2021 29th Mediterranean Conference on Control and Automation (MED)
June 22-25, 2021. Bari, Puglia, Italy
Adaptive Control of Nonlinear Systems: Parametric and
Non-Parametric Approach
2021 29th Mediterranean Conference on Control and Automation (MED) | 978-1-6654-2258-1/20/$31.00 ©2021 IEEE | DOI: 10.1109/MED51440.2021.9480230
J. Hozefa, S. Shadab, G. Revati, S. R. Wagh, and N. M. Singh
CDRC, EED, VJTI Mumbai, India
Abstract— Adaptive control of nonlinear systems is a well-
established domain due to its ability to accommodate dy-
namic variations and uncertainty. However, one of the primary
challenges in adaptive control of linearizable structures is
identifying the feedback control law’s coefficients. Therefore,
a complete framework to determine the linearizing control is
proposed without any assumptions or prior knowledge of the
system parameters using the Dynamic Regression Extension
and Mixing (DREM). Parameters are estimated and updated
online to ensure the exact cancellation of nonlinear terms
required by the linearization process. The proposed method
exhibits the global convergence of coefficients and improved
transient response. Moreover, a comparison study between
parametric and non-parametric approaches is also presented in
this paper. Different white-box and black-box methods, namely
Artificial Neural Network (ANN), Gaussian Process (GP),
Concurrent Learning (CL), and DREM, are applied to estimate
the parameter for linearizing control under uncertainties, and
their results are compared. The effectiveness of the proposed
methodology has been validated on an inverted pendulum using
MATLAB and Simulink.
Index Terms— Adaptive control, Gaussian Processes, Neural
Network, Nonlinear system, Parameter identification.
I. INTRODUCTION
Adaptive control is an extensively researched area for
controlling nonlinear plants with dynamical variations and
model uncertainties using an online parameter identification
method for unknown coefficients as shown in [1], [2].
The Model Reference Adaptive Control (MRAC) techniques
guarantee the stability of the closed-loop systems (CLS) and
asymptotic convergence of the output tracking error to zero
under a suitable control law. Derived in [3], convergence
of the parameter estimation error to zero is only assured
when a particular sufficient richness condition termed as
Persistent Excitation (PE) holds for regressor signals. In
many CLS, the PE condition on the information vector is
difficult to satisfy. In [4] it is proved that satisfaction of
the PE condition depends on the regressor vector’s future
behavior and demands that the signal has adequate energy for
the entire period. Moreover, parameter convergence requires
PE condition on CLS state variables, which depends on the
parameter convergence, as shown in [5]. Furthermore, it leads
to a circular argument.
An alternative milder condition of Initial Excitation (IE),
proposed in [6] is online-verifiable and only needs excitation
of information vector for a finite time interval. Concurrent
J. Hozefa et. al are with Control and Decision Research Centre (CDRC),
EED, Veermata Jijabai Technological Institute, Mumbai 400019, India
hzjesawada m19@ee.vjti.ac.in
978-1-6654-2258-1/21/$31.00 ©2021 IEEE
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Learning (CL) developed by [7] utilizes the data memory
and regressor extension to achieve convergence of parameters
under IE conditions rather than PE. CL builds a dynamic data
stack to store discrete data online and uses the recorded data
with instantaneous data for exponential parameter conver-
gence. However, the derivative of all the system states must
calculate prediction errors that may not always be feasible
as proved in [8].
Composite learning derived by [9] is another way to esti-
mate parameters based on data storage. Unlike CL, a second-
order filter is used to alleviate the system state derivative
problem in composite learning. One of the parameters is the
integration window length, and it is not always calculable in
advance.
