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IEEE TRANSACTIONS ON SYSTEMS, MAN, AND CYBERNETICSPART B: CYBERNETICS 1
TakagiSugeno Fuzzy Models in the Framework of
Orthonormal Basis Functions
Jeremias B. Machado, Member, IEEE, Ricardo J. G. B. Campello, Member, IEEE, and
Wagner Caradori Amaral, Member, IEEE
AbstractAn approach to obtain TakagiSugeno (TS) fuzzy
models of nonlinear dynamic systems using the framework of or-
thonormal basis functions (OBFs) is presented in this paper. This
approach is based on an architecture in which local linear models
with ladder-structured generalized OBFs (GOBFs) constitute the
fuzzy rule consequents and the outputs of the corresponding
GOBF lters are input variables for the rule antecedents. The
resulting GOBF-TS model is characterized by having only real-
valued parameters that do not depend on any user specication
about particular types of functions to be used in the orthonormal
basis. The fuzzy rules of the model are initially obtained by means
of a well-known technique based on fuzzy clustering and least
squares. Those rules are then simplied, and the model parame-
ters (GOBF poles, GOBF expansion coefcients, and fuzzy mem-
bership functions) are subsequently adjusted by using a nonlinear
optimization algorithm. The exact gradients of an error functional
with respect to the parameters to be optimized are computed
analytically. Those gradients provide exact search directions for
the optimization process, which relies solely on inputoutput data
measured from the system to be modeled. An example is presented
to illustrate the performance of this approach in the modeling of a
complex nonlinear dynamic system.
Index TermsGeneralized orthonormal basis functions (OBFs)
(GOBFs), nonlinear systems, systemidentication, TakagiSugeno
(TS) fuzzy models.
I. INTRODUCTION
M
ATHEMATICAL MODELING of real physical systems
is important in many areas of science and technology.
In engineering, models used for analysis, optimization, simula-
tion, and process control require ever more efcient processes
of modeling and identication. An approach of particular rele-
vance (and interest here) is the modeling of dynamic systems
using orthonormal basis functions (OBFs) [1][7]. This ap-
proach consists in representing a dynamic system in terms of an
orthonormal basis for the space of interest. The most commonly
Manuscript received May 9, 2011; revised March 30, 2012 and June 22,
2012; accepted August 21, 2012. This work was supported in part by the Brazil-
ian National Council for Scientic and Technological Development (CNPq) and
in part by the Research Foundation of the State of So Paulo (FAPESP). This
paper was recommended by Associate Editor H. Gao.
J. B. Machado is with the Systems Engineering and Information Technology
Institute, Federal University of Itajub (UNIFEI), CEP 37500-903 Itajub, MG,
Brazil (e-mail: jeremias@unifei.edu.br).
R. J. G. B. Campello is with the Department of Computer Sciences,
University of So Paulo, CEP 13560-970 So Carlos, SP, Brazil (e-mail:
campello@icmc.usp.br).
W. C. Amaral is with the Department of Computer Engineering and Indus-
trial Automation, State University of Campinas (UNICAMP), CEP 13083-852
Campinas, SP, Brazil (e-mail: wagner@dca.fee.unicamp.br).
Color versions of one or more of the gures in this paper are available online
at http://ieeexplore.ieee.org.
Digital Object Identier 10.1109/TSMCB.2012.2217323
used OBFs are the Laguerre and Kautz functions [3], [8], [9],
which are more suitable for modeling systems with dominant
dynamics of the rst and the second order, respectively. To
model more complex dynamics, generalized OBFs (GOBFs)
[7], [10], [11] are usually more appropriate, although they
involve more complex parameterizations.
Models based on the OBF framework have many advantages,
such as the possibility of incorporating prior knowledge about
the dominant dynamics of the system to be modeled [6], [11].
By including such knowledge, the model order can be reduced,
thus simplifying the corresponding identication and control
problems [7], [10]. Moreover, OBF models do not involve
output feedback (i.e., prediction errors are not propagated),
which usually results in more accurate representations [12].
Models based on orthonormal functions are also more tolerant
to unmodeled dynamics and are less sensitive to estimated
parameters. Due to the completeness of the orthonormal bases,
it is also possible to improve accuracy by increasing the number
of functions in the basis [12]. Furthermore, OBF-based models
have an output-error structure that takes advantage of the fact
that the deterministic component of the model can be estimated
consistently whenever the system noise is uncorrelated to the
system input [12].
The model parameters related to the orthonormal bases are
the poles of the orthonormal functions and the series-expansion
coefcients of these functions. The values for the expansion
coefcients depend upon the choice of the poles. The poles
are free-design parameters, and their optimal selection con-
stitutes an important stage in the identication of nite-order
OBF models. When they are properly selected, the speed of
convergence of an orthonormal series can increase signicantly,
thus allowing order reductions without compromising accuracy
[6], [10]. In fact, if the basis poles are set close to the dominant
modes of the system, an accurate approximation can be ob-
tained with fewer coefcients. The selection of the OBF pole(s)
is either undertaken manually by the user, based on previous
knowledge about the system, or automatically from input
output (I/O) data, based on optimization methods [7], [12].
This paper presents an alternative for the optimization of
ladder-structured GOBF models in a state-space representation.
The GOBF model adopted here has advantages over those
based on other orthonormal functions commonly reported in the
literature, mainly in that only real-valued parameters are used in
the parameterization regardless of whether the GOBF poles are
real or complex valued. This allows the representation of higher
order dynamic systems and systems with multiple dominant
modes by using simpler models, without the need to specify
1083-4419/$31.00 2012 IEEE
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2 IEEE TRANSACTIONS ON SYSTEMS, MAN, AND CYBERNETICSPART B: CYBERNETICS
in advance the dynamic nature of the poles. For the selection
of the GOBF poles and the respective parameters, nonlinear
programming algorithmswith exact search directions deter-
mined by the gradients of an error functionalare used. For this
task, an analytical method for the calculation of the gradients
of ladder-structured GOBF models has been developed, which
is similar to the one presented in [13]. The main difference
is that the method in [13] is limited to models based on the
Kautz and TakenakaMalmquist functions, which require the
user to specify in advance the dynamic nature of the poles in
the orthonormal basis.
Much of the research in (G)OBF has been toward linear
models [7]. However, linear models are not always able to
provide an accurate representation of a real-world system. In
such cases, nonlinear models are natural alternatives. These
models can be generically represented as
y(k) = H((k)) (1)
where y(k) is the estimated (or predicted) output of the system
at discrete time instant k, (k) is a regression vector, and H
is a generic nonlinear static operator. Since H is static, the
dynamics of the system are represented uniquely by means of
the elements in vector (k).
A wide range of nonlinear systems can be modeled as in (1)
[14]. This paper is concerned largely with nonlinear models
of this type, particularly those that employ ladder-structured
GOBF lters to produce the regression vector (k) and
TakagiSugeno (TS) fuzzy models as the static operator H[15].
Fuzzy models provide approximate I/O mappings with arbi-
trary precision, i.e., they can be applied as universal approxima-
tors of functions in a given compact region [16][19]. TS fuzzy
models have already been successfully used in conjunction with
OBFs in the modeling of nonlinear dynamic systems and its
applications to the design of model-based controllers [20][22].
OBF-TS fuzzy models have been as effective in modeling
nonlinear systems as other OBF-based models, such as the
Volterra models or articial neural networks, but OBF-TS fuzzy
models have the advantage that they can be interpreted as an
interpolation of multiple local linear OBF models, each of
which is described by an individual fuzzy rule [21], [23].
In papers such as [20] and [21], certain prior knowledge
about the main modes of the dynamic system being modeled is
used to determine the suitable orthonormal pole(s) for OBF-TS
fuzzy models. In [22], a methodology for automatically obtain-
ing the rules and fuzzy sets of these models was described that
uses fuzzy clustering techniques combined with cluster evalua-
tion criteria [24], but the orthonormal poles are still determined
in an ad hoc fashion. In this paper, a new approach is proposed
for obtaining (G)OBF-TS fuzzy models using no previous
knowledge about the system. An initial model is obtained from
I/O data using fuzzy clustering techniques as proposed in [22].
Once this initial model has been determined, it undergoes a
simplication procedure as follows [24]: 1) Redundant clusters
(if any) are eliminated by using cluster merging techniques;
2) structural similarity analysis is used to merge or eliminate
similar membership functions (MFs); and 3) noninformative
MFs (if any), which are similar to the universe of discourse
of the premise variables, are excluded. Finally, the remaining
model parameters (poles, GOBF expansion coefcients, and
MFs) are then adjusted using a nonlinear optimization proce-
dure that makes use of analytical exact gradients of an error
functional with respect to the parameters to be optimized.
The proposed approach allows the development of accu-
rate models with arbitrary precision from I/O data, using no
previous knowledge about the system being analyzed. If de-
sired, however, the proposed method allows the user to include
a priori knowledge when building the model, not only through
the initial settings of the fuzzy rules but also through the
selection of initial orthonormal poles to be ne-tuned by the
optimization procedure. Finally, the use of the TS architecture
makes it possible to interpret the rules of the resulting global
model as local linear models.
The remainder of this paper is organized as follows. In the
next section, a review of OBF and GOBF modeling is pre-
sented. Section III presents the GOBF-TS fuzzy models used
for modeling nonlinear systems. Subsequently, Sections IV
and V present respectively the techniques for obtaining initial
models using fuzzy clustering algorithms and techniques for
simplifying the fuzzy rule base. Section VI presents the pro-
cedure for the optimization of the model parameters (poles,
GOBF expansion coefcients, and MFs). These techniques are
summarized in Section VII. Section VIII presents an example
which illustrates the performance of the proposed methodol-
ogy in the modeling of a complex nonlinear system. Finally,
Section IX presents the conclusions.
II. OBF MODELS
OBF models are generally represented in state-space form as
follows [7], [25]:
(k + 1) =A
f
(k) +B
f
u(k)
y(k) =C
T
f
(k) (2)
where y(k) is the estimated output, matrices A
f
and B
f
depend directly on the model parameters (poles), matrix C
f
contains the coefcients of the orthonormal series expansion,
and (k) = [
1
(k) . . .
n
f
(k)]
T
is the n
f
th-order orthonormal
state vector
1
whose elements (states) are the outputs of the
lters corresponding to orthonormal functions of an equivalent
order (
l
with l = 1, . . . , n
f
). This model can also be extended
to include a term in the static part of the representation to model
the dc level in the system output.
In OBF models, two frequently used orthonormal functions
are the Laguerre and Kautz functions [7], [25]. The Laguerre
basis is more appropriate for representing systems with real-
valued poles or those with a reduced imaginary part. The Kautz
basis is more appropriate for the representation of systems
with underdamped oscillatory dynamics for which complex
conjugate poles must be parameterized [7], [25]. Models can
also be constructed using GOBFs; in this case, the orthonormal
functions can contain n
b
different poles. This special kind of
OBF can efciently model both damped and/or underdamped
1
Note that this is an abuse of notation as orthonormality is a property of the
functions, not a property of the states.
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MACHADO et al.: TAKAGISUGENO FUZZY MODELS IN THE FRAMEWORK OF OBFS 3
Fig. 1. Block representation of a linear GOBF model.
systems, as well as systems with multiple dominant modes, as
discussed in the next section.
A. GOBF Models
GOBF models are obtained by connecting n all-pass lters of
the n
b
th order. Each lter has n
b
poles which may or may not
be distinct and can be either real or complex valued [7], [11].
Fig. 1 shows the block structure of a linear GOBF model, where
the blocks represented by G
b
are the linear lters associated
with the orthonormal functions that compose the basis and C
T
i
(with i = 1, . . . , n) denotes the corresponding subvectors of
expansion coefcients, which weigh the lter outputs before
they are added to form the nal output of the model, y(k).
A special case of GOBF functions consists of connecting
different rst- and second-order all-pass lters, with each lter
being allowed to have a distinct pole(s). Such functions are also
known as TakenakaMalmquist functions [7]
F

