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Hindawi Publishing Corporation

Modelling and Simulation in Engineering


Volume 2008, Article ID 343940, 8 pages
doi:10.1155/2008/343940

Research Article
Stability Analysis of Neural Networks-Based System Identification

Talel Korkobi, Mohamed Djemel, and Mohamed Chtourou


Research Unit on Intelligent Control, Design and Optimization of Complex Systems (ICOS),
National Engineering School of Sfax (ENIS), University of Sfax, BP W, 3038 Sfax, Tunisia

Correspondence should be addressed to Talel Korkobi, korkobi talel@yahoo.fr

Received 28 January 2008; Revised 23 April 2008; Accepted 12 June 2008

Recommended by Petr Musilek

This paper treats some problems related to nonlinear systems identification. A stability analysis neural network model for
identifying nonlinear dynamic systems is presented. A constrained adaptive stable backpropagation updating law is presented and
used in the proposed identification approach. The proposed backpropagation training algorithm is modified to obtain an adaptive
learning rate guarantying convergence stability. The proposed learning rule is the backpropagation algorithm under the condition
that the learning rate belongs to a specified range defining the stability domain. Satisfying such condition, unstable phenomena
during the learning process are avoided. A Lyapunov analysis leads to the computation of the expression of a convenient adaptive
learning rate verifying the convergence stability criteria. Finally, the elaborated training algorithm is applied in several simulations.
The results confirm the effectiveness of the CSBP algorithm.

Copyright © 2008 Talel Korkobi et al. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

1. Introduction point of view. Neural models can be used either as simulators


or as models.
The last few decades have witnessed the use of artificial Recently, feedforward neural networks have been shown
neural networks (ANNs) in many real-world applications to obtain successful results in system identification and
and have offered an attractive paradigm for a broad range control [4]. Such neural networks are static input/output
of adaptive complex systems. In recent years, ANNs have mapping schemes that can approximate a continuous func-
enjoyed a great deal of success and have proven useful in tion to an arbitrary degree of accuracy. Results have also been
wide variety pattern recognition feature-extraction tasks. extended to recurrent neural networks [5, 6].
Examples include optical character recognition, speech Recent results show that neural network technique seems
recognition, and adaptive control, to name a few. To keep the to be very effective to identify a broad category of complex
pace with the huge demand in diversified application areas, nonlinear systems when complete model information cannot
many different kinds of ANN architecture and learning types be obtained. The Lyapunov approach has been used directly
have been proposed to meet varying needs as robustness and to obtain stable training algorithms for continuous-time
stability. neural networks [7–9]. The stability of neural networks can
The area of system identification has received significant be found in [10, 11]. The stability of learning algorithms has
attention over the past decades and now it is a fairly mature been discussed in [6, 12].
field with many powerful methods available at the disposal of It is well known that conventional identification algo-
control engineers. Online system identification methods to rithms are stable for ideal plants [13–15]. In the presence
date are based on recursive methods, such as least squares, for of disturbances or unmodeled dynamics, these adaptive
most systems that are expressed as linear in the parameters. procedures can go to instability easily. The lack of robustness
During the past few years, several authors [1–3] have in parameters identification was demonstrated in [10] and
suggested neural networks for nonlinear dynamical black- became a hot issue in 1980s. Several robust modification
box modelling. The problem of designing a mathematical techniques were proposed in [13, 14]. The weight-adjusting
model of a process using only observed data has attracted algorithms of neural networks are a type of parameters
much attention, both from an academic and an industrial identification; the normal-gradient algorithm is stable when
2 Modelling and Simulation in Engineering

wi j vj The output ym (k) of the considered NN is

y(k) 
n+m+1
Ij = xi wi j , O j = f (I j ), j = 1, . . . , N,
i=1
y m (k + 1) (4)
y(k − n + 1) 
N
Ik = Ojvj, y m (k) = f (Ik ), k = 1.
u(k) j =1

Training the neural model is to adjust the weight parameters


u(k − m + 1) so that it emulates the nonlinear plant dynamics. Input-
output training is obtained from the operation history of the
plant.
1 1
Using the gradient descent, the weight connecting neu-
Figure 1: Feedforward neural model. ron i to neuron j is updated as

