Fuzzy Sets and Systems 28 (1988) 15-33 15

North-Holland

STRU~~ IDE~|CATION OF FUZZY MODEL

M' SUGENO and G.T. KANG

Departmentof Systems Science, Tokyo Instituteof Technology, 4259Nagatsuda, Midori-ku,
Yokohama 227, Japan

Received May 1986

Revised February 1987

The problems of structure identification of a ~zzy model are formulated. A criterion for the
verification of a structure is discussed. Using the criterion, an algorithm for identifying a
structure is suggested. Further, a successive identification algorithm of the parameters is
suggested. The proposed methods are applied to an example.

Keywords: Fuzzy model, Identification of fuzzy model, Structure identification.

1. Inb'odu~on

In most studies of identification of e, process by using its input-output data, it is

assumed that there exists a global functional structure between the input and the
output such as a linear relation, gtatistical methods are used to identify the
parameters in a mathematical model.
It is, however, very difficult to find a global functional structure for a nonlinear
process. On the other hand, fuzzy modelling is based on the idea to find a set of
local input-output relations describing a process. So it is expected that the
method of fuzzy modelling can express a nonlinear process better than an
ordinary method. There are, however, many problems concerned with the
structure identification ~of a fuzzy model when there is no a priori inf'~rmation
about its structure.
This paper discusses the problems of structure identification of a fuzzy model.
Section 2 describes a fuzzy model. Section 3 formulates the problems and shows
their solutions. Section 4 shows an example.

2. F ~ z y model

As the expression of a fuzzy model we use the fuzzy implications and the fuzzy
reasoning method suggested by Takagi and Sugeno [1]. A fuzzy implication is of
the following form:
U: If xl is A~, x2 is A ~ , . . . , xp is A~,,
then yi = do + c~xl + c~x2 + . •. + %xp,i (1)
0165-0114/88/$3.50© 1988, Elsevier Science Publishers B.V. (Non,h-Holland)
I6 M. Sugeno, G.T. Kang

L1 : If x I is , \ then yl= 1. Oxl+O. 5x2+1.0

3 9
ii

/
L2: If x I is L / - __, x 2 is ~ _ then y2=-O, lx1+4 • Ox2+l. 2
3 9 4 13

L 3: If x I is // . ~_, x 2 is_ ~ ~ . then y3= O. 9Xl+O. 7x2+9.0

3 9 11 18 4 13

L4: If xl is _~, x2 is ~ then yA~ O. 2xl+O. I x2-~-O.2

II 18 4 13
Fig. 1. Fuzzy implication.

where U means the i-th implication and A~ is a fuzzy variable, xj an input

variable, y~ the output from the i-th implication, and c~ a consequent parameter.
For simplicity, the grade of membership of a fuzzy set A is written as A(x). In the
sequel, the membership function of a fuzzy variable will be of a convex type and
formed by straight lines.
The fuzzy implications are formed by fuzzily partitioning the inputs space.
Therefore, the premise of a fuzzy implication indicates a fuzzy subspace of the
inpu*s space. Each implicational relation expresses a local input-output relation.
Here it should be noted that not all the input variables appear in a premise. For
example, at the fuzzy model shown in Figure 1, the inputs space is divided into
four fuzzy subspaces as shown in Figure 2 where the first fuzzy implication L~ has
only one variable x l in its premise.
Given an input (x°,x°,... ,x°), the output y* is inferred by taking the

x2
13
//

L1

~ L2 "

Xl
o 9 11 18
Fig. 2. Fuzzy subspaces.
 Structure identification of fuzzy model 17

weighted average of the yi's:

Y* - wiy i wi (2)
"= ti=l

where q is the number of fuzzy implications, y~ is calculated for the input by the
consequent equation of the i-th implication, and the weight wi implies the overall
truth value of the premise of the i-th implication for the input calculated as

Wi = ~ Al(x
i 0). (3)
jffil

Figure 3 shows the input-output relation expressed by the four fuzzy

implications in Figure 1. We can see that those implicational relations express a
highly nonlinear functional relation.
The identification of a fuzzy model using input-output data consists of two
parts: structure identification and parameters identification. The structure iden-
tification consists of premise structure identification and consequent structure
identification. The parameters identification also consists ot premise parameters
identification and consequent parameters identification. The consequent param-
eters are the coefficients of linear equations. An algorithm of identification of
those parameters has been suggested by Takagi [1] as follows. In Eq. (2), the
inferred output y* can be represented by a linear equation of which the

Yho

2~

xI

Fig. 3. Inpat-output relation.

