A generalized minimal residual based iterative back propagation algorithm for polynomial nonlinear models

In this paper, a back propagation algorithm is proposed for polynomial nonlinear models using generalized minimal residual method. This algorithm, based on Arnoldi’s method, can be regarded as a modified gradient descent iterative algorithm, and provides several advantages over the traditional gradi...

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Vydané v:Systems & control letters Ročník 153; s. 104966
Hlavní autori: Chen, Jing, Rong, Yingjiao, Zhu, Quanmin, Chandra, Budi, Zhong, Hongxiu
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Elsevier B.V 01.07.2021
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ISSN:0167-6911, 1872-7956
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Abstract In this paper, a back propagation algorithm is proposed for polynomial nonlinear models using generalized minimal residual method. This algorithm, based on Arnoldi’s method, can be regarded as a modified gradient descent iterative algorithm, and provides several advantages over the traditional gradient descent iterative algorithm: (1) has less computational efforts for systems with missing data/large-scale systems; (2) does not require the eigenvalue calculation in step-length design; (3) adaptively computes the step-length in each iteration. Therefore, it can be employed for large-scale system identification. The feasibility and effectiveness of the proposed algorithm are established in theory and demonstrated by two simulation examples.
AbstractList In this paper, a back propagation algorithm is proposed for polynomial nonlinear models using generalized minimal residual method. This algorithm, based on Arnoldi’s method, can be regarded as a modified gradient descent iterative algorithm, and provides several advantages over the traditional gradient descent iterative algorithm: (1) has less computational efforts for systems with missing data/large-scale systems; (2) does not require the eigenvalue calculation in step-length design; (3) adaptively computes the step-length in each iteration. Therefore, it can be employed for large-scale system identification. The feasibility and effectiveness of the proposed algorithm are established in theory and demonstrated by two simulation examples.
ArticleNumber 104966
Author Rong, Yingjiao
Zhong, Hongxiu
Chandra, Budi
Zhu, Quanmin
Chen, Jing
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  organization: School of Science, Jiangnan University, Wuxi 214122, PR China
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Cites_doi 10.1016/j.automatica.2017.01.016
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Keywords Back propagation
Gradient descent iterative algorithm
Nonlinear model
Arnoldi’s method
Convergence analysis
Language English
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Snippet In this paper, a back propagation algorithm is proposed for polynomial nonlinear models using generalized minimal residual method. This algorithm, based on...
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SourceType Enrichment Source
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Publisher
StartPage 104966
SubjectTerms Arnoldi’s method
Back propagation
Convergence analysis
Gradient descent iterative algorithm
Nonlinear model
Title A generalized minimal residual based iterative back propagation algorithm for polynomial nonlinear models
URI https://dx.doi.org/10.1016/j.sysconle.2021.104966
Volume 153
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