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Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion Volterra series: Identification problems and nonlinear order separation Damien Bouvier 1 , Thomas Hélie 1 , David Roze 1 1 Project-team S3: Systems, Signals and Sound (http://s3.ircam.fr/) Science and Technology of Music and Sound UMR 9912 Ircam-CNRS-UPMC 14 October 2016 14 October 2016 Nonlinear problems and Volterra series 1 / 16
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Page 1: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Volterra series: Identification problems and nonlinear orderseparation

Damien Bouvier1, Thomas Hélie1, David Roze1

1Project-team S3: Systems, Signals and Sound (http://s3.ircam.fr/)Science and Technology of Music and Sound

UMR 9912 Ircam-CNRS-UPMC

14 October 2016

14 October 2016 Nonlinear problems and Volterra series 1 / 16

Page 2: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Context and motivations

Thesis (started in October 2015)• Goal: Realist instrumental sound synthesis (tone evolution VS. note and loudness)• Idea:

InputOutput� - Identification

Nonlinear systems under study:Distortion pedal, compressor, loudspeaker, nonlinear resonator, ...

• Fading memory• Regular nonlinearities:

‚ Taylor-like expansion‚ No chaotic behaviour

14 October 2016 Nonlinear problems and Volterra series 2 / 16

Page 3: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Context and motivations

Thesis (started in October 2015)• Goal: Realist instrumental sound synthesis (tone evolution VS. note and loudness)• Idea:

InputOutput� - Identification ∆ Real-time

Synthesis

Nonlinear systems under study:Distortion pedal, compressor, loudspeaker, nonlinear resonator, ...

• Fading memory• Regular nonlinearities:

‚ Taylor-like expansion‚ No chaotic behaviour

14 October 2016 Nonlinear problems and Volterra series 2 / 16

Page 4: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Context and motivations

Thesis (started in October 2015)• Goal: Realist instrumental sound synthesis (tone evolution VS. note and loudness)• Idea:

AudioDatabase

� - Identification ∆ Real-timeSynthesis

Nonlinear systems under study:Distortion pedal, compressor, loudspeaker, nonlinear resonator, ...

• Fading memory• Regular nonlinearities:

‚ Taylor-like expansion‚ No chaotic behaviour

14 October 2016 Nonlinear problems and Volterra series 2 / 16

Page 5: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Context and motivations

Thesis (started in October 2015)• Goal: Realist instrumental sound synthesis (tone evolution VS. note and loudness)• Idea:

InputOutput� - Identification ∆ Real-time

Synthesis

Nonlinear systems under study:Distortion pedal, compressor, loudspeaker, nonlinear resonator, ...

• Fading memory• Regular nonlinearities:

‚ Taylor-like expansion‚ No chaotic behaviour

14 October 2016 Nonlinear problems and Volterra series 2 / 16

Page 6: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Nonlinear system representation

Hammerstein

fh(.)u H xWiener

Hu fw (.) x

14 October 2016 Nonlinear problems and Volterra series 3 / 16

Page 7: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Nonlinear system representation

Hammerstein

fh(.)u H xWiener

Hu fw (.) x

Hammerstein-Wiener

fh(.)u H fw (.) x

Wiener-Hammerstein

H1u f (.) H2

x

14 October 2016 Nonlinear problems and Volterra series 3 / 16

Page 8: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Nonlinear system representation

Hammerstein

fh(.)u H xWiener

Hu fw (.) x

Hammerstein-Wiener

fh(.)u H fw (.) x

Wiener-Hammerstein

H1u f (.) H2

x

But

Description not adapted to physical systems

14 October 2016 Nonlinear problems and Volterra series 3 / 16

Page 9: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Volterra series

Hu x

Linear system: x(t) =⁄

Rh(·) u(t ≠ ·) d·

Volterra series: x(t) =ÿ

n=1

Rnhn(·1, . . . , ·n)¸ ˚˙ ˝

Volterra kernels

u(t ≠ ·1) · · · u(t ≠ ·n) d·1 · · · d·n

Remarks• General representation for regular nonlinearities• ÷ kernel representation in the spectral domain• Interconnection laws (sum, product, cascade) in temporal & spectral domain• Representation only valid:

‚ around an equilibirum (here x0 = 0)‚ in a computable convergence domain [Hélie and Laroche, 2011]