∂J(k)
wi j (k + 1) = wi j (k) − ε· ,
neural-network model can match the nonlinear plant exactly ∂wi j (k)
(5)
[6]. Generally, some modifications to the normal-gradient ∂J(k)
v j (k + 1) = v j (k) − ε· ,
algorithm or backpropagation should be applied, such that ∂v j (k)
the learning process is stable. For example, in [12, 16], some
hard restrictions were added to the learning law, and in [11], where J(k) = (1/2)[y(k + 1) − y m (k + 1)]2 , and ε is the
the dynamic backpropagation has been modified with NLq learning rate. The partial derivatives are calculated with
stability constraints. respect to the vectors of weights W and V,
The paper is organized as follows. Section 2 describes
the neural identifier structure considered in this paper ∂J(k)
= f  (I j )·(y(k + 1) − y m (k + 1))O j ,
and the usual backpropagation algorithm. In Section 3 and ∂v j (k)
through a stability analysis, a constrained adaptive stable  
∂J(k)  L
backpropagation algorithm (CSBP) is proposed to provide = f  (I j ) f  (I j )(y(k + 1) − y m (k + 1))v j xi .
stable adaptive updating process. Three simulation examples ∂wi j (k) j =1
give the effectiveness of the suggested algorithm in Section 4. (6)

Backpropagation algorithm has become the most popular


2. Preliminaries one for training of the multilayer perceptron [1]. Generally,
The main concern of this section is to introduce the feed- some modifications to the normal-gradient algorithm or
forward neural network, which is the adopted architecture, backpropagation should be applied, such that the learning
as well as some concepts of backpropagation training algo- process is stable. For example, in [12, 16], some hard
rithm. Consider the following discrete-time input-output restrictions were added in the learning law, and in [11],
nonlinear system: the dynamic backpropagation was modified with stability
constraints.
y(k + 1) = F[y(k) · · · y(k − n + 1), u(k) · · · u(k − m + 1)]. The research on modified algorithms of feedforward
(1) neural networks is becoming a challenging field. These
researches involve the development of heuristic techniques,
The neural model for the plant can be expressed as which arise out of a study of the distinctive performance
of standard backpropagation algorithm. These heuristic
 (k), θ),
y m (k + 1) = F(Y (2) techniques include such ideas as varying the learning rate
[17], using momentum [18], and rescaling variables [19].
where Y (k) = (y(k), y(k − 1), . . . , y(k − n + 1), u(k), u(k −
1), . . . , u(k − m + 1)), and θ = [W, V ]T is the weight 3. Stability Analysis and
parameter vector for the neural model.
A typical multilayer feedforward neural network is
CSBP Algorithm Formulation
shown in Figure 1, where I j is the jth hidden neuron input, In the literature, the Lyapunov synthesis [4, 5] consists
O j is the jth hidden neuron output i, j, and k indicate of the selection of a positive function candidate V which
neurons, wi j is the weight between neuron i and neuron j, leads to the computation of an adaptation law insuring its
while v j is the weight between neuron j and output neuron. decrescence, that is, V̇ ≤ 0 for continuous systems and
For all neurons, the nonlinear activation function is defined ΔV (k) = V (k + 1) − V (k) ≤ 0 for discrete-time systems.
as Under these assumptions, the function V is called Lyapunov
1 function and guarantees the stability of the system. Our
f (x) = . (3) objective is the determination of a stabilizing adaptation law
1 + e−x
Modelling and Simulation in Engineering 3

ensuring the stability of the identification scheme presented 0.6


in what follows and the boundness of the output signals. The 0.4
stability of the learning process in an identification approach
leads to a better modelling and a guaranteed reached perfor- 0.2
mance. The proposed learning rule is the backpropagation
0
algorithm adopting a constrained learning rate. Satisfying
such condition, unstable phenomena during the learning −0.2
process are avoided. This problem has been treated in the
−0.4
literature of neural identification so this work is considered
as a solution for extended problems. The originality of this −0.6
work consists of the constraints themselves. In fact, a choice
−0.8
of the learning rate with respect to the proposed constraints 0 20 40 60 80 100 120
ensures an efficient stable identification which is not the case
adopting an arbitrary learning rate especially when it does System
not belong to the specified stability domain. In the proposed Neural model
one and through the original calculation results, the learning Figure 2: Evolution of the system output and the neural model
rate is iterative and computed instantaneously with respect output (ε ∈ stability domain).
to the elaborated constraints. The following assumptions are
made for system (1).
4
Assumption 1. The unknown nonlinear function F(·) is 3
continuous and differentiable. 2
1
Assumption 2. System output y(k) can be measured and its
initial values are assumed to be in a compact set Ω0 . 0
−1
Theorem 1. The stability in Lyapunov sense of the identifi- −2
cation scheme is guaranteed for a learning rate verifying the
−3
following inequality:
−4
2tr(Jθ ·θ) 0 20 40 60 80 100 120
0≤ε≤ , (7)
Jθ 2 System
where Jθ = [∂J/∂W(k), ∂J/∂V (k)] denotes the gradient of J Neural model
with respect to θ. Figure 3: Evolution of the system output and the neural model
output (ε ∈
/ stability domain).
Proof. Considering the Lyapunov function
 
