Fast automatic two-stage nonlinear model identification based on the extreme learning machine

It is convenient and effective to solve nonlinear problems with a model that has a linear-in-the-parameters (LITP) structure. However, the nonlinear parameters (e.g. the width of Gaussian function) of each model term needs to be pre-determined either from expert experience or through exhaustive search. An alternative approach is to optimize them by a gradient-based technique (e.g. Newton's method). Unfortunately, all of these methods still need a lot of computations. Recently, the extreme learning machine (ELM) has shown its advantages in terms of fast learning from data, but the sparsity of the constructed model cannot be guaranteed. This paper proposes a novel algorithm for automatic construction of a nonlinear system model based on the extreme learning machine. This is achieved by effectively integrating the ELM and leave-one-out (LOO) cross validation with our two-stage stepwise construction procedure [1]. The main objective is to improve the compactness and generalization capability of the model constructed by the ELM method. Numerical analysis shows that the proposed algorithm only involves about half of the computation of orthogonal least squares (OLS) based method. Simulation examples are included to confirm the efficacy and superiority of the proposed technique.