1st Edition

Modeling, Identification and Simulation of Dynamical Systems

    This book gives an in-depth introduction to the areas of modeling, identification, simulation, and optimization. These scientific topics play an increasingly dominant part in many engineering areas such as electrotechnology, mechanical engineering, aerospace, and physics. This book represents a unique and concise treatment of the mutual interactions among these topics.
    Techniques for solving general nonlinear optimization problems as they arise in identification and many synthesis and design methods are detailed. The main points in deriving mathematical models via prior knowledge concerning the physics describing a system are emphasized. Several chapters discuss the identification of black-box models. Simulation is introduced as a numerical tool for calculating time responses of almost any mathematical model. The last chapter covers optimization, a generally applicable tool for formulating and solving many engineering problems.

    Introduction
    Modeling
    Introduction
    Model Building Approaches
    Mathematical Models
    Index of a DAE
    Examples
    Bond Graphs
    Comparison Circuits, Bond Graphs, and Block Diagrams
    Examples
    Summary
    References
    Problems
    Black-Box Model Representations
    Introduction
    Discrete-Time Systems
    Impulse Response and Transfer Function
    Disturbances
    Time-Domain Representations
    Frequency-Domain Representations
    Examples: Calculation of Stochastic Quantities
    Summary
    References
    Problems
    Nonparametric Identification
    Time-Domain Identification by Correlation Analysis
    Frequency Response Analysis
    Frequency Response Analysis by the Correlation Method
    Fourier Analysis: The Empirical Transfer Function Estimate
    Persistence of Excitation
    Summary
    References
    Problems
    Parametric Identification
    Prediction Error Methods
    Prediction Models
    Least Squares Method
    Analysis of the Linear LS Estimate
    Convergence and Consistency
    Approximate Identification
    Summary
    References
    Problems
    Identification in Practice
    Experiment Design
    Model Structure Selection
    Model Validation
    Summary
    References
    Problems
    Simulation
    Introduction
    Simulation Tools
    Numerical Solution of Differential Equations
    Conversion from Parallel to Series
    Solving Stiff ODEs and DAEs
    Applications
    Summary
    References
    Problems
    Optimization
    Introduction
    Convergence
    Determination of Step Size si
    Determination of Search Direction di
    Least Squares Problem
    Optimization with Constraints
    Summary
    References
    Problems
    Literature
    Index

    Biography

    P.P.J. van den Bosch, A.C. van der Klauw