Paper Info
Title
Identification of multiscale spatio-temporal dynamical systems using a wavelet multiresolution analysis
Abstract
In this article, 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 least-squares 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 the measurements are noisy. Numerical examples are provided to demonstrate the application of the proposed new approach.
Year
DOI
Venue
2009
10.1080/00207720902974694
Int. J. Systems Science
Keywords
Field
DocType
multiscale identification,different scale,least-squares algorithm,effective model,conventional spatio-temporal dynamical system,multiscale manner,finer scale,wavelet multiresolution analysis,coarser scale,multiscale system,multiscale spatio-temporal dynamical system,system dynamics,multiresolution analysis,least square
Least squares,Mathematical optimization,Algorithm,Multiresolution analysis,Input/output,Wavelet multiresolution analysis,Dynamical systems theory,System dynamics,Geometry,System identification,Dynamical system,Mathematics
Journal
Volume
Issue
ISSN
40
11
0020-7721
Citations 
PageRank 
References 
1
0.43
9
Authors
3
Name
Order
Citations
PageRank
L. Z. Guo117016.55
S. A. Billings21079.79
Daniel Coca310620.12