The Finite Time Estimator (FTC), i.e., Dynamic Regressor
Extension and Mixing (DREM) derived in [10], [6] exhibits
the following two distinct characteristics over the classical
parameter estimators:
• It ensures that each parameter error is monotonic, which
is stronger than the vector norm monotonicity shown in
[11], [12].
• It promises asymptotic convergence of parameters by
imposing a non-square integrability condition on the
determinant of an extended regression matrix rather than
PE. [13]
An alternate formulation proposed by [14] in which the
non-parametric, i.e., Gaussian Process (GP) for adapting
to the model-based and time-varying uncertainty, is imple-
mented. The Bayesian nature of the GP model leads to incor-
poration of the model as well as measurement uncertainty,
derived by [15]. The contributions of the paper are listed as
follows:
• A comprehensive framework for learning the linearizing
control law of a plant is developed without any assump-
tions or prior information of the system parameters.
• The parameter estimation method derived in [6] ap-
plied to each equation of system state guarantees the
convergence of estimation error within finite time with
improved transient response.
• Due to online identification, any variation in system
parameters is also considered. The estimated coefficients
are updated in the transformed system and control law
to ensure tracking error convergence.
• A comparative analysis of the aforementioned methods
is presented with simulation results.
In this paper, the section II describes the mathematical
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framework of adaptive control and their issues with uncer- linearly parameterized uncertainty is unknown, the adaptive
tainty. The parametric approach to overcome the excitation element is chosen as uad p (ζ ) = W T (t)η where η denotes the
condition and the finite-time convergence problem is pro- estimate θ .
posed in Section III. In Section IV non-parametric data- Gradient descent is a well-known algorithm used in most
driven system approximation techniques are elaborated and adaptive control systems to design adaptive laws to minimize
extended into the feed-back linearizing control framework. tracking errors. [1] However, it fails to ensure the parameter
The numerical simulations are performed with different convergence when the regressor signal is not PE. Any system
techniques on an inverted pendulum, and the experimental of equations can be made the problem of online estimation
results are presented in V, followed by conclusions in VI, of unknown constant parameters appearing linearly with
highlighting the fundamental results and contributions. regressor vector as:
II. ADAPTIVE CONTROL OF NONLINEAR g = W T (t)θ (10)
SYSTEM WITH VARIATION AND UNCERTAINTY
For control synthesis, the following definitions [1] are used.
Consider a dynamical system with time-varying uncer- Defination 1: A known bounded vector W (ζ (t)) is interval
tainty. . exciting over [t, t +T ], if there exist T > 0, t ≥ t0 and σ ∈ R+
ζ = Aζ ζ + Bζ (u(t) + ∆(ζ (t), ϑ (t)) (1) such that
Z t+T
where, ζ ∈ ℜn is state vector, u ∈ ℜ is control input, ϑ ∈ Dϑ W (ζ (τ))W T (ζ (τ))dτ ≥ σ I (11)
is a signal denoted to capture the timevariation of system, t
T
λ = (ζ , u), Aζ ∈ ℜn×n , B = 0, 0, ...., 1 , and ∆ ∈ ℜ(ζ ) is Lemma 1: The Linear Regression Equation (LRE) (10) is
time varying uncertainty. identifiable at some η if and only if W (t) satisfies the PE
To characterize the desired outcome, the reference model condition for an interval [0,t].
can be built as Proof : Suppose, η ∈ Rq is an online identifier of ideal
ζ˙r = Ar ζr (t) + Br r(t) (2) coefficients θ ; then the mapping s : Rq → R represents the
where, r(t) is bounded reference, and Ar ∈ ℜn×n is Hurwitz estimates of g and given by
matrix. A tracking control law can be proposed as s(t) = W T (t)η (12)
u = u f rm + u f pd − uad p (3) The difference between (10) and (12) results in an error
where, equation.
u f pd = k f pd (ζr (t) − ζ (t)) (4) µ(t) = W T (t)m (13)