VL (k) = tr θT (k)·θ(k)
 , (8) where the partial derivatives are expressed as

where tr(·) denotes the matrix trace operation, θ(k) = θ(k) − ∂J ∂J ∂y m (k + 1)
∗ ∗ = ,
θ , and θ denotes the optimal value of the weight vector ∂W(k) ∂y m (k + 1) ∂W(k)
parameters. (12)
∂J ∂J ∂y m (k + 1)
The computation of the ΔVL (k) expression leads to = m
.
∂V (k) ∂y (k + 1) ∂V (k)
ΔVL (k) = VL (k + 1) − VL (k), (9)
The partial derivatives are given through
where

∂J
T (k + 1)W(k
VL (k + 1) = tr(W + 1)) + V
 T (k + 1)V
 (k + 1), ∂Wi j (k)
 
T (k)W(k))
VL (k) = tr(W  T (k)V
+V  (k). 
N
m m
(10) = y (k + 1)(1 − y (k + 1))·e(k)· V j1 ·O j ·(1 − O j ) xi ,
j =1


The adopted adaptation law is the gradient algorithm. We ∂J
have = y m (k + 1)(1 − y m (k + 1))·e(k)·O j .
∂V j (k)
 + 1) = θ(k) − ε·Jθ − θ ∗ ,
θ(k (13)

+ 1) = W(k) − ε ∂J − W ∗ ,
W(k
Let A and B be defined as follows:
∂W(k) (11)
T (k + 1)W(k
A = tr(W + 1)) − tr(W
T (k)W(k)),

 (k + 1) = V (k) − ε ∂J − V ∗ ,
V (14)
∂V (k) B=V  (k + 1) − V
 T (k + 1)V  (k).
 T (k)V
4 Modelling and Simulation in Engineering

The ΔVL (k) expression is calculated as Theorem 2. Let εI = [εW , εV ]T be the learning rates for the
ΔV (k) = A + B tuning parameters of the neural identifier θ = [W, V ]T and let

 λ be defined as
∂J ∂J ∂J
= tr ε2 − 2ε W(k) T
∂W T (k) ∂W(k) ∂W(k) λ = λ1 , λ2 , where


∂J ∂J ∂J 
+ ε2 − 2ε V (k) ∂y m (k)
∂V T (k) ∂V (k) ∂V (k) λ1 = , (20)

  ∂W(k)
 ∂J 2
∂J T
= ε2 − 2ε tr W (k) ∂y m (k)
∂Wi j (k) ∂Wi j (k) λ2 = .
i, j ∂V (k)
 

∂J
2
∂J  T
+ ε 2
− 2ε V (k) Then asymptotic convergence is guaranteed if the learning rates
j
∂V j (k) ∂V (k) are chosen to satisfy
 2 

∂J
2 
∂J
= ε2 + 2 2
∂Wi j (k) ∂V j (k) εW ≺  2 , εV ≺  2 , (21)
i, j j λ1 max λ2 max
  
∂J  T ∂J T
− 2ε V (k) + tr W (k) where
∂V (k) ∂W(k)


2   m 
 ∂J 2  ∂J  ∂y (k) 
≤ ε2 + λ1 max = 


∂Wi j (k) ∂V j (k) ∂W(k) 2
i, j j  

   

m 
∂J ∂J  ∂y m (k) T ∂y (k)
− 2ε V T (k) + tr W T (k) = max · ,
∂V (k) ∂W(k) ∂W(k) ∂W(k)
≤ α·ε2 − 2·β·ε,  m  (22)
 ∂y (k) 
(15) λ2 max = 
 ∂V (k) 
2
 

where 

m 
 ∂y m (k) T ∂y (k)

2 
2 = max · .
∂J ∂J ∂V (k) ∂V (k)
α= + = Jθ 2 ,
i, j
∂Wi j (k) j
∂V j (k)
  (16) Lemma 1. If the learning rates are chosen as εW = εV = ε,
∂J ∂J then one has the convergence condition
β= V T (k) + tr W T (k) = tr(Jθ ·θ).
∂V (k) ∂W(k)
The stability condition ΔVL (k) ≤ 0 is satisfied only if 1 1
ε≺  2 +  2 . (23)
λ1 max λ2 max
α·ε2 − 2·β·ε ≤ 0. (17)
Proof. Considering the Lyapunov function
Solving this ε, second-degree equation leads to the establish-
ment of the result presented in (7); ΔV (k) ≤ 0 if ε satisfies 1
the following condition: VL (k) = e2 (k), (24)
2
0 ≤ ε ≤ εs , (18)
where
2
where εs = 2tr(Jθ ·θ)/ Jθ  .
Using the expressions of Jθ and θ, we obtain e(k) = y(k) − y m (k). (25)
 