18 M. Sugeno, G.T. Kang

choice of premise structure

1
premise parameters identification

1
--=-* choice of consequent structure

l
consequent parameters identification

1
calculation of UC, the criterion of
verification of model

1
verification of consequent structure

verification of premise structure

d

Fig. 4. The steps in the identification of a f~zy model.

coeificients are the consequent parameters:

y, = co'(S~) + c~(g~x °) +... + c~(g~x °)
4" C~)(g2) @ C2(g2xO)"1"''" 4" c2(g2x°)
• • •

+ ¢~(g~) + ct(g~x °) +... + c~(gqx° ) (4)

where
g'=w'/k~= w* (i=1,2,...,q). (5)
Therefore, when a set of input-output data is given, the consequent parameters
can be identified by, for example, the least squares method.
Figure 4 shows the steps in the identification of a fuzzy model. In this paper, we
mainly deal with the structure identification and the premise parameters
identification.

3, $ ~ ~ iden~ea¢on

As stated in the previous section, the structure identification of a fuzzy model

consists of two parts. The first part is concerned with the premise structure. This
has ~vo problems. One is that we have to find which variables are necessary in
 Structure identification of fuzzy ~odel 19

the premises. The other is that we have ~.~ find an optimal fuzzy partition of the
inputs space, which is a problem peculiar to fuzzy modelling. For exampie,
suppose that a fuzzy model of a three inputs- one output process is represented
by three fuzzy implications such as
LI: If xt is SmaUt and x3 is Sinai;2 th~n y~ = 0.5 + 1.2x2 - 0.~3, ~,

L2: If xt is Small~ and x3 is Large2 then y2 = 1.2 + 0.2x~ + x2 - 2.3x3,

If xt is Larger then y3 = 1.5 + 2.3x~ -0.9x3.

The variable xz does not appear in the all premises and L 3 has the only one
variable xl i~l its premise. A fuzzy implication represents an input-output relation
holding in a fuzzy subspace of the inputs space represented by its premise. For
example, L 2 represents the input-output relation in the fuzzy subspace defined by
xl = Small1 and x3 = Large2. Therefore, the premise structure identification is the
same as the problem to find out the fuzzy partition of the inputs space, where the
number of ~.he fuzzy subspaces corresponds to that of the necessary implications.
The premise parameters are those of the fuzzy variables of premises.
The second part is concerned with the consequent structure identification. We
have to find which variables are necessary in the consequent of an implication.
For example, L x has two variables x2 and x3 in its consequent, while L 3 has x~
and x3.
In addition, we need to find a criterion for the verification of an obtained
structure.

3.1. Criterionfor verification of structure

When a model is identified by using the observed data, there are generally a
number of structures which seem to be adequate. Hence a criterion for the
verification of a structure is of crucial importance.
Takagi [1] has suggested to choose a structure minimizing the mean square
error. The structure identification of a fuzzy model, however, has the same
characteristics as the input variable identification of a linear model, and it is
known that the mean square error is not adequate as a criterion for the structure
verification of a linear model.
As a criterion of fitting of a statistical model, Akaike [5] has suggested the
information theoretic criterion AIC on the assumption that residuals obey a
normal distribution. There are, however, many problems not satisfying the
assumption in practice.
Here we take the unbiasedness criterion which is used as a proper criterion for
the verification of structure in GMDH [2]: a method for identifying nonlinear
models. The basic idea embodied in this criterion is the following: in the presence
of moderate nc,,ise, the parameters of the model with the true structure are the
least sensitive to the changes of the observed data which are used for identifying
the parameters. "l'he unbiasedness criterion of solutions for ~ structure is obtained
as fol~ows. We first divide the observed data into two se~.s NA and N: and
identify the consequent parameters fo~ each set of data separately. Then the
20 M. Sugeno, G.T. Kang

unbiasedness criterion UC is calculated as

UC =
"
( y e S _ y+a.)2+ ~] ( y p _ y n.),
]'° , (7)
I-i=1 i=X

where na is the number of the data set NA, y ~ the estimated output for the data
set NA from the model identified by using the data set NA, and y~n the estimated
output for the data set NA from the model identified by using the data set Na.
As a fuzzy model is constructed by partitioning the inputs space, the data for
the identification should be distributed uniformly over the space where the fuzzy
model is applied. Therefore, the data of NA and Na should be also distributed
uniformly over the space. When the number of the observed data is small, we
make NA and NB have some data in common.

