13-Nonlinear Dynamic System Identification Using
13-Nonlinear Dynamic System Identification Using
sg)
Nanyang Technological University, Singapore.
2002
Patra, J. C., & Kot, A. C. (2002). Nonlinear dynamic system identification using Chebyshev
functional link artificial neural networks. IEEE Transactions on Systems, Man, and
Cybernetics, Part B: Cybernetics, 32(4), 505‑511.
https://hdl.handle.net/10356/94174
https://doi.org/10.1109/TSMCB.2002.1018769
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Jagdish C. Patra, Member, IEEE, and Alex C. Kot, Senior Member, IEEE
Nanyang Technological University, Singapore 639 798
E-mail: [email protected]; [email protected].
Abstract
A computationally efficient artificial neural network (ANN) for the purpose of dynamic
nonlinear system identification is proposed. The major drawback of feedforward neural
networks such as a multilayer perceptron (MLP) trained with backpropagation (BP)
algorithm is that it requires a large amount of computation for learning. We propose a
single-layer functional link ANN (FLANN) in which the need of hidden layer is
eliminated by expanding the input pattern by Chebyshev polynomials. The novelty of this
network is that it requires much less computation than that of a MLP. We have shown its
effectiveness in the problem of nonlinear dynamic system identification. In presence of
additive Gaussian noise to the plant, the performance of the proposed network is found
similar or superior to that of a MLP. Performance comparison in terms of computational
complexity has also been carried out.
Index Terms—Chebyshev polynomials, functional link neural networks, multilayer
perception, nonlinear system identification.
I. INTRODUCTION
IDENTIFICATION of a complex dynamic plant is a major concern in control theory.
This is due to the fact that effective solutions are needed for some of the long-standing
problems of automatic control, such as: to work with more and more complex systems, to
satisfy stricter design criteria and to fulfill the previous two points with less a priori
knowledge of the plant [1]. In this context, great efforts are being made in the area of
system identification, toward development of nonlinear dynamic models of real processes.
Recently, artificial neural networks (ANNs) have emerged as a powerful learning
technique to perform complex tasks in highly nonlinear dynamic environments [2]. Some
of the prime advantages of using ANN models are: their ability to learn based on
optimization of an appropriate error function and their excellent performance for
approximation of nonlinear functions. There are different paradigms of ANNs proposed
by different researchers for the task of system identification and control. Recently,
recurrent ANNs with internal dynamics have been proposed with adequate results [3], [4].
These networks are capable of effective identification and control of complex process
dynamics, but with the expense of large computational complexity. A continuous-time
additive dynamic neural network has been proposed to identify real processes using on-
line training methods [5]. The models obtained with this approach are in state-space and
work quite effectively in continuous-time domain.
Presently, most of the ANN-based system identification techniques are based on
multilayer feedforward networks such as multilayer perceptron (MLP) trained with
backpropagation (BP) or more efficient variation of this algorithm [6]–[9]. This is due to
the fact that these networks are robust and effective in modeling and control of complex
dynamic plants. Narendra and Parthasarathy [6] have proposed effective identification
and control of dynamic systems using MLP networks. These methods have been applied
successfully to several real processes for example: control of truck-backer-upper problem
[7] and robot arm control [8].
As an alternative to the MLP, there has been considerable interest in radial basis
function (RBF) networks [10]–[13], primarily because of its simpler structure. The RBF
networks can learn functions with local variations and discontinuities effectively and also
possess universal approximation capability [13]. This network represents a function of
interest by using members of a family of compactly or locally supported basis functions,
among which radially-symmetric Gaussian functions are found to be quite popular. A
RBF network has been proposed for effective identification of nonlinear dynamic
systems [14], [15]. In these networks, however, choosing an appropriate set of RBF
centers for effective learning, still remains as a problem. Considering as a special case of
RBF networks, the use of wavelets in neural networks have been proposed [16], [17]. In
these networks, the radial basis functions are replaced by wavelets which are not
necessarily radial-symmetric. Wavelet neural networks for function learning and
nonparametric estimation can be found in [18], [19].
The functional link ANN (FLANN) proposed by Pao [20] can be used for function
approximation and pattern classification with faster convergence and lesser
computational complexity than a MLP network. A single-layer orthonormal neural net-
work using Legendre polynomials has been reported for static function approximation
[21]. Sadegh [22] reported a functional basis perceptron network for functional
identification and control of nonlinear systems. Linear and nonlinear ARMA model
parameter estimation using an ANN with polynomial activation functions for biomedical
application has been reported [23]. A FLANN approach using a tensor model for
expansion has been applied to thermal dynamic system identification [24]. A FLANN
using and functions for functional expansion for the problem of nonlinear
dynamic system identification has been reported [25]. It is shown that with proper choice
of functional expansion, the FLANN is capable of performing as good as and in some
cases, even better than MLP in the system identification problem. However, input plant
noise which is inherent in practical systems was not considered.
