Copyright © IFAC System Identification, Kitakyushu,

Fukuoka, Japan, 1997

NNSYSID & NNCTRL - MATLAB® TOOLS FOR SYSTEM IDENTIFICATION

AND CONTROL WITH NEURAL NETWORKS

M. Norgaard", N.K. Poulsen·, o. Ravn··

**Department of Mathematical Modelling, building 321. pmn, nkp@imm.dtu.dk

*Department ofAutomation, building 326. or@iau.dtu.dk
Technical University ofDenmark (DTU), 2800 Lyngby, Denmark

Abstract: Two MA TLAB® packages have been implemented: the Neural Network Based
System Identification toolbox (NNSYSID) and the Neural Network Based Control System
Design Toolkit (NNCTRL). The NNSYSID toolbox has been developed to assist identifi-
cation of nonlinear dynamic systems and it offers the possibility to work with a number of
different nonlinear model structures based on neural networks. The NNCTRL toolkit is an
add-on to the NNSYSID toolbox and contains tools for design and simulation of control
systems based on neural networks. This paper gives an overview of the contents of
NNSYSID and NNCTRL.

Keywords: Software tools, system identification, nonlinear models, adaptive control, non-
linear control systems, neural networks.

1. INTRODUCTION simulation of control systems. Both packages are

Neural networks have increasingly become a
popular tool for identification and control of
unknown nonlinear systems. The networks offer a
generic nonlinear model structure that posseses
some valuable characteristics which make them
suitable for blackbox modelling. There exist several
software packages for solving different types of
problems with neural networks, but although system
identification and control system design represent
two major fields of application no commercial tools
are available which deal explicitly with this type of
problems.
NNSYSID is a MA TLAB® toolbox for system
identification with neural networks. It offers a large
number of model structures, it provides highly
effective training algorithms, functions for
validating trained network models, and pruning
algorithms for fmding a proper network architecture.
The NNCTRL toolkit is an add-on to NNSYSID and
contains different tools to support design and
based on the so-called muti-layer perceptron (MLP)
neural networks since these are considered
particularly appropriate for this type of applications.
All functions in the NNSYSID toolbox have been
written as "m-functions," but some CMEX dupli-
cates have been coded for speeding up the most time
consuming functions. The NNCTRL toolkit consists
of a combination of script-files and m-functions.
Both sets of tools require MathWorks' Signal Proc-
essing Toolbox. In addition to this it is in the
NNCTRL toolkit an advantage if SIMULINK® is
available for building models of dynamic systems.
The NNSYSID toolbox is a necessary requirement
for being able to run the NNCTRL toolkit but not
vice versa.
A number of demonstration programs have been
implemented with the GUI facilities of MA TLAB.
These demonstrate most of the functions and give a
quick introduction to the different tools. Both
NNSYSID and NNCTRL are accompanied by