(z) =
_
1 ||
2

i=1
_
1
i
z
z
i
_
(3)
where
i
, i = 1, . . . , , denotes the GOBF poles. However,
there are some shortcomings associated with the identication
of models based on these functions when the dynamic char-
acteristics of the system to be modeled (and, accordingly, the
nature of the poles that should be used) are unknown.
1) It is necessary to specify a priori the number of real- and
complex-valued conjugate poles.
2) Parameterization is not unique because the permutation
of poles leads to identical models.
3) For complex conjugate poles (both real and/or imagi-
nary), parameters are interdependent because the poles
must fall inside the unit circle (i.e., each pole must have a
modulus that is less than 1) [7].
4) The output of lters with complex conjugate poles is
complex (not real) valued, although this situation can be
resolved with the transformation proposed in [11].
Fortunately, there is another GOBF form that exhibits none
of the shortcomings described earlier. Such a representation
is known as ladder-structured GOBF, of which Laguerre and
Kautz functions represent special cases [7].
1) Ladder Structure: A class of well-known orthogonal
functions is those with the form
G(z) =
1
m
z
z
m
(4)
Fig. 2. Block diagram of an orthogonal lter parameterized by .
Fig. 3. Diagram of a ladder-structured GOBF block.
where
m
is a real-valued pole. A classic example of a function
as above is the one that constitutes the nite-impulse-response
models (i.e., G(z) = z
1
), for which
m
= 0.
The cascade connection of n
b
rst-order orthogonal func-
tions generates other orthogonal functions of the n
b
th-order
[7], but when these involve complex conjugate poles, the
parameters often become complex-valued and require certain
transformations to become real-valued. To avoid this problem,
GOBF models based on normalized ladder structures can be
used. In these models, the poles are always parameterized
by real-valued parameters (denoted by
i
, for i = 1, . . . , n
b
)
regardless of their nature. This representation was originally
proposed in [26]. It rst considers the realization in state space
of an orthogonal lter with only one pole, two inputs, and two
outputs. Such a state-space model is given by [7], [26]

i
(k + 1)
y
1
(k)
y
2
(k)