Pattern classification using Chebyshev neural networks has been reported in [26].
However, its performance compared to an MLP has not been studied. A Chebyshev
polynomial-based unified model ANN for static function approximation is reported [27].
It is based on a FLANN with Chebyshev polynomial expansion in which recursive least
square learning algorithm is used. It is pointed out that this network has universal
approximation capability and has faster convergence than a MLP network.
One of the solutions for the problem of slow convergence of MLP is to use some
efficient learning algorithm instead of BP algorithm. In this direction, the scaled complex
conjugate gradient algorithm as proposed by Moeller [28] is of great importance. This
algorithm chooses the search direction and the step size using information from a second
order Taylor expansion of the error function. Some of the other proposals on higher order
conjugate gradient algorithms can be found in [29]–[31]. For data classification and
function interpolation problems a MLP trained by conjugate gradient algorithm has been
reported [32].
In this paper, we propose a FLANN structure similar to [27] for the problem of
identification of nonlinear dynamic systems in presence of input plant noise. Generally, a
linear node in its output is used in the FLANN structure reported by other researchers.
But, in our proposed network, we have used a nonlinear node with nonlinearity in the
output layer for better performance. In [27], identification of only static systems without
any consideration to plant noise has been reported. For functional expansion of the input
pattern, we have chosen the Chebyshev polynomials and the network is named as
Chebyshev-FLANN (CFLANN). Selecting some of the system examples reported by
Narendra and Parthasarathy [6], we have compared performance of the proposed network
with that of a MLP network used by them. The primary purpose of this paper is to
highlight effectiveness of the proposed simple ANN architecture in the problem of
nonlinear dynamic system identification in presence of additive plant noise.
where , is some desired small value and ‖ ‖ is a defined norm on the output
space. In (1), ̂ and denote the output of the identified model and the plant, respectively.
The error ̂ is the difference between the observed plant output and the output
generated by the model.
In Fig. 1, a schematic diagram of system identification of a time-invariant, causal,
discrete-time plant is shown. The input and output of the plant are represented by and
( ), respectively, where is assumed to be an uniformly bounded function of time. The
stability of the plant is assumed with a known parameterization but with unknown
parameter values. The objective is to construct a suitable model generating an output
̂( )which approximates the plant output ( ). In the present study we considered
single-input–single-output (SISO) plants and four models are introduced as follows.
Here ( ) and ( ) represent the input and the output of the SISO plant at the th
time instant, respectively and . In this study ANNs (MLP and CFLANN) have
been used to construct the nonlinear functions and so as to approximate such
mappings over compact sets. It is assumed that the plant is bounded-input–bounded-
output (BIBO) stable. In contrast to this, the stability of ANN model can not be assured.
Therefore, in order to guarantee that the parameters of the ANN model converge, a
series–parallel scheme is utilized. In this scheme, output of the plant instead of the ANN
model is fed back into the model during training of the ANN [6].
E. Computational Complexity
Here we present a comparison of computational complexity between the MLP and
FLANN structures trained by BP algorithm. Let us consider an -layer MLP with
nodes (excluding the threshold unit) in layer , , where and represent
number of nodes in the input and output layers, respectively. An -layer ANN
architecture may be represented by * + . Three basic
computations, i.e., addition, multiplication and computation of ( ) are involved for
updating weights of the ANN. The computations in the network are due to the following
requirements:
1) forward calculations to find the activation value of all the nodes of the entire
network;
2) back-error propagation for calculation of square error derivatives;
3) updating weights of the entire network.
Total number of weights to be updated in one iteration in an MLP is given by
(∑ ( ) ) , whereas in the case of a FLANN it is only ( ) . A
comparison of the computational requirements in one iteration of training using BP algo-
rithm for the two ANNs are provided in Table I. From this table it may be seen that the
number of additions, multiplications and computation of are much less in the case of a
FLANN than that of a MLP network. As the number of hidden layers and number of
nodes in a layer increase, the computations in a MLP increase. However, due to absence
of hidden layer in the FLANN, its computational complexity reduces drastically.
Performance comparison between the MLP and the CFLANN was carried out in terms of
output estimated by the ANN model, actual output of the plant and modeling error. A
standard quantitative measure for performance evaluation is the normalized mean square
error (NMSE) and is defined as [33]
where ( ) and ̂( ) represent plant ANN model outputs at th discrete time,
respectively and denotes variance of the plant output sequence over the test duration
. It may be noted that, in the results for all the examples provided below, the ANN
model was trained with random signals. Whereas, testing of the ANNs were carried out
by applying a sinusoidal signal (5) to the plant and the model. The results are shown for
600 discrete samples, i.e., .
