Neural Networks for System Identification

S. Reynold Chu, Rahmat Shoureshi, and Manoel Tenorio

ABSTRACT: This paper presents two approaches for utilization of neural networks in identification of dynamical systems. In the first approach, a Hopfield network is used to implement a least-squares estimation for time-varying and time-invariant systems. The second approach, which is in the frequency domain, utilizes a set of orthogonal basis functions and Fourier analysis to construct a dynamic system in terms of its Fourier coefficients. Mathematical formulations are presented along with simulation results. sition problems in which the goal is to calculate the optimal fit of an integer-coefficient combination of basis functions (possibly a nonorthogonal set) for an analog signal. However, there are advantages in choosing orthogonal basis functions because of the finality of the coefficients [3]. This paper presents how trigonometric functions can be used so that the Fourier transform of the signal can be generated. As shown, it is simpler to pose this problem in the form of an adaptive linear combiner (ALC), which was originally proposed in [4], [5]. The paper describes that by proper selection of learning constants and the time for updating network weights, we can transform the continuous version of the Widrow-Hoff rule into Newtons method in one step, i.e., weight convergence is achieved in only one update cycle. The convenience provided by this approach is due to the orthogonality of the basis functions. Computer simulations are conducted for two cases: ( I ) signal decomposition of a flat spectrum with nonzero mean and linear phase delay, and (2) identification of the frequency response of a mass-springdamper system subject to periodic input pulses. The nonlinear function g(-) is called the sigmoid function and takes the values of s and --s as x approaches +ca and --ca. As X increases, g approaches a scaled shifted step function. Consider the following energy function E.

(3)
Hopfield [7] has shown that, if the weights Tare symmetric (TG= T,,), then this energy function has a negative time gradient. This means that the evolution of dynamic system (1) in state space always seeks the minima of the energy surface E. Integration of Eqs. (1) and (3) shows that the outputs V, do follow gradient descent paths on the E surface.

Introduction
Artificial neural networks offer the advantage of performance improvement through learning using parallel and distributed processing. These networks are implemented using massive connections among processing units with variable strengths, and they are attractive for applications in system identification and control. Recently, Hopfield and Tank [l], [2] demonstrated that some classes of optimization problems can be programmed and solved on neural networks. They have been able to show the power of neural networks in solving difficult optimization problems. However, a globally optimal solution is not guaranteed because the shape of the optimization surface can have many local optima. The object of this paper is to indicate how to apply a Hopfield network to the problem of linear system identification. By measuring inputs, state variables, and time derivatives of state variables, a procedure is presented for programming a Hopfield network. The states of the neurons of this network will converge to the values of the system parameters, which are to be identified. Results are presented from computer simulations for the identification of time-invariant and timevarying plants. Tank and Hopfield [2] have also shown that the network can solve signal decompoPresented at the 1989 American Control Conference, Pittsburgh, Pennsylvania, June 2 1-23, 1989. Reynold Chu and Rahmat Shoureshi are with the School of Mechanical Engineering and Manoel Tenorio is with the School of Electrical Engineering, Purdue University, West Lafayette, IN
47907.

System Identification Using the Hopfield Network

The mean-square error typically is used as a performance criterion in system identification. Our motivation is to study whether it is possible to express system identification problems in the form of programming a Hopfield optimization network. The system identification discussed here is called purumetric identiJicution, which means estimating the parameters of a mathematical model of a system or process. Figure 1 shows the proposed structure for system identification in the time domain. The dynamics of the plant (to be identified) are defined by the usual equations, where Ap and Bp are unknown matrices and x and U are the state and control.
k . = A,x -I- Bpu (4)

Hopfield Neural Model

The Hopfield model [6], [7] consists of a number of mutually interconnected processing units called neurons, whose outputs V, are nonlinear functions g of their state U;. The outputs can take discrete or continuous values in bounded intervals. For our purposes, we consider only the continuous version of the Hopfield model. In this case, neurons change their states, U, according to the following dynamic equation, where Tv are the weights, R, the ith neuron input impedance, and 1, the bias input. dUi/dt =

J=I

C jlq- U, R; + Ii

(1)

The dynamic equation of the adjustable system depends on e, which is the error vector between actual system states x and estimated values y.
y = A,(e, r)x

It is assumed that all neurons have the same capacitances, thus C is not included in Eq. (1). The dynamics are influenced by the learning rate X and the nonlinear function g.

