nlssest

Estimate nonlinear state-space model using measured time-domain system data

Since R2022b

Syntax

nssEstimated = nlssest(U,Y,nss)

nssEstimated = nlssest(Data,nss)

nssEstimated = nlssest(___,Options)

nssEstimated = nlssest(___,Name=Value)

Description

nssEstimated = nlssest(U,Y,nss) uses measured input and output data sets U and Y, and default training options, to train the state and output networks of the idNeuralStateSpace object nss. It returns the idNeuralStateSpace object nssEstimated with trained state and the output networks.

nssEstimated = nlssest(Data,nss) uses measured input and output data stored in Data, and the default training options, to train the state and output networks of nss.

nssEstimated = nlssest(___,Options) specifies custom training options, which use either the Adam algorithm or SGDM algorithm to train the networks.

nssEstimated = nlssest(___,Name=Value) specifies name-value pair arguments after any of the input argument in the previous syntax. Use name-value pair arguments to specify whether you want to use the last experiment for validation, and the frequency for the validation plots.

Examples

Estimate Neural State-Space System

This example shows how to estimate a neural-state space model with one input and one state equal to the output. First, you collect identification and validation data by simulating a linear system, then use the collected data to estimate and validate a neural state-space system, and finally compare the estimated system to the original linear system used to produce the data.

Define Linear Model for Data Collection

Define a linear time-invariant discrete-time model that can be easily simulated to collect data. For this example, use a low-pass filter with a bandwidth of about 1 rad/sec, discretized with a sample time of 0.1 sec.

Ts = 0.1;
sys = ss(c2d(tf(1,[1 1]),Ts));

The identification of a neural state-space system requires you to have measurement of the system states. Therefore, transform the state-space coordinates so that the output is equal to the state.

sys.b = sys.b*sys.c;
sys.c = 1;

Generate Data Set for Identification

Fix the random generator seed for reproducibility.

rng(0);

Run 1000 simulations each starting at a different initial state and lasting 1 second. Each experiment must use identical time points.

N = 1000; 
U = cell(N,1); 
Y = cell(N,1);

for i=1:N

    % Each experiment uses random initial state and input sequence
    t = (0:Ts:1)'; 
    u = 0.5*randn(size(t));
    x0 = 0.5*randn(1,1);
    
    % Obtain state measurements over t
    x = lsim(sys,u,t,x0);
    
    % Each experiment in the data set is a timetable 
    U{i} = array2timetable(u,RowTimes=seconds(t));
    Y{i} = array2timetable(x,RowTimes=seconds(t));

end

Generate Data Set for Validation

Run one simulation to collect data that will be used to visually inspect training result during the identification progress. The validation data set can have different time points. For this example, simulate the trained model for 10 seconds.

% Use random initial state and input sequence
t = (0:Ts:10)';
u = 0.5*randn(size(t));
x0 = 0.5*randn(1,1);

% Obtain state measurements over t
x = lsim(sys,u,t,x0);

% Append the validation experiment (also a timetable) as the last entry in the data set
U{end+1} = array2timetable(u,RowTimes=seconds(t));
Y{end+1} = array2timetable(x,RowTimes=seconds(t));

Create a Neural State-Space Object

Create time-invariant discrete-time neural state-space object with one state identical to the output, one input, and sample time Ts.

nss = idNeuralStateSpace(1,NumInputs=1,Ts=Ts);

Configure State Network

Define the neural network that approximates the state function as having no hidden layer (because the output layer, which is a fully connected layer, should be sufficient to approximate the linear function: $x[k+1]=\mathit{Ax}\left[k\right]+\mathit{Bu}\left[k\right]$).