3.2. Premisestructure idenafication

The identification of the premise structure can be regarded as the problem to
partition the inputs space into the fewest fuzzy subsl)aces so that the identified
f u r y model represents the object system adequately.
When identifying the premise structure, we use the following idea. As the
number of fuzzy subspaces, i.e. the number of fuzzy iml~,lications, increases, the
UC of the fuzzy,model decreases. But, if the number of fuzzy subspaces exceeds
that of the optimal premise structure, the parameters of the model become
sensitive to the changes of the data used for identifying the parameters, and the
UC of the model increases.
Here we choose the premise structure which minimizes the unbiasedness
criterion UC, and use the following algorithm resembling the forward selection of
variables which is a method for finding variables in a linear model. That is, we
start the process from the identification of a model with one implication, i.e. a
linear model, and increase the number of fuzzy implications until the UC of the
fuzzy model begins to increase. In the process of the premise structure
identification, the premise parameters and the consequence of the model are also
identified as shown in Figure 4.

The description of the algorithm

Define stage i in the identification process such that a fuzzy model at this stage
consists of i fuzzy implications. Note that a fuzzy model has only one implication
at stage 1, that is, it is just an ordinary linear model. The identification process
starts from the stage 1. Suppose that k variables Xl, x2, • • . , Xk necessarily appear
in the premises.

(stage 1) An ordinary linear model is identified. Its UC is calculated and written

as UCI11.

(stage 2) A fuzzy model consisting of two fuzzy implications is constructed by

first dividing the range of x t into two fuzzy subspaces 'Small' and 'Large' as
 Structure ide~ification of fuzzy model 21
follows:
La: If xl is'Small' then . . ,
L2: If xl is 'Large' then . . . . (8)
Then the premise parameters, the consequent structure and parameters are
identified. The UC,of the model is calculated, SimiJarly, a fuzzy m ~ e l dividing
the range of x2 is identified and its UC is calculated. In this way, k fuzzy models
are identified and their UC's are calculated. Among the k models, one ~ t h the
least UC is picked up. Its premise structure and UC are writtten as ST[2] and
UCt2I, respectively.

(stage 3), Suppose that the input variable xj is found to be put into the premises at
the stage 2. Then ST[2] iS as shown in Figure 5(a). At this stage, each premise
structure consists of three fuzzy subspaces and t!~,~creare two ways in constructing
a premise structure. One is that the range of x s itself is divided into three fuzzy
subspaces as shown in Figure 5(b). The other is that another variable, say x~, is
put into ST[21 and its range is divided into two fuzzy subspaces as shown in
Figures 5(c), (d)o The fuzzy model with the premise structure of Figure 5(b) is
LI: Ifx s is 'Small' t h e n . . . ,
L2: If xj is 'Medium' t h e n . . . , (9)
L3: If x s is 'Large' t h e n . . . ,

and the fuzzy mode~ with the premise structure of Figure 5(d) is
LI: If x# is 'Small1' t h e n . . . ,
L2: If x# is 'Large1' and xi is 'Small2' t h e n . . . , (lo)
L3: If xj is 'Large1' and xi is 'Large2' then . . . .

__ xj ~ ~~_____ xj
(a) (b)

xl i

xj
(c) (d)
Fig. 5. Premise structures.
,22 M. Sugeno, G.T. Ean s

The variables which are put into the premises at stage i (i ~>3) are, however, not
all the k input variables, which will be later explained.
For each premise structure which can be constructed at this stage, a fuzzy
model is identified and its UC is calculated. Among those fuzzy models, one with
the least UC is picked up. Its premise structure and UC are similmly written as
STEa! and UC[3I, respectively. I f UC[3I is larger-than UC.I2j, the process is
terminated and the optimal premise structure is found to be ST[21. Otherwise the
process is proceeded to the next stage 4.
%