+ &(e, t ) u - Ke + (B, + Ke

(5)

Therefore, the e m r dynamic equation is a function of state and control.

v, = &?(XU;)
U, = (l/X)g-(V;)
0272-170819010400-0031 $01 00

(24 (2b)

= (A,, - A,T)x

- B,Ju

(6)

0 1990 IEEE
31

April 1990

_--______ -_ - -- - 1
Plant to be identified
1

XI
I

der system with two states and a single input is considered in two cases: time invariant and time varying. The following shows the resulting Tj and Z , for Eq. (1).

[T,I

-(W

lo'

[MI dt

I[
Fig. 1. Proposed time-domain system identi3cation scheme.

ux2

0
ux,

0
ux2

u2

0
u2

The goal is to minimize simultaneously square-error rates of all states utilizing a Hopfield network. To ensure global convergence of the parameters, the energy function of the network must be quadratic in terms of the parameter errors, (Ap - A,) and (B, B,). However, the error rates (e) in Eq. ( 6 ) are functions of the parameter errors and the state errors. The state error depends on y, which, in turn, is influenced by A, and B,. Hence, an energy function based on e will have a recurrent relation with A, and B,. To avoid this, we use the following energy function, where tr defines the trace of a matrix, and (.)'is the transpose of a matrix [ 8 ] . E = (1/T)

we can program a Hopfield network that has neurons with their states representing different elements of the A, and B, matrices. From the convergence properties of the Hopfield network, the equilibrium state is achieved when the partial derivatives aE/aA, and aE/ aB, are zero. This results in the following, where A: and BT are optimum solutions of the estimation problem.

ai,,UX2]' dt
In the case of the time-invariant system, the following Ap and B, matrices are to be identified.
A, = [ - 0 . 9 4 2 5

12.56 -0.9425

- 12.56

(AT

Ap) [(1/T) so'xxTdt]

Figure 2 shows the simulation results of the system identification. As shown, it takes about 0 . 2 sec for the network to learn the system parameters, even though their initial estimates may have opposite polarities. This figure represents only A p l l ;similar results may be obtained for other entries of the A, and Bp matrices. For the case of time-varying systems, the A matrix has a low-frequency harmonic variation represented by A, =

n7

(1/2)e,(t)Te,(t) dt

(AT - A,) [ ( 1 / T ) B,u)'

lo'

xu'dt]

(l/T) l T ( 1 / 2 ) ( X- A,x

+ (B:

B,) [(l/T) s o T u u T d t ]= 0
(8b)

. (X

- A,x

B,u) dt Derivation of Eqs. (8) assumes that the neuron input impedance, Ri, is high enough so that the second term in Eq. ( 1 ) can be neglected. Therefore, AT approaches A,, and B, approaches B, if, and only if, the following is true. (UT)

= trA,[(l/T)

~'(1/2)xx'dt]A:

-0.9425
- 12.56

12.56 -0.9425

. (1

+ 0.1 sin 2 r . 0.025t)

tr A , [ ( l / T )

- tr B , [ ( l / T )

+ [(l/T)

soT

io' So'

xx'dt]

j'o [xi u

[X'lU*]

dt # 0

(9)

OSO!

II

u t T dt]

(1/2)XTXdtj

(7)

Equation (7) is quadratic in terms of A, and B,. Substituting A,x B,u for x in Eq. (7) indicates that E is also a quadratic function of the parameter errors. Based on Eq. (7),

It can be shown [ 9 ] that Eq. ( 9 ) is true if, and only if, x ( t ) and u ( t ) are linearly independent in [0, TI. Landau [ l o ] gives a detailed discussion on the condition to ensure linear independence. If state convergence is important, all that is needed is an asymptotically stable K i n Eq. ( 6 ) . As shown by Eq. ( 9 ) , state convergence follows the parameter convergence. To show applications of the preceding network for system identification, a second-or-

-4.01;

I
-5.5
0

4 6 Time, sec

IO

Fig. 2. Zdent$cation o f a time-invariant plant.