Use createMLPNetwork to create the network and dot notation to assign it to the StateNetwork property of nss.

nss.StateNetwork = createMLPNetwork(nss,'state', ...
    LayerSizes=zeros(0,1), ...
    WeightsInitializer="glorot", ...
    BiasInitializer="zeros");

Display the number of network parameters.

summary(nss.StateNetwork)

   Initialized: true

   Number of learnables: 3

   Inputs:
      1   'x[k]'   1 features
      2   'u[k]'   1 features

Specify the training options for the state network. Use the Adam algorithm, specify the maximum number of epochs as 300 (an epoch is the full pass of the training algorithm over the entire training set), and let the algorithm use the entire set of 1000 experiment data as a batch set to calculate the gradient at each iteration.

opt = nssTrainingOptions('adam');
opt.MaxEpochs = 300;
opt.MiniBatchSize = N;

Also specify the InputInterSample option to hold the input constant between two sampling interval. Finally, specify the learning rate.

opt.InputInterSample = "zoh";
opt.LearnRate = 0.01;

Estimate the Neural State-Space System

Use nlssest to train the state network of nss, using the identification data set and the predefined set of optimization options.

nss = nlssest(U,Y,nss,opt,'UseLastExperimentForValidation',true);

Training in progress (completed epoch/max epochs):        0/     300       1/     300       2/     300       3/     300       4/     300       5/     300       6/     300       7/     300       8/     300       9/     300      10/     300      11/     300      12/     300      13/     300      14/     300      15/     300      16/     300      17/     300      18/     300      19/     300      20/     300      21/     300      22/     300      23/     300      24/     300      25/     300      26/     300      27/     300      28/     300      29/     300      30/     300      31/     300      32/     300      33/     300      34/     300      35/     300      36/     300      37/     300      38/     300      39/     300      40/     300      41/     300      42/     300      43/     300      44/     300      45/     300      46/     300      47/     300      48/     300      49/     300      50/     300      51/     300      52/     300      53/     300      54/     300      55/     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Generating estimation report...done.

The validation plot shows that the resulting system is able to reproduce well the validation data.

Compare the Estimated System to the Original Linear System

Define a random input and initial condition.

x0 = 0.3*randn(1,1); 
u0 = 0.3*randn(1,1);

Calculate the next state according to the linear system equation.

sys.a*x0 + sys.b*u0

ans = 0.4173

Evaluate nss at the point defined by x0 and u0.

evaluate(nss,x0,u0)

ans = 0.4176

The value of the next state calculated by evaluating nss is close to the one calculated by evaluating the linear system equation.

Display the linear system.

sys

sys =
 
  A = 
           x1
   x1  0.9048
 
  B = 
            u1
   x1  0.09516
 
  C = 
       x1
   y1   1
 
  D = 
       u1
   y1   0
 
Sample time: 0.1 seconds
Discrete-time state-space model.

Linearize nss around zero

linearize(nss,0,0)

ans =
 
  A = 
           x1
   x1  0.9053
 
  B = 
            u1
   x1  0.09488
 
  C = 
       x1
   y1   1
 
  D = 
       u1
   y1   0
 
Sample time: 0.1 seconds
Discrete-time state-space model.

The linearized system matrices are close to the ones of the original system.

Perform an Extra Validation Check

Create input time series and a random initial state.

t = (0:Ts:10)';
u = 0.5*randn(size(t));
x0 = 0.5*randn(1,1);

Simulate both the linear and neural state-space system with the same input data, from the same initial state.

% Simulate original system from x0
ylin = lsim(sys,u,t,x0);

% Simulate neural state-space system from x0
simOpt = simOptions('InitialCondition',x0);
yn = sim(nss,array2timetable(u,RowTimes=seconds(t)),simOpt);

Note that you can also use the following code to simulate nss.

x = zeros(size(t)); x(1)=x0;
for k = 1:length(t)-1, x(k+1) = evaluate(nss,x(k),u(k)); end

Plot the outputs of both systems, also display the norm of the difference in the plot title.

stairs(t,[ylin yn.Variables]);
xlabel("Time"); ylabel("State");
legend("Original","Estimated");
title(['Approximation error =  ' num2str(norm(ylin-yn.Variables)) ])

The two outputs are similar, confirming that the identified system is a good approximation of the original one.

Estimate Nonlinear Autonomous Neural State-Space System

This example shows how to estimate a nonlinear neural-state space model with no inputs and a two-dimensional continuous state equal to the output. First, you collect identification and validation data by simulating a Van Der Pol system, then use the collected data to estimate and validate a neural state-space system, and finally compare the estimated system to the original system used to produce the data.

Define Model for Data Collection

Define a time-invariant continuous-time autonomous model that can be easily simulated to collect data. For this example, use an unforced Van Der Pol system, which is an oscillator with nonlinear damping that exhibits a limit cycle.

