scholarly journals Non-Linear Black Box Models in System Identification

1997 ◽  
Vol 30 (9) ◽  
pp. 1-12 ◽  
Author(s):  
Lennart Ljung
2004 ◽  
Vol 37 (13) ◽  
pp. 399-404 ◽  
Author(s):  
Lennart Ljung ◽  
Qinghua Zhang ◽  
Peter Lindskog ◽  
Anatoli Juditski

1997 ◽  
Vol 36 (6-7) ◽  
pp. 229-237 ◽  
Author(s):  
G. C. Premier ◽  
R. Dinsdale ◽  
A. J. Guwy ◽  
F. R. Hawkes ◽  
D. L. Hawkes ◽  
...  

Models of the anaerobic digestion process which predict digester behaviour sufficiently accurately could be used in process control. Although the process is generally considered to be non-linear, it could possibly be represented by an adaptive linear model, where the model adapts rapidly enough to represent the process at differing operating conditions and times in its operating life. Simple linear black box models of low order were investigated, predicting over a limited horizon and relying on current and recent data values to refine the prediction. Independent black box ARX models were identified for gas production rate, % CO2, bicarbonate alkalinity and Total Organic Carbon using on-line data from a fluidised bed reactor at varying organic load. Model predictions looked ahead one sample step (30 minutes) and when validated using data obtained in a different time period (separated by 4-8 weeks) gave significant predictions in each case. All the models consisted of only second or third order polynomials. The non-linear nature of the process was found to have little effect over the operating conditions investigated. Also the variation of the process within a 4-8 week period was not sufficient to cause the models to predict badly.


Automatica ◽  
1995 ◽  
Vol 31 (12) ◽  
pp. 1725-1750 ◽  
Author(s):  
Anatoli Juditsky ◽  
Håkan Hjalmarsson ◽  
Albert Benveniste ◽  
Bernard Delyon ◽  
Lennart Ljung ◽  
...  

Energies ◽  
2020 ◽  
Vol 13 (24) ◽  
pp. 6749
Author(s):  
Reda El Bechari ◽  
Stéphane Brisset ◽  
Stéphane Clénet ◽  
Frédéric Guyomarch ◽  
Jean Claude Mipo

Metamodels proved to be a very efficient strategy for optimizing expensive black-box models, e.g., Finite Element simulation for electromagnetic devices. It enables the reduction of the computational burden for optimization purposes. However, the conventional approach of using metamodels presents limitations such as the cost of metamodel fitting and infill criteria problem-solving. This paper proposes a new algorithm that combines metamodels with a branch and bound (B&B) strategy. However, the efficiency of the B&B algorithm relies on the estimation of the bounds; therefore, we investigated the prediction error given by metamodels to predict the bounds. This combination leads to high fidelity global solutions. We propose a comparison protocol to assess the approach’s performances with respect to those of other algorithms of different categories. Then, two electromagnetic optimization benchmarks are treated. This paper gives practical insights into algorithms that can be used when optimizing electromagnetic devices.


We provide a framework for investment managers to create dynamic pretrade models. The approach helps market participants shed light on vendor black-box models that often do not provide any transparency into the model’s functional form or working mechanics. In addition, this allows portfolio managers to create consensus estimates based on their own expectations, such as forecasted liquidity and volatility, and to incorporate firm proprietary alpha estimates into the solution. These techniques allow managers to reduce overdependency on any one black-box model, incorporate costs into the stock selection and portfolio optimization phase of the investment cycle, and perform “what-if” and sensitivity analyses without the risk of information leakage to any outside party or vendor.


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