Artificial Neural Networks for Modelling and Control of Non-Linear Systems
Artificial neural networks possess several properties that make them particularly attractive for applications to modelling and control of complex non-linear systems. Among these properties are their universal approximation ability, their parallel network
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		    Artificial Neural Networks for Modelling and Control of Non-Linear Systems by
 
 Johan A. K. Suykens Joos P. L. Vandewalle Bart L. R. De Moor
 
 SPRINGER-SCIENCE+BUSINESS MEDIA, B.V.
 
 A C.I.P. Catalogue record for this book is available from the Library of Congress
 
 ISBN 978-1-4419-5158-8 DOI 10.1007/978-1-4757-2493-6
 
 ISBN 978-1-4757-2493-6 (eBook)
 
 Printed on acid-free paper
 
 All Rights Reserved
 
 ©1996 Springer Science+Business Media Dordrecht
 
 Originally published by Kluwer Academic Publishers in 1996 Softcover reprint ofthe hardcover 1st edition 1996
 
 No part of the material protected by this copyright notice may be reproduced or utilized in any form or by any means, electronic or mechanical, including photocopying, recording or by any information storage and retrieval system, without written permission from the copyright owner.
 
 Contents Preface
 
 ix
 
 Notation
 
 xi
 
 1
 
 Introduction 1.1 Neural information processing systems 1.2 ANNs for modelling and control . 1.3 Chapter by Chapter overview 1.4 Contributions..... . . . . . .
 
 1 1 5 8 15
 
 2
 
 Artificial neural networks: architectures and learning rules 2.1 Basic neural network architectures 2.2 Universal approximation theorems . . 2.2.1 Multilayer perceptrons . . . . . 2.2.2 Radial basis function networks 2.3 Classical paradigms of learning 2.3.1 Backpropagation 2.3.2 RBF networks 2.4 Conclusion
 
 19 19 23 23 27
 
 Nonlinear system identification using neural networks 3.1 From linear to nonlinear dynamical models 3.2 Parametrization by ANNs . . . . 3.2.1 Input/output models. . . 3.2.2 Neural state space models :3.2.3 Identifiability . . . . . . . :3.3 Learning algorithms . . . . . . . 3.:3.1 Feedforward network related models 3.:3.1.1 Backpropagation algorithm :3.3.l.2 Prediction error algorithms
 
 37 38 39 39 41 43
 
 3
 
 v
 
 28 29 33 35
 
 45 46 46 46
 
 Contents
 
 vi 3.3.1.3 3.3.2
 
 Recurrent network related models
 
 48
 
 "
 
 50
 
 3.3.2.1
 
 Dynamic backpropagation
 
 50
 
 3.3.2.2
 
 Extended KaIman filtering
 
 54
 
 :3.4
 
 Elements from nonlinear optimization theory
 
 55
 
 3.5
 
 Aspects of model validation, pruning and regularization
 
 58
 
 3.6
 
 Neural network models as uncertain linear systems
 
 61
 
 :3.7
 
 3.6.1
 
 Convex polytope ..
 
 62
 
 3.6.2
 
 LFT representation .
 
 65
 
 Examples . . . . . . . . . .
 
 68
 
 Some eh allen ging examples from the literature
 
 68
 
 3.7.2
 
 Simulated nonlinear system with hysteresis
 
 69
 
 3.7.3
 
 Identification of a glass furnace
 
 75
 
 :3.7.4
 
 Identifying n-double scrolls
 
 77
 
 3.7.1
 
 3.8
 
 4
 
 Extended KaIman filtering
 
 Conclusion
 
 82
 
 Neural networks for cOlltrol 4.1
 
 4.2
 
 4.:3
 
 83
 
 Neural control strategies ..
 
 8:3
 
 4.1.1
 
 Direct versus indirect adaptive methods
 
 8:3
 
 4.1.2
 
 Reinforcement learning
 
 85
 
 4.1.:3
 
 Neural optimal control .
 
 87
 
 4.1.4
 
 Internal model control and model predictive control
 
 88
 
 Neural optimal control . . . . . . . . . . . . . . . . . . . .
 
 90
 
 4.2.1
 
 The N -stage optimal control problem
 
 4.2.2
 
 Neural optimal contro!: full state information case
 
 92
 
 4.2.:3
 
 Stabilization problem: full static state feedback Tracking problem: the LISP principle . . . .		
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