Specify the state equation using an anonymous function, using a damping coefficient of 1.

dx = @(x) [x(2); 1*(1-x(1)^2)*x(2)-x(1)];

Generate Data Set for Identification

Fix the random generator seed for reproducibility.

rng(0);

Run 1000 simulations each starting at a different initial state and lasting 2 seconds. Each experiment must use identical time points.

N = 1000; 
t = (0:0.1:2)';
Y = cell(1,N);

for i=1:N

    % Create random initial state within [-2,2]
    x0 = 4*rand(2,1)-2;
    
    % Obtain state measurements over t (solve using ode45)
    [~, x] = ode45(@(t,x) dx(x),t,x0);
    
    % Each experiment in the data set is a timetable 
    Y{i} = array2timetable(x,RowTimes=seconds(t));

end

Generate Data Set for Validation

Run one simulation to collect data that will be used to visually inspect training result during the identification progress. The validation data set can have different time points. For this example, use the trained model to predict VDP behavior for 10 seconds.

% Create random initial state within [-2,2]
t = (0:0.1:10)';
x0 = 4*rand(2,1)-2;

% Obtain state measurements over t (solve using ode45)
[~, x] = ode45(@(t,x) dx(x),t,x0);

% Append the validation experiment (also a timetable) as the last entry in the data set
Y{end+1} = array2timetable(x,RowTimes=seconds(t));

Create a Neural State-Space Object

Create time-invariant continuous-time neural state-space object with a two-element state vector identical to the output, and no input.

nss = idNeuralStateSpace(2);

Configure State Network

Define the neural network that approximates the state function as having two hidden layers with 8 neurons each, and hyperbolic tangent activation function.

Use createMLPNetwork to create the network and dot notation to assign it to the StateNetwork property of nss.

nss.StateNetwork = createMLPNetwork(nss,'state', ...
    LayerSizes=[12 12], ...
    Activations="tanh", ...
    WeightsInitializer="glorot", ...
    BiasInitializer="zeros");

Display the number of network parameters.

summary(nss.StateNetwork)

   Initialized: true

   Number of learnables: 218

   Inputs:
      1   'x'   2 features

Specify the training options for the state network. Use the Adam algorithm, specify the maximum number of epochs as 400 (an epoch is the full pass of the training algorithm over the entire training set), and let the algorithm use the entire set of 1000 experiments as a batch set to calculate the gradient at each iteration.

opt = nssTrainingOptions('adam');
opt.MaxEpochs = 400;
opt.MiniBatchSize = N;

Also specify the leaning rate.

opt.LearnRate = 0.005;

Estimate the Neural State-Space System

Use nlssest to train the state network of nss, using the identification data set and the predefined set of optimization options.

nss = nlssest([],Y,nss,opt,'UseLastExperimentForValidation',true);

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Generating estimation report...done.

The validation plot shows that the resulting system is able to reproduce well the validation data.

Compare the Estimated System to the Original Linear System

Define a random initial condition.

x0 = 0.3*randn(2,1);

Calculate the state derivative according to the original system equation.

dx(x0)

ans = 2×1

    0.3111
    0.3243

Evaluate nss at x0.

evaluate(nss,x0)

ans = 2×1

    0.3161
    0.3017

The value of the state derivative calculated by evaluating nss is close to the one calculated by evaluating the original system equation.

You can linearize nss around an operating point, and apply linear control analysis and synthesis methods on the resulting linear time-invariant state-space system.

sys = linearize(nss,x0)

sys =
 
  A = 
            x1       x2
   x1  0.03365    1.121
   x2  -0.9697     1.05
 
  B = 
     Empty matrix: 2-by-0
 
  C = 
       x1  x2
   y1   1   0
   y2   0   1
 
  D = 
     Empty matrix: 2-by-0
 
Continuous-time state-space model.

Simulate the neural state-space system

Create a time sequence and a random initial state.

t = (0:0.1:10)';
x0 = 0.3*randn(2,1);

Simulate both the original and neural state-space system with the same input data, from the same initial state.