is a linear feedback part, and where, m = θ − η. if η and θ are identical, then it follows:

u f rm = k f rm [ζrT , r(t)]T (5) µ(t) = W T (τ)(θ − η) = 0 f or all τ ≥ 0 (14)

is a linear feedforward part, and uad p (ζ ) is an adaptive part and it is equivalent to

of the control law. (θ − η)T W (τ)W T (τ)(θ − η) = 0 (15)
The tracking error e is defined as e(t) = ζr (t) − ζ (t); with
the proper choice of ucrm such that Integrating (15) over [0,t]
Z t
Bucrm = (Ar − Aζ )ζr + Bζr r(t) (6) (θ − η)T W (τ)W T (τ)dτ (θ − η) = 0 (16)
0
the tracking error dynamics are found as to get η = θ , W (t) should be sufficiently rich over [0,t].
ė = Am e + B(uad p (ζ ) − ∆(ζ , ϑ )) (7) The richness of W (t) is dependent upon following two
obsevations:
where the full feedback controller u f pd = k f pd ζ is designed • There exist a q × q non-singular matrix W (t)W T (t) =
such that Am = Aζ − BK is a Hurwitz matrix. Hence there [W (t1 ),W (t2 ), .....,W (tq )]
exists a positive definite solution P ∈ ℜn×n to the Lyapunov • There exist the generated information vector W (t) which
equation for any positive definite matrix Q ∈ ℜn×n spans the whole Rq
ATm P + PAm + Q = 0 (8) A. Problem Formulation
This study is based on the assumption that the uncertainty The uncertainty ∆(ζ ) can be identified using different
∆(ζ ) is linearly parameterizable such that methods such as ANN, polynomial regression, and estimat-
ing the parameters using gradient estimator with output and
∆(ζ ) = W T (t)θ (9)
regressor data.
where, ∆(ζ ) = g : Rq → R represents the output form of an The gradient estimator generally faces the PE and finite-
unknown model, W (t) = W (ζ (t)) ∈ Rq is known regressor time convergence (FTC) issues. Moreover, the simplest form
vector as a function of system states ζ (t) and θ ∈ Rq are of polynomial regression fails to account for the uncertainties
actual coefficients appearing linearly. In the case where the in the measurements and parameters. One way is to employ

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the Bayesian polynomial regression as shown in [1] ; how-
ever, it suffers from difficulties such as
i) The model selection is crucial for function approximation.
Improper model selection leads to poor fitting and often
contributes to over-fitting,
ii) The least-squares approach is used to find the coefficient
which is sensitive to outliers.
An alternative can be ANN for prediction, but ANNs
are computationally expensive and typically require more
data than traditional machine learning algorithms. Inade-
quate learning rate, noisy data, unsuitable structure, and
an inappropriate number of hidden neurons influence the
development of ANN applications.
The DREM in adaptive control is proposed as a com-
plete framework to overcome the gradient estimator’s issues.
Furthermore, Gaussian Process Regression (GPR) is imple-
mented to approximate the uncertainty, which corresponds
to a class of Bayesian inference-based methods.
III. THE PROPOSED PARAMETRIC FRAMEWORK
The gradient estimator’s significant drawbacks are the
convergence of the estimated parameters dependent on the re-
strictive condition of the data richness, i.e., the persistence of
excitation and its transient response is highly unpredictable
[6]. A new parameter estimation algorithm called DREM
is presented to overcome the classical gradient method’s
problems.
The step-by-step process for applying the DREM algo-
rithm [6] is defined as
1. Obtain the equation in linear regression form.
g = W T (t)θ
where, g, W and θ are defined in (10)
2. In order to tackle the restriction of PE condition, q − 1
βi
stable linear filters (.) f i = s+β i
(.) are applied to (17)
to obtain filtered equations represented as:
g f i = W fTi (t)θ , i = 1....q − 1
3. Merging the (17) and (18) in matrix form to get a new
extended regression system

g
 
W T (t)
 adjustment so that error r(θ ) is minimized.
 g f 1   W fT1 (t) 
 ...  = 
θ (19)
  
