为LPV状态空间模型提供不确定性量化,提升控制可靠性。
Learning Surrogate LPV State-Space Models with Uncertainty Quantification
- 基于贝叶斯方法联合估计LPV模型与调度函数
- 同时捕捉测量噪声和数据不足带来的不确定性
- 适合需要可靠建模的控制系统设计与验证
线性参数可变(LPV)框架能够构建复杂非线性高维系统的代理模型,支持高效稳定性分析与控制器设计。尽管数据驱动的LPV建模已有显著进展,现有方法无法量化所获模型的不确定性,导致评估模型可靠性或检测训练范围外运行需大量验证和专家经验。本文提出一种贝叶斯方法,联合估计LPV状态空间模型及其调度函数,直接从输入输出数据中获得模型不确定性表征及预测响应的置信区间。同时考虑由测量噪声引起的随机不确定性(aleatoric)和由训练数据有限及结构偏差引起的认知不确定性(epistemic)。所得模型保持控制器综合所需的LPV结构,支持计算高效的仿真与不确定性传播。在二维质量-弹簧-阻尼系统非线性互联的代理建模任务上进行了验证。
原文摘要 · Abstract (English)
The Linear Parameter-Varying (LPV) framework enables the construction of surrogate models of complex nonlinear and high-dimensional systems, facilitating efficient stability and performance analysis together with controller design. Despite significant advances in data-driven LPV modelling, existing approaches do not quantify the uncertainty of the obtained LPV models. Consequently, assessing model reliability for analysis and control or detecting operation outside the training regime requires extensive validation and user expertise. This paper proposes a Bayesian approach for the joint estimation of LPV state-space models together with their scheduling, providing a characterization of model uncertainty and confidence bounds on the predicted model response directly from input-output data. Both aleatoric uncertainty due to measurement noise and epistemic uncertainty arising from limited training data and structural bias are considered. The resulting model preserves the LPV structure required for controller synthesis while enabling computationally efficient simulation and uncertainty propagation. The approach is demonstrated on the surrogate modelling of a two-dimensional nonlinear interconnection of mass-spring-damper systems.
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