• Cannot perform hysteresis or chaotic behaviour

14 October 2016 Nonlinear problems and Volterra series 4 / 16

Page 10: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Volterra series

Hu x

Linear system: x(t) =⁄

Rh(·) u(t ≠ ·) d·

Volterra series: x(t) =ÿ

n=1

Rnhn(·1, . . . , ·n)¸ ˚˙ ˝

Volterra kernels

u(t ≠ ·1) · · · u(t ≠ ·n) d·1 · · · d·n

Remarks• General representation for regular nonlinearities• ÷ kernel representation in the spectral domain• Interconnection laws (sum, product, cascade) in temporal & spectral domain• Representation only valid:

‚ around an equilibirum (here x0 = 0)‚ in a computable convergence domain [Hélie and Laroche, 2011]

• Cannot perform hysteresis or chaotic behaviour

14 October 2016 Nonlinear problems and Volterra series 4 / 16

Page 11: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Volterra series

Hu x

Linear system: x(t) =⁄

Rh(·) u(t ≠ ·) d·

Volterra series: x(t) =ÿ

n=1

Rnhn(·1, . . . , ·n)¸ ˚˙ ˝

Volterra kernels

u(t ≠ ·1) · · · u(t ≠ ·n) d·1 · · · d·n

Remarks• General representation for regular nonlinearities• ÷ kernel representation in the spectral domain• Interconnection laws (sum, product, cascade) in temporal & spectral domain• Representation only valid:

‚ around an equilibirum (here x0 = 0)‚ in a computable convergence domain [Hélie and Laroche, 2011]

• Cannot perform hysteresis or chaotic behaviour

14 October 2016 Nonlinear problems and Volterra series 4 / 16

Page 12: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Summary

From linear to nonlinear systems

• Immitance inversion (impedance ¡ admittance)• Passivity• System identification

Nonlinear order separation

• Order homogeneity in Volterra• Idea 1: Using amplitude [Boyd et al., 1983]• Idea 2: Using phase• Simulation results

14 October 2016 Nonlinear problems and Volterra series 5 / 16

Page 13: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Immitance inversion (impedance ¡ admittance)

Notion of immitance

Z

YFlow E�ort

Impedance

Admittance

Ccurrent (A)

velocity (m/s)acoustic flow (m3/s)

D Cvoltage (V)force (N)

acoustic pressure (Pa)

D

Linear system: Y (s) = 1Z(s)

(with s the Laplace variable)

Volterra series (using interconnection laws) [Schetzen, 1976]:

Y1 © 1Z1

and Yn © fct(Z1, . . . , Zn) for n Ø 2

Conclusion: ÷ well-defined inversion for nonlinear systems

14 October 2016 Nonlinear problems and Volterra series 6 / 16

Page 14: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Immitance inversion (impedance ¡ admittance)

Notion of immitance

Z

YFlow E�ort

Impedance

Admittance

Ccurrent (A)

velocity (m/s)acoustic flow (m3/s)

D Cvoltage (V)force (N)

acoustic pressure (Pa)

D

Linear system: Y (s) = 1Z(s)

(with s the Laplace variable)

Volterra series (using interconnection laws) [Schetzen, 1976]:

Y1 © 1Z1

and Yn © fct(Z1, . . . , Zn) for n Ø 2

Conclusion: ÷ well-defined inversion for nonlinear systems

14 October 2016 Nonlinear problems and Volterra series 6 / 16

Page 15: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Immitance inversion (impedance ¡ admittance)

Notion of immitance

Z

YFlow E�ort

Impedance

Admittance

Ccurrent (A)

velocity (m/s)acoustic flow (m3/s)

D Cvoltage (V)force (N)

acoustic pressure (Pa)

D

Linear system: Y (s) = 1Z(s)

(with s the Laplace variable)

Volterra series (using interconnection laws) [Schetzen, 1976]:

Y1 © 1Z1

and Yn © fct(Z1, . . . , Zn) for n Ø 2

Conclusion: ÷ well-defined inversion for nonlinear systems

14 October 2016 Nonlinear problems and Volterra series 6 / 16

Page 16: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Immitance inversion (impedance ¡ admittance)

Notion of immitance

Z

YFlow E�ort

Impedance

Admittance

Ccurrent (A)

velocity (m/s)acoustic flow (m3/s)

D Cvoltage (V)force (N)

acoustic pressure (Pa)

D

Linear system: Y (s) = 1Z(s)

(with s the Laplace variable)