...  R(θ ) =
g f (q−1) W T (t)
| {z } | f (q−1) {z }
Ge We
The equation (19) with Ge ∈ Rq×1
and matrix We ∈
Rq×q can be written in compact form as
Ge = We θ
4. With the help of matrix inverse property, the (20) is
represented as
Gi = |We | θi (21)
where, Gi = ad j(We ).Ge and |We | is determinant of We .
Remark 4: In the DREM algorithm derived in [10],
use of stable dynamic operator and matrix inverse
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property results in q-scalar linear regression equations
(21) and impose the non-square integrability condition
on the determinant We that differs from the PE.
5. The parameter identification (ηi ) of θi can be easily
carried out using gradient estimator as follow:
η̇i = γi |We | (Gi − |We | ηi ) (22)
The error dynamics admits the differential equation:
ṁi = −γi |We |2 mi , i∈q (23)
Solving the equation (23), it is inferred that.
|We | ∈
/ L2 , lim mi (t) = 0
t→∞
The implementation of DREM-based estimation over the
gradient estimator and least square method is motivated due
to its improved transient response and global convergence.
IV. THE NON-PARAMETRIC APPROACH
The parametric approach has the disadvantage that it is
dependent on the accurate estimation of the system param-
eters, under fixed system structures and assumptions. While
the non-parametric methods don’t rely on system parameter
values and a fixed basis function. It makes more sense
to employ a non-parametric data-driven method for system
approximation. This paper briefly discusses two such class
of methods: Deterministic and Probabilistic methods
(17)
A. Artificial Neural Network
One example of the deterministic data-driven method is
ANN. The ANN modeling uses feed-forward Networks (FN)
due to the involvement of dynamic behavior and function
(18) approximation [16]. The FN with a hidden layer performs
well for continuous function approximation [17]. raining of
ANN is primarily based on optimization and the goal is to
map the input-output pairs {(Wi , gi )}ni=1 with proper weight
1 n
∑ (ηi (W, θ ) − gi )2
(24)
2 i=1
For weight adaptation, various algorithms, i.e., recursive least
square, LM method, are proposed in the literature. In the
case where the training data points are much larger than the
hidden nodes (HN), the error is largely due to the small
(20) number of weights. The reduction of error, which closely
represents the data, is obtained by increasing the HN. After
an optimal number of HN, testing error starts increasing
due to overfitting. Therefore, an appropriate number of HN
should be chosen to approximate the input-output relation
of a system. ANN fails to account for any uncertainty in
the input/output, and values will underestimate the predictive
distribution variance.
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B. Bayesian Regression and Gaussian Process
The probabilistic Bayesian approach calls for the use of
prior knowledge to form a posterior distribution, i.e., it
predicts the probability distribution for an unobserved data
point. A distribution over possible values is returned instead
of a fixed point as a prediction. This approach provides a
valuable way to quantify model uncertainty and to exploit
the knowledge of this uncertainty to make more robust
predictions on new test points, as proved in [18]. The Bayes’
rule is used to calculate the posterior probability distributions
for the given prior and maximum likelihood function.
P(B|A)P(A)
P(A|B) =
P(B)
The GP is the extension of Bayesian regression and multi-
variate Gaussian into infinite-sized variable space. In par-
ticular, Gaussian processes are distributions over random
functions. Let m(λ , ϑ ) and k(.; .) be the mean function and
a positive definite covariance kernel respectively, then GP is
represented as
∆(ζ , θ (t)) ∼ GP(M(ζ (t), θ (t)), k((ζ (t), θ (t)), (ζ (t 0 ), θ (t 0 ))))
(26)
where ∆(λ , ϑ ) ∈ R.
Let
Λ̄ = ζ¯1 , · · · , ζ¯t and gt (ζ¯i ) = ∆(ζ¯i ) + εi

Be a set of state measurements and corresponding out-
puts respectively where εi ∼ N (0, ω 2 ) is a Gaussian white
measurement noise.
As per GP defined in (26), the data
∆(λ¯1 ), · · · , ∆(λ̄t ) has prior distribution N (0, K(Λ̄t , Λ̄t ))

where K(Λ̄t , Λ̄t ) is the Gram matrix of the elements in Λ̄t .
Given a new input ζ¯t+1 , the joint distribution of the data
available up to t and ζ¯t under a Gaussian prior distribution
is given by
" #!
K(Λ̄t , Λ̄t ) + ω 2 I kλ̄t+1
 
