Deep subspace encoders for nonlinear system identification

DOI10.1016/J.AUTOMATICA.2023.111210zbMATH Open1520.93098arXiv2210.14816MaRDI QIDQ6136161FDOQ6136161

Maarten Schoukens, Gerben I. Beintema, Roland Tóth

Publication date: 28 August 2023

Published in: Automatica (Search for Journal in Brave)

Abstract: Using Artificial Neural Networks (ANN) for nonlinear system identification has proven to be a promising approach, but despite of all recent research efforts, many practical and theoretical problems still remain open. Specifically, noise handling and models, issues of consistency and reliable estimation under minimisation of the prediction error are the most severe problems. The latter comes with numerous practical challenges such as explosion of the computational cost in terms of the number of data samples and the occurrence of instabilities during optimization. In this paper, we aim to overcome these issues by proposing a method which uses a truncated prediction loss and a subspace encoder for state estimation. The truncated prediction loss is computed by selecting multiple truncated subsections from the time series and computing the average prediction loss. To obtain a computationally efficient estimation method that minimizes the truncated prediction loss, a subspace encoder represented by an artificial neural network is introduced. This encoder aims to approximate the state reconstructability map of the estimated model to provide an initial state for each truncated subsection given past inputs and outputs. By theoretical analysis, we show that, under mild conditions, the proposed method is locally consistent, increases optimization stability, and achieves increased data efficiency by allowing for overlap between the subsections. Lastly, we provide practical insights and user guidelines employing a numerical example and state-of-the-art benchmark results.

Full work available at URL: https://arxiv.org/abs/2210.14816

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zbMATH Keywords

deep learningsystem identificationsubspace identificationnonlinear state-space modeling

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) System identification (93B30) Nonlinear systems in control theory (93C10)

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Cited In (1)

• Meta-state-space learning: an identification approach for stochastic dynamical systems

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