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The Development of Neural Network Based System Identification ...

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5.2 OFF-LINE BASED SYSTEM IDENTIFICATION FOR MLP NETWORK 125<br />

Lipschitz Coefficient for Lateral Cyclic, δ lat<br />

and Roll Rate, p<br />

10 1<br />

10 0<br />

1<br />

10 2 Number <strong>of</strong> past inputs, n u<br />

Order index<br />

2<br />

3<br />

Number <strong>of</strong> past outputs, n y<br />

4<br />

5<br />

6<br />

7<br />

7<br />

6<br />

5<br />

4<br />

3<br />

2<br />

1<br />

(a)<br />

Past Outputs<br />

pt ( 3)<br />

pt ( 2)<br />

pt ( 1)<br />

qt ( 3)<br />

qt ( 2)<br />

qt ( 1)<br />

Past Inputs<br />

( t lon<br />

1)<br />

<br />

( t 1)<br />

lat<br />

REGRESSION<br />

VECTOR<br />

NNARX<br />

Predicted<br />

Outputs<br />

ˆp t<br />

ˆq t<br />

(b)<br />

Figure 5.4 Preliminary NN model structure selection from experimental input-output data set using<br />

the Lipschitz coefficient (a) <strong>The</strong> Lipschitz coefficient plot obtained for a pair <strong>of</strong> input and output data;<br />

and (b) <strong>The</strong> NNARX model structure with preselected regression vectors obtained after determining<br />

each individual Lipschitz coefficient from respective input-output pair.<br />

<strong>The</strong> regression vector size can be selected using a much higher number <strong>of</strong> past<br />

outputs and inputs. However, the choice <strong>of</strong> higher number <strong>of</strong> past outputs and inputs<br />

will result in a larger network architecture that may lower the mean square error (MSE)<br />

but with poor generalisation ability [Billings et al., 1992]. This means that the network<br />

model would predict the training data set with great accuracy but fail to represent a<br />

new data that has not been used in training process.<br />

<strong>The</strong> method to determine the model order such as the Lipschitz coefficient is<br />

known to be sensitive to noise [Sragner and Horvath, 2003]. Normally, if the Lipschitz

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