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Missing figures of 19/05/2020
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edomora97 committed May 19, 2020
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86 changes: 82 additions & 4 deletions lectures/2020-05-19.tex
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Expand Up @@ -5,7 +5,14 @@ \section{Using Simulation Error Method}
Are there alternative ways to solve gray-box system identification problems?
A commonly (and intuitive) used method is parametric identification approach based on Simulation Error Method (SEM).

\missingfigure{Fig1}
\begin{figure}[H]
\centering
\begin{tikzpicture}[node distance=2cm,auto,>=latex']
\node[int, align=center] at (0,0) (sys) {Model with\\some unknown\\parameters};
\draw[<-] (sys) -- ++(-2,0) node[left] {$u(t)$};
\draw[->] (sys) -- ++(2,0) node[right] {$y(t)$};
\end{tikzpicture}
\end{figure}

\paragraph{Step 1} Collect data from an experiment

Expand Down Expand Up @@ -38,7 +45,25 @@ \section{Using Simulation Error Method}
\item It's intuitive but very computationally demanding.
\end{itemize}

\missingfigure{Fig2}
\begin{figure}[H]
\centering
\begin{tikzpicture}[node distance=2cm,auto,>=latex']
\draw (0,2) rectangle ++(2,2);
\node[align=center] at (1,3) {Model of\\the system};
\node[draw, ellipse, align=center] at (1,0) (m) {Model\\$\mathcal{M}(c)$};
\node[sum] at (4,0) (sum) {};
\node[int] at (4,-1.5) (J) {$J(c)$};

\draw[<-] (m) -- (-1,0) node[left] {$\tilde{F}(t)$};
\draw[->] (m) -- (sum) node[pos=0.8] {+} node[pos=0.5] {$\hat{y}(t)$};
\draw[->] (4,3) -- (sum) node[pos=0.9] {-};
\draw[->] (sum) -- (J) node[pos=0.5, right] {\footnotesize simulation error};
\draw[->] (J) -| (m);

\draw[<-] (0,3) -- (-1,3) node[left] {$\tilde{F}(t)$};
\draw[->] (2,3) -- (5,3) node[right] {$\tilde{y}(t)$};
\end{tikzpicture}
\end{figure}

Can S.E.M. be applied also to B.B. methods?

Expand All @@ -64,7 +89,53 @@ \section{Using Simulation Error Method}

Notice that it's a quadratic formula.

\missingfigure{Fig3}
\begin{figure}[H]
\begin{minipage}[t]{0.5\textwidth}
\centering
\begin{tikzpicture}[node distance=2.5cm,auto,>=latex']
\node[int] at (1,1) (zu) {$z^{-1}$};
\node[int] at (1,3.5) (zy) {$z^{-1}$};

\node at (0,2) (u) {$\tilde{u}(t)$};
\node at (0,4.5) (y) {$\tilde{y}(t)$};

\node[int,minimum height=5cm,minimum width=1.5cm,align=center] at (3.5,2.5) (sys) {Linear\\function\\of $\theta$};

\draw[->] (zu) -- (zu-|sys.west) node[pos=0.5] {$\scriptstyle\tilde{u}(t-1)$};
\draw[->] (u) -- (u-|sys.west);
\draw[->] (1,2) -- (zu);
\draw[->] (zy) -- (zy-|sys.west) node[pos=0.5] {$\scriptstyle\tilde{y}(t-1)$};
\draw[->] (y) -- (y-|sys.west);
\draw[->] (1,4.5) -- (zy);
\draw[->] (sys) -- ++(2,0) node[above] {$\scriptstyle\hat{y}(t|t-1)$};
\end{tikzpicture}
\caption*{P.E.M.}
\end{minipage}
\begin{minipage}[t]{0.4\textwidth}
\centering
\begin{tikzpicture}[node distance=2.5cm,auto,>=latex']
\node[int] at (1,1) (zu) {$z^{-1}$};
\node[int] at (1,3) (zy) {$z^{-1}$};
\node[int] at (1,4.5) (zy2) {$z^{-1}$};

\node at (0,2) (u) {$\tilde{u}(t)$};

\node[int,minimum height=5cm,minimum width=1.5cm,align=center] at (3.5,2.5) (sys) {Linear\\function\\of $\theta$};

\draw[->] (zu) -- (zu-|sys.west) node[pos=0.5] {$\scriptstyle\tilde{u}(t-1)$};
\draw[->] (u) -- (u-|sys.west);
\draw[->] (1,2) -- (zu);

\draw[->] (zy) -- (zy-|sys.west) node[pos=0.5] {$\scriptstyle\hat{y}(t-2)$};
\draw[->] (zy2) -- (zy2-|sys.west) node[pos=0.5] {$\scriptstyle\hat{y}(t-1)$};
\draw[->] (zy2) -- (zy);
\draw[->] (4.8,2.5) -- (4.8,5.5) -- (1,5.5) -- (zy2);

\draw[->] (sys) -- ++(2,0) node[above] {$\scriptstyle\hat{y}(t|t-1)$};
\end{tikzpicture}
\caption*{S.E.M.}
\end{minipage}
\end{figure}

Using S.E.M.
\[
Expand Down Expand Up @@ -110,7 +181,14 @@ \section{Using Simulation Error Method}
\section{Conclusion}

Summary of system identification methods for I/O systems
\missingfigure{Fig4}
\begin{figure}[H]
\centering
\begin{tikzpicture}[node distance=2cm,auto,>=latex']
\node[int, dashed border, minimum width=1.5cm, minimum height=1.5cm] at (0,0) (sys) {};
\draw[<-] (sys) -- ++(-1.5,0) node[left] {$u(t)$};
\draw[->] (sys) -- ++(1.5,0) node[right] {$y(t)$};
\end{tikzpicture}
\end{figure}

\begin{itemize}
\item Collect a dataset for training (if needed)
Expand Down

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