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customnet

Custom nonlinearity estimator for nonlinear ARX and Hammerstein-Wiener models

Syntax

C=customnet(H)
C=customnet(H,PropertyName,PropertyValue)

Description

customnet is an object that stores a custom nonlinear estimator with a user-defined unit function. This custom unit function uses a weighted sum of inputs to compute a scalar output.

Construction

C=customnet(H) creates a nonlinearity estimator object with a user-defined unit function using the function handle H. H must point to a function of the form [f,g,a] = function_name(x), where f is the value of the function, g = df/dx, and a indicates the unit function active range. g is significantly nonzero in the interval [-a a]. Hammerstein-Wiener models require that your custom nonlinearity have only one input and one output.

C=customnet(H,PropertyName,PropertyValue) creates a nonlinearity estimator using property-value pairs defined in customnet Properties.

customnet Properties

You can include property-value pairs in the constructor to specify the object.

After creating the object, you can use get or dot notation to access the object property values. For example:

% List all property values
get(C)
% Get value of NumberOfUnits property
C.NumberOfUnits

You can also use the set function to set the value of particular properties. For example:

set(C, 'LinearTerm', 'on')
The first argument to set must be the name of a MATLAB® variable.

Property NameDescription
NumberOfUnits

Integer specifies the number of nonlinearity units in the expansion.
Default=10.

For example:

customnet(H,'NumberOfUnits',5)
LinearTerm

Can have the following values:

  • 'on'—Estimates the vector L in the expansion.

  • 'off'—Fixes the vector L to zero.

For example:

customnet(H,'LinearTerm','on')
Parameters

A structure containing the parameters in the nonlinear expansion, as follows:

  • RegressorMean: 1-by-m vector containing the means of x in estimation data, r.

  • NonLinearSubspace: m-by-q matrix containing Q.

  • LinearSubspace: m-by-p matrix containing P.

  • LinearCoef: p-by-1 vector L.

  • Dilation: q-by-1 matrix containing the values bn.

  • Translation: 1-by-n vector containing the values cn.

  • OutputCoef: n-by-1 vector containing the values an.

  • OutputOffset: scalar d.

Typically, the values of this structure are set by estimating a model with a customnet nonlinearity.
UnitFcnStores the function handle that points to the unit function.

Examples

Define custom unit function and save it in gaussunit.m:

function [f, g, a] = GAUSSUNIT(x)
% x: unit function variable
% f: unit function value
% g: df/dx
% a: unit active range (g(x) is significantly
% nonzero in the interval [-a a])

% The unit function must be "vectorized": for 
% a vector or matrix x, the output arguments f and g 
% must have the same size as x,
% computed element-by-element.

% GAUSSUNIT customnet unit function example
[f, g, a] = gaussunit(x)
f =  exp(-x.*x);
if nargout>1
  g = - 2*x.*f;
  a = 0.2;
end

Use custom networks in nlarx and nlhw model estimation commands:

% Define handle to example unit function.
H = @gaussunit;
% Estimate nonlinear ARX model using
% Gauss unit function with 5 units.
m = nlarx(Data,Orders,customnet(H,'NumberOfUnits',5));

More About

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Tips

Use customnet to define a nonlinear function y=F(x), where y is scalar and x is an m-dimensional row vector. The unit function is based on the following function expansion with a possible linear term L:

F(x)=(xr)PL+a1f((xr)Qb1+c1)+                          +anf((xr)Qbn+cn)+d

where f is a unit function that you define using the function handle H.

P and Q are m-by-p and m-by-q projection matrices, respectively. The projection matrices P and Q are determined by principal component analysis of estimation data. Usually, p=m. If the components of x in the estimation data are linearly dependent, then p<m. The number of columns of Q, q, corresponds to the number of components of x used in the unit function.

When used to estimate nonlinear ARX models, q is equal to the size of the NonlinearRegressors property of the idnlarx object. When used to estimate Hammerstein-Wiener models, m=q=1 and Q is a scalar.

r is a 1-by-m vector and represents the mean value of the regressor vector computed from estimation data.

d, a, and c are scalars.

L is a p-by-1 vector.

b represents q-by-1 vectors.

The function handle of the unit function of the custom net must have the form [f,g,a] = function_name(x). This function must be vectorized, which means that for a vector or matrix x, the output arguments f and g must have the same size as x and be computed element-by-element.

Algorithms

customnet uses an iterative search technique for estimating parameters.

See Also

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Introduced in R2007a

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