System identification and Surrogate Modeling
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Transcript of System identification and Surrogate Modeling
Possible System Identification Approaches
PhD Student, Seyed Vahid Moosavi
Professor Ludger Hovestadt14 June 2012
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What is System Identification?
Predict the “Smoke Amount” based on “the building features”
Bridge Displacement
Wind Flow
Stock Market
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Why System Identification?
• System-State Space Modeling• Sensitivity analysis • What-if analysis• System Design Optimization
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System Identification In a Symbolic Form
System(black-Box??)
OrWhite box
Model Input(e.g. load cases)
Some real Phenomenon
(Model Parameters or structure)
(e.g. strain or tension parameters)
Some real observations(e.g. test cases)
Model Output(predicted)
(e.g. vertical displacement of the
bridge)
Error
Threshold(or confidence interval)
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Classic System Identification(We can easily measure any variable of interest)
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And If we can’t measure enough or we want to Design a new system….
We Build a Simulation Model
7Goulet, J.-A., Kripakaran, P., and Smith, I.F.C. (2010). Multimodel structural performance monitoring. Journal of Structural Engineering, 136(10):13091318.
An Example
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So…
A set Partial Differential Equations
(All possible instances of comprehensive models)Finite Element Analysis
Approximated by
A software
e.g. Ansys
We have
AND considerable Amount of Parameters as INPUTs for
FEA
Through
Exhaustive search
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A sample result
Goulet, J.-A., Kripakaran, P., and Smith, I.F.C. (2010). Multimodel structural performance monitoring. Journal of Structural Engineering, 136(10):13091318.
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But…
• Normally these simulations are time consuming.no. of Parameters Np 5 10
No. of possible values for each
parameter
Nc 5 5
Possible models Nmodels= Nc^Np 5^5=3125 5^10=9,765,625Total required
time(Nmodels) X
(time_per_model)
3125 X 10= 31250 mins
=520 Hours21 Days
162,7604 H67,816 Days
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What can we do? What is the State of the art?
(Generalize It!!)Surrogate Models
Meta-modelingResponse Surface Method
• Approximate the input-output of Comprehensive Model (e.g. FE) with a faster approximation using “Statistical approaches”.
Toward a Black-Box Method
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First step results… ( A sample case: Data and explanation by James A. Gulet)
Parameters:1. Plymouth-side support longitudinal stiffness 1E [4, 11] kN/mm2. Saltash-side support longitudinal stiffness 1E [4, 11] kN/mm3. Deck expansion joint longitudinal stiffness 1E [4, 11] kN/mm4. Main-cable initial strain [5E-4, 3E-3] mm/mm 5. Sidespan cable initial strains [5E-4, 3E-3] mm/mm.
The interval of each parameter value is discretized in five parts to generate a hyper-grid containing 3125 (5^5) combination of parameters. The result of this process is an initial model set containing the predicted frequencies and mode shapes for all 3125 model instances.
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Sample data
Candidate
Rejected
• Classic approach is “Time Consuming” even for simplified models• We used a sample of models from FE simulation with their final results.• We trained a Self Organizing Map (SOM) to see the relation bet.
Different parameters values and the result of the FE model
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Map interpretation
Normalized Values of each parameter
Each map is representing the value of one parameter in our FE modelEach dot in the map shows one possible modelThe labels of each dot is either 0 (rejected) or 1 (accepted)
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The effect of first Parameter
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The effect of second Parameter
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The effect of third Parameter
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The effect of fourth Parameter
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The effect of fifth Parameter
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What we got so far
• Faster Model Tuning and sensitivity analysis• Finding the most important parameters (so lower required
time for model generation)• We somehow generalized the behavior of FE models• We can conduct modified sampling method
And Next possible stepsFocusing on Surrogate Models for fast Statistical Models
And Applications in Design-Optimization
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Thanks!