Time-Varying Parameter Estimation Using Lyapunov Functions

Resolve Bottlenecks,
Find Innovative Solutions
Generate Solutions

Solution Overview

Problem

Conventional techniques for estimating parameters of nonlinear systems are limited to constant parameters and struggle with dynamic parameters and uncertainty, requiring full simulations for each optimization iteration and failing to accurately model time-varying systems.

Innovation Solution

A computer-implemented method that estimates time-varying parameters of nonlinear systems using input data, including desired states and derivatives, an approximate state, and a Lyapunov function to generate and update parameters iteratively, allowing for improved matching of simulated and experimental data.

Engineering Contradictions & Design Principles

VSEngineering Contradiction Analysis

1Measurement precision

If conventional optimization algorithms are used to estimate parameters, then the objective function can be minimized to match experimental data, but full simulation must be performed for every optimization iteration which is computationally expensive

Engineering Contradiction:
Improveparameter estimation accuracyVSAvoidcomputation time
Core Design Contradiction:
Measurement precisionVSLoss of time

Solution Approach 1:

The patent segments the parameter estimation problem into two distinct parts: (1) an offline phase where a reduced-order model is pre-computed and stored, and (2) an online phase where the pre-computed model is used for rapid parameter estimation. This segmentation allows the computationally intensive simulation work to be done once offline, while online estimation uses the lightweight pre-computed model, thereby resolving the contradiction between accuracy and computation time.

Inventive Principle:
Principle #1Segmentation

Solution Approach 2:

The patent performs preliminary action by pre-computing and storing the reduced-order model characteristics (such as state transition matrices and observation matrices) before the actual parameter estimation task. This preliminary computation enables the online estimation algorithm to operate efficiently without performing full simulations, thus reducing computation time while maintaining estimation accuracy.

Inventive Principle:
Principle #10Preliminary action

2Adaptability or versatility

If conventional techniques are used, then constant parameters can be estimated, but the techniques are incapable of properly estimating dynamic time-varying parameters

Engineering Contradiction:
Improveparameter type coverageVSAvoidtime-varying parameter estimation accuracy
Core Design Contradiction:
Adaptability or versatilityVSMeasurement precision

Solution Approach 1:

The patent applies dynamics by formulating the parameter estimation problem to handle time-varying parameters directly. The reduced-order model and estimation algorithm are designed to accommodate parameters that change over time, using recursive least squares or similar adaptive methods that can track parameter variations. This enables the system to estimate dynamic parameters accurately while maintaining adaptability to different parameter types.

Inventive Principle:
Principle #15Dynamics

3Reliability

If conventional optimization techniques are used, then parameter estimation can be performed, but uncertainty in the nonlinear system model cannot be properly dealt with

Engineering Contradiction:
Improvemodel robustnessVSAvoidparameter estimation accuracy
Core Design Contradiction:
ReliabilityVSMeasurement precision

Solution Approach 1:

The patent incorporates feedback mechanisms where the estimation algorithm continuously monitors the difference between model predictions and actual measurements, and uses this feedback to update parameter estimates. The reduced-order model provides real-time state predictions that are compared with measurements, and the estimation algorithm adjusts parameters based on this feedback loop. This feedback structure enables the system to handle model uncertainty by adapting to actual system behavior, thereby improving both reliability and accuracy.

Inventive Principle:
Principle #23Feedback

Data Source

PatentUS8700686B1Robust estimation of time varying parameters
Publication Date: 2014.04.15 MATHWORKS INC
  • US8700686B1 patent drawing
  • US8700686B1 patent drawing
  • US8700686B1 patent drawing

AI summary

A computer-implemented method for estimating a time-varying parameter of a nonlinear system includes receiving input data for the nonlinear system, the input data including a desired state and a desired state derivative of the nonlinear system for a number of time points, generating for one of the plurality of time points an approximate time-varying parameter based on at least the desired state, the desired state derivative, an approximate state of the nonlinear system, and a Lyapunov function, and providing the approximate time-varying parameter for the one of the plurality of time points.