A new class of wavelet networks for nonlinear system identification

A new class of wavelet networks (WNs) is proposed for nonlinear system identification. In the new networks, the model structure for a high-dimensional system is chosen to be a superimposition of a number of functions with fewer variables. By expanding each function using truncated wavelet decompositions, the multivariate nonlinear networks can be converted into linear-in-the-parameter regressions, which can be solved using least-squares type methods. An efficient model term selection approach based upon a forward orthogonal least squares (OLS) algorithm and the error reduction ratio (ERR) is applied to solve the linear-in-the-parameters problem in the present study. The main advantage of the new WN is that it exploits the attractive features of multiscale wavelet decompositions and the capability of traditional neural networks. By adopting the analysis of variance (ANOVA) expansion, WNs can now handle nonlinear identification problems in high dimensions

The wavelet-NARMAX representation : a hybrid model structure combining polynomial models with multiresolution wavelet decompositions

A new hybrid model structure combing polynomial models with multiresolution wavelet decompositions is introduced for nonlinear system identification. Polynomial models play an important role in approximation theory, and have been extensively used in linear and nonlinear system identification. Wavelet decompositions, in which the basis functions have the property of localization in both time and frequency, outperform many other approximation schemes and offer a flexible solution for approximating arbitrary functions. Although wavelet representations can approximate even severe nonlinearities in a given signal very well, the advantage of these representations can be lost when wavelets are used to capture linear or low-order nonlinear behaviour in a signal. In order to sufficiently utilise the global property of polynomials and the local property of wavelet representations simultaneously, in this study polynomial models and wavelet decompositions are combined together in a parallel structure to represent nonlinear input-output systems. As a special form of the NARMAX model, this hybrid model structure will be referred to as the WAvelet-NARMAX model, or simply WANARMAX. Generally, such a WANARMAX representation for an input-output system might involve a large number of basis functions and therefore a great number of model terms. Experience reveals that only a small number of these model terms are significant to the system output. A new fast orthogonal least squares algorithm, called the matching pursuit orthogonal least squares (MPOLS) algorithm, is also introduced in this study to determine which terms should be included in the final model

A unified wavelet-based modelling framework for non-linear system identification: the WANARX model structure

A new unified modelling framework based on the superposition of additive submodels, functional components, and wavelet decompositions is proposed for non-linear system identification. A non-linear model, which is often represented using a multivariate non-linear function, is initially decomposed into a number of functional components via the wellknown analysis of variance (ANOVA) expression, which can be viewed as a special form of the NARX (non-linear autoregressive with exogenous inputs) model for representing dynamic input–output systems. By expanding each functional component using wavelet decompositions including the regular lattice frame decomposition, wavelet series and multiresolution wavelet decompositions, the multivariate non-linear model can then be converted into a linear-in-theparameters problem, which can be solved using least-squares type methods. An efficient model structure determination approach based upon a forward orthogonal least squares (OLS) algorithm, which involves a stepwise orthogonalization of the regressors and a forward selection of the relevant model terms based on the error reduction ratio (ERR), is employed to solve the linear-in-the-parameters problem in the present study. The new modelling structure is referred to as a wavelet-based ANOVA decomposition of the NARX model or simply WANARX model, and can be applied to represent high-order and high dimensional non-linear systems

A CENTER MANIFOLD THEORY-BASED APPROACH TO THE STABILITY ANALYSIS OF STATE FEEDBACK TAKAGI-SUGENO-KANG FUZZY CONTROL SYSTEMS

The aim of this paper is to propose a stability analysis approach based on the application of the center manifold theory and applied to state feedback Takagi-Sugeno-Kang fuzzy control systems. The approach is built upon a similar approach developed for Mamdani fuzzy controllers. It starts with a linearized mathematical model of the process that is accepted to belong to the family of single input second-order nonlinear systems which are linear with respect to the control signal. In addition, smooth right-hand terms of the state-space equations that model the processes are assumed. The paper includes the validation of the approach by application to stable state feedback Takagi-Sugeno-Kang fuzzy control system for the position control of an electro-hydraulic servo-system

Time-varying model identification for time-frequency feature extraction from EEG data

A novel modelling scheme that can be used to estimate and track time-varying properties of nonstationary signals is investigated. This scheme is based on a class of time-varying AutoRegressive with an eXogenous input (ARX) models where the associated time-varying parameters are represented by multi-wavelet basis functions. The orthogonal least square (OLS) algorithm is then applied to refine the model parameter estimates of the time-varying ARX model. The main features of the multi-wavelet approach is that it enables smooth trends to be tracked but also to capture sharp changes in the time-varying process parameters. Simulation studies and applications to real EEG data show that the proposed algorithm can provide important transient information on the inherent dynamics of nonstationary processes