System Identification of Static Nonlinear Elements: A Unified Approach of Active Learning, Over-fit Avoidance, and Model Structure Determination
Systems containing linear ﬁrst-order dynamics and static nonlinear elements (i.e., nonlinear elements whose outputs depend only on the present value of inputs) are often encountered; for example, certain automobile engine subsystems. Therefore, system identiﬁcation of static nonlinear elements becomes a crucial component that underpins the success of the overall identiﬁcation of such dynamical systems. In relation to identifying such systems, we are often required to identify models in differential equation form, and consequently, we are required to describe static nonlinear elements in the form of functions in time domain. Identiﬁcation of such functions describing static elements is often a black-box identiﬁcation exercise; although the inputs and outputs are known, correct mathematical models describing the static nonlinear elements may be unknown. Therefore, with the aim of obtaining computationally efﬁcient models, calibrating polynomial models for such static elements is often attempted. With that approach comes several issues, such as long time requirements to collect adequate amounts of measurements to calibrate models, having to test different models to pick the best one, and having to avoid models over-ﬁtting to noisy measurements. Given that premise, this paper proposes an approach to tackle some of those issues. The approach involves collecting measurements based on an uncertainty-driven Active Learning scheme to reduce time spent on measurements, and simultaneously ﬁtting smooth models using Gaussian Process (GP) regression to avoid over-ﬁtting, and subsequently picking best ﬁtting polynomial models using GP-regressed smooth models. The principles for the single-input-single-output (SISO) static nonlinear element case are demonstrated in this paper through simulation. These principles can easily be extended to MISO systems.