Abstract

The main challenges in identifying time-varying systems are to extract the inherent model structure and formulate a generic approach for various time-varying processes. In this article, a local linear neuro-fuzzy networks based approach is proposed for the first time to tackle this issue. The basic idea is to utilize the superior approximation capability of the fuzzy neural networks to expand the unknown time-varying parameters so that various nonlinear and discontinuous processes can be captured. In addition, the local linear model tree optimization algorithm is incorporated in our approach to optimize the network architecture. On one hand, the least number of neurons corresponding to the time-varying parameters can be automatically determined, thus avoiding the superfluous bases and the troublesome overfitting problem; on the other hand, the optimized distribution of the neurons could significantly increase the interpretability of the results, thus contributing to locating the domains where the parameters exhibit strong nonlinearity or change sharply. Moreover, we demonstrate that our approach could simultaneously extract the parsimonious model structure while identifying the time-varying parameters, without adding additional procedures or increasing computation burden. Considering the generality and the unique merits, our proposed approach could significantly advance the applications of artificial neural network techniques in system identification.

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