0 0 1
_
1
2
0

_
1
2
0

i
(k)
u
1
(k)
u
2
(k)

(5)
with 1 < < 1. Model (5) can be represented by the block
diagram in Fig. 2.
This structure is orthogonal and normalized, and as such,
it can give rise to an orthonormal basis. According to the
layout presented in Fig. 3, the connection of n
b
units forms a
generalized orthonormal lter with n
b
poles.
GOBF models are formed, as in Fig. 1, by the cascade
connection of n blocks (G
b
blocks). In the case of ladder-
structured GOBFs, these blocks are constructed as in Fig. 3, in
such a way that the total number of functions in the resulting
orthonormal basis is n
f
= n
b
n. In this paper, we develop a
state-space representation for computing the outputs of such
ladder-structured GOBFs. This representation plays an impor-
tant role in the optimization process because it allows the
calculation of the gradients of the outputs of the GOBF lters
with respect to their parameters. The state-space model of a
single G
b
block with n
b
poles parameterized by
i
(with i =
1, . . . , n
b
) is as follows:

b
(k + 1) =A
b

b
(k) +B
b
u(k)
y
b
(k) =C
b

b
(k) (6)
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4 IEEE TRANSACTIONS ON SYSTEMS, MAN, AND CYBERNETICSPART B: CYBERNETICS
where
b
(k) = [
1
(k) . . .
n
b
(k)] represents the outputs of the
lters (i.e., the states) that compose the G
b
block. Matrices
A
b
and B
b
directly depend on the parameters
i
(for i =
1, . . . , n
b
), as described in the Appendix, and C
b
stands for
the respective subvector of series-expansion coefcients of the
GOBF model.
The general GOBF model, composed of a cascade connec-
tion of n such G
b
blocks, can be represented in state-space
form as shown in (2), where (k) is composed by the outputs
of n
b
n orthonormal lters. The corresponding matrices, A
f
,
B
f
, and C
f
, are dened in the Appendix. Such a state-space
representation makes it possible to estimate the model poles
by determining the eigenvalues of matrix A
f
. This method
guarantees that, even when dealing with complex conjugate
poles, only real-valued parameters need to be determined.
Notice that, since the GOBF model is a dynamic representation
in the state-space (A
f
, B
f
, C
f
), one possible realization by a
transfer function is as follows [6]:
G
k
(z) = C
f
(Iz A
f
)
1
B
f
.
III. OBF-TS FUZZY MODELS
One of the most commonly used rule-based fuzzy models
for the approximation of nonlinear dynamic systems is the
TakagiSugeno (TS) model [27]. Such a model consists essen-
tially of an interpolation of multiple local models (usually linear
or afne) in a way that favors the design of controllers and
universal function approximators [16][19]. The generic form
of a fuzzy rule in TS models is as follows:
If x
1
is A
i,1
and . . . and x
j
is A
i,j
. .
antecedent
then y
i
= f
i
(x
1
, . . . , x
j
)
. .
consequent
. (7)
Static afne functions f
i
are commonly used, but TS fuzzy
models can actually involve any type of function in the conse-
quents of the rules, including nonlinear functions or dynamic
relationships such as differential or difference equations. Here,
the functions in the consequents are the GOBF dynamic linear
models that were presented in Section II. The use of GOBF
models as local models in the rule consequents maintains all of
the advantages inherent to the use of GOBF for the modeling
of dynamic systems. For cases in which the same GOBF basis
is used for all local models, it is only necessary to individually
recompute the static part of the formulation for each model (as
the dynamic part will be the same for all models) [21], [23]. In
other words, the forms of A
f
and B
f
of the state-space repre-
sentation in (2) can be unique and shared by all local models.
OBF-TS fuzzy models consist of a set of K fuzzy rules in the
following format [21][23]:
If
1
(k) is L
i,1
and . . . and

(k) is L
i,
then y
i
(k) = C
T
f
i
(k) (8)
where the input variables in the rule antecedents are given
by the outputs of the orthonormal lters (i.e., the elements
of vector (k)), L
i,j
is the fuzzy set associated with the jth
antecedent variable in the ith rule, and C
T
f
i
is the matrix of
expansion coefcients of the ith local OBF model (as presented
in Section II). The overall estimated output, y(k), is obtained
using the classical TS interpolation of the individual local
model outputs [12], [28]
y(k) =

K
i=1

i
((k)) y
i
(k)

K
i=1

i
((k))
(9)
where y
i
(k) is the output of the ith local OBF model (i.e., the
consequent of the ith rule), K is the number of rules (local
models), and
i
((k)) is the degree of activation of the ith rule,
which can be computed as follows:

i
((k)) = L
i,1
(
1
(k)) L
i,2
(
2
(k)) . . . L
i,
(

(k)) .
(10)
In principle, all of the n
f
OBF states are considered in the
rule antecedents (i.e., = n
f
). Often, however, a subset of
states sufces to determine the active regions of the system.
Considering only a subset with < n
f
states as antecedent
variables simplies the rule structure and contributes to the
parsimony of the model obtained [22].
The data-driven identication of OBF-TS models involves
the automatic extraction of the fuzzy rules from I/O data. A
useful property of TS fuzzy models is that their overall output
in (9) is linear with respect to the parameters of the local
models in the consequents of the rules if these local models are
linear (or afne) with respect to these parameters. In the case
of OBF dynamic local models, this means that y
i
(k) = g
i,0
+
g
i,1