The stages after the stage 3 are similar to the stage 3. That is, at stage i (i >~3)
fuzzy models consisting of i fuzzy implications are constructed in two ways. One is
that one of the fuzzy subspaces of ST[~_q is divided with respect to one of the
premise variables of STt~_I! as illustrated in Figure 5(b). The other is that another
new variable is put into ST[~_I], and one of the fuzzy subspaces of ST[~_~] is
divided with respect to the new variable just as in Figures 5(c), (d). ST[z] and
UC[~i are determined in the sense of the least UC. Whether the process is
terminated or not is decidedby comparing UC[a] with UC[~_~].
When the number of input variables is large, the number of the possible
structures at each stage becomes combinatorially large. Therefore, it is necessary
to heuristically find which variables are possibly put into the premises. At the
stage 2 we divide the one-dimensional space of each premise variable into two
fuzzy subsp,aces: a fuzzy model consists of two implications. If a model at this
stage has a larger UC than the UC[~] (UC of a linear model), its structure is not
adequate a~d this implies that its premise variable should not appear in the
premises at the stages after the stage 2.

Exmp|e. In order to verify the algorithm, we use the following nonlinear

system.
y = (1 + x °'s + x~-' + X~'L5)2. (11)
For this system, Kondo [4] identified a model by using the improved GMDH
method which can construct polynonomial models with noninteger degrees. He
generated 20 input-output data for the identification and 20 data for the
verification of the model. The identified model is
y = -3.1 + 5.2x°'SnSx~'°'a°44+ 3.8x°.*~S6x~"°.a371
4" 10. 2X~'0"a174X~'0"SS79. (12)
We identified a fuzzy model of the system of Eq. (11) by using the same
identification data. The process of the premise structure identification is as
follows.

(stage 1) A linear model is identified and the UC[1 ] iS 3.8:

y = 15.3 + 1.97X1- 1.35X2- 1.57X3. (13)
(stage 2) As there are four input variables in the data, four premise structures
 Structure identi~ation "offuzzy model 23

Table I. The U C and the premise variable of each

structure

Structure number 1 2 3 4

Premise variable xa x2 x3 x4
UC 5.4 3.5 3.3 4.6

can be formed at this stage. Table 1 shows the UC and premise variable of each
structure. Since the structure (1) with x3 in the premise gives the least UC,
it is adopted as STI2I, and UCl21 is 3.3. The fuzzy model with STI21 is shown in
Figure 6
The variables xl and x4 should not be put into the premises at the stages after
stage 2 because the structures with those variables in the premises give the larger
UC's than UC m.

(stage 3) Three premise structures having three fuzzy subspaces are formed, as
shown in Figure 7, by dividing a fuzzy subspace of the STI21. Since the UC of the
structure (3) in Figure 7 is minimal, this structure is adopted as $T|31, and UC|31 is
2.8. The fuzzy model with STI3i is shown in Figure 8. We proceed to the next
stage since UC[3I i$ smaller than UCt2l.

(stage 4) The structures of this stage are shown in Figure 9. STHI is the structure
(3) in Figure 9, and UCt4! is 3.4. The fuzzy model with STI4! is shown in Figure
10. Since UCH]iS larger than UC[3I, the optimal premise structure is found to be
STt31.

Kondo [5] used the following function to evaluate a model:

J= lY,- Y~'I/Yi x (1/n) x 100 (%), (14)

where n is the number of data and y~ is the estimated value of Yi. Let J1 be the
value of J for the identification data, and J2 that for the verification data. At the

L1 : If x 3 i s _ ~ - ~
0 1.1 2.2

then y l = 3.13 x 1 - 1.91 x 2 + 13o6 x 3

/
L2: If x 3 is ~ / o
0 1.1 2.2

then y2 = 8.92 + 1.84 x1 - 1.32 x 2 + 0,14 x3

Fig. 6. The fuzzy model with ST{2i.

24 M. Sugeno, G.T. Kang

x2 x2

_ ///. x3 x3

( 1 ) UC = 4 . 2 (2) UC = 3.3 (3) UC= 2.8

Fig. 7. Premise structures in stage 3.