32

I Control Systems Magazme

Let us define

~ ' ( r )= [ I , cos w , t , sin

w,t, .. .

cos w,,t, sin w,,,t],

would be as shown in the following, where q l , . . . , qZ,n + I are the gain constants that regulate the speed and stability of the adaptation process. dWldr = { q l e ( t ) ,qze(r)cos w , f , q 3 e ( t )
*

wT= b o ,
-?

al,

b,,

t . .

,a

I!,,

b,"l

-,,
-1.

c
0
4

Then, the error signal E ( ? ) is defined as the difference betweenf(r) and X'W. Expansion of Eq. (10) results in the following quadratic formulation:
8
12
16

sin w,r, . . . , ~ ~ , ~ e cos ( r w,t, )

~ ~ ~ + sin ~ e w,,,tJ7 ( r )

(14)

20

( l / 2 ) W 7 R W - P'W

Time, sec

Fig. 3. Idenr$cation of plant.

rime-varying The function R represents the input correlation matrix and the cross-correlation matrix between the desired response and the input. R = (l/T)

Because Eq. (14) modifies the weights based on instantaneous estimates of the gradient, V , the adaptive process does not follow the ttue line of steepest descent on the meansquare-error surface. Therefore, the following scheme for changing the algorithm is proposed. First, let
'71 = (1/T)
'72 = '73 =

Figure 3 shows the identification results. As shown, very good tracking is achieved. It should be noted that, for the case of the timeinvariant system, a rectangular window with an infinite memory is used; whereas, for the case of the time-varying system, an exponentially decaying window using a first-order filter is utilized to ensure fast convergence in the presence of changing plant parameters. This window has the effect of emphasizing the most current estimates of error, rather than the past memory. Highfrequency fluctuations observed in Fig. 3 may be alleviated by using second- or higherorder filters.

(l/T)

/ S

ro + 7

. . . '72m

= 72m+ I =

2/T

X ( r ) Xr(r) dr
0 111

+T

f ( r ) x ( t ) dr

Signal Decomposition and Frequency-Response Identification

Hopfield demonstrated that the network can solve signal decomposition problems in which a signal is approximated by a linear combination of a specific set of basis functions. The basis functions Hopfield used are not necessarily orthogonal. We prefer using orthogonal functions for the sake of simplicity and finality of coefficients of the combination. By finality, we mean that when the approximation is improved by increasing the number of basis functions from n to n + 1 , the coefficients of the original basis functions remain unchanged. In particular, we have used sines and cosines as the basis functions. The computational network then will be a Fourier analysis circuit. To estimate f ( f ) by means of a finite-order function s,rI(t),the following energy function is formulated, where x,n(t)can be expressed by a Fourier series of cos w,,t and sin w,,f, and U,, = 2 d T a n d n = 1 , 2, . . . , m.

These results can be used to program Hopfield's network. However, since orthogonality of the basis functions produces a diagonal R matrix, it would be simpler to use Widrow's ALC than a Hopfield network. The gradient of the mean-square-error surface, aE/aW, is RW - P. The optimal W * is obtained by setting this gradient to zero, resulting in W * = R - ' P . The optimal weights we obtained are indeed the Fourier coefficients of the original signal, f ( t ) , which can be rewritten as W * = W - R - ' V , where V is the gradient of the energy surface, aE/aW, and can be represented by

-(UT)

'j

IU

+7

{e([), e(t) cos

Wlr,

e(t) sin w l t , . . . , e(r) cos w,t, e ( t ) sin w,,,rJ7dr (12)

The integrand in Eq. (12) is the instantaneous estimation of the gradient vector in the least-mean-squares (LMS) algorithm used to estimate the unknown parameters. Based on orthogonality of the basis functions and applications of Eq. (12), W * can be represented by w*
=

w + (IiT)

ro
I!

