95 25

    16 56 96 26

    20 60 100 30

    21 61 101 31

    22 62 102 32

    23 63 103 33

    24 64 104 34

    25 65 105 35

    26 66 106 36

    30 70 00 40

    31 71 01 41

    32 72 02 42

    33 73 03 43

    34 74 04 44

    35 75 05 45

    36 76 06 46

    40 80 10 50

    41 81 11 51

    42 82 12 52

    43 83 13 53

    44 84 14 54

    45 85 15 55

    46 86 16 56

    M

    K=SEN(X)

    m

    k= sen(x)

    10 40 70 100

    11 41 71 101

    12 42 72 102

    13 43 73 103

    14 44 74 104

    15 45 75 105

    20 50 80 10

    21 51 81 11

    22 52 82 12

    23

    53

    83

    13

    24 54 84 14

    25 55 85 15

    30 60 90 20

    31 61 91 21

    32 62 92 22

    33 63 93 23

    34 64 94 24

    35 65 95 25

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    102/106

    M1

    6

    m1 x1

    10 40 2

    20

    11 41 2

    21

    12 42 2

    22

    13 43 2

    23

    14 44 2

    24

    15 45 2

    25

    20 1

    10 2

    30

    21

    1

    11

    2

    31

    22 1

    12 2

    32

    23 1

    13 2

    33

    24 1

    14 2

    34

    25 1

    15 2

    35

    30 2

    10 1

    40

    31 2

    11 1

    41

    32 2

    12 1

    42

    33 2

    13 1

    43

    34 2

    14 1

    44

    35 2

    15 1

    45

    M1 4

    m1 v1

    10 1

    00 1

    50 2

    40

    11 1

    01 1

    51 2

    41

    12 1

    02 1

    52 2

    42

    13 1

    03 1

    53 2

    43

    20 1

    10 2

    00 2

    50

    21 1

    11 2

    01 2

    51

    22 1

    12 2

    02 2

    52

    23 1

    13 2

    03 2

    53

    30 1

    20 2

    10

    31 1

    21 2

    11

    32 122 212

    33 1

    23 2

    13

    40 1

    30 2

    20

    41 1

    31 2

    21

    42 1

    32 2

    22

    43 1

    33 2

    23

    50 1

    40 2

    30

    51 1

    41 2

    31

    52 1

    42 2

    32

    53 1

    43 2

    33

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    103/106

    M2

    m2 x2

    10 1

    00 1

    40 2

    20

    11 1

    01

    1

    41

    2

    21

    12 1

    02 1

    42 2

    22

    20 1

    10 1

    50 2

    30

    21 1

    11 1

    51 2

    31

    22 1

    12 1

    52 2

    32

    30 1

    20 2

    00 2

    40

    31 1

    21 2

    01 2

    41

    32 1

    22 2

    02 2

    42

    40 1

    30 2

    10 2

    50

    41 1

    31 2

    11 2

    51

    42 1

    32 2

    12 2

    52

    M2

    10

    m2 v2 10 40

    2

    10 2

    40

    11 41 2

    11 2

    41

    12 42 2

    12 2

    42

    13 43 2

    13 2

    43

    14 44 2

    14 2

    44

    15 45 2

    15 2

    45

    16 46 2

    16 2

    46

    17 47 2

    17 2

    47

    18 48 2

    18 2

    48

    20 1

    10 2

    20

    21 111 221

    22 1

    12 2

    22

    23 1

    13 2

    23

    24 1

    14 2

    24

    25 1

    15 2

    25

    26 1

    16 2

    26

    27 1

    17 2

    27

    28 1

    18 2

    28

    30 1

    20 2

    30

    31 1

    21 2

    31

    32 1

    22 2

    32

    33 1

    23 2

    33

    34 1

    24 2

    34

    35 1

    25 2

    35

    36 1

    26 2

    36

    37 1

    27 2

    37

    38 1

    28 2

    38

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    104/106

    10 60 30 80

    11 61 31 81

    12 62 32 82

    13 63 33 83

    14 64 34 84

    15 65 35 85

    16 66 36 86

    17 67 37 87

    18 68 38 88

    20 70 40 90

    21 71 41 91

    22 72 42 92

    23 73 43 93

    24 74 44 94

    25 75 45 95

    26 76 46 96

    27 77 47 97

    28 78 48 98

    30 80 50

    31 81 51

    32 82 52

    33 83 53

    34 84 54

    35 85 55

    36 86 56

    37 87 57

    38 88 58

    40 10 60

    41 11 61

    42 12 62

    43 13 63

    44 14 64

    45 15 65

    46 16 66

    47 17 67

    48 18 68

    50 20 70

    51 21 71

    52 22 72

    53 23 73

    54 24 74

    55 25 75

    56 26 76

    57 27 77

    58 28 78

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    105/106

    10 40 70

    11 41 71

    12 42 72

    20 50 10

    21 51 11

    22 52 12

    30 60

    31 61

    32 62

    10 30 00

    11 31 01

    20 40 10

    21 41 11

    10 40 00

    11 41 01

    12 42 02

    13 43 03

    14 44 04

    20 50 10

    21 51 11

    22 52 12

    23 53 13

    24 54 14

    30 60 20

    31 61 21

    32 62 22

    33 63 23

    34 64 24

  • 7/23/2019 Identificaao Linear a Parametros Variantes No Tempo de Sistemas Nao-lineares

    106/106

    10

    30

    00

    11 31 01

    20 40 10

    21 41 11

    10 40 00

    11 41 01

    12 42 02

    13 43 03

    14 44 04

    20 50 10

    21 51 11

    22 52 12

    23 53 13

    24 54 14

    30 60 20

    31 61 21

    32 62 22

    33 63 23

    34 64 24