L1 : If x 3 ts e ~
0 2.3

then yl = 20.5 + 3 . 3 x 1 - 1 . 8 5 x 2 - 4.98 x3

L2: I f x 3 Is / / / ~ , . and x2 i s ~ ,
0 3.3 0 1.5

then y2 12.7 + 2.98 x 1 0.56 x3

/--
= -

L3:
/
I f X3 i S ~ . and x 2 I s ~ /
0 3.3 0 2.3

then y3 = 7.1 + 1.82 x 1 - 0.34 x2 - 0.42 x3

Fig. 8. The fuzzy model with STpl.

\
'\
x2
I x2

7//.
>'//~///.
x3 _ // N ~_ ~ _ x3

( 1 ) UC = 5.7 (2) uc = 6.2 (3) uc = 3.4

x2
I (4) UC = 6.7 ( 5 ) UC - 7.2

Fig. 9. Premise structures in stage 4.

 Structure identtfication of.fuzzy model 25

L1 : If
0 3.2 0 3.3

then yl = 16.9 + 4.33 xI - 8.24 x3

L2: If x3 2
0 3.2 0 4.5

then y2 = 12.8 + 2.16 xI + 0.145 x 2 - 4.31 x3

L3: If
0.9 3.2 0 3.3

then y3 = 9 . 1 6 + 2 . 4 8 x I + 7 . 1 2 x 2 - 1 . 5 9 x 3

L4: If x3 I s ~ , x2 i s ~ / ~ -
0.9 3.2 0 4.5 =

then y4 ffi-0.19 + 1.81 xI + 1.02 x2 - 0.31 x3

Fig. 10. The fuzzy model with ST[4].

improved GMDH model of Eq. (12), J~ is 4.7% and J2is 5.7%. At the fuzzy
model of Figure 8, J1 is 1.5% and J2 is 2.1%. J~ of the fuzzy model of Figure 10 is
0.59% and better than that of the model of Figure 8 since the former model has
one more fuzzy implication than the latter. J2 of the model of Figure 10 is,
however, 3.4% and worse than that of the model of Figure 8. Therefore, we can
see that the model of Figure 10 does not have the true structure. The criterion for
verification of structure, UC, also shows that the model of Figure 8 is better than
that of Figure 10. Table 2 shows the results.

3.3. Premise parameters idenafication

In this paper, as stated before, the membership function of a fuzzy variable is
of a convex type and formed by straight lines as shown in Figure 11. The

Table 2. The error and UC of each model

Model 'I1 (%) '72(%) UC

l~u~,,~ ~ . ~,~.~ 12.7 11.i 3.8
Improved G M D H model (Eq. (12)) 4.7 5.7 -
Fuzzy model (Figure 8) 1.5 2.1 2.1
Fuzzy model (Figure 10) 0.59 3.4 3.4
26 M. $ugeno, G.T. Kang

O_ 0 0
P! P2 P3 P4 P5 P6 P7 P8

Fig. 11. The types of fuzzy variables and premise parameters.

parameters of a premise variable are the coordinates such as Pt, P 2 , . . . , P8

corresponding to its vertices in Figure 11: the grade of membership of a
parameter is either zero or one.
When input-outpat data are given, for the premise parameters identification
we have used a co~plex method: an optimization technique of nonlinear
programming problems. The complex method is, however, not adequate when we
are to successively adjust the parameters by using the obtained data. Here we
suggest a successive identification algorithm: as a piece of input-output data is
processed, the premise parameters are adjusted.

The algorithm of the adjustment of the premiseparameters

When a piece of input-output data is processed, we adjust the parameters so
that the error of the iv~erred output decreases, where the parameters are those
that have been estimated by using the past data. For the data
(yO x o, xO,..., xO), the error of the output y* inferred from Eqs. (2) and (3)
becomes
error = yO_ y ,

= yo - ±
~=x j = l
Aj(xj)y
"= j = l
(15)

The ~igorithm for adjusting the premise parameters by using the data
(yO xO x O , . . . , xO) is as follows.

(1) For the input (x °, x ° , . . . , x°), calculate the grade of membership of each
premise fuzzy variable and the output y~ (i = 1, 2 , . . . , q) inferred from each
implication.
(2) Select the fuzzy variables to be adjusted, as follows.
For each premise variable, two fuzzy variables are selected. When there are p
variables in the premise, the number of variables to be selected is 2 x p
accordingly.
Suppose that we are to select the fuzzy variables concerned with the premise
variable x~. There are two cases according to the value of x °. One is that for x °,
two fuzzy variables have grades of membership greater than zero as seen in
Figure 12(a), In this case, the two fuzzy variables (A~' and A~ of Figure 12(a)) are
selected. The other is that for x °, one fuzzy variable has grade of membership
greater than zero as seen in Figure 12(b). Here the fuzzy variable (A~ of Figure
 Structure identification of fuzzy model 27

l'c "
Akm Akn 0Ak=~ Akn
0
P Xk°
(a) (b)
Fig. 12. The fuzzy variables to be adjusted.