2 tr H1 ·W T (k) + H2 ·V T (k) The computation of the ΔVL (k) expression leads to
εs =  2,
j ([y (k + 1)(1 − y (k + 1))·e(k)·O j ])
D+ m m

(19) ΔVL (k) = VL (k + 1) − VL (k),



1 
ΔVL (k) = e2 (k + 1) − e2 (k)
where H1 denotes {[y m (k+1)(1 − y m (k+1)) · e(k) · Nj=1 V ( j, 2 (26)


1) · O j · (1 − O j )]xi }ij∈∈[1[1···n]
···m] , H2 denotes {[y 
m (k + 1)(1 − 1
= Δe(k) e(k) + Δe(k) ,
y (k + 1)) · e(k) · O j ]} j ∈[1···m] , and D denotes i, j ([y m (k +
m 2

1)(1 − y m (k + 1)) · e(k) · Nj=1 V ( j, 1) · O j · (1 − O j )]xi )2 .
where Δe(k) = [∂e(k)/∂θ(k)]T Δθ(k).
The previous result is useful in the case of a backprop-
The expression of ΔW(k) is given by
agation adaptation law adopting the same learning rate for
training in all the neural network architecture. An extension Δθ(k) = θ(k + 1) − θ(k),
is made in the next section. This extension consists in the fact
of considering two different constrained learning rates which ∂y m (k) (27)
ΔWI (k) = εI · e(k) · .
improve the efficiency of the first elaborated algorithm. ∂θ(k)
Modelling and Simulation in Engineering 5

Substituting the expression of Δe(k) in ΔVL (k), we have 0.8


0.6

T 0.4
∂e(k) ∂y m (k)
ΔVL (k) = εI e(k) 0.2
∂θ(k) ∂θ(k)

T  0
1 ∂e(k) ∂y m (k)
· e(k) + εI e(k) −0.2
2 ∂θ(k) ∂θ(k)
−0.4

m
∂y (k) T ∂y m (k) −0.6
=− εI e(k)
∂θ(k) ∂θ(k) −0.8

T  0 100 200 300 400 500 600
1 ∂y m (k) ∂y m (k)
· e(k) − εI e(k)
2 ∂θ(k) ∂θ(k) System

m Neural model
∂y (k) T 2 ∂y m (k)
=− εI e (k) Figure 4: Evolution of the system output and the neural model
∂θ(k) ∂θ(k)

T  output (ε ∈ stability domain).
1 ∂y m (k) ∂y m (k)
· 1− εI
2 ∂θ(k) ∂θ(k)

T

4
2 1 ∂y m (k) ∂y m (k)
= −e (k) · εV 3
2 ∂V (k) ∂V (k)
 2

T

∂y m (k) ∂y m (k)
× 2− εV 1
∂V (k) ∂V (k)
0

T

1 ∂y m (k) ∂y m (k) −1
+ εW
2 ∂W(k) ∂W(k)

T
 −2
∂y m (k) ∂y m (k)
× 2− εW −3
∂W(k) ∂W(k) 0 100 200 300 400 500 600
 
m 2
1  ∂y (k) 
= −e2 (k) · εV   System
2  ∂V (k)  Neural model
 
m  
 ∂y (k) 2 Figure 5: Evolution of the system output and the neural model

× 2 − εV  
∂V (k)  output (ε ∈
/ stability domain).

2
1  ∂y m (k) 
+ εW  
2  ∂W(k)  where
 
m  
 ∂y (k) 2  


× 2 − εW    m  

m 
∂W(k) 
,  ∂y (k) 
 = max ∂y m (k) T ∂y (k)
λ1 max =
 ∂W(k)  · ,
2 ∂W(k) ∂W(k)
ΔVL (k) ≤ 0, 
 m   

m 
(28)  ∂y (k)   ∂y m (k) T ∂y (k)
λ2 max 
=  
= max · ,
∂V (k)  2 ∂V (k) ∂V (k)
so  

 m  

m 
 ∂y (k) 
 = max ∂y m (k) T ∂y (k)
 m   m  λ1 max =
 ∂W(k)  · ,
 ∂y (k) 2  ∂y (k) 2 2 ∂W(k) ∂W(k)

2 − εW   ≤ 0, 
2 − εV   ≤ 0. (29) 
∂W(k)  ∂V (k)   m 
 ∂y (k) 




m
∂y m (k) T ∂y (k)

