Model selection approaches for non-linear system identification: a review

The identification of non-linear systems using only observed finite datasets has become a mature research area over the last two decades. A class of linear-in-the-parameter models with universal approximation capabilities have been intensively studied and widely used due to the availability of many linear-learning algorithms and their inherent convergence conditions. This article presents a systematic overview of basic research on model selection approaches for linear-in-the-parameter models. One of the fundamental problems in non-linear system identification is to find the minimal model with the best model generalisation performance from observational data only. The important concepts in achieving good model generalisation used in various non-linear system-identification algorithms are first reviewed, including Bayesian parameter regularisation and models selective criteria based on the cross validation and experimental design. A significant advance in machine learning has been the development of the support vector machine as a means for identifying kernel models based on the structural risk minimisation principle. The developments on the convex optimisation-based model construction algorithms including the support vector regression algorithms are outlined. Input selection algorithms and on-line system identification algorithms are also included in this review. Finally, some industrial applications of non-linear models are discussed.

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.

Towards hierarchical management of autonomic components: a case study

We address the issue of autonomic management in hierarchical component-based distributed systems. The long term aim is to provide a modelling framework for autonomic management in which QoS goals can be defined, plans for system adaptation described and proofs of achievement of goals by (sequences of) adaptations furnished. Here we present an early step on this path. We restrict our focus to skeleton-based systems in order to exploit their well-defined structure. The autonomic cycle is described using the Orc system orchestration language while the plans are presented as structural modifications together with associated costs and benefits. A case study is presented to illustrate the interaction of managers to maintain QoS goals for throughput under varying conditions of resource availability.

Adaptive Code Allocation for Interference Management on the Downlink of DS-CDMA Systems

A new technique based on adaptive code-to-user allocation for interference management on the downlink of BPSK based TDD DS-CDMA systems is presented. The principle of the proposed technique is to exploit the dependency of multiple access interference on the instantaneous symbol values of the active users. The objective is to adaptively allocate the available spreading sequences to users on a symbol-by-symbol basis to optimize the decision variables at the downlink receivers. The presented simulations show an overall system BER performance improvement of more than an order of a magnitude with the proposed technique while the adaptation overhead is kept less than 10% of the available bandwidth.