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 . . . .