gt
∼ N 0, ∗ (27)
gt+1 kλ̄T kt+1
t+1
∗
where kλ̄t+1 = K(λ̄t+1 , Λ̄t ) and kt+1 = k(λ̄t+1 , λ̄t+1 ). By
conditioning the joint Gaussian prior distribution over the
observation λ̄t+1 the posterior (or the predictive) distribution
is obtained as
p(gt+1 | Λ̄t , gt , ζ¯t+1 ) ∼ N (M̂t+1 , Σ̄t+1 )
where
T
M̂t+1 = αt+1 kζ¯t+1
∗ T
− kλ̄T Ckλ̄t+1
Σ̄t+1 = kt+1
t+1
are the estimated mean and covariance respectively, and C =
(k(Λ̄t , Λ̄t ) + ω 2 I)−1 and αt+1 = Cyt . Positive definite kernels
generate mapping φ : R → H where H is a reproducing kernel
Hilbert space and k(ζ , g) = hφ (ζ ), φ (g)iH and any set Λ̄t is
mapped with a set of elements φ (Λ)t in H. This can be
perceived as a subspace of functions FΛ̄t in H. In fact, each
coefficient in the vector M̂t+1 realizes one particular function
from this subspace as an estimate of the mean.
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Let σ (t) ∈ N be a switching index advancing whenever
there is addition or removal of any data point from the basis
vector set. The mean function in (28) is evaluated for σ th
active system using active basis vector set, and is denoted as
M̂ σ . Given the sparsified set of all available data, a model
of a stochastic process ∆(ζ¯ ) is formulated as
v̄ad (ζ¯ ) ∼ GP(M̂ σ (ζ¯ ), k(ζ¯ , ζ¯0 )) (31)
The adaptive signal v̄ad (ζ¯ ) is equated to estimate of the mean
M̂ σ (ζ¯ ):
ūad p (ζ¯ ) = M̂ σ (ζ¯ ) (32)
(25) Computing the inverse in (27) becomes intractable as Λ̄t and
gt grows in size. This is less problematic for traditional GP
regression applications, which utilize finite learning samples
for regression problems; however, the learning samples’ mul-
tiplicity needs not be bound in an online setting. Therefore,
an online method is required to limit the number of data
points stored for inference to extend the GP regression to
the MRAC.
The number of updates to Λ̄t is restricted by checking
the contribution of the point to FΛ̄t via the Kullback-Liebler
divergence. The point is not added to Λ̄t , if the divergence is
below a threshold γ. However, if the new point is to be added,
then one of the existing points in Λ̄t needs to be deleted to
prevent the budget from exceeding. The oldest Point strategy,
the oldest point added previously to Λ̄t is deleted.
The GPR performs well for the interpolation of data but
fails to produce meaningful results while extrapolating. GPR
estimates become less accurate with high variance for unseen
data out of the range of the training set. Because of this
drawback GP models are needed to be re-trained iteratively
for unseen data, which adds a computational overhead to this
approach.
V. APPLICATION TO INVERTED PENDULUM
For the implementation of proposed DREM-based adap-
tive control and GP-based non-parametric method [14], a
two-dimensional dynamical model of inverted pendulum [7]
is considered, which is already in normal (transformed) form.
Consider the dynamics of an inverted pendulum. [7]
.
ζ1 = ζ2
(28) . (33)
ζ2 = sin(ζ1 ) − |ζ2 | ζ2 + 0.5eζ1 ζ2 + u
(29) The scalar uncertainty of  model (33)  is represented
T
in LRE wT θ with θ = 1 −1 0.5 and w(t) =
 
(30) sin(ζ1 ) |ζ2 | ζ2 eζ1 ζ2 . The reference model is given as
follows:
.
ζr1 = ζr2
. (34)
ζr2 = −1ζr1 − 2ζr2 + r
The Model Reference Adaptive Control (MRAC) law [1]
is designed to meet the requirements of the reference model
employing an adaptive parameter estimation uad p , a feedback
part u f pd and a feed-forward part u f rm
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 u = −kTf pd e + kTfrm ζre − (wT (t)η) (35)
| {z } | {z } | {z }
u f pd u f rm uad p
T T
where, ζre = ζrT , r , k f pd = 1.5, 1.3
 
and, k f rm =
 T
−1, −2, 1 are the control gains. For simulation, ζ (0) =
 T
ζr0 = 1, 1 , r(t) = 1 for t ∈ [20, 32.5), and r(t) = 0 for
t ∈ [0, 20) ∩ [32.5, ∞) are defined to distinguish the tracking
performance of estimated states
Fig. 2. Evolution of adaptive parameters and their errors m = θ − η of
A. Parametric Approach inverted pendulum when using DREM and adaptive controller

