Parsimonious genetic programming for complex process intelligent modeling: algorithm and applications

A novel genetic programming (GP) algorithm called parsimonious genetic programming (PGP) for complex process intelligent modeling was proposed. First, the method uses traditional GP to generate nonlinear input–output model sets that are represented in a binary tree structure according to special decomposition method. Then, it applies orthogonal least squares algorithm (OLS) to estimate the contribution of the branches, which refers to basic function term that cannot be decomposed anymore, to the accuracy of the model, so as to eliminate complex redundant subtrees and enhance convergence speed. Finally, it obtains simple, reliable and exact linear in parameters nonlinear model via GP evolution. Simulations validate that the proposed method can generate more robust and interpretable models, which is obvious and easy for realization in real applications. For the proposed algorithm, the whole modeling process is fully automatic, which is a rather promising method for complex process intelligent modeling.     

The construction of fuzzy least squares estimators in fuzzy linear regression models

A new concept and method of imposing imprecise (fuzzy) input and output data upon the conventional linear regression model is proposed. Under the considerations of fuzzy parameters and fuzzy arithmetic operations (fuzzy addition and multiplication), we propose a fuzzy linear regression model which has the similar form as that of conventional one. We conduct the h-level (conventional) linear regression models of fuzzy linear regression model for the sake of invoking the statistical techniques in (conventional) linear regression analysis for real-valued data. In order to determine the sign (nonnegativity or nonpositivity) of fuzzy parameters, we perform the statistical testing hypotheses and evaluate the confidence intervals. Using the least squares estimators obtained from the h-level linear regression models, we can construct the membership functions of fuzzy least squares estimators via the form of “Resolution Identity” which is well-known in fuzzy sets theory. In order to obtain the membership degree of any given estimate taken from the fuzzy least squares estimator, optimization problems have to be solved. We also provide two computational procedures to deal with those optimization problems.     

An efficient hierarchical identification method for general dual-rate sampled-data systems

For the lifted input–output representation of general dual-rate sampled-data systems, this paper presents a decomposition based recursive least squares (D-LS) identification algorithm using the hierarchical identification principle. Compared with the recursive least squares (RLS) algorithm, the proposed D-LS algorithm does not require computing the covariance matrices with large sizes and matrix inverses in each recursion step, and thus has a higher computational efficiency than the RLS algorithm. The performance analysis of the D-LS algorithm indicates that the parameter estimates can converge to their true values. A simulation example is given to confirm the convergence results.     

Neural network-based robust adaptive control of nonlinear systems with unmodeled dynamics

A neural network-based robust adaptive control design scheme is developed for a class of nonlinear systems represented by input–output models with an unknown nonlinear function and unmodeled dynamics. By on-line approximating the unknown nonlinear functions and unmodeled dynamics by radial basis function (RBF) networks, the proposed approach does not require the unknown parameters to satisfy the linear dependence condition. It is proved that with the proposed control law, the closed-loop system is stable and the tracking error converges to zero in the presence of unmodeled dynamics and unknown nonlinearity. A simulation example is presented to demonstrate the method.     

Recursive least squares parameter identification algorithms for systems with colored noise using the filtering technique and the auxilary model

This paper focuses on the parameter estimation problems of output error autoregressive systems and output error autoregressive moving average systems (i.e., the Box–Jenkins systems). Two recursive least squares parameter estimation algorithms are proposed by using the data filtering technique and the auxiliary model identification idea. The key is to use a linear filter to filter the input–output data. The proposed algorithms can identify the parameters of the system models and the noise models interactively and can generate more accurate parameter estimates than the auxiliary model based recursive least squares algorithms. Two examples are given to test the proposed algorithms.     

An adaptive wavelet network for function learning

In this article, a wavelet neural network (WNN) model is proposed for approximating arbitrary nonlinear functions. Our WNN model structure comes from the idea of adaptive neuro-fuzzy inference system (ANFIS) which is used for obtaining fuzzy rule base from the input–output data of an unknown function. The WNN model which is called in this study as adaptive wavelet network (AWN) consists of wavelet scaling functions in its processing units whereas in an ANFIS, mostly Gaussian-type membership functions are used for a function approximation. We present to train an AWN by a hybrid-learning method containing least square estimation (LSE) with gradient-based optimization algorithm to obtain the optimal translation and dilation parameters of our AWN for model accuracy. Simulation examples are also given to illustrate the effectiveness of the method.     

Identification of nonlinear time-varying systems using an online sliding-window and common model structure selection (CMSS) approach with applications to EEG

The identification of nonlinear time-varying systems using linear-in-the-parameter models is investigated. An efficient common model structure selection (CMSS) algorithm is proposed to select a common model structure, with application to EEG data modelling. The time-varying parameters for the identified common-structured model are then estimated using a sliding-window recursive least squares (SWRLS) approach. The new method can effectively detect and adaptively track and rapidly capture the transient variation of nonstationary signals, and can also produce robust models with better generalisation properties. Two examples are presented to demonstrate the effectiveness and applicability of the new approach including an application to EEG data.     

Accuracy analysis of a covariance matching approach for identifying errors-in-variables systems

A system identification method for errors-in-variables problems based on covariance matching was recently proposed. In the first step, a small amount of covariances of noisy input–output data are computed, and then a parametric model is fitted to these covariances. In this paper, the method is further analyzed and the asymptotic accuracy of the parameter estimates is derived. An explicit algorithm for computing the asymptotic covariance matrix of the parameter estimates is given, and the identification method is shown to be asymptotically statistically efficient assuming that the given information is the computed covariances. As an important byproduct, an efficient algorithm is presented for computing the covariance matrix of the computed input–output covariances.     

Model identification and state estimation in grid systems

Depending on the problem statement and available information on the system structure and order, three classes of models are discussed: a linear model of state variables with unknown disturbance, a model in input–output variables, and a neural network model that describes nonlinear objects. To estimate the state and to identify the models, intelligent computations are applied: non-static uncertainty is described using fuzzy sets, and genetic algorithms are used for the structural-parametric identification of input–output models.     

A covariance matching approach for identifying errors-in-variables systems

The errors-in-variables identification problem concerns dynamic systems whose input and output variables are affected by additive noise. Several estimation methods have been proposed for identifying dynamic errors-in-variables models. In this paper a covariance matching approach is proposed to solve the identification problem. It applies for general types of input signals. The method utilizes a small set of covariances of the measured input–output data. This property applies also for some other methods, such as the Frisch scheme and the bias-eliminating least squares method. Algorithmic details for the proposed method are provided. User choices, for example specification of which input–output covariances to utilize, are discussed in some detail. The method is evaluated by using numerical examples, and is shown to have competitive properties as compared to alternative methods.