1
(k) +. . . +g
i,n
f

n
f
(k), where g
i,j
are free-design pa-
rameters of the local models (expansion coefcients). Once the
number of local models (K), the fuzzy sets in the antecedents
of the corresponding rules (L
i,j
), and the poles of the OBFs
have been determined, the coefcients g
i,j
can be numerically
estimated from I/O data by using an ordinary least squares
algorithm. The main difculties in the identication procedure
therefore refer to the determination of K, L
i,j
, and the OBF
poles. Asystematic methodology for addressing these problems
is presented hereinafter.
IV. DESIGN OF OBF-TS FUZZY MODELS
A. Rule Premises
The fuzzy sets L
i,j
in the premises of the TS fuzzy rules can
be automatically obtained by using a technique based on the
projection of hyperellipsoidal fuzzy clusters represented in the
product space of the input and output variables of the model,
as described in [28]. In such a technique, hyperellipsoidal
fuzzy clusters are used as approximations of hyperplanes that
can be composed so as to represent, in a piecewise manner,
an unknown nonlinear I/O mapping of interest. In brief, the
GustafsonKessel hyperellipsoidal fuzzy clustering algorithm
[29] is applied to the ( + 1)-dimensional database containing
the available measurements both from the inputs (in the present
context, the subset of orthonormal states in the rule premises)
and from the output of the system. The fuzzy sets for each
rule can then be obtained by projecting the resulting fuzzy
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MACHADO et al.: TAKAGISUGENO FUZZY MODELS IN THE FRAMEWORK OF OBFS 5
clusters onto the 1-D spaces of the premise variables (GOBF
states), followed by an approximation of these projections by
using parameterized MFs with known forms. This paper utilizes
trapezoidal functions, as these functions, unlike triangular and
Gaussian functions, can have nonsingleton cores, which allow
a single local model (rule) to represent alone a certain region of
the input space, if necessary.
For further details on the technique outlined earlier for the
automatic estimation of fuzzy sets in the premises of TS fuzzy
rules, we refer the reader to [28] and [22].
B. Number of Rules (Combination of Validity Criteria)
The technique outlined earlier for the automatic determina-
tion of fuzzy sets in the premises of TS fuzzy rules assumes the
following: 1) The number of clusters is provided by the user
as an input to the clustering algorithm, and 2) this number is
precisely the same as the number of fuzzy rules K supposed
to exist in the corresponding TS fuzzy model, as each cluster
is associated with a particular rule. However, this is quite
restrictive in practice, as the user hardly knows in advance how
many clusters (local models) will describe the measurements in
hand most appropriately. Asimple and widely known scheme to
get around this problem consists of running the fuzzy clustering
algorithm several times for different numbers of clusters K
and, then, selecting the specic number that provides the best
results according to some clustering quality criterion [28], [30].
Several quality criteria for fuzzy clustering are available in
the literature, each of which has specic features that may
make it more (or less) appropriate than others under specic
circumstances. For this reason, designers are advised to rely on
a set of such criteria in order to make a decision [31], [32].
A systematic methodology for making a decision based on
a combination of multiple clustering quality criteria is used in
this paper. Specically, the criteria are rst normalized into a
common interval, and then, their scorings with respect to the
multiple candidate clusterings are averaged in order to produce
a single scoring. The number of clusters of the best candidate
clustering solution according to this composed criterion is taken
as the value of K. The quality criteria adopted here are the fuzzy
hypervolume (FHV ), the average partition density (APD),
the fuzzy silhouette (FS), and a variation of the average within-
cluster distance (AWCD). A detailed review of these criteria
can be found, e.g., in [32].
For further details on the technique outlined earlier for
the automatic estimation of the number of rules in TS fuzzy
models, we refer the reader to [22].
V. SIMPLIFICATION OF THE FUZZY MODEL RULE BASIS
The data-driven process of obtaining fuzzy models based
on I/O data and clustering techniques (as presented here) does
not necessarily generate parsimonious models. Redundancies in
rules and in MFs, either in relation to each other or with respect
to the universe of discourse, can occur. Moreover, some clusters
may be described in a simpler and more accurate way if they are
merged with others in the I/O Cartesian product space. To deal
with these types of redundancies, there are methods available
in the literature that are useful to simplify the rule basis by
eliminating or merging clusters, MFs, and the corresponding
fuzzy rules [28]. This paper makes use of such methods to
simplify the models originally obtained, thus extending our
preliminary work in [22] also with this respect.
In general, compatible clusters that are candidates to be
merged are clusters with prototypes that are close to each other
and are aligned on the same hyperplane. This problem can be
solved using the compatible cluster merging (CCM) algorithm,
which was initially proposed in [33]. In this work, an evaluation
criterion and a decision-making algorithm proposed in [34],
which represent an extension of the original CCM algorithm,
are used to determine whether two clusters should be merged
or not.
In addition to the similarity between clusters, other similari-
ties should be analyzed, such as the similarity between an MF
and the universe of discourse and the similarity between MFs
themselves. In this paper, the criteria used for the analysis and
simplication of redundancies of MFs are those presented in
[35]. In essence, the rule basis simplication is achieved by
merging similar MFs and/or eliminating those that are similar
to the universe of discourse.
VI. GLOBAL ADJUSTMENT OF THE MODEL PARAMETERS
Once the model has been simplied, its free-design parame-
ters can be optimized by minimizing the square error between
the model output and the system output measured at every time
instant. Equation (11) shows the cost function to be minimized
min

J =
1
2
N

k=1
( y(k) y(k))
2
(11)
where
y(k) estimated output;
y(k) measured system output;
N number of I/O samples;
optimization parameters.
This cost function is minimized with respect to =
[C
f
i
L
i,j
]
T
, where = [
1
, . . . ,
n
b
] is the vector containing
the parameters referring to the model pole(s), C
f
i
is the matrix
of series-expansion coefcients of the local models in the rule
consequents, and L
i,j
are the MFs of the fuzzy sets in the rule
antecedents.
We can thus dene the optimization problem as the mini-
mization of J in relation to . This problem can be solved by
using a nonlinear optimization algorithm with the calculation of
the gradient of the cost function with respect to the parameters
to be optimized. This paper uses the analytical calculation of
the gradients (search directions) with respect to the elements of
, C
f
i
, and L
T
i,j
, which are detailed in the Appendix.
The optimization of the cost function (11) requires con-
straints on the values of and L
i,j
. To optimize those parame-
ters, the constraints in (12) and (13) must be satised
1 <
l
< 1, l = 1, . . . , n
b
(12)

