Nonparametric Tracking of the Time-Varying Dynamics of Weakly Nonlinear Periodically Time-Varying Systems Using Periodic Inputs

Abstract

In this paper, a nonparametric estimation procedure is presented in order to track the evolution of the dynamics of continuous (discrete)-time (non)-linear periodically time-varying (PTV) systems. Multisine excitations are applied to a PTV system since this kind of excitation signals allows us to discriminate between the noise and the nonlinear distortion from a single experiment. The key idea is that a linear PTV system can be decomposed into an (in)finite series of transfer functions, the so-called harmonic transfer functions (HTFs). Moreover, a systematic methodology to determine the number of significant branches is provided in this paper as well. Making use of the local polynomial approximation, a method that was recently developed for multivariable (non)-linear time invariant systems, the HTFs, together with their uncertainties embedded in an output-error framework, are then obtained from only one single experiment. From these nonparametric estimates, the evolution of the dynamics, described by the instantaneous transfer function (ITF), can then be achieved in a simple way. The effectiveness of the identification scheme will be first illustrated through simulations before a real system will be identified. Eventually, the methodology is applied to a weakly nonlinear PTV electronic circuit.