12(b)) and:a fuzzy variable which has parameter nearest to x~, (A~ of Figure
12(b)) are selected.
(3) Adjust the grades of membership of the selected fuzzy variables as follows.
Suppose that we are to adjust the grades of membership of A~' and A~, for x~.
For simplicity, the present values of A~(x °) and AT,(x°) will be written as w° and
w °, respectively.
By setting the error at zero, we can obtain the next equation from Eq. (15):

A}(xj) yO- ~ o ~ =o.

AAxj)y 06)
]--t i=z/=1

In Eq. (16), substitute thevalues obtained at (1) for A;(x})i o and yi ( i - 1, 2 , . . . , q

and j = 1, 2 , . . . , p) except A'~(x °) and AT,(x~,). Rewriting A'~(x °) and AT,(x°) in
Eq. (16) as wm and w. respectively, we obtain the next linear equation of W,nand
w,,:
alWn + a2Wm + a 3 ----0 (17)
where al, a2 and a3 are constants. Find the nearest value (w*, w*) to (w °, w°) on
the line expressed by Eq. (17) under the constraint Eq. (18), as shown in Figure
13:
co~ < w . + w. < ~2 (18)
where m, and ¢02 are contants: we set m~ =0.7 and ¢02 = 1 in this algorithm.

0 ~ 2 ~ ./~ Wm -c Wn " ~2 "

2~+ a3 = 0

0 ..... ~
7, "x "2
Vm+ vu-- ~
Fig. 13. w*~ and w.*.
28 M. Sugeno, G.T. Kang

When there is nolle satisfing the constraint, A 7 and A~ are aot adjusted. The new
grades of membership ( ~ / , ~'n) are calculated, using *he ;~daptive gain or, from
(w °, w °) and (w*, w*):
- w° + W°m) (19)
where o~- ~1 x c~2, and
~, - (1/h)'a, (20)
-2 = 1 / 0 + * - w°l), (21)

with h the number of all the fuzzy variables to be adjusted. The adaptive gain o~
has a significant effect on the convergence properties. The gain 0~2 is set to avoid
an excessive adjustment.
(4) Adjust the premise parameters by using the new grade of membership as
follows.
Suppose we are to adjust the parameters of A~ and A~ by using ~m and ~,,.
(a) When w° > 0 and w° > 0 (see Figure 12(a)): adjust the parameters of A~'
and A~ so that their grades of membership for x ° become Wm and ~,,,
respectively.
(i) When ~, ~>0.5: adjust the parameter of which the grade of membership is
one, as shown in Figure 14.
(ii) When ~, < 0.5: adjust the parameter of which the grade of membership is
zero, as shown in Figure 15.
( b ) When w ° = 0 (see Figure 12(b)): If the parameter of A~' is adjusted so that
its grade of membership for x ° is Ore, the amount of adjustment becomes
excessive. Therefore, adjust the parameter of which the grade of membership is
zero so :~hst it gets nearer to x ° (see Figure 16).
For A~, adjust the parameter of which grade of membership is one, as shown in
Figure J6.

l -'~ 1 6-.

0 . :I • •

0__ 0 __
xk ° Xk o

Fig. 14. The adjustmentwhen g, >--0.5.

i - . A p n ..~
1 1

o o ;k~._ Pm Pn Xk

Fig. 15. The adjustment when ~ < 0.5. Fig. 16. The adjustmentwhen Wm
o - 0.
 Structure iden~cation of.fuzzy model 29

i ..p.. - °~.,~

L"'" I . . . . ,'= ÷
0 I/5L 215L 315L 4/5L L

Fig. 17. The effect of gain ft.

The amounts of the adjustments in Figure 16 are as follows:

av. = Ix° - p.I, (22)
zip, = (w ° - ~,)fl Ix° -P,I. (23)
The gain fl decreases the amount of adjustment when the parameter P,n of A ~ is
far from x °, as shown in Figure 17:
fl ---(1 -Ix2 -pmJ/L) 3 (24)
where L is a large constant.