The model uncertainty term W T (t)η in which the pa-

rameters are estimated using finite-time parameter estimator
(DREM) procedure By applying (18)-(21) and updated in
CLS.
The key goal is to design MRAC’s proper parametric up-
date rule such that both e = ζ (t) − ζr (t) and parametric error
converge asymptotically to zero under the condition of non-
square integrability on the determinant of extended regressor
matrix of (21), rather than imposing PE on regressor.
The system states following the reference in a convergent
manner are shown in Fig. 1, and corresponding error trajec- Fig. 3. Tracking performance of estimated states ζ (solid) with their
references ζr (dashed) for ε = 0.01 using adaptive controller, Gaussian
tories converge to zero. process method.
The coefficients are converging to their actual values at
t = 0.4 sec approximately, and parameter errors are decaying
to zero. The transient performance of the parameter errors,
error convergence, and estimated values of the coefficients
tracking to actual values for the estimator is given in Fig. 2.

Fig. 4. Tracking performance of estimated states ζ (solid) with their

references ζr (dashed) for ε = 0.01 using adaptive controller, and GP method
in presence of measurement noise.

Fig. 1. Tracking performance of estimated states ζ (solid) with their

references ζr (dashed) for ε = 0.01 using adaptive controller, DREM and
High Gain Observer.

Remark 5: The proposed structure provides better tran-

sient performance in comparison with MRAC, Model Ref-
erence Composite Adaptive Control (MRCAC), and Model
Reference Composite Learning Control (MRCLC) shown
in [9] due to its finite-time convergence and scalar mono-
tonicity. The first and second-order optimization schemes get
trapped due to unreliable computation and numerical insta-
bility in gradient and hessian. This significant disadvantage
can be overcome using a non-parametric approach.
B. Non-Parametric Approach
Comparing Fig. 1 and Fig. 3, it is observed that the GP-
MRAC strategy has a much smoother control response. The
states converge immediately right from zero (start/origin)
Fig. 5. Tracking performance of uncertainty ∆ with their references ζr
using GP method
to their actual values when a non-parametric approach is
implemented. The uncertainty is considered in Fig. 4 , which
was previously ignored for parameter estimation. The non-
parametric GP-MRAC approach provides the key benefit
of learning and locally predicting the uncertainty based on
creating and updating the budgeted dictionary of bases and
associated parameters. It is evident from Fig. 5 that GP-

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MRAC can perform well in terms of the tracking error, and
the target to model the uncertainty as accurately as possible
is achieved.
C. Comparison
The overall results in Fig. 6 represent that DREM-based
adaptive control’s proposed framework exhibits improved
response compared to CL. Furthermore, GP-MRAC performs
well to adapt to the dynamic variation in the presence of
noise also. The transient response of the model with ANN
is poorer than CL, DREM, and GP method.
Fig. 6. Comparative analysis of tracking performance of estimated states
ζ (solid) with their references ζr (dashed) using adaptive controller, ANN,
CL, DREM, and GP method.
VI. CONCLUSIONS
The adaptive control of nonlinear systems that are fully
input-output linearizable requires proper knowledge of the
monomial coefficients for nonlinear terms’ exact cancella-
tion in control input. A detailed approach for learning the
linearizing control law of a plant is addressed without any
assumptions or prior knowledge of the system parameters.
The parameter identification, i.e., the DREM technique, has
the significant advantage that convergence of the parameters
is ensured and exhibits a good transient response. More-
over, a non-parametric approach is presented as an alternate
formulation for uncertainty estimation. A comparative study
between ANN, GP, CL, and DREM is carried out to show
the effectiveness of the proposed method. Results are verified
through simulation of the pendulum system.
VII. F UTURE S COPE
Future work concerns to mitigate the drawbacks of GPR.
Low accuracy during extrapolation and the computational
burden due to re-training of the GP model in an online
setting needs to be addressed. A new framework of feedback
linearizing control by exploring other data-driven methods
can be developed. One such data-driven method can be Prob-
abilistic Bayesian Neural Networks (PBNN). The PBNN has
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neural network architecture which alleviates the drawbacks
of classical ANN with probabilistic weights and maintains
good extrapolation properties.
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