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物理強化型Neural ODEにおけるホライズン選択:理論的洞察と磁束鎖交への応用

Giulio Montecchio Benjamin Hartmann Sven Reimann Maximilian Manderla Jan Achterhold Daniel Gorges

概要

物理強化型Neural Ordinary Differential Equationsの学習において、積分ホライズンは重要な役割を果たす。本論文では、入出力モデルの古典的な非線形システム同定に基づき、Neural Ordinary Differential Equationsの学習におけるホライズン拡張に関する結論を導出する。この洞察に基づき、より長いホライズンを活用することで、物理パラメータ推定におけるバイアスを低減し、データから残差情報を抽出し、汎化性能を向上させる正則化子として機能する枠組みを提案する。永久磁石同期機のモデル学習において、本手法を用いて磁束マップと抵抗の同時推定を行う。

One-sentence Summary

Drawing on classical nonlinear system identification, researchers from Robert Bosch GmbH and RPTU University Kaiserslautern-Landau propose a framework that exploits longer integration horizons during training of Physics-Enhanced Neural Ordinary Differential Equations to reduce bias in physical parameter estimates, extract residual information from data, and improve generalization, demonstrated by jointly estimating the flux map and resistance of a permanent magnet synchronous machine.

Key Contributions

  • The paper establishes an explicit connection between Physics-Enhanced Neural ODE training and nonlinear system identification: explicit-step ODE solvers function as NARX predictors, and recurrent integration corresponds to a k-step-ahead NOE-like predictor.
  • A training framework exploits longer integration horizons to reduce bias in physical parameter estimates, extract residual information from data, and act as a regularizer for improved generalization.
  • Applied to a permanent magnet synchronous machine, the framework jointly estimates the flux linkage map and resistance, yielding reduced bias in physical parameter estimates and improved out-of-distribution prediction performance.

Introduction

Physics-Enhanced Neural ODEs (PeN-ODEs) integrate neural network components with explicit first-principle dynamical relations, offering data-efficient, physically interpretable models suitable for control tasks. During training, the integration horizon, the number of solver steps taken before computing the loss, is often treated as a hyperparameter, but its selection strongly influences training dynamics and estimator bias in ways that were not theoretically grounded. The authors establish a novel connection between Neural ODE training and classical nonlinear system identification, showing that explicit-step solvers behave as Nonlinear Autoregressive with Exogenous Input (NARX) predictors while recurrent integration over a horizon corresponds to a Nonlinear Output Error (NOE) simulation. This insight reveals that longer integration horizons reduce bias in physical parameter estimates by emphasizing long-term fidelity, at the cost of more challenging optimization. The framework is demonstrated on a real-world problem: identifying the flux linkage map and resistance of a Permanent Magnet Synchronous Machine from experimental data.

Method

The authors frame the training of Neural ODEs as a system identification problem, drawing a direct connection between the numerical integration step and a discrete‑time nonlinear predictor. Starting from a general ODE

x˙=f(x,u,θ)\dot{\boldsymbol{x}} = f(\boldsymbol{x}, \boldsymbol{u}, \boldsymbol{\theta})x˙=f(x,u,θ)

they show that any explicit single‑step ODE solver with a fixed step size can be expressed as a one‑step‑ahead predictor

x^k+1=g(xk,uk,θ).\hat{\boldsymbol{x}}_{k+1} = g(\boldsymbol{x}_k, \boldsymbol{u}_k, \boldsymbol{\theta}).x^k+1=g(xk,uk,θ).

This formulation collects the system dynamics fff and the solver’s internal operations into a single function ggg, which is essentially a Nonlinear Auto‑Regressive with eXogenous input (NARX) model. Multistep integrators are accommodated by allowing past values of the state and input, leading to the more general NARX form

x^k+1=g(xk,,xknx,uk,,uknu,θ).\hat{\boldsymbol{x}}_{k+1} = g(\boldsymbol{x}_k, \dots, \boldsymbol{x}_{k-n_x}, \boldsymbol{u}_k, \dots, \boldsymbol{u}_{k-n_u}, \boldsymbol{\theta}).x^k+1=g(xk,,xknx,uk,,uknu,θ).

The predictor representation is then extended to multi‑step integration. When the model is rolled out over a horizon HHH starting from a measured initial condition x0\boldsymbol{x}_0x0, the predicted states are generated recurrently:

x^k+1=g(x^k,uk,θ)for k=0,,H1,\hat{\boldsymbol{x}}_{k+1} = g(\hat{\boldsymbol{x}}_k, \boldsymbol{u}_k, \boldsymbol{\theta}) \quad \text{for } k = 0,\dots, H-1,x^k+1=g(x^k,uk,θ)for k=0,,H1,

with x^0=x0\hat{\boldsymbol{x}}_0 = \boldsymbol{x}_0x^0=x0. This structure is known as a kkk‑step‑ahead predictor. If the initial condition is also taken from the model’s own predictions, the formulation becomes a Nonlinear Output‑Error (NOE) predictor. The training loss is the mean squared error over the complete horizon and a set of NICN_{\mathrm{IC}}NIC initial conditions drawn from the dataset:

L(θ)=1HNICj=1NICk=0H1xk+1(j)g(x^k(j),uk,θ)2.L(\boldsymbol{\theta}) = \frac{1}{H N_{\mathrm{IC}}} \sum_{j=1}^{N_{\mathrm{IC}}} \sum_{k=0}^{H-1} \big\| \boldsymbol{x}_{k+1}^{(j)} - g(\hat{\boldsymbol{x}}_k^{(j)}, \boldsymbol{u}_k, \boldsymbol{\theta}) \big\|^2.L(θ)=HNIC1j=1NICk=0H1xk+1(j)g(x^k(j),uk,θ)2.