Example 1: We consider a system described by the difference equation of Model 1.
The plant is assumed to be of second order and is described by the following difference
equation:
The MLP used for the purpose of identification has a structure of {1 20 10 1}. For
the CFLANN, the input was expanded to 14 terms using Chebyshev polynomials. Both
and [refer (3)] were chosen to be 0.5 in the two ANNs and a white Gaussian noise of
10 dB was added to the input of the plant. The results of the identification with the
sinusoidal signal (5) are shown in Fig. 3. It may be seen from this figure that the
identification of the plant is satisfactory for both the ANNs. But, the estimation error in
the CFLANN is found to be less than that of the MLP. The NMSE for the MLP and the
CFLANN models are found to be 16.69 dB and 26.22 dB, respectively.
Example 2: We consider a plant described by the difference equation of Model 2:
It is known a priori that the output of the plant depends only on the past two values of the
output and the input of the plant. The unknown function is given by ( )
( )( ) ( ). The series-parallel scheme used to identify
the plant is described by
where and are the two ANNs used to approximate the two nonlinear functions
and ,respectively.
V. CONCLUSIONS
We have proposed a novel single-layer ANN structure for identification of nonlinear
dynamic systems. In a functional-link ANN, functional expansion of the input increases
the dimension of the input pattern. Thus, creation of nonlinear decision boundaries in the
multidimensional input space and identification of complex nonlinear dynamic systems
become easier. In the proposed CFLANN, the input functional expansion is carried out
using the Chebyshev polynomials. In the four models of nonlinear dynamic systems
considered in this study, the CFLANN is found to be effective in identification of all the
systems. The prime advantage of the proposed ANN is its reduced computational
complexity without any sacrifice on its performance. Simulation results indicate that
performance of the proposed network is as good as that of a MLP network in presence of
additive noise to the system. The CFLANN may be used for on-line signal processing
applications due to its less computational requirement and satisfactory performance.
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Biography
Jagdish C. Patra (M’96) received the B.S. and M.S. degrees in electronics and
telecommunication engineering from Sambalpur University, India, in 1978 and 1989,
respectively, and the Ph.D. degree in electronics and communication engineering from
the Indian Institute of Technology, Kharagpur, in 1996.
After completion of the B.S. degree, he worked in different R&D, teaching, and
Government organizations for about eight years. In 1987, he joined the Regional
Engineering College, Rourkela, as a Lecturer, where he was promoted to an Assistant
Professor in 1990. In April 1999, he went to the Technical University of Delft, Delft, the
Netherlands, as a Guest Teacher (Gasdoscent) for six months. Subsequently, he joined
the School of EEE, Nanyang Technological University (NTU), Singapore, as a Research
Fellow in October 1999. Currently, he is serving as an Assistant Professor in the School
of Computer Engineering, NTU. His research interest includes intelligent signal
processing using neural networks, fuzzy sets, and genetic algorithms. He has published
several research papers in international journals of repute and conferences.
Dr. Patra is a member of the Institution of Engineers (India).
Alex C. Kot (SM’95) received the M.S. degree from the University of Rochester, NY
and the Ph.D. degree in electrical engineering from the University of Rhode Island, RI, in
1989.
He was with AT&T Bell, New York. Since 1991, he has been with the Nanyang
Technological University (NTU), Singapore, where he is currently Head of the
Information Engineering Division. His research and teaching interests are in the areas of
signal processing for communications, digital signal processing, biometrics, and
information security.
Dr. Kot received the NTU Best Teacher of the Year Award. He is currently an
Associate Editor for the IEEE TRANSACTIONS ON SIGNAL PROCESSING and the
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS FOR VIDEO
TECHNOLOGY. He has served as the General Co-Chair for the Second International
Conference on Information, Communications and Signal Processing (ICICS) in
December 1999. He is the Advisor for ICICS’01 and ICONIP’02. He has served as the
Chairman of the IEEE Signal Processing Chapter in Singapore.
List of tables
Fig. 3. Identification of the nonlinear plant (Example 1) with the test sinusoidal
signal and additive noise of 10 dB: (a) MLP and (b) CFLANN.
Fig. 4. Identification of the nonlinear plant (Example 2) with the test sinusoidal
signal and additive noise of 30 dB: (a) MLP and (b) CFLANN
Fig. 5. Identification of the nonlinear plant (Example 3) with the test sinusoidal
signal and additive noise of 20 dB: (a) MLP and (b) CFLANN.
Fig. 6. Identification of the nonlinear plant (Example 4) with the test sinusoidal
signal and additive noise of 10 dB: (a) MLP and (b) CFLANN.
TABLE I
TABLE II
Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6