Exact search directions for optimization of linear and nonlinear models based on generalized orthonormal functions

Alex Da Rosa*, Ricardo J.G.B. Campello, Wagner C. Amaral

*Corresponding author for this work

Research output: Contribution to journalJournal articleResearchpeer-review

Abstract

A novel technique for selecting the poles of or-thonormal basis functions (OBF) in Volterra models of any order is presented. It is well-known that the usual large number of parameters required to describe the Volterra kernels can be significantly reduced by representing each kernel using an appropriate basis of orthonormal functions. Such a representation results in the so-called OBF Volterra model, which has a Wiener structure consisting of a linear dynamic generated by the orthonormal basis followed by a nonlinear static mapping given by the Volterra polynomial series. Aiming at optimizing the poles that fully param-eterize the orthonormal bases, the exact gradients of the outputs of the orthonormal filters with respect to their poles are computed analytically by using a back-propagation-through-time technique. The expressions relative to the Kautz basis and to generalized orthonormal bases of functions (GOBF) are addressed; the ones related to the Laguerre basis follow straightforwardly as a particular case. The main innovation here is that the dynamic nature of the OBF filters is fully considered in the gradient computations. These gradients provide exact search directions for optimizing the poles of a given orthonormal basis. Such search directions can, in turn, be used as part of an optimization procedure to locate the minimum of a cost-function that takes into account the error of estimation of the system output. The Levenberg-Marquardt algorithm is adopted here as the optimization procedure. Unlike previous related work, the proposed approach relies solely on input-output data measured from the system to be modeled, i.e., no information about the Volterra kernels is required. Examples are presented to illustrate the application of this approach to the modeling of dynamic systems, including a real magnetic levitation system with nonlinear oscillatory behavior.

Original languageEnglish
Article number5308390
JournalIEEE Transactions on Automatic Control
Volume54
Issue number12
Pages (from-to)2757-2772
ISSN0018-9286
DOIs
Publication statusPublished - Dec 2009
Externally publishedYes

Keywords

  • Back-propagation-through-time technique
  • Generalized orthonormal bases of functions (GOBF)
  • Kautz
  • Laguerre
  • Linear and nonlinear systems identification
  • Optimization
  • Orthonormal basis functions (OBF)
  • Volterra series

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