+7

{e(t),

. cos wit, 2 4 4 sin wlr, . . . , 2e(r) . cos w,r, 2e(r) sin ~ , r } ~ d (13) r
Therefore, the famous Widrow-Hoff LMS rule for this problem, in a continuous form,

E = (1/2T)

r,!
I/

+7

[f(r)

x,,?(r)]'dt (10)

Then apply Eq. (14) to accumulate the weight changes while keeping all the weight constant until the end of the T seconds. The weight corrections are then based on the average of gradient estimates over a period T. Because of the diagonal R matrix, our method is equivalent to Newton's method of searching the performance surface. By successive increases of T in each cycle (and, hence, the decrease of learning gain), we are able to eliminate the variations of weights due to low-frequency components inf(t). A suggested sequence of periods for averaging is T, 2T, 3T, . . . . Each time the period is increased, we need to add more weights and neurons. Hence, the frequency resolution is determined by the available resources and is improved as T increases. Moreover, if the initial selection of T happens to be the period off@) or its integer multiples, then we reach the correct weights in a single search period. This can be seen by integrating Eq. (13) over a [to, to + TI time interval with the initial weight being W , then we will get Eq. (13). Figures 4 and 5 show the magnitude and phase results of decomposing a signal having frequency components from direct current to 10 Hz with 0.5-Hz increments. We use a network capable of 1-Hz resolution. The initial guess of T i s 1 sec, which does not provide good results. After extending Tto 2 sec, we can identify quite accurately all the components within our frequency resolution. Figures 6 and 7 are the simulation results of identifying the frequency response of an unknown plant subject to periodic input pulses with a period of 2 sec. The pulse train is formed by a series of cosine waves with frequency components from direct current to 10 Hz with increments of 0.5 Hz and 0.05 magnitude for all components. The output of the plant is analyzed by the Fourier network.

Aprii 7990

33

0.4

1
0 2 4 6 8 1 0

0.20

0.251

:
8
8

Circ. Syst.. vol. CAS-33, pp. 533-541,

1986.

Frequency, Hz Fig. 4. Amplitude decomposition o fa signal with discrete frequency contents.

Frequency, Hz Fig. 6. Identijcation o f magnitude frequency response o f a mass-springdamper system.

I20

1
60

1
ne
-90

.::?afificlcl
0 2 4 6 8 1 0

[31 E. Mishkin, The Analytical Theory of Nonlinear Systems, chap. 8 in Aduptive Control Systems, edited by E. Mishkin and L. Braun, New York: McGraw-Hill, pp. 271-273, 1961. B. Widrow and M. E. Hoff, Jr., Adaptive Switching Circuits, IRE WESCON Conv. Rec., pt. 4, pp. 96-104, 1960. B. Widrow and S. D. Steams, Adaptive Signal Processing, Englewood Cliffs, NJ: Prentice-Hall, 1985. J . J. Hopfield, Neural Networks and Physical Systems with Emergent Collective Computational Abilities, Proc. Nutl. Acud. Sci., vol. 79, pp. 2554-2558, 1982. [71 J . J . Hopfield, Neurons with Graded Response Have Collective Computational Properties Like Those of Two-State Neurons, Proc. Nutl. Acud. Sei., vol. 81, pp. 3088-3092, 1984. R. Shoureshi, R. Chu, and M. Tenorio, Neural Networks for System Identification, Proc. 1989 Amer. Contr. Con$, June 1989, vol. 1, pp. 916-921. R. E. Skelton, Dynamic Systems Control Linear Systems Analysis and Synthesis, New York: Wiley, pp. 25-26, 1988. I. D. Landau, Adaptive Control the Model Reference Approach, New York: Marcel Dekker, 1979.