931
• NNARMAX2 structure . .Y(tIB) = g(<p(t),B) and
<p(t) = [y(t -1) . .. y(t - na)
u(t - nb - n k + 1)
e(t-l) .. . &(t-nc)f
• NNSSIF structure (state space innovations fonn).
Predictor:
x(t + 1) = g(<p(t),B)
.Y(tIB) = CCB)x(t)
with
<p(t) = [iT (t) UT (t) eT (t)f
To obtain an an observable model structure, a set of
pseudo-observability indices must be specified just
as in (Ljung, 1991).
• NNJOL structure (Input-Output Linearization).
y(t18) = f(y(t -1), ... , y(t - na),u(t - 2), .. . , u(t - nb ),8f )
+ g(y(t -1), ... ,y(t - na), u(t - 2), ... ,u(t - n b ),8g )u(t -1)
f and g are two separate networks. This structure
differs from the previous ones in that it is not moti-
vated by a linear model structure. NNIOL models
are particularly interesting for control by input-
output linearization.
For NNARX and NNIOL models there is an algebraic
relationship between prediction and past data. The
remaining models are more complicated since they
all contain a feedback from network output (the pre-
diction) to network input. In the neural network ter-
minology these are called recurrent networks. The
feedback may lead to instability in certain regimes
of the operating range, which can be very problem-
atic. This will typically happen if either the model
structure or the data material is insufficient. The
NNARMAXI structure has been constructed to over-
come this by using a linear moving average filter on
the past prediction errors.
When a particular class of model structure has been
selected, the next choice to be made is the number of
past signals used as regressors (i.e., the "model or-
der" or "lag space"). It is desirable that the user has
sufficient physical insight to choose these properly.
However, the toolbox provides the function /ipschit,
which somtimes can be useful. It implements a
method based on so-called "lipschitz coefficients"
proposed in (He and Asada, 1993), but is restricted
to the detenninstic case.
4. ESTIMATE A MODEL
The model estimation stage includes choosing a cri-
terion of fit and an iterative search algorithm for
933
rmding the minimum of the criterion (i.e., training
the network). The only type of criterion imple-
mented is a regularized mean square error type crite-
rion:
1 N 2 I
WN(B,ZN) = -I(y(t)- .Y(tIB)) +_BT DB
2N 1=) 2N
The matrix D is a diagonal matrix, which is usually
set to D=al. For a discussion of regularization by
simple weight decay, see for example (Larsen and
Hansen, 1994) and (Sjoberg and Ljung, 1992). The
toolbox provides the following four possibilities: no
regularization, one common weight decay coeffi-
cient, one weight decay for the input-to-hidden layer
weights and one for the hidden-to-output layer
weight, and individual weight decay for all weights.
For multi-output systems it is possible to train
NNARX and state-space models according to the
criterion:
+_I_BTDB
2N
The function nnigls implements the iterated gener-
alized least squares procedure for iterative estima-
tion of network weights and noise covariance ma-
trix. The inverse of the estimated covariance matrix
is in this case used as weighting matrix in the crite-
rion.
The main engine for solving the optimization prob-
lem is a version of the Levenberg-Marquardt method
(Fletcher, 1987). This is a batch method providing a
very robust and rapid convergence. Moreover, it
does not require a number of exotic design parame-
ters which makes it very easy to use. In addition it is
for some of the model structures also possible to
train the network with a recursive prediction error
algorithm (Ljung, 1987). This may have some ad-
vantages over batch algorithms when the networks
are trained on very large data sets. Either due to re-
dundancy in the data set or because lack of computer
storage is a problem. The recursive algorithm has
been implemented with three different types of for-
getting: Exponential forgetting, constant trace, and
the EFRA algorithm (Salgado et aI., 1988).
The functions for identifying models based on recur-
rent networks provide the use of skipping to prevent
transient effects from corrupting the training.
The toolbox contains the following functions for
generating models from a specified model structure:
If a neural network model of the system to be con-
trolled is available, one can linearize the model at
each sampling instant and use the linear model for
control design. This has been utilized for imple-
mentation of an approximate pole placement con-
troller, an approximate minimum variance control-
ler, and an approximate generalized predictive con-
troller (Smensen, 1994), (Nmgaard, 1996), (Nm-
gaard et al. 1996b).
Nonlinear Predictive Control:
Based on a neural network model of the system to
be controlled it is possible to control a system with a
non linear predictive control scheme. To minimize
the GPC criterion at each sample, a Levenberg-
Marquardt method and a Quasi-Newton method are
provided (Nmgaard, 1996), (Nmgaard and Smen-
sen, 1995).
9. CONCLUSIONS
MA TLAB tools for system identification and control
of unknown nonlinear systems with neural networks
has been presented. The tools are easy to apply and
have been developed using principles and conven-
tions familiar to people coming from the conven-
tional system identification and (adaptive) control
community. The software has successfully been
used in a number of practical applications.
ADDENDUM
The NNSYSID toolbox and the NNCTRL toolkit are
both freeware and can be downloaded from the web-
site at The Department of Automation, DTU. The
addresses are:
http://www.iau.dtu.dklProjects/projlnnsysid.htrnl
http://www.iau.dtu.dklProjects/projlnnctrl.htrnl
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