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Multiscale identification of spatio-temporal dynamical systems using a wavelet multiresolution analysis

Guo, L.Z., Billings, S.A. and Coca, D. (2007) Multiscale identification of spatio-temporal dynamical systems using a wavelet multiresolution analysis. Research Report. ACSE Research Report no. 947 . Automatic Control and Systems Engineering, University of Sheffield

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Abstract

In this paper, a new algorithm for the multiscale identification of spatio-temporal dynamical systems is derived. It is shown that the input and output observations can be represented in a multiscale manner based on a wavelet multiresolution analysis. The system dynamics at some specific scale of interest can then be identified using an orthogonal forward leastsquares algorithm. This model can then be converted between different scales to produce predictions of the system outputs at different scales. The method can be applied to both multiscale and conventional spatio-temporal dynamical systems. For multiscale systems, the method can generate a parsimonious and effective model at a coarser scale while considering the effects from finer scales. Additionally, the proposed method can be used to improve the performance of the identification when measurements are noisy. Numerical examples are provided to demonstrate the application of the proposed new approach.

Item Type: Monograph (Research Report)
Copyright, Publisher and Additional Information: The Department of Automatic Control and Systems Engineering research reports offer a forum for the research output of the academic staff and research students of the Department at the University of Sheffield. Papers are reviewed for quality and presentation by a departmental editor. However, the contents and opinions expressed remain the responsibility of the authors. Some papers in the series may have been subsequently published elsewhere and you are advised to cite the later published version in these instances.
Keywords: Multiscale identification, spatio-temporal system, orthogonal least squares algorithm, multiresolution analysis
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Engineering (Sheffield) > Department of Automatic Control and Systems Engineering (Sheffield) > ACSE Research Reports
Depositing User: Miss Anthea Tucker
Date Deposited: 11 Oct 2012 13:52
Last Modified: 09 Jun 2014 04:48
Status: Published
Publisher: Automatic Control and Systems Engineering, University of Sheffield
URI: http://eprints.whiterose.ac.uk/id/eprint/74606

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