1
ih

2
ih

3
ih

4
ih
(13)
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6 IEEE TRANSACTIONS ON SYSTEMS, MAN, AND CYBERNETICSPART B: CYBERNETICS
Fig. 4. Flowchart with necessary steps to obtain the GOBF-TS model.
where {
1
ih
, . . . ,
4
ih
} are the values which dene the trape-
zoidal MFs considered for fuzzy sets in this paper [see (21) in
the Appendix].
To solve this type of problem, the quasi-Newton
BroydenFletcherGoldfarbShanno method [12], [36],
which involves a search for the constrained solution by
means of sequential quadratic programming, has been used.
This method, as well as other Newtonian methods, is globally
convergent; however, in general, it provides only local optimum
solutions [36].
VII. ALGORITHM
In Fig. 4, a owchart is depicted that summarizes the pro-
posed approach and shows the necessary steps to obtain the
GOBF-TS model as discussed in previous sections.
The identication of GOBF-TS fuzzy models begins with
the specication of n
b
initial GOBF poles, the number of
orthonormal functions, n
f
, and the number of variables to be
used in the antecedents of the fuzzy rules, n
f
. The initial
model is obtained from I/O data through the clustering and
rule simplication procedures described in Sections IV and V,
respectively. Thereafter, the initial model is submitted to the
nonlinear optimization procedure described in Section VI.
VIII. RESULTS
This section illustrates the performance of the proposed
methodology when applied to the modeling of a nonlinear
dynamic system.
A. Plant for Ethanol Production
The proposed methodology is used for the modeling of an
ethanol industrial plant, shown in Fig. 5. The measurements of
Fig. 5. Schematic gure of the plant for industrial ethanol production.
Fig. 6. Input and output signals used for estimationethanol process.
the input and output of the plant in operation were obtained with
a simulator whose kinetic parameters were validated in the real
plant [37]. The simulator basically consists of a set of ordinary
nonlinear differential equations that represent the biochemical
reactions that occur in the real process.
For the identication and validation of the proposed model,
a set of input and output system measurements was used that
corresponds to 20 days of plant operation; the rst half of the
set was used for the model estimation, and the second half was
used for its validation. In these data, the input signal consists of
a sequence of 10-h steps (long enough for the process to reach a
near steady state) with amplitude uniformly distributed within
the operational interval [50, 150] m
3
/h (feed medium ow).
The output signal is given by the alcohol concentration at the
outlet of the fourth tank [g/L]. Input and output measurements
both have the sampling time T = 30 min, which takes into
account the dynamics of the process. Fig. 6 shows the input
and output discrete signals used in the estimation stage.
The measurements were normalized between [1, 1] to avoid
numerical problems during the optimization procedure. Model-
ing was performed using GOBF-TS fuzzy models by varying
the number of poles and functions in the orthonormal bases
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MACHADO et al.: TAKAGISUGENO FUZZY MODELS IN THE FRAMEWORK OF OBFS 7
TABLE I
GOBF-TS FUZZY MODELS FOR THE ETHANOL PRODUCTION PROCESS
TABLE II
INITIAL AND FINAL VALUES OF MSE AND MODEL POLES
(ETHANOL PRODUCTION PROCESS)
in the consequents of the rules. Table I displays some of
these models and shows the number of orthonormal func-
tions/states in the rule consequents (NF), the number of poles
(NP), the number of fuzzy rules (NR), the mean square errors
(MSEiinitial model; MSEooptimized model), and the time
required to optimize each model (in seconds).
As it can be seen from the results shown in Table I, the
computation time for model optimization tends to increase with
the number of orthonormal functions, but it also depends on
other factors, such as the initialization of the parameters. It
is worth remarking that the computational times reported in
Table I were obtained from a prototypelike implementation in
MATLAB, without any concern about maximizing computa-
tional efciency.
To illustrate the efcacy of the proposed approach, our results
have been compared with the ones provided by the method
presented in [21]. Such a method uses Laguerre functions as
OBFs, with the (single) Laguerre pole arbitrarily set by the
user, and fuzzy sets given by Gaussian functions uniformly
distributed throughout the universe of discourse. The complete
TS fuzzy rule base has 16 rules with two fuzzy sets assigned
to each variable in the premise and four Laguerre states both
in the antecedents and consequents of the fuzzy rules. The
Laguerre pole was set to 0.75, which is close to the optimal
poles discovered by our method. The MSE of the estimated
model is 0.0812, which is higher than the values obtained with
our methodology when using the same number of poles and
number of functions (see Table I).
Table II shows the result for the best model obtained with the
approach proposed in this paper, along with the initial and nal
MSEs as well as the initial and nal poles obtained through
the optimization process. The model that best represented the
system was the GOBF-TS fuzzy model with two poles, six
functions, and ve rules, with just one variable (rst orthonor-
mal state) in the premise (i.e., = 1).
2
The results in Table II
show that, as expected, the accuracy indeed improved for the
optimized model.
Fig. 7 shows the output of the GOBF-TS fuzzy model
in Table II for validation data. This gure allows a visual
comparison between the samples obtained from the output
2
This last setting was also used to produce the other models in Table I.
Fig. 7. Initial and optimized modelsvalidation data (ethanol process).
TABLE III
INITIAL AND FINAL VALUES OF GOBF PARAMETERS OF THE
GOBF-TS MODEL (ETHANOL PRODUCTION PROCESS)
Fig. 8. MFs of the GOBF-TS fuzzy model (ethanol production process).
of the system and those obtained using the initial model
identied by the procedures described in Sections IV and V.
It also allows a comparison between the samples obtained
from the output of the system and those obtained using the
nal model optimized according to the procedure described in
Section VI.
From Fig. 7, it can be seen that the output of the nal model
obtained after the application of the optimization procedure
described in Section VI (subgure on the right) is visually much
more accurate than the output of the initial model (subgure on
the left).
For the sake of reproducibility, Table III gives the values
of the parameters
i
for the model in Table II. Also, the nal
MFs in the antecedents of the rules are displayed in Fig. 8.
Finally, the GOBF series-expansion coefcients which are in
the consequents of the rules are displayed in Table IV, where
g
i,j
denotes the coefcients (g
i,0
are the coefcients related to
the dc term in the model) and R
i
denotes the respective rules.
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8 IEEE TRANSACTIONS ON SYSTEMS, MAN, AND CYBERNETICSPART B: CYBERNETICS
TABLE IV
GOBF SERIES-EXPANSION COEFFICIENTS OBTAINED FROM THE
OPTIMIZATION PROCEDURE (ETHANOL PRODUCTION PROCESS)
IX. CONCLUSION
This paper has described procedures for the design of dy-
namic fuzzy models using GOBFs. Specically, TS fuzzy mod-
els using ladder-structured GOBF, named GOBF-TS models,
have been addressed. A new bottomup approach for obtaining
GOBF-TS fuzzy models has been proposed for situations in
which no previous knowledge is available about the dynamic
characteristics of the system to be modeled. A central contri-
bution refers to the optimization of the GOBF-TS model once
an initial model has been determined. After a simplication
of the initial fuzzy rule base system has been undertaken, the
free-design parameters of the model, namely, GOBF poles,
GOBF series-expansion coefcients, and MFs in the premise
of the fuzzy rules, are adjusted using nonlinear optimiza-
tion methods. For this optimization procedure, the gradients
of an error functional with respect to the parameters have
been derived analytically. The optimization procedure based
on these gradients allows accurate models to be obtained from
I/O data.
The proposed approach relies solely on I/O data measured
from the system to be modeled, i.e., unlike previous works [15],
[21], [22], no information is required regarding nonlinear sys-
temdynamics or manual settings for the fuzzy model. In spite of
this, the method allows the user to include a priori knowledge
when building the model, if desired, not only through the initial
settings of the fuzzy rules but also through the selection of
initial poles for the orthonormal functions. In addition, the
use of the TS architecture allows the interpretability of the
rules of the resulting model as local linear models, which is
generally not possible for other nonlinear architectures, such
as neural networks, Nonlinear AutoRegressive with eXogenous
inputs, and Nonlinear AutoRegressive Moving Average with
eXogenous inputs models.
The dynamic topology of the model considered in this paper
is a state-space GOBF representation that exhibits advantages
over other OBF representations commonly used in the litera-
ture. The main advantage is that it is dened only by real-valued
parameters no matter the (real or complex valued) nature of the
multiple possibly distinct poles. This is in contrast, for example,
with the TakenakaMalmquist GOBF models, which require in
advance the denition of the nature of the poles and the order
in which they form the basis [13].
An industrial process for ethanol production has been used
to illustrate the performance of the proposed approach. The
obtained results, as well as others presented in [38], have shown
that this is a suitable approach for nonlinear dynamic modeling,
in many different aspects.
Generalizations of the proposed ideas toward adaptive,
stochastic, and robust formulations [39], as well as extensions
to control applications [40], are still open problems that deserve
further investigations.
APPENDIX
A. State-Space GOBF Model
In this section, the procedure to dene the matrices A
b
and
B
b
which appear in (6) is presented. Matrix A
b
in the state-
space model has its elements a
i,j
dened as follows.
1) For i = 1, the elements are
a
1,j
=
1
, for j = 1;
a
1,j
=
j
j1