λ2 max 
=  
= max · .
∂V (k)  2 ∂V (k) ∂V (k)
Finally, when we define the matrix norm ·2 by (32)
  
ρ2 = max ρT · ρ , (30)
Remark 1. Through simulations, learning rates are chosen
the theorem results are established. belonging to the defined learning rates stability range to
The stability condition ΔVL (k) ≤ 0 is satisfied only if prove the effectiveness of the proposed CSBP algorithm. The
learning rate which guarantees convergence corresponds to
2 2 2 2
εW ≺  2 , εV ≺  2 , (31) εW =  2 , εV =  2 , (33)
λ1 max λ2 max φ + λ1 max φ + λ2 max
6 Modelling and Simulation in Engineering

1.5 4.2. Second-Order System. An example is used to illustrate


1 the effectiveness of the proposed constrained updating law.
Consider a nonlinear discrete time plant
0.5

y(k) = 50 tanh φ(k − 1) + 0.5u(k − 1), (36)
0

−0.5 where φ(k − 1) = 2.102 (((24+ y(k − 1))/3)y(k − 1) − 8(u2 (k −


1)/(1 + u2 (k − 1)))y(k − 2)).
−1
The process dynamic is interesting. In fact it has the
−1.5 behaviour of a first-order lowpass filter for input signal
0 100 200 300 400 500 600 amplitude about 0.1, the behaviour of a linear second-order
system in the case of small amplitudes (0.1 < |u| < 0.5), and
System the behaviour of a nonlinear second-order system in the case
Neural model
of great input amplitudes (0.5 < |u| < 5) [20].
Figure 6: Evolution of the system output and the neural model For the neural model, a three-layer NN was selected with
output (ε ∈ stability domain). three inputs, three hidden and one output nodes. Sigmoidal
activation functions were employed in all the nodes.
The weights are initialized to small random values. The
learning rate parameter is computed instantaneously. As
where φ is a small value guarantying the convergence stability input signal, a sinusoidal one is chosen which the expression
condition. is defined by
 
π
4. Simulation Results u(k) = 0.5 · cos 0.005kπ + . (37)
3
In this section, two discrete time systems are considered to The simulations are realized in the two cases during 120
demonstrate the effectiveness of the result discussed below. iterations. Two learning rates values are fixed in and out of
the learning rate range presented in (7).
4.1. First-Order System. The considered system is a famous Simulation results are given through Figures 4 and 5.
one in the literature of neural adaptive control and identi- The simulation results, through Figures 4 and 5, show
fication. The system is described by the following recurrent that a learning rate arbitrarily chosen out of the predefined
equation [2]: stability domain leads to an unstable identification of
the considered system; however, a specified learning rate
y(k) belonging to the range verifying stability condition ensures
y(k + 1) = + u(k)3 . (34)
1 + y(k)2 the tracking capability and the stability of the identification
scheme
For the neural model, a three-layer NN was selected with
two inputs, three hidden and one output nodes. Sigmoidal Example 1 (identification of semiconductor manufactur-
activation functions were employed in all the nodes. ing process). This example illustrates the advantage and
The weights are initialized to small random values. The effectiveness of our approach-on-line self-tuning property
learning rate is evaluated at each iteration through (21). It is (stability). We consider here the SISO simple first-order
also recognized that the training performs very well when the linear process of the form [21]
learning rate is small.
As input signal, a sinusoidal one is chosen in which the y(k + 1) = φy(k) + α + βu(k) + N(k + 1), (38)
expression is defined by
where α and β are process parameters, φ is the autoregressive
  coefficient, and N denotes the noise term that follows an
π
u(k) = 0.5 · cos 0.05kπ + . (35) ARMA process:
5
The simulations are realized in the two cases during 120 1 − cz−1
N(k) = · r(k). (39)
iterations. Two learnning rate values are fixed in and out of 1 − wz−1
the learning rate range presented in (7). In this simulation, r(k) is a uniform distribution and the
Simulation results are given through Figures 2 and 3. system parameters are chosen as
Figures 2 and 3 show that if the learning rate belongs
to the range defined in (7), the stability of the identi- α = 2, β = 2, φ = 0.1, c = 0.7,
fication scheme is guaranteed. It is shown through this (40)
w = 1.0, r(k) = 1 − 2 · rand (k).
simulation that the identification objectives are satisfied.
Out of this variation domain of the learning rate, the Here, the current output of the plant depends on four
identification is instable and the identification objectives are previous outputs and four previous inputs. In this case,
unreachable. the feedforward neural network, with four input nodes for
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