A COURSE IN

NEURAL NETWORKS FOR

SYSTEM IDENTIFICATION AND CONTROL
___________________________________________________________________________
Goal:
These exercises aim to give the student a fundamental feeling for how neural networks
work. What are they? How are they trained? How can they be used for modelling of
nonlinear dynamic systems? How can they be used for control?
Material:
The book Neural Networks for Modelling and Control of Dynamic Systems by M.
Nrgaard, O. Ravn, N. K. Poulsen, and L. K. Hansen. Springer-Verlag, London, 2000.
Supplementary Literature (for exercise 5): Nonlinear black-box modeling in system
identification: a unified overview by Sjberg et al., Automatica, 32(12), pp. 1691-1724,
1995.
Software:
MATLAB, SIMULINK, and the Neural Network Toolbox must be available.
The m-functions control.m, initfile.m, dio.m, diophant.m, siggener.m, shift.m,
progress.m.
The data set actuator.mat.
Report:
The report should be written as a typical research paper (2 columns, min. 10 pt. font).
One student: Write max. 5 pages.
Two students working together: Write max. 8 pages.
Work load:
5 ECTS points.
___________________________________________________________________________

1. Introduction to MATLAB
If you are not familiar with MATLAB already, you must first learn how the package
works. Take a look in the manual or find one of the many tutorials available on the
internet.

2. Introduction to MLP Networks



Read Chapter 1 in the textbook.

Try the backprop demos in MATLAB's Neural Network Toolbox

3. Training of Neural Networks



In order to understand how neural networks are trained, you should derive the backpropagation algorithm, the Gauss-Newton algorithm, and the Levenberg-Marquardt
algorithm for a network with tanh units in the hidden layer and one linear unit in the
output layer (see Section 2.4).
Generate the following example in MATLAB:
X = 2*pi*rand(1,300);
Y = sin(X) + 0.2*randn(1,length(X))
plot(X,Y,+)
and train a network to approximate the underlying sine wave. Use a two-layer
network with 7 tanh hidden units and 1 linear output unit. Compare the convergence
rate for the following three training algorithms: ordinary back-propagation, backpropagation with adaptive step size, and the Levenberg-Marquardt algorithm. The
comparison is made by plotting the value of the criterion after each iteration.


Reuse the data generated above and choose the fastest of the tested training
algorithms. Train a network with 20 hidden units and compare the final value of the
criterion (that is, when the network has been trained to the minimum) with the value
obtained above.
Introduce a set of test data generated exactly as the training data set:
X2 = 2*pi*rand(1,300);
Y2 = sin(X2) + 0.2*randn(1,length(X2))
plot(X2,Y2,o)
Write a small m-file that trains the network with 20 hidden units in the following
fashion:
- Train 5 iterations with the Levenberg-Marquardt algorithm.
- Evaluate the criterion on the test set.
- Train 5 iterations
- etc, etc, etc
Evaluate the criterion on training and test set, respectively, and compare them. Run a
lot of iterations to be sure that the minimum is reached. What happens?


Train the network to the minimum 7 times, each time initializing the weight matrices
differently. Compare the final value of the criterion (and the weight matrices). What
is the conclusion of this experiment?

4. Choice of Network Architecture



Use the two data sets from before. Train 10 networks with 1-10 hidden units. Evaluate
each of the networks on the test data set. What is the optimal number of hidden units?
(Use what you learned above when you conduct this experiment!).
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5. Modelling of Dynamic Systems

Load the file actuator into the MATLAB workspace. This file contains the data
set for the hydraulic actuator that was used in Section 4.2 of the book. The variable
u contains control inputs while the variable p contains the observed outputs. Split
the data set into a training set consisting of the first 512 samples, and a test set
consisting of the remaining 512 samples. Try to estimate a linear ARX model as
described in the book. If the System Identification toolbox for MATLAB is avilable
you can use this. Otherwise use a neural network without hidden units (only one
linear output).
Now train a neural network ARX model with 10 hidden tanh units and a linear output.
Train the network using early stopping. This means that the network is evaluated on
the test set after each iteration (after every 5 iterations will work too and is a little
faster). When the minimum test error has been reached the training is stopped.
Compare the result with that obtained in the book. Notice that the network should be
evaluated by simulation (this means that you will have to write some MATLAB code
to simulate the neural network model).