l=1
_
1
2
l
, for j = 2, . . . , n
b
.
2) For i = 2, . . . , n
b
, the elements are
a
i,j
=
_
1
2
j
, for j = i 1;
a
i,j
=
j1

j
, for j = i;
a
i,j
=
i1

j
j1

l=i
_
1
2
l
, for j = i + 1, . . . , n
b
for all other elements
a
i,j
= 0.
Matrix B
b
of model (6) has its elements b
i,1
dened as
follows.
1) For i = 1, the element is
b
i,1
=
n
b

l=1
_
1
2
l
.
2) For i = 2, . . . , n
b
, the elements are
b
i,1
=
i1
n
b

l=i
_
1
2
l
.
Matrix C
b
in model (6) is given by
C
b
= [g
1,1
g
1,2
. . . g
1,n
b
]
where g
1,j
(with j = 1, . . . , n
b
) refers to the series-expansion
coefcients of the GOBF model.
Matrix A
f
in model (2) is dened as follows:
A
f
=

A
b
0 . . . 0
A
I
A
b
. . . 0
(
n
b
) A
I
A
I
. . . 0
.
.
.
.
.
.
.
.
.
.
.
.
(
n
b
)
n2
A
I
(
n
b
)
n3
A
I
. . . A
b

(14)
with the submatrices A
b
dened earlier. Submatrices A
I
have
a
I
i,j
elements, with i expressing the row and j expressing the
column, that are dened as follows.
1) For i = 1, . . . , n
b
and j = n
b
, the elements a
I
i,j
are as
follows:
a
I
i,j
= 0.
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MACHADO et al.: TAKAGISUGENO FUZZY MODELS IN THE FRAMEWORK OF OBFS 9
2) For j = n
b
, the elements a
i,j
are as follows.
a) If i = 1
a
I
i,j
=
_
1
2
n
b
_
n
b
1

l=1
_
1
2
l
.
b) If i = 2, . . . , n
b
a
I
i,j
=
_
1
2
n
b
_
(
i1
)
n
b
1

l=i
_
1
2
l
.
Matrix B
f
in model (2) is formed as shown in the following:
B
f
=

B
b
(
n
b
) B
b
(
n
b
)
2
B
b
.
.
.
(
n
b
)
n1
B
b

(15)
with the submatrix B
b
dened before.
Matrix C
f
is dened as follows:
C
f
= [g
1,1
g
1,2
. . . g
1,n
b
. . . g
1,n
b
n
]
where g
1,j
(with j = 1, . . . , n
b
n) are the series-expansion co-
efcients of the GOBF model.
B. Gradients of Cost Function
In this section, we present the analytical calculation of the
cost function gradients with respect to the parameters of , C
f
i
,
and L
T
i,j
. To determine the search direction for the optimal val-
ues related to parameters = [
1

2
. . .
n
b
]
T
, it is necessary
to know the gradient of J with respect to these parameters

J =
_
J

1
. . .
J

n
b
_
T
. (16)
Initially, we obtain the cost function gradient with respect to
the parameters
l
J

l
=
N

k=1
(y(k) y(k))
y(k)

l
(17)
where y(k) for GOBF-TS fuzzy models is given in (9).
The output y(k) can be rewritten as
y(k) =
K

i=1
__

j=1
L
ij
(
j
(k))
_
n
f

q=1
g
q,i

q
(k)
_
K

i=1
_

j=1
L
ij
(
j
(k))
_ (18)
where L
ij
(
j
(k)) presents the activation values of the MFs,

q
(k) is the output of the qth lter at time k, g
q,i
are the GOBF
expansion coefcients, and is the number of variables in the
rule antecedents, with ( n
f
).
Dening the numerator and denominator of (18) as
=
K

i=1

j=1
L
ij
(
j
(k))

n
f

q=1
g
q,i

q
(k)

and =
K

i=1

j=1
L
ij
(
j
(k))

(19)
the following equation is obtained:
y(k) =

y(k)

l
=

l
. .

2
. (20)
Calculating the value of the partial derivative of the denomi-
nator () with respect to the parameter
l
gives the following:

l
=

1
(k)

l
_
K

i=1
L
i1
(
1
(k))

1
(k)
.L
i2
(
2
(k)) . . . . .L
i
(

(k))
_
+

2
(k)

l
_
K

i=1
L
i1
(
1
(k)) .
L
i2
(
2
(k))

2
(k)
. . . . .L
i
(

(k))
_
+. . .
+

(k)

l
_
K

i=1
L
i1
(
1
(k)) .L
i2
(
2
(k)) . . . . .
L
i
(

(k))

(k)
_
where
j
(k)/
l
is dened by the results presented in
Appendix C and L
ij
(
j
(k))/
j
(k) is dened hereinafter.
In the GOBF-TS model addressed here, trapezoidal MFs are
used and are dened as
A(x;
1
A
,
2
A
,
3
A
,
4
A
) =

0, x
1
A
or x
4
A
1,
2
A
x
3
A
, (0, 1), otherwise
(21)
with
1
A

2
A

3
A

4
A
. However, these trapezoidal
functions are not differentiable for the entire universe of dis-
course because they have no derivatives at points
1
,
2
,
3
, and

