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Frequency-Domain Learning of Dynamical Systems From Time-Domain Data

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dc.contributor.authorAckermann, Michael Stephenen
dc.contributor.committeechairGugercin, Serkanen
dc.contributor.committeememberBorggaard, Jeffrey T.en
dc.contributor.committeememberEmbree, Mark P.en
dc.contributor.committeememberBeattie, Christopher A.en
dc.contributor.departmentMathematicsen
dc.date.accessioned2022-06-22T08:00:35Zen
dc.date.available2022-06-22T08:00:35Zen
dc.date.issued2022-06-21en
dc.description.abstractDynamical systems are useful tools for modeling many complex physical phenomena. In many situations, we do not have access to the governing equations to create these models. Instead, we have access to data in the form of input-output measurements. Data-driven approaches use these measurements to construct reduced order models (ROMs), a small scale model that well approximates the true system, directly from input/output data. Frequency domain data-driven methods, which require access to values (and in some cases to derivatives) of the transfer function, have been very successful in constructing high-fidelity ROMs from data. However, at times this frequency domain data can be difficult to obtain or one might have only access to time-domain data. Recently, Burohman et al. [2020] introduced a framework to approximate transfer function values using only time-domain data. We first discuss improvements to this method to allow a more efficient and more robust numerical implementation. Then, we develop an algorithm that performs optimal-H2 approximation using purely time-domain data; thus significantly extending the applicability of H2-optimal approximation without a need for frequency domain sampling. We also investigate how well other established frequency-based ROM techniques (such as the Loewner Framework, Adaptive Anderson-Antoulas Algorithm, and Vector Fitting) perform on this identified data, and compare them to the optimal-H2 model.en
dc.description.abstractgeneralDynamical systems are useful tools for modeling many phenomena found in physics, chemistry, biology, and other fields of science. A dynamical system is a system of ordinary differential equations (ODEs), together with a state to output mapping. These typically result from a spatial discretization of a partial differential equation (PDE). For every dynamical system, there is a corresponding transfer function in the frequency domain that directly links an input to the system with its corresponding output. For some phenomena where the underlying system does not have a known governing PDE, we are forced to use observations of system input-output behavior to construct models of the system. Such models are called data-driven models. If in addition, we seek a model that can well approximate the true system while keeping the number of degrees of freedom low (e.g., for fast simulation of the system or lightweight memory requirements), we refer to the resulting model as a reduced order model (ROM). There are well established ROM methods that assume access to transfer function input-output data, but such data may be costly or impossible to obtain. This thesis expands upon a method introduced by Burohman et al. [2020] to infer values and derivatives of the transfer function using time domain input-output data. The first contribution of this thesis is to provide a robust and efficient implementation for the data informativity framework. We then provide an algorithm for constructing a ROM that is optimal in a frequency domain sense from time domain data. Finally, we investigate how other established frequency domain ROM techniques perform on the learned frequency domain data.en
dc.description.degreeMaster of Scienceen
dc.format.mediumETDen
dc.identifier.othervt_gsexam:35018en
dc.identifier.urihttp://hdl.handle.net/10919/110851en
dc.language.isoenen
dc.publisherVirginia Techen
dc.rightsCreative Commons Attribution 4.0 Internationalen
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/en
dc.subjectReduced Order Modelingen
dc.subjectOptimal H2 Approximationen
dc.subjectDynamical Systemsen
dc.subjectNumerical Analysisen
dc.titleFrequency-Domain Learning of Dynamical Systems From Time-Domain Dataen
dc.typeThesisen
thesis.degree.disciplineMathematicsen
thesis.degree.grantorVirginia Polytechnic Institute and State Universityen
thesis.degree.levelmastersen
thesis.degree.nameMaster of Scienceen

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