Nonlinear system identification with regularized Tensor Network B-splines

Ridvan Karagöz

doi:10.1016/j.automatica.2020.109300

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Nonlinear system identification with regularized Tensor Network B-splines

2020-12-01

Ridvan Karagöz

Kim Batselier *

DOI：10.1016/j.automatica.2020.109300

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Abstract

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This article introduces the Tensor Network B-spline (TNBS) model for the regularized identification of nonlinear systems using a nonlinear autoregressive exogenous (NARX) approach. Tensor network theory is used to alleviate the curse of dimensionality of multivariate B-splines by representing the high-dimensional weight tensor as a low-rank approximation. An iterative algorithm based on the alternating linear scheme is developed to directly estimate the low-rank tensor network approximation, removing the need to ever explicitly construct the exponentially large weight tensor. This reduces the computational and storage complexity significantly, allowing the identification of NARX systems with a large number of inputs and lags. The proposed algorithm is numerically stable, robust to noise, guaranteed to monotonically converge, and allows the straightforward incorporation of regularization. The TNBS-NARX model is validated through the identification of the cascaded watertank benchmark nonlinear system, on which it achieves state-of-the-art performance while identifying a 16-dimensional B-spline surface in 4 s on a standard desktop computer. An open-source MATLAB implementation is available on GitHub. (c) 2020 The Authors. Published by Elsevier Ltd. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).

Keywords:

Nonlinear system identification

NARX

B-splines

Tensor network

Curse of dimensionality

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