METHOD FOR IDENTIFICATION OF NONLINEAR NONAUTONOMOUS DYNAMICAL SYSTEM
09.06.2025 21:32
[1. Інформаційні системи і технології]
Автор: Viktor Gorodetskyi, PhD National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute",
Kyiv, Ukraine; Mykola Osadchuk, PhD National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute", Kyiv, Ukraine
Identification of ordinary differential equation (ODE) system from time series of its variables is actual in many fields of science and engineering. This problem becomes more complex for nonautonomous ODE systems, which are depending not only on constant coefficients, but also depending on variable input actions. It was noted in [1] that the identification of a nonautonomous ODE system in most cases requires simultaneous knowledge of the time series of input actions as well as observed variables of the system.
Consider ODE system, which have variables ,

and all of them are observable. ODE system have polynomial right-hand sides of equations with

constant coefficients

-1 in each equation. Some constant coefficients

(one or several) are replaced with unknown time series of input actions

.
The aim of the research is to develop nonautonomous ODE system identification method, which can identify structure of system's equations, numerical values of constant coefficients

and time series of unknown input actions

from time series of observable variables

. It is assumed, that rate of change for unknown input actions

is lower comparing to rate of change for observable variables

.
To solve the problem under consideration, a nonautonomous ODE system identification method was proposed in [2], which is based on idea from [3]. Let time series

have a time duration

. Let also a section (a "window") of length

, starting from a certain time

, with

is selected from the time series. Let some well-known method for identifying an autonomous ODE system, for example, a least squares method (LSM), is applied within the window. As a result, the constant coefficients values

will be obtained, which are related to the window position

. When start of the window is shifted to position

, a constant coefficients values

will be obtained and so on. Thus, repeating of window shifting and an autonomous ODE system identification allow to obtain time series

. Article [2] demonstrate, that correct result of identification of input actions

should be shifted in time

on some unknown time

. The analytic study of system with additive input action, where

, show that time shift is

. This means that the result of autonomous system identification

should be positioned at the middle of the window. Basing on the significance [4] values and analysis of graphs

, it is possible to determine, which coefficients of unknown ODE system are zero, which are constants

and which are input actions

.
The proposed method was used for identification of several nonlinear ODE systems with

observable variables. For a system with additive input action, where

, a structure of equations was identified, a numerical values of constant coefficients

were determined and time series of input action

was identified. For a system with multiplicative input action, where

, an identification was performed and a relation

, which was analytically obtained, was experimentally confirmed. For a system with two input actions, where

, time series of input actions

were identified simultaneously. For an ODE system, in which all 6 constant coefficients

were replaced with input actions

, time series of all input actions were identified.
The proposed method allows to identify a nonautonomous ODE system with unknown input actions, which have low rate of change. Unlike [3], this method allows to identify not only time series of input actions, but also a structure of equations and numerical values of constant coefficients in the system. Method can be generalized by using of identification methods, other that LSM, within the window. Another way to generalize the proposed method is to use it for identification of nonautonomous ODE system from a single observable variable.
References
1. L. A. Aguirre, C. Letellier, Modeling Nonlinear Dynamics and Chaos: A Review // Mathematical Problems in Engineering. – vol. 2009, article ID 238960. – 35 p. – DOI: https://doi.org/10.1155/2009/238960
2. V. Gorodetskyi, M. Osadchuk, Identification of oscillatory systems with unknown continuous input actions // International Journal of Dynamics and Control. – 2024. – vol. 12. – P. 3534-3545. – DOI: 10.1007/s40435-024-01458-9
3. V. S. Anishchenko, A. N. Pavlov, Global reconstruction in application to multichannel communication // Phys. Rev. E. – 1998. – vol. 57. – N 2. – P. 2455-2457.
4. C. Lainscsek, C. Letellier, I. Gorodnitsky, Global modeling of the Rössler system from the z-variable // Physics letter A. – 2003. – vol. 314. – P. 409-427.