In this framework, the training of a Neural ODE is directly interpreted as the identification of the one‑step‑ahead predictor ggg, with the horizon HHH controlling the trade‑off between NARX‑like (H=1H=1H=1) and NOE‑like (H>1H>1H>1) optimisation.

The selection of the integration horizon is guided by two key rationales. For models intended for long‑term simulation or open‑loop operation (e.g., model predictive control), a longer horizon reduces error accumulation and brings the behaviour closer to that of an output‑error model. For models that operate as part of a closed‑loop architecture, where the latest measurements are continuously fed back, one‑step‑ahead prediction suffices. A second, crucial motivation is bias minimisation. When the model structure cannot perfectly represent the true plant dynamics, training with H=1H=1H=1 can yield biased and inconsistent parameter estimates. Increasing the horizon, despite making the optimisation non‑convex, helps mitigate this bias by forcing the model to predict accurately over a longer range, even in the presence of structural deficiencies.

The authors apply this general framework to the identification of a Permanent Magnet Synchronous Motor (PMSM). In the synchronously rotating dqdqdq‑frame, the voltage equations are

udq=Ridq+ωJψdq+ddtψdq,\boldsymbol{u}_{\mathrm{dq}} = R \boldsymbol{i}_{\mathrm{dq}} + \omega J \boldsymbol{\psi}_{\mathrm{dq}} + \frac{\mathrm{d}}{\mathrm{d}t}\boldsymbol{\psi}_{\mathrm{dq}},udq=Ridq+ωJψdq+dtdψdq,

where the flux linkages are modelled as a parameterised nonlinear function ψdq=ψ(idq,θ)\boldsymbol{\psi}_{\mathrm{dq}} = \boldsymbol{\psi}(\boldsymbol{i}_{\mathrm{dq}}, \boldsymbol{\theta})ψdq=ψ(idq,θ). Using the chain rule, the flux derivative is expressed as ddtψdq=L(idq,θ)ddtidq\frac{\mathrm{d}}{\mathrm{d}t}\boldsymbol{\psi}_{\mathrm{dq}} = \boldsymbol{L}(\boldsymbol{i}_{\mathrm{dq}}, \boldsymbol{\theta}) \frac{\mathrm{d}}{\mathrm{d}t}\boldsymbol{i}_{\mathrm{dq}}dtdψdq=L(idq,θ)dtdidq, with L\boldsymbol{L}L the differential inductance matrix. Substituting this into the voltage equation yields a state‑space ODE for the currents:

ddtidq=L1(idq,θ)[RidqωJψ(idq,θ)+udq].\frac{\mathrm{d}}{\mathrm{d}t}\boldsymbol{i}_{\mathrm{dq}} = \boldsymbol{L}^{-1}(\boldsymbol{i}_{\mathrm{dq}}, \boldsymbol{\theta}) \big[ -R \boldsymbol{i}_{\mathrm{dq}} - \omega J \boldsymbol{\psi}(\boldsymbol{i}_{\mathrm{dq}}, \boldsymbol{\theta}) + \boldsymbol{u}_{\mathrm{dq}} \big].dtdidq=L1(idq,θ)[RidqωJψ(idq,θ)+udq].

This is a Physics‑enhanced Neural ODE (PeN‑ODE): the flux map ψ\boldsymbol{\psi}ψ is a black‑box neural network, while the resistance RRR is a physically interpretable parameter. Together with the chosen ODE solver, the integration step becomes a current predictor

i^dq,k+1=g(idq,k,uˉk,θˉ),\hat{\boldsymbol{i}}_{\mathrm{dq}, k+1} = g\big(\boldsymbol{i}_{\mathrm{dq}, k}, \bar{\boldsymbol{u}}_k, \bar{\boldsymbol{\theta}}\big),i^dq,k+1=g(idq,k,uˉk,θˉ),

where uˉk=[udq,k,ωk]T\bar{\boldsymbol{u}}_k = [\boldsymbol{u}_{\mathrm{dq},k}, \omega_k]^Tuˉk=[udq,k,ωk]T and θˉ=[R,θ]T\bar{\boldsymbol{\theta}} = [R, \boldsymbol{\theta}]^Tθˉ=[R,θ]T. Training minimises the kkk‑step‑ahead prediction error of the currents, allowing the model to learn the nonlinear flux map directly within the predictor structure. By choosing a horizon H>1H > 1H>1, the framework can overcome the bias inherent in conventional one‑step flux estimation methods, producing a model that is both accurate and physically consistent.

Experiment

Experimental evaluation on simulation and test-bench data shows that increasing the prediction horizon during training reduces estimation bias from model-plant mismatch, yielding more physical resistance estimates and more accurate flux maps. Longer horizons improve generalization to unseen scenarios, acting as a regularizer that trades off a slight increase in training error. On real test-bench data with many unmodeled dynamics, the trend is non-monotonic but overall the technique helps extract information from imperfect data, while it offers no benefit for already well-designed identification experiments.


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