Two-stage mixed discrete-continuous identification of radial basis function (RBF) neural models for nonlinear systems

The identification of nonlinear dynamic systems using radial basis function (RBF) neural models is studied in this paper. Given a model selection criterion, the main objective is to effectively and efficiently build a parsimonious compact neural model that generalizes well over unseen data. This is achieved by simultaneous model structure selection and optimization of the parameters over the continuous parameter space. It is a mixed-integer hard problem, and a unified analytic framework is proposed to enable an effective and efficient two-stage mixed discrete-continuous; identification procedure. This novel framework combines the advantages of an iterative discrete two-stage subset selection technique for model structure determination and the calculus-based continuous optimization of the model parameters. Computational complexity analysis and simulation studies confirm the efficacy of the proposed algorithm.

Robust fuzzy Gustafson-Kessel clustering for nonlinear system identification

This paper deals with Takagi-Sugeno (TS) fuzzy model identification of nonlinear systems using fuzzy clustering. In particular, an extended fuzzy Gustafson-Kessel (EGK) clustering algorithm, using robust competitive agglomeration (RCA), is developed for automatically constructing a TS fuzzy model from system input-output data. The EGK algorithm can automatically determine the 'optimal' number of clusters from the training data set. It is shown that the EGK approach is relatively insensitive to initialization and is less susceptible to local minima, a benefit derived from its agglomerate property. This issue is often overlooked in the current literature on nonlinear identification using conventional fuzzy clustering. Furthermore, the robust statistical concepts underlying the EGK algorithm help to alleviate the difficulty of cluster identification in the construction of a TS fuzzy model from noisy training data. A new hybrid identification strategy is then formulated, which combines the EGK algorithm with a locally weighted, least-squares method for the estimation of local sub-model parameters. The efficacy of this new approach is demonstrated through function approximation examples and also by application to the identification of an automatic voltage regulation (AVR) loop for a simulated 3 kVA laboratory micro-machine system.

Moving window kernel PCA for adaptive monitoring of nonlinear processes

This paper discusses the monitoring of complex nonlinear and time-varying processes. Kernel principal component analysis (KPCA) has gained significant attention as a monitoring tool for nonlinear systems in recent years but relies on a fixed model that cannot be employed for time-varying systems. The contribution of this article is the development of a numerically efficient and memory saving moving window KPCA (MWKPCA) monitoring approach. The proposed technique incorporates an up- and downdating procedure to adapt (i) the data mean and covariance matrix in the feature space and (ii) approximates the eigenvalues and eigenvectors of the Gram matrix. The article shows that the proposed MWKPCA algorithm has a computation complexity of O(N2), whilst batch techniques, e.g. the Lanczos method, are of O(N3). Including the adaptation of the number of retained components and an l-step ahead application of the MWKPCA monitoring model, the paper finally demonstrates the utility of the proposed technique using a simulated nonlinear time-varying system and recorded data from an industrial distillation column.

On Infinite Time Performance of Nonlinear Model Predictive Controllers

This paper addresses the problem of infinite time performance of model predictive controllers applied to constrained nonlinear systems. The total performance is compared with a finite horizon optimal cost to reveal performance limits of closed-loop model predictive control systems. Based on the Principle of Optimality, an upper and a lower bound of the ratio between the total performance and the finite horizon optimal cost are obtained explicitly expressed by the optimization horizon. The results also illustrate, from viewpoint of performance, how model predictive controllers approaches to infinite optimal controllers as the optimization horizon increases.

Position control of shape memory alloy actuators using self tuning fuzzy PID controller

Shape Memory Alloy (SMA) actuators, which have the ability to return to a predetermined shape when heated, have many potential applications such as aeronautics, surgical tools, robotics and so on. Although the conventional PID controller can be used with slow response systems, there has been limited success in precise motion control of SMA actuators, since the systems are disturbed by unknown factors beside their inherent nonlinear hysteresis and changes in the surrounding environment of the systems. This paper presents a new development of a SMA position control system by using a self-tuning fuzzy PID controller. This control algorithm is used by tuning the parameters of the PID controller thereby integrating fuzzy inference and producing a fuzzy adaptive PID controller, which can then be used to improve the control performance of nonlinear systems. The experimental results of position control of SMA actuators using conventional and self-tuning fuzzy PID controllers are both included in this paper.

A two-stage algorithm for identification of nonlinear dynamic systems

This paper investigates the two-stage stepwise identification for a class of nonlinear dynamic systems that can be described by linear-in-the-parameters models, and the model has to be built from a very large pool of basis functions or model terms. The main objective is to improve the compactness of the model that is obtained by the forward stepwise methods, while retaining the computational efficiency. The proposed algorithm first generates an initial model using a forward stepwise procedure. The significance of each selected term is then reviewed at the second stage and all insignificant ones are replaced, resulting in an optimised compact model with significantly improved performance. The main contribution of this paper is that these two stages are performed within a well-defined regression context, leading to significantly reduced computational complexity. The efficiency of the algorithm is confirmed by the computational complexity analysis, and its effectiveness is demonstrated by the simulation results.

Analytical description of stochastic field-Line wandering in magnetic turbulence

A nonperturbative nonlinear statistical approach is presented to describe turbulent magnetic systems embedded in a uniform mean magnetic field. A general formula in the form of an ordinary differential equation for magnetic field-line wandering (random walk) is derived. By considering the solution of this equation for different limits several new results are obtained. As an example, it is demonstrated that the stochastic wandering of magnetic field-lines in a two-component turbulence model leads to superdiffusive transport, contrary to an existing diffusive picture. The validity of quasilinear theory for field-line wandering is discussed, with respect to different turbulence geometry models, and previous diffusive results are shown to be deduced in appropriate limits.

Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations

We propose a new approach for modeling nonlinear multivariate interest rate processes based on time-varying copulas and reducible stochastic differential equations (SDEs). In the modeling of the marginal processes, we consider a class of nonlinear SDEs that are reducible to Ornstein--Uhlenbeck (OU) process or Cox, Ingersoll, and Ross (1985) (CIR) process. The reducibility is achieved via a nonlinear transformation function. The main advantage of this approach is that these SDEs can account for nonlinear features, observed in short-term interest rate series, while at the same time leading to exact discretization and closed-form likelihood functions. Although a rich set of specifications may be entertained, our exposition focuses on a couple of nonlinear constant elasticity volatility (CEV) processes, denoted as OU-CEV and CIR-CEV, respectively. These two processes encompass a number of existing models that have closed-form likelihood functions. The transition density, the conditional distribution function, and the steady-state density function are derived in closed form as well as the conditional and unconditional moments for both processes. In order to obtain a more flexible functional form over time, we allow the transformation function to be time varying. Results from our study of U.S. and UK short-term interest rates suggest that the new models outperform existing parametric models with closed-form likelihood functions. We also find the time-varying effects in the transformation functions statistically significant. To examine the joint behavior of interest rate series, we propose flexible nonlinear multivariate models by joining univariate nonlinear processes via appropriate copulas. We study the conditional dependence structure of the two rates using Patton (2006a) time-varying symmetrized Joe--Clayton copula. We find evidence of asymmetric dependence between the two rates, and that the level of dependence is positively related to the level of the two rates. (JEL: C13, C32, G12) Copyright The Author 2010. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oxfordjournals.org, Oxford University Press.