% Simulate original system from x0
[~, x] = ode45(@(t,x) dx(x),t,x0);

% Simulate neural state-space system from x0
simOpt = simOptions('InitialCondition',x0,'OutputTimes',t);
xn = sim(nss,zeros(length(t),0),simOpt);

Plot the outputs of both systems, also display the norm of the difference in the plot title.

figure;
subplot(2,1,1)
plot(t,x(:,1),t,xn(:,1));
ylabel("States(1)"); 
legend("Original","Estimated");
title(['Approximation error =  ' num2str(norm(x-xn)) ])
subplot(2,1,2)
plot(t,x(:,2),t,xn(:,2));
xlabel("Time"); ylabel("States(2)"); 
legend("Original","Estimated");

The two outputs are similar, confirming that the identified system is a good approximation of the original one.

Input Arguments

U — Input data

timetable object | matrix | cell array of timetable objects or matrices | []

Input data. Specify U as:

• A timetable containing a variable for each input. The variable names of the timetable must match the input names of nss, and its row times must be duration objects. This timetable represents a single experiment. For more information, see timetable and duration.

• A double matrix with one column for each input signal and one row for each time step. Use this option only if the system is discrete-time (that is nss.Ts is greater than zero). This matrix represents a single experiment.

• A cell array of N experiments composed of timetables or double matrices. All the experiments must contain the same time points. In other words the time vector corresponding to all the observations must match.

• An empty array, [], if nss has no inputs (that is size(nss,2) is zero).

Y — Output data

timetable object | matrix | cell array of timetable objects or matrices | []

Output data. Specify Y as:

• A timetable containing a variable for each output. The variable names of the timetable must match the output names of nss, and its row times must be duration objects. This timetable represents a single experiment. For more information, see timetable and duration.

• A double matrix with one column for each output signal and one row for each time step. Use this option only if the system is discrete-time (that is nss.Ts is greater than zero). This matrix represents a single experiment.

• A cell array of N experiments composed of timetables or double matrices. All the experiments must contain the same time points. In other words the time vector corresponding to all the observations must match.

Note

The first n_x channels in Y must be state measurements (here, n_x is the number of states specified in nss).

Data — Input and output data

timetable object | iddata object

Input and output data, specified as a timetable or iddata object. This argument allows you to specify the training data using a single input argument rather than separate U and Y arguments. Specify Data as one of the following:

• An iddata object. If you have multiple experiments, create a multi-experiment iddata object. Use this option if all the input and output variables in an experiment share the time vector. For more information, see merge (iddata).

• A timetable. The timetable must contain a variable for each of the input and output variables in nss. In the multi-experiment case, use a cell array of timetables. All the timetables in the cell array must use the same time vector.

nss — Neural state-space system

idNeuralStateSpace object

Neural state-space system, specified as an idNeuralStateSpace object.

Options — Training options

nssTrainingADAM object (default) | nssTrainingSGDM object

Training options, specified as an nssTrainingADAM or nssTrainingSGDM object. Create the training options set object options using the nssTrainingOptions command. If nss contains a non-state output network (that is, if nss.OutputNetwork contains two networks), you can pick different training options for the state transition function network, nss.StateNetwork, and the nontrivial output function nss.OutputNetwork(2). Note that nss.OutputNetwork(1) does not contain any learnable parameters because is always fixed to the identity function returning all the states as outputs.

Example: myNrlSS

Name-Value Arguments

Specify optional pairs of arguments as Name1=Value1,...,NameN=ValueN, where Name is the argument name and Value is the corresponding value. Name-value arguments must appear after other arguments, but the order of the pairs does not matter.

Example: UseLastExperimentForValidation = true

UseLastExperimentForValidation — Option to use the last experiment for validation

false (default) | true

Option to use the last experiment for validation, specified as one of the following:

• true — The last experiment is not used for training, but only to display a validation plot after a number of epochs specified by ValidationFrequency. This allows you to monitor the estimation performance during the training process. The last experiment can have a different duration than all the other experiments

• false — All experiments are used for training, and no validation plot is displayed.

Example: false

ValidationFrequency — Validation Frequency

10 (default) | positive integer

Validation frequency, specified as a positive integer. This is the number of epochs after which the validation plot is updated with a new comparison (new predicted output against measured outputs).

Example: ValidationFrequency=20

Output Arguments

nssEstimated — Estimated neural state-space system

idNeuralStateSpace object

Estimated neural state-space system, returned as an idNeuralStateSpace object.

Version History

Introduced in R2022b