Frequency. Hz f a signal Fig. 5. Phase decomposition o with discrete frequency contents. The initial trial uses T = 2 sec and 0.5-Hz frequency resolution. Then we use T = 4 sec and 0.25-Hz frequency resolution. Figures 6 and 7 also show the theoretically calculated frequency response. Figure 6 indicates that the network not only correctly identifies all the existing components, it also marks out the nonexistent components by showing an almost zero magnitude. The phase estimation corresponding to the nonexistent components has been deleted from Fig. 7.

Frequency, Hz Fig. 7. Identijcation o f phase frequency response of a mass-spring-damper system. vergence is of concern, stable feedback of state errors can be introduced. Simulation results have shown the feasibility of using this system identification scheme for time-varying and time-invariant plants. It was shown that Widrows adaptive linear combiner is useful in conducting Fourier analysis of an analog signal. Instead of using a string of delayed signals, we use sines and cosines as inputs. By taking advantage of orthogonal input functions, we can perform Newtons searching method in seeking the minimum point of the performance surface. Simulation results show that this technique can be used to identify the frequency transfer functions of dynamic plants.

S. Reynold Chu received

Conclusion
A technique for programming of the Hopfield network for system identification was developed. Simultaneous energy minimization by the Hopfield network is used to minimize the least mean square of error rates of estimates of state variables. In this procedure, we obtain a quadratic error surface by suppressing feedback of the estimation error of the state variations. This would eliminate formulation of complex error surfaces caused by recursive dependence of state error rates on adjustable variables. If state-variable con-

References
[l] J. J. Hopfield and D. W. Tank, Neural Computation of Decisions in Optimization Problems, Biol. Cybern., vol. 52, pp. 141-152, 1985. [2] D. W. Tank and J. J. Hopfield, Simple Neural Optimization Networks: An A/D Converter, Signal Decision Circuit, and a Linear Programming Circuit, IEEE Trans.

his B.S. degree in mechanical engineering from National Cheng Kung University, Tainan, Taiwan, in 1981; the M3.E degree in mechanical engineering in 1983; and the M.S.E. in computer information and control engineering in 1984, from the University of Michigan, Ann Arbor. From 1985 to 1987, he was an Engineering Analyst in the Technical Center of Navistar International Transportation Corporation, working in the field of vehicle dynamics, vibration, and control system design. Currently, he is working on his Ph.D. degree in the School of Mechanical Engineering at Purdue University. His research interests include applications of neural networks to system identification and control, and control of flexible structures.

34

IEEE Control Systems Magazine

Kahmat Shoureshi I( an Associate Professor and Chairman o f Manufacturing and Matenuls Processing area in the School of Mcchanical Engineering at Purdue University. He completed his graduate dudieb ut MIT i n 1981. His research interests include. intelligent control and diagnostic systems using analyticalisymbolicprocessors and neural networks; active and semiactive control of distributed parameter systems, including flexible structures and acoustic plants; and manufacturing automation, including autonomous machines and robotic manipulators. He was the recipient of the

American Automatic Control Council Eckman Award in 1987 for his outstanding contributions to the field of automatic control. He is currently involved in several industrial and government research studies. He is a Senior Member of IEEE.

Manoel F. Tenorio received the B.Sc.E.E. degree from the National Institute of Telecommunication, Brazil, in 1979; the M.Sc.E.E. degree from Colorado State University in 1983; and the 'h.D. degree in computer engineeringfrom the University of Southern California in 1987. In 1989,

he led a product design group as the Director of Research and Development at C.S. Components and Electronic Systems in Brazil; from 1982 to 1985, he was a Research Fellow for the National Research Council of Brazil. While completing his doctoral studies, he taught graduate level courses in artificial intelligence at USC, UCLA, and Rockwell Internationalin Los Angeles. Currently, he is an Assistant Professor at the School of Electrical Engineering, Purdue University, where his primary research interests are parallel and distributed systems, artificial intelligence, and neural networks. He is the organizer of the interdisciplinary faculty group at Purdue called the Special Interest Group in Neurocomputing (SIGN) and heads the Parallel Distributed Structures Laboratory (PDSL) in the School of Electrical Engineering.

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