Example. In order to verify the performance of the successive identification, we

use a fuzzy system shown in Figure 18. Now suppose that we have a fuzzy model
which is the same as Figure 18, and the values of parameters of the system,
Pt, P2,... ,Ps are changed from (4.5, 5.5, 4.5, 5.5, 4.5, 5.5, 4.5, 5.5) to
(2.0,5.5, 3.0,6.0,5.5, 8.0, 6.0,9.0). By using data obtained from the new fuzzy
system, we adjust the premise parameters of the model. Table 3 shows the results
of the adjustment. We can see that after about 100 adjustments the parameters
nearly converge to the new values. In order to evaluate the precision of the
model, we generate 200 data from the new fuzzy system, and calculate the
correlation of the data and the estimated values of the data. At Table 3, CR is the
correlation.

t
I I
I I

~ 2 A4

Pl P2 P3 P4 P5 P6 P7 P8
Xl x2

LI: If x I is A 1 and x 2 is A 3 then yl ffi 3 + 2 x I + 3 x 2

L2: If x I is A I and x 2 is A 4 then y2 = -9 - 8 x I - x 2

L3: If x I is A 2 and x 2 is A 3 then y3 ffi .-2+ 5 x I - 2 x 2

L4: ~f x I is A 2 and x 2 is A 4 then y4 ffi3 - 3 x I + 5 x 2

Fig. 18. Fuzzy system.

30 M. Sugeno, G,T, Kang

Table 3. The results of identification

Premise parameters of model

Number of
adjustments Pl P2 P3 P4 P5 P6 P~ P8 CR

0 4.50 5.50 4.50 5.50 4.50 5.50 4.50 5.50 0.906

25 3.39 5.73 3.70 5.73 4.40 6.10 4.40 6.15 0.948
50 2.39 5.66 3.03 5.73 4.34 6.32 4.45 6.36 0.970
75 2.26 5.~7 2.92 5.96 3.85 8.33 5.68 6.94 0.988
100 2.19 5.16 2.87 5.97 4.36 8.89 5.93 7.83 0.994
125 2.31 5.18 2.97 6.00 4.48 8.33 5.73 7.96 0.995
150 2.12 5.13 2.36 5.95 4.56 8.39 5.95 8.20 0.997
175 2.07 5.56 3.21 5.95 4.80 8.46 6.11 8,22 0.996
200 2.07 5.50 3.04 6.08 4.78 8.47 6.18 8.24 0.998

New system 2.0 5.5 3.0 6.0 5.5 8.0 6.0 9.0

3.4. Consequentstructureidentification
All the input variables do not always appear in the consequent of an
impli~tion. So we have to find which variables are necessary in the consequent of
an impfication. This is the same kind of problem as finding input variables i~" a ~
linear model. If a fuzzy model has q fuzzy implications and p input variables, and
if each consequent includes all the p input variables, the output is represented by
a linear equation with q x (p + 1) terms as shown in Eq. (4). The q x (p + 1)
terms are as follows:
(gl), (glXl), (glx2),..., (g~),
(g2), (g2x,), ( g 2 x 2 ) , . . . , (g2xp),
s

(gq), (gqXl), (gqx2),..., (gqxp).

Actually we have to choose some necessary ones from the above q x (p + 1)
terms. For example, suppose that the number of implications is 2, i.e. q = 2, and
the number of input variables is 3, i.e. p = 3. When the chosen terms are g~, glx2,
g~x3, g2xl and g2x2, the fuzzy model is as follows:

L l" I f . . . then yl = c] + clx2 -t- c~x3,

L2: I f . . . then y2 = c2xi + c2x2" (25)