Volterra series (using interconnection laws) [Schetzen, 1976]:

Y1 © 1Z1

and Yn © fct(Z1, . . . , Zn) for n Ø 2

Conclusion: ÷ well-defined inversion for nonlinear systems

14 October 2016 Nonlinear problems and Volterra series 6 / 16

Page 17: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Passivity (u æ Immitance æ x)

Definition (Passivity [Youla et al., 1959; Boyd and Chua, 1982])A system is passive if and only if it does not return more energy than it consumed, i.e.:

⁄ T

≠Œu(t) x(t) dt Ø 0 , ’T œ R

System Passivity criterion

u(t) æ [h ı u](t) linear Re[H(s)] Ø 0 ’s œ C+

u(t) æ u(t)n memorylesshomogeneous order Either

Ó n even ∆ not passiven odd ∆ passive

u(t) æqN

n=1 –nu(t)n memoryless Positivity of polynomial of orderN + 1 of coe�cients {pn} = {–n≠1}

u[k] æqL

l=0 hn[l]u[k ≠ l]ndiscrete time

volterra kernelhomogeneous order

Positivity of the eigenvalues ofsupersymmetric tensor Fnassociated with hn [Qi, 2005]

In general: Open problem, no solution yet (work in progress)

14 October 2016 Nonlinear problems and Volterra series 7 / 16

Page 18: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Passivity (u æ Immitance æ x)

Definition (Passivity [Youla et al., 1959; Boyd and Chua, 1982])A system is passive if and only if it does not return more energy than it consumed, i.e.:

⁄ T

≠Œu(t) x(t) dt Ø 0 , ’T œ R

System Passivity criterion

u(t) æ [h ı u](t) linear Re[H(s)] Ø 0 ’s œ C+

u(t) æ u(t)n memorylesshomogeneous order Either

Ó n even ∆ not passiven odd ∆ passive

u(t) æqN

n=1 –nu(t)n memoryless Positivity of polynomial of orderN + 1 of coe�cients {pn} = {–n≠1}

u[k] æqL

l=0 hn[l]u[k ≠ l]ndiscrete time

volterra kernelhomogeneous order

Positivity of the eigenvalues ofsupersymmetric tensor Fnassociated with hn [Qi, 2005]

In general: Open problem, no solution yet (work in progress)

14 October 2016 Nonlinear problems and Volterra series 7 / 16

Page 19: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Passivity (u æ Immitance æ x)

Definition (Passivity [Youla et al., 1959; Boyd and Chua, 1982])A system is passive if and only if it does not return more energy than it consumed, i.e.:

⁄ T

≠Œu(t) x(t) dt Ø 0 , ’T œ R

System Passivity criterion

u(t) æ [h ı u](t) linear Re[H(s)] Ø 0 ’s œ C+

u(t) æ u(t)n memorylesshomogeneous order Either

Ó n even ∆ not passiven odd ∆ passive

u(t) æqN

n=1 –nu(t)n memoryless Positivity of polynomial of orderN + 1 of coe�cients {pn} = {–n≠1}

u[k] æqL

l=0 hn[l]u[k ≠ l]ndiscrete time

volterra kernelhomogeneous order

Positivity of the eigenvalues ofsupersymmetric tensor Fnassociated with hn [Qi, 2005]

In general: Open problem, no solution yet (work in progress)

14 October 2016 Nonlinear problems and Volterra series 7 / 16

Page 20: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Passivity (u æ Immitance æ x)

Definition (Passivity [Youla et al., 1959; Boyd and Chua, 1982])A system is passive if and only if it does not return more energy than it consumed, i.e.:

⁄ T

≠Œu(t) x(t) dt Ø 0 , ’T œ R

System Passivity criterion

u(t) æ [h ı u](t) linear Re[H(s)] Ø 0 ’s œ C+

u(t) æ u(t)n memorylesshomogeneous order Either

Ó n even ∆ not passiven odd ∆ passive

u(t) æqN

n=1 –nu(t)n memoryless Positivity of polynomial of orderN + 1 of coe�cients {pn} = {–n≠1}

u[k] æqL

l=0 hn[l]u[k ≠ l]ndiscrete time

volterra kernelhomogeneous order

Positivity of the eigenvalues ofsupersymmetric tensor Fnassociated with hn [Qi, 2005]

In general: Open problem, no solution yet (work in progress)