4
. Thus, the gradients of the MFs with respect to the states of
the OBFs in those points cannot be calculated. This problem of
nondifferentiable points can be circumvented by approaching
the function at these points with another function that makes
it differentiable. Therefore, we use the following smoothing
function [41]:
E
i
(x) = .
x +

x
2
+
2
2
where is equal to the slope, x is the independent variable, and
is the parameter that determines the approach between the
approximate and optimal curves at the vertex point.
To represent the trapezoidal function, a composition of func-
tions is created as presented in
E(x) = E
1
(x) +E
2
(x) +E
3
(x) +E
4
(x) (22)
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10 IEEE TRANSACTIONS ON SYSTEMS, MAN, AND CYBERNETICSPART B: CYBERNETICS
where E
i
(x) (with i = 1, 2, 3, 4) is dened as
E
1
(x) =
1

1
_
(x
1
) +
_
(x
1
)
2
+
2
2
_
E
2
(x) =
1

1
_
(x
2
) +
_
(x
2
)
2
+
2
2
_
E
3
(x) =
1

3
_
(x
3
) +
_
(x
3
)
2
+
2
2
_
E
4
(x) =
1

3
_
(x
4
) +
_
(x
4
)
2
+
2
2
_
.
By calculating the derivative of the MF E(x) with respect to
the independent variable x, the following is obtained:
E(x)
x
=
E
1
x
+
E
2
x
+
E
3
x
+
E
4
x
with
E
1
x
=
1
2(
2

1
)
_
1 +
(x
1
)
_
(x
1
)
2
+
2
_
E
2
x
=
1
2(
2

1
)
_
1 +
(x
2
)
_
(x
2
)
2
+
2
_
E
3
x
=
1
2(
4

3
)
_
1 +
(x
3
)
_
(x
3
)
2
+
2
_
E
4
x
=
1
2(
4

3
)
_
1 +
(x
4
)
_
(x
4
)
2
+
2
_
.
The same analysis that was developed for the calculation
of E(x)/x is used to calculate the derivative of the MF
L
ij
(
j
(k)) with respect to
j
(k), L
ij
(
j
(k))/
j
(k).
By analyzing the partial derivative of the numerator with
respect to the parameter
l
of the GOBF model, /
l
, a
generalized formula is obtained

l
=
K

i=1
n
f

q=1
g
q,i
.
_
L
i1
(
1
(k))

1
(k)

1
(k)

l
.L
i2
(
2
(k)) . . . . .
L
i
(

(k))
q
(k) +L
i1
(
1
(k)) .
L
i2
(
2
(k))

2
(k)

2
(k)

l
. . . . .L
i
(

(k))
q
(k) +. . .
+L
i1
(
1
(k)) .L
i2
(
2
(k)) . . . . .
L
i
(

(k))

(k)

(k))

q
(k) +L
i1
(
1
(k)) .L
i2
(
2
(k)) . . . . .
L
i
(

(k))

q
(k))

l
_
.
Once the values of /
l
, /
l
, , and have been
determined, they are replaced in (20) to obtain the value of
y(k)/
l
. Replacing the values of y(k)/
l
in (17) makes
it possible to calculate the cost function gradient with regard
to the parameter
l
(with l = 1, . . . , n
b
). The GOBF model
parameters
l
present values that are restricted to the interval
(1, 1).
As previously mentioned, it is not only desirable to minimize
the cost function J with respect to the GOBF pole-related pa-
rameters but also to optimize J with respect to both the GOBF
series-expansion coefcients present in the consequents and the
rule antecedents of the GOBF-TS fuzzy models (parameters of
the MFs). Optimizing J with regard to coefcients g
q,i
leads
to the derivative of the cost function with respect to these
parameters as given by
J
g
q,i
=
N

k=1
(y(k) y(k))
y(k)
g
q,i
where the derivative of y(k) with respect to g
q,i
is given by
y
g
q,i
=

q
(k).
i
((k))
K

i=1
_

j=1
L
ij
(
j
(k))
_
with

i
((k)) =

j=1
L
ij
(
j
(k)) .
The optimization of the cost function J with respect to the
parameters of the MFs present in the fuzzy rule antecedents is
calculated as follows:
J

ih
=
N

k=1
(y(k) y(k))
y(k)

ih
where
ih
can be one of the parameters of the MF L
ih
as
dened by
1
ih
,
2
ih
,
3
ih
, or
4
ih
.
To calculate the partial derivative y(k)/
ih
, it is necessary
to consider again (18) and (19) of the estimated output y(k) of
the GOBF-TS fuzzy model
y(k)

ih
=

. .

2
. (23)
By analyzing (18) and (23), we obtain the following formula
that is used to calculate the derivative of with respect to the

ih
of the MF that will be optimized

ih
=
L
ih
(
h
(k))

ih

j=1
j=h
L
ij
(
q
(k))
where L
ih
represents the hth MF that belongs to rule i.
As in the calculation of the derivatives of the MFs in relation
to the GOBF states, the approximation given in (22) is used;
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MACHADO et al.: TAKAGISUGENO FUZZY MODELS IN THE FRAMEWORK OF OBFS 11
the derivatives of the MFs with respect to
ih
, as well as to the
parameters
1
ih
,
2
ih
,
3
ih
, or
4
ih
, are as follows:
1) With regard to parameter
1
ih
L
ih
(
h
(k))

1
ih
=
L
1
ih

1
ih
+
L
2
ih

1
ih
with
L
1
ih

1
ih
=
(
h
(k)
2
ih
)
2 (
2
ih

1
ih
)
2
+
_
(
h
(k)
1
ih
)
2
+
2
2 (
2
ih

1
ih
)
2

(
h
(k)
1
ih
)
2
_
(
h
(k)
1
ih
)
2
+
2
. (
2
ih

1
ih
)
L
2
ih

1
ih
=
(
h
(k)
2
ih
) +
_
(
h
(k)
2
ih
)
2
+
2
2 (
2
ih

1
ih
)
2
.
2) With regard to other parameters
2
ih
,
3
ih
, and
4
ih
,
similar calculations are used.
By analyzing (18) and (23), the result of the derivative of
with respect to the
ih
of the MF that will be optimized is given
as follows:
v

ih
=
L
ih
(
h
(k))

ih

j=1
j=h
L
ij
(
j
(k))

n
f

q=1
g
q,i

q
(k).
Once the values of , , /
ih
, and /
ih
have been
obtained and substituted in (23), it is possible to determine the
gradient of the cost function J with respect to parameters
1
ih
,