Here we also use the unbiasedness criterion UC as the criterion of choice: We

choose the terms which give the minimal UC.
As the method for sequentially choosing the terms, we use the backward
elimination method or the stepwise backward regression method which is the
method for selecting variables in a linear model.
 Structure identification of fuzzy model 31
4. Appncadon to p ~ o n of water flow rote in the river D~epr
4.1. Theproblem
The problem is to predict the average annual rate of water flow in the fiver
Dniepr using those values of the fiver Niemen, a main upper stream of the
Dniepr, and Wolf's number concerned with sunspot activity. The prediction
duration is 7 years and the data from 1812 to 1971 are given. Ivakhnenko [3] has
constructed a prediction model by using the GMDH method, where the data
from 1812 to 1964 are used for constructing the model and those from 1965 to
1971 for checking the accuracy of predictions. Ivakhnenko's model consists of two
parts, ftr(t), the harmonic trend of time, and f(xt, x2,...), the prediction of the
remainder on the basis of input variables. It is expressed as follows:
Y,+7=-'fir(t) + f(Y,-,, Y,-7, Yt-12, gt--l, rt-2, r,-8, F,-9, W,, Wt_lO, We_f2) (26)
where y,_~ is the water flow rate of Dniepr (xl00m3/sec), r,-i that of Niemen
(× 100 m3/sec), and wt_~ Wolf's number (× 10 ram-2). First, the harmonic trend of
time is constructed. Then, for the remainder, AY----Yt+v--ftr, a prediction
function of input variables is constructed. In Ivakhnenko's model, this prediction
function has 76 parameters.
Here we construct a fuzzy prediction model for the remairJder.
4.2. The results
Figure 19 shows the identified fuzzy model with 3 implications. In order to

LI: If wt is ~_~__~ and Yt-12 is ~ _

then Ay = -.4.9 - 1.9yt_ I + 2.3yt_iZ .~- n ~RrL_ ~ ~ 0 . 3 4 r t _ 2 - 0 . 3 r t _ 8

+ 0.18rt_ 9 + 0.16wt_lO

L2• "t i, \ yt-12

9,5 I0 I 2

t h e n Ay = 3 . 5 - 2 . 4 y t _ 1 - 2 . 4 y t _ 7 + O . 1 3 r t _ 1 + 0 . 3 r t _ 8 - O , O l r t _ 9

+ 0.23w t - 0.14wt_10 - 0,18wt_12

L3: If w t Is _~~
9.5 10

then Ay = -2 + 23yt_ 1 - 7.1yt_ 7 + 1.7yt_12 - 4.7rt_ 1 + (.Olrt_ 2

+ 4.2rt_ 8 + 2.3rt_ 9 - 2.9w t + 1.4wt_10 - 1.2wt_12

Fig. 19. The fuzzy model of the remainder.
32 M. Sugeno, G.T. Kang
t y* (t)
2200

1800

140(

~ observed values

t (year)
100C
1965 1 6 19 7 1968 1969 1970 1971

Fig. 20. The predictions of fuzzy model.

check the prediction accuracy, the mean square error A of the checking data is
calculated.
1971 / 1971
y2 (27)
t- 1965 t= 1965
where y,* is the predicted value of y,.
While A is 1.3% at the GMDH model, it is 0.93% at the fuzzy model and the
number of parameters is much smaller. Figure 20 shows the results of the
prediction by the fuzzy model.

$, C~udus|en

We have formulated the problems of structure identification of a fuzzy model.

A criterion for the verification of a structure has been found. Using the criterion,
an algorithm for choosing a premise structure has be~n suggested.
Further, a successive identification algorithm of the premise parameters and a
method to find the consequent variables have been suggested.
Finally the proposed methods have been applied to an example and their
feasibility has been confirmed.

Refereuees

[1] T. Takagi end M. Sugeno, Fuzzy identification of systems and its appfications to modelling and
comrol, IEEE Trans. Systems Man Cybernet. 15 0985) 116--132.
 Structure iden~'fication of fuzzy model 33

[2] A.G. Ivakhnenko, V.N. Vysotsldy and N.A. Ivakhnenko, Principal versions of the minimum bias
criterion for a model and an investigation of their noise immunity, Soviet Automat. Control 11
(1978) 27-45.
[3] A.G. Ivakhnenko and M.M. Todua, Prediction of random processes using self-organization of the
prediction equation-part 1. Problems of simple mediura-term prediction, Soviet Automat.
Control 5 (1972) 35-51.
[4] T. Kond0, R e ~ d G ~ H algorithm estimating degree of the complete polynomial, Trans. Soc.
I n s t ~ e n t and Control Engrs. 22 (1986) 928-934 (in Japanese).
[5] H. Akalke, A new look at the statistical model identification, IEEE Trans. Automat. Control 19
(1974) 71 723.