14 October 2016 Nonlinear problems and Volterra series 7 / 16

Page 21: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Passivity (u æ Immitance æ x)

Definition (Passivity [Youla et al., 1959; Boyd and Chua, 1982])A system is passive if and only if it does not return more energy than it consumed, i.e.:

⁄ T

≠Œu(t) x(t) dt Ø 0 , ’T œ R

System Passivity criterion

u(t) æ [h ı u](t) linear Re[H(s)] Ø 0 ’s œ C+

u(t) æ u(t)n memorylesshomogeneous order Either

Ó n even ∆ not passiven odd ∆ passive

u(t) æqN

n=1 –nu(t)n memoryless Positivity of polynomial of orderN + 1 of coe�cients {pn} = {–n≠1}

u[k] æqL

l=0 hn[l]u[k ≠ l]ndiscrete time

volterra kernelhomogeneous order

Positivity of the eigenvalues ofsupersymmetric tensor Fnassociated with hn [Qi, 2005]

In general: Open problem, no solution yet (work in progress)

14 October 2016 Nonlinear problems and Volterra series 7 / 16

Page 22: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

System identification

Idea: Computing the system function from input and output.

Linear systems

• Transfer function: H(s) = X(s)U(s)

• Several methods of identification, in order to improve robustness(Impulse response method, Spectral analysis, Cross-correlation method)

Nonlinear systemsB Notion of transfer function not valid

• For Volterra series: theoretical work by Boyd et al. [1983, 1984]Order 1 & 2 in practice, robustness problems

• For Hammerstein system: Farina [2000]; Rébillat et al. [2011]; Novák et al. [2010]Method robust, e�cient and quick

In general: Open problem, no solution yet (work in progress)

14 October 2016 Nonlinear problems and Volterra series 8 / 16

Page 23: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

System identification

Idea: Computing the system function from input and output.

Linear systems

• Transfer function: H(s) = X(s)U(s)

• Several methods of identification, in order to improve robustness(Impulse response method, Spectral analysis, Cross-correlation method)

Nonlinear systemsB Notion of transfer function not valid

• For Volterra series: theoretical work by Boyd et al. [1983, 1984]Order 1 & 2 in practice, robustness problems

• For Hammerstein system: Farina [2000]; Rébillat et al. [2011]; Novák et al. [2010]Method robust, e�cient and quick

In general: Open problem, no solution yet (work in progress)

14 October 2016 Nonlinear problems and Volterra series 8 / 16

Page 24: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

System identification

Idea: Computing the system function from input and output.

Linear systems

• Transfer function: H(s) = X(s)U(s)

• Several methods of identification, in order to improve robustness(Impulse response method, Spectral analysis, Cross-correlation method)

Nonlinear systemsB Notion of transfer function not valid

• For Volterra series: theoretical work by Boyd et al. [1983, 1984]Order 1 & 2 in practice, robustness problems

• For Hammerstein system: Farina [2000]; Rébillat et al. [2011]; Novák et al. [2010]Method robust, e�cient and quick

In general: Open problem, no solution yet (work in progress)

14 October 2016 Nonlinear problems and Volterra series 8 / 16

Page 25: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

From linear to nonlinear systems

• Immitance inversion (impedance ¡ admittance)• Passivity• System identification

Nonlinear order separation

• Order homogeneity in Volterra• Idea 1: Using amplitude [Boyd et al., 1983]• Idea 2: Using phase• Simulation results

14 October 2016 Nonlinear problems and Volterra series 9 / 16

Page 26: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Order homogeneity in Volterra

x(t) =ÿ

n=1

Rnhn(·1, . . . , ·n) u(t ≠ ·1) · · · u(t ≠ ·n) d·1 · · · d·n

¸ ˚˙ ˝xn(t)

Idea: Having access to the xn(t) would simplify the identification.

Multilinearity of Volterra kernels

Vnu(t) xn(t)

Vn–u(t) –nxn(t)

14 October 2016 Nonlinear problems and Volterra series 10 / 16

Page 27: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Order homogeneity in Volterra

x(t) =ÿ

n=1

Rnhn(·1, . . . , ·n) u(t ≠ ·1) · · · u(t ≠ ·n) d·1 · · · d·n

¸ ˚˙ ˝xn(t)

Idea: Having access to the xn(t) would simplify the identification.