6. Control with Neural Networks 1

In this and in the following exercise you will need the MATLAB script control.m and the
associated initialization file initfile.m.
You are now going to design and implement a controller for the system:
y (t ) + y (t ) + y (t ) + y 3 (t ) = u (t )
which was used throughout Chapter 3 of the book. The system is stable, which means that an
open-loop simulation is possible.


Implement the system in SIMULINK. You must use an inport at the input and and
outport at the output. Simulate the system by using the control script. Use a
sampling period of 0.2 seconds. Apply square waves with different amplitudes (for
example 0.3, 2, and 10). How would a linear system behave differently?
Identify a neural network model of the system. Select a sensible control signal
(remember that the system is nonlinear) and simulate approximately 200 seconds.
Split the data set into a training set and a test set of approximately the same size. Train
the network 'g1' to model the system:
y (t ) = g1 [ y (t 1), y (t 2), u (t 1), u (t 2)]

and use the test set to evaluate the trained model.

Now use the data set to train an inverse model, g 2 , of the system:

u (t ) = g 2 [ y (t + 1), y (t ), y (t 1), u (t 1)]

(This is called generalized inverse learning)
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The inverse model can now be used as controller for the system. Instead of y (t + 1)
the desired output at time t+1 should be inserted. Modify the program control.m to
do this. Let the desired closed-loop system behave as:
H desired ( z ) = z 1

and
H desired ( z ) =

0.3 z 1
1 0.7 z 1

The first is obtained by setting y desired (t + 1) = ref (t ) ; the second is obtained by a

suitable filtering of the reference signal.
Evaluate the closed-loop system by applying, as reference signal, square waves of
different amplitude.

7. Control with Neural Networks 2

You should now control the same system again, only this time with a completely different
type of controller. The principle is described in the book, Section 3.7. It is called pole
placement based on instantaneous linearization. The linearization principle is briefly repeated
below:
Assume that the following neural network model is available of the system under
consideration

y (t ) = g ([ y (t 1)

y (t n) u (t 1)

u (t m)])

and introduce the state vector

(t ) = [ y (t 1)

y (t n) u (t 1)

u (t m)]

At time t=, g is linearized about the current state vector (t ) , resulting in the approximate
model:
~
y (t ) a ~
y (t 1) a ~
y (t n) + b u~ (t 1) + + b u~ (t m)
1

where

ai =

g ( (t ) )
y (t i ) (t ) = ( )

bi =

g ( (t ) )
u (t i ) (t ) = ( )

and
~
y (t i ) y (t i ) y ( i )
~
u (t i ) u (t i ) u ( i )

Under the assumption that equality holds, and by separating from the rest the part of the
equation containing components of the current state vector, the approximate model can
alternatively can be written in the form

y (t ) = 1 y (q 1 ) y (t ) + q 1 B(q 1 )u (t ) + ( )
where the bias term, ( ) , is given by

( ) y ( ) + a1 y ( 1) + + a n y ( n) b1u ( 1) bm u ( m)
The a and b coefficients have been collected in the polynomials A and B:

A(q 1 ) = 1 + a1 q 1 + + a n q n
B(q 1 ) = b1 q 1 + + bm q m
In other words, the approximate model can be interpreted as a linear model affected by an
operating point dependent DC-disturbance, ( ) .
Utilization of this principle for control of nonlinear systems is straightforward. Consider the
following control system:
Linearized model parameters

Control
design

Extract
linear model

Controller
Parameters
Reference
Controller

System
Input

Output

Notice the structural similarity with the well-known indirect adaptive controller. The only
difference is that a linear model is extracted from a nonlinear neural network model instead
of using a recursive estimation algorithm for estimating a linear model.


Incorporate this method in control.m and design two different pole placement
controllers. First try a controller that cancels the zero and places two poles in z=0.7.
Next, let the zero stay and place only the poles. Remember to use integral action to
compensate for (). The m-function dio.m can be used for solving the Diophantine
equation.
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