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The Development of Neural Network Based System Identification ...

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6.3 PRINCIPLE OF INSTANTANEOUS LINEARISATION 161<br />

space model obtained at every sampling instance is used to predict the future<br />

output response Ŷ over a specified prediction horizon N p.<br />

3. A suitable reference trajectory R s is obtained from the specified output trajectory<br />

r(k) over a specified prediction horizon N p .<br />

4. <strong>The</strong> cost function J(k) is constructed using the predicted response<br />

Ŷ and the<br />

reference trajectory, R s .<br />

5. A set <strong>of</strong> future control trajectory ∆U is calculated by minimising the cost function<br />

J(k) to achieve the desired tracking response.<br />

6. Apply the first element <strong>of</strong> the calculated future control trajectory ∆U as the<br />

actual control input to drive the system under consideration.<br />

7. <strong>The</strong> procedure is repeated to calculate a new output prediction and future control<br />

trajectory using the sensor measurement at the next sample time.<br />

6.3 PRINCIPLE OF INSTANTANEOUS LINEARISATION<br />

In order to implement the NNAPC scheme, the linearised NNARX model is extracted<br />

from the non-linear NN model (MLP, HMLP or Elman networks) at every time sample<br />

k. Given that a non-linear NN model <strong>of</strong> the dynamic system is:<br />

ŷ(k) = g [ϕ(k)] (6.4)<br />

where the regression vector is given as follows:<br />

ϕ(k) = [y(k − 1) · · · y(k − n y ) u(t − k) · · · u(k − n u )] T (6.5)<br />

<strong>The</strong> approximate linear model is obtained by linearising g(ϕ(k)) around the current<br />

state ϕ(τ). <strong>The</strong> linear model is given as follows:<br />

ỹ(k) = −a 1 ỹ(k − 1) − a 2 ỹ(k − 2) · · · − a ny ỹ(k − n y )<br />

+ b 0 ũ(k) + b 1 ũ(k − 1) + · · · + b nu ũ(k − n u ) (6.6)

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