Multilinearity of Volterra kernels

Vnu(t) xn(t)

Vn–u(t) –nxn(t)

14 October 2016 Nonlinear problems and Volterra series 10 / 16

Page 28: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Idea 1: Using amplitude [Boyd et al., 1983]

Collection of input uk(t) = –ku(t).∆ the corresponding outputs are:

Âk(t) =ÿ

n

–nkxn(t)

S

WWU

Â1Â2...

ÂN

T

XXV(t) =

S

WWU

–1 –21 . . . –N

1–2 –2

2 . . . –N2

......

. . ....

–N –2N . . . –N

N

T

XXV

S

WWU

x1x2...

xN

T

XXV(t)

�(t) = A X(t)

Advantages and disadvantages4 easy to implement6 amplitude spanning a large range measurement error

6 matrix ill-conditioned numerical error

14 October 2016 Nonlinear problems and Volterra series 11 / 16

Page 29: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Idea 1: Using amplitude [Boyd et al., 1983]

Collection of input uk(t) = –ku(t).∆ the corresponding outputs are:

Âk(t) =ÿ

n

–nkxn(t)

S

WWU

Â1Â2...

ÂN

T

XXV(t) =

S

WWU

–1 –21 . . . –N

1–2 –2

2 . . . –N2

......

. . ....

–N –2N . . . –N

N

T

XXV

S

WWU

x1x2...

xN

T

XXV(t)

�(t) = A X(t)

Advantages and disadvantages4 easy to implement6 amplitude spanning a large range measurement error

6 matrix ill-conditioned numerical error

14 October 2016 Nonlinear problems and Volterra series 11 / 16

Page 30: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Idea 1: Using amplitude [Boyd et al., 1983]

Collection of input uk(t) = –ku(t).∆ the corresponding outputs are:

Âk(t) =ÿ

n

–nkxn(t)

S

WWU

Â1Â2...

ÂN

T

XXV(t) =

S

WWU

–1 –21 . . . –N

1–2 –2

2 . . . –N2

......

. . ....

–N –2N . . . –N

N

T

XXV

S

WWU

x1x2...

xN

T

XXV(t)

�(t) = A X(t)

Advantages and disadvantages4 easy to implement6 amplitude spanning a large range measurement error

6 matrix ill-conditioned numerical error

14 October 2016 Nonlinear problems and Volterra series 11 / 16

Page 31: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Idea 2: Using phase

Hypothesis: Use of complex signals: u(t) œ C

Same method, with –k œ C

S

WWU

Â1Â2...

ÂN

T

XXV(t) =

S

WWU

–1 –21 . . . –N

1–2 –2

2 . . . –N2

......

. . ....

–N –2N . . . –N

N

T

XXV

S

WWU

x1x2...

xN

T

XXV(t)

�(t) = A Y (t)

14 October 2016 Nonlinear problems and Volterra series 12 / 16

Page 32: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Idea 2: Using phase

Hypothesis: Use of complex signals: u(t) œ C

Same method, with –k œ C

S

WWU

Â1Â2...

ÂN

T

XXV(t) =

S

WWU

–1 –21 . . . –N

1–2 –2

2 . . . –N2

......

. . ....

–N –2N . . . –N

N

T

XXV

S

WWU

x1x2...

xN

T

XXV(t)

�(t) = A Y (t)

14 October 2016 Nonlinear problems and Volterra series 12 / 16

Page 33: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Idea 2: Using phase

Hypothesis: Use of complex signals: u(t) œ C

Same method, with –k œ CSpecial case: – unit root: –k = e2ifi(k≠1)/N = wk≠1

S

WWU

Â1Â2...

ÂN

T

XXV(t) =

S

WWU

1 1 . . . 1w w2 . . . 1...

.... . .

...wN w2N . . . 1

T

XXV

S

WWU

x1x2...

xN

T

XXV(t)

�(t) = A¸˚˙˝DFT matrix

Y (t)

14 October 2016 Nonlinear problems and Volterra series 12 / 16

Page 34: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Idea 2: Using phase

Hypothesis: Use of complex signals: u(t) œ C

Same method, with –k œ CSpecial case: – unit root: –k = e2ifi(k≠1)/N = wk≠1

S

WWU

Â1Â2...

ÂN

T

XXV(t) =

S

WWU

1 1 . . . 1w w2 . . . 1...

.... . .