2
ih
,
3
ih
, and
4
ih
, which comprise the MFs present in the
antecedents of the rules.
C. Gradients for Generalized Functions
To calculate the gradients of the outputs of generalized
functions with respect to
i
, we use the state-space model as
described in (2) and reintroduced in
(k + 1) = A
f
(k) +B
f
u(k) (24)
where (k) is formed by n
b
n basis function outputs. By
developing model (24), it is possible to verify that the recursive
solution for (k) will be given by
(k) = A
k
f
(0) +
k1

i=0
A
i
f
B
f
u(k 1 i). (25)
The gradient of (k) related to
l
is given by
(k)

l
=
A
k
f

l
(0)+
k1

i=0
_
A
i
f

l
B
f
+A
i
f
B
f

l
_
u(k1i)
(26)
with A
k
f
/
l
given by
A
k
f

l
=
k

j=1
A
j1
f
A
f

l
A
kj
f
. (27)
The derivative of the A
f
matrix with respect to
l
[present in
(27)] depends on the
l
to which the derivative is related, as the
calculations change for each parameter. First, the derivatives
of the submatrices A
b
and B
b
are presented, and their results
are used in the calculations of A
f
/
l
and B
f
/
l
. For the
A
b
matrix, the derivative A
b
/
l
has its elements given by
da
i,j
(with i being the row in which the element belongs and
j being the column), which are determined analytically by the
calculation of the derivatives of the elements of the matrix A
b
[see(6)] with respect to the parameter
l
[38].
The derivatives of the matrix B
b
of model (6) with regard to

l
are dened as follows:
B
b

l
=

db
1,1
db
2,1
db
3,1
.
.
.
db
n
b
,1

(28)
with db
i,1
determined analytically according to the derivatives
of the elements with regard to
l
[38].
Matrix A
I
also comprises the A
f
matrix, and its derivatives
with respect to the parameters
l
must be calculated to comprise
the calculation of A
f
/
l
, which appears in (27). Matrix
A
I
/
l
is given by
A
I

l
=

dai
1,1
dai
1,2
dai
1,3
. . . dai
1,n
b
dai
2,1
dai
2,2
dai
2,3
. . . dai
2,n
b
dai
3,1
dai
3,2
dai
3,3
. . . dai
3,n
b
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
dai
n
b
,1
dai
n
b
,2
dai
n
b
,3
dai
n
b
,n
b

(29)
with elements dai
i,j
dened according to
l
, where index
i indicates the row of the matrix and index j indicates the
column.
1) For i = 1, . . . , n
b
and j = n
b
, the elements are
dai
i,j
= 0.
2) If j = n
b
, the dai
i,j
elements are calculated analytically
according to the derivatives of the elements dened in
Appendix A with regard to
l
[38].
Once A
b
/
l
and A
I
/
l
have been calculated, it is
possible to calculate A
f
/
l
and (within the sequence) to
determine the calculation of (k)/
l
. The derivatives of the
A
f
with respect to
l
are calculated as follows.
1) If l = n
b
A
f

l
=

A
b

l
0 . . . 0
A
I

l
A
b

l
. . . 0
(
n
b
)
A
I

l
A
I

l
. . . 0
.
.
.
.
.
.
.
.
.
.
.
.
(
n
b
)
n2 A
I

l
(
n
b
)
n3 A
I

l
. . .
A
b

(30)
where n is the number of blocks G
b
.
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12 IEEE TRANSACTIONS ON SYSTEMS, MAN, AND CYBERNETICSPART B: CYBERNETICS
2) If l = n
b
A
f

l
=

A
b

l
0 0 . . . 0
A
I

l
A
b

l
0 . . . 0
ta
3,1
A
I

l
A
b

l
. . . 0
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
ta
n,1
ta
n,2
ta
n,3
. . .
A
b

(31)
where
ta
i,j
= (1) (i (j + 1)) (
n
b
)
i(j+2)
A
I
+(
n
b
)
i(j+1)
A
I

l
for values of i > 2 and j < i 1.
Since the derivatives B
b
/
l
have been calculated, it is
possible to establish the derivatives of matrix B
f
with regard
to
l
.
1) If l = n
b
B
f

l
=

B
b

l
(
n
b
)
B
b

l
(
n
b
)
2 B
b

l
.
.
.
(
n
b
)
n1 B
b

. (32)
2) If l = n
b
B
f

l
=

B
b

l
(1)B
b
+ (
n
b
)
B
b

l
2(1) (
n
b
) B
b
+ (
n
b
)
2 B
b

l
.
.
.
(1)(n
b
1) (
n
b
)
n2
B
b
+ (
n
b
)
n1 B
b

.
(33)
Once the values of A
f
/
l
and B
f
/
l
have been ob-
tained and substituted into (26), it is possible to determine the
gradients of (k) with respect to
l
.
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Jeremias B. Machado (S03M11) was born in
Pouso Alegre, MG, Brazil. He received the B.Sc.
degree in electrical engineering from the Federal
University of Itajub (UNIFEI), Itajub, MG, Brazil,
in 2005 and M.Sc. and Ph.D. degrees in electrical
engineering from the State University of Campinas
(UNICAMP), Campinas, SP, Brazil, in 2007 and
2011, respectively.
Since 2011, he has been with the Systems En-
gineering and Information Technology Institute,
UNIFEI. His research interests include articial in-
telligence, modeling, identication, and control of nonlinear dynamic systems.
Ricardo J. G. B. Campello (S97M03) received
the B.Sc. degree in electronics engineering from
the State University of So Paulo (UNESP), Ilha
Solteira, SP, Brazil, in 1994 and the M.Sc. and Ph.D.
degrees in electrical engineering from the School
of Electrical and Computer Engineering, State Uni-
versity of Campinas (UNICAMP), Campinas, SP,
Brazil, in 1997 and 2002, respectively.
In 2002, he was a postdoctoral fellow at the
Laboratoire DInformatique, Signaux et Systmes
de Sophia Antipolis, Universit de Nice-Sophia An-
tipolis, France. From 2003 to 2006, he worked as an Assistant Professor in
the Graduate Program in Informatics of the Catholic University of Santos,
Santos, SP, Brazil, and as an Invited Researcher of the School of Electrical and
Computer Engineering of the State University of Campinas as well. Since 2007,
he has been with the Department of Computer Sciences, University of So
Paulo, So Carlos, SP, Brazil, where he is currently an Associate Professor. He
has also been a merit scholar of the Brazilian National Research Council since
2005. He is currently in a sabbatical leave at the Department of Computing
Sciences of the University of Alberta, Edmonton, Canada. His current research
interests fall primarily into the areas of soft computing, machine learning, data
mining, and modeling of dynamic systems.
Wagner Caradori Amaral (M75) was born in
Campinas, SP, Brazil on March 25, 1952. He re-
ceived the B.S., M.S., and Ph.D. degrees in electrical
engineering from the State University of Campinas
(UNICAMP), Campinas, in 1974, 1976, and 1981,
respectively.
Since 1991, he has been a Full Professor with the
Department of Computer Engineering and Industrial
Automation, UNICAMP. From 1995 to 1999, he
was the Director of the School of Electrical and
Computer Engineering at UNICAMP. His research
interests are in the areas of modeling, identication, and predictive control.