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Online Identification of Nonlinear Systems With Separable Structure
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AI
DOI：10.1109/TNNLS.2022.3215756.png)
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Abstract
En 中文
Separable nonlinear models (SNLMs) are of great importance in system modeling, signal processing, and machine learning because of their flexible structure and excellent description of nonlinear behaviors. The online identification of such models is quite challenging, and previous related work usually ignores the special structure where the estimated parameters can be partitioned into a linear and a nonlinear part. In this brief, we propose an efficient first-order recursive algorithm for SNLMs by introducing the variable projection (VP) step. The proposed algorithm utilizes the recursive least-squares method to eliminate the linear parameters, resulting in a reduced function. Then, the stochastic gradient descent (SGD) algorithm is employed to update the parameters of the reduced function. By considering the tight coupling relationship between linear parameters and nonlinear parameters, the proposed first-order VP algorithm is more efficient and robust than the traditional SGD algorithm and alternating optimization algorithm. More importantly, since the proposed algorithm just uses the first-order information, it is easier to apply it to large-scale models. Numerical results on examples of different sizes confirm the effectiveness and efficiency of the proposed algorithm.
Keywords:
Signal processing algorithms
Optimization
Numerical models
Jacobian matrices
Stochastic processes
Machine learning algorithms
Couplings
Feedforward neural networks (FNNs)
online identification
separable nonlinear models (SNLMs)
stochastic gradient descent (SGD) method
variable projection (VP) method
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Citations:
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