...wN w2N . . . 1

T

XXV

S

WWU

x1x2...

xN

T

XXV(t)

�(t) = A¸˚˙˝DFT matrix

Y (t)

Advantages and disadvantages4 only one amplitude less measurement error

4 DFT matrix is well-conditioned4 Can use FFT numerical computation

6 Need for complex signals only theoretical

14 October 2016 Nonlinear problems and Volterra series 12 / 16

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Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Simulation results (1)

14 October 2016 Nonlinear problems and Volterra series 13 / 16

Page 36: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Simulation results (2)

14 October 2016 Nonlinear problems and Volterra series 14 / 16

Page 37: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Simulation results (2)

14 October 2016 Nonlinear problems and Volterra series 15 / 16

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Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Conclusion

Volterra series, a useful and well-known system representation ...• General paradigm for weakly nonlinear system• Theory well developed: Volterra; Brockett; Schetzen; Rugh; Boyd• Permits real-time computation

... with still a lot of open questions• Still no criterion for system passivity (work in progress)• No general and robust method for identification• Nonlinear order separation is still not resolved:

adaptation of the "phase" method for real input (work in progress)

14 October 2016 Nonlinear problems and Volterra series 16 / 16

Page 39: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Presentation and context From linear to nonlinear systems Nonlinear order separation Conclusion

Conclusion

Volterra series, a useful and well-known system representation ...• General paradigm for weakly nonlinear system• Theory well developed: Volterra; Brockett; Schetzen; Rugh; Boyd• Permits real-time computation

... with still a lot of open questions• Still no criterion for system passivity (work in progress)• No general and robust method for identification• Nonlinear order separation is still not resolved:

adaptation of the "phase" method for real input (work in progress)

14 October 2016 Nonlinear problems and Volterra series 16 / 16

Page 40: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Bibliographie References

Bibliographie I

Thomas Hélie and Béatrice Laroche. Computation of convergence bounds for Volterraseries of linear-analytic single-input systems. Automatic Control, IEEE Transactionson, 56(9):2062–2072, 2011.

Stephen Boyd, YS Tang, and Leon O Chua. Measuring volterra kernels. Circuits andSystems, IEEE Transactions on, 30(8):571–577, 1983.

Martin Schetzen. Theory of pth-order inverses of nonlinear systems. Circuits andSystems, IEEE Transactions on, 23(5):285–291, 1976.

Dante C Youla, LJ Castriota, and Herbert J Carlin. Bounded real scattering matricesand the foundations of linear passive network theory. Circuit Theory, IRETransactions on, 6(1):102–124, 1959.

S Boyd and Leon O Chua. On the passivity criterion for lti N-ports. InternationalJournal of Circuit Theory and Applications, 10(4):323–333, 1982.

Liqun Qi. Eigenvalues of a real supersymmetric tensor. Journal of SymbolicComputation, 40(6):1302–1324, 2005.

Stephen Boyd, Leon O Chua, and Charles A Desoer. Analytical foundations of Volterraseries. IMA Journal of Mathematical Control and Information, 1(3):243–282, 1984.

Angelo Farina. Simultaneous measurement of impulse response and distortion with aswept-sine technique. In Audio Engineering Society Convention 108. AudioEngineering Society, 2000.

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Page 41: Volterra series: Identification problems and nonlinear ...s3.ircam.fr/wp-content/uploads/2015/10/Presentation_vFinal.pdf · Presentation and context From linear to nonlinear systems

Bibliographie References

Bibliographie II

Marc Rébillat, Romain Hennequin, Etienne Corteel, and Brian FG Katz. Identificationof cascade of Hammerstein models for the description of nonlinearities in vibratingdevices. Journal of Sound and Vibration, 330(5):1018–1038, 2011.

Antonín Novák, Laurent Simon, Frantiöek Kadlec, and Pierrick Lotton. Nonlinearsystem identification using exponential swept-sine signal. IEEE Transactions onInstrumentation and Measurement, 59(8):2220–2229, 2010.

Vito Volterra. Theory of functionals and of integral and integro-di�erential equations.Courier Corporation, 2005.

Roger W Brockett. Volterra series and geometric control theory. Automatica, 12(2):167–176, 1976.

Martin Schetzen. The Volterra and Wiener theories of nonlinear systems. {John Wiley& Sons}, 1980.

Wilson John Rugh. Nonlinear system theory. Johns Hopkins University PressBaltimore, 1981.

Stephen Poythress Boyd. Volterra series: Engineering fundamentals. PhD thesis,University of California, Berkeley, 1985.

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