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Non-Autoregressive vs Autoregressive Neural Networks for System Identification

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Original languageEnglish
Title of host publicationProceedings - IFAC-PapersOnLine
Pages692-698
Number of pages7
Volume54
Publication statusPublished - 2021
Externally publishedYes

Publication series

NameIFAC-PapersOnLine
PublisherIFAC Secretariat
ISSN (Print)2405-8963

Abstract

The application of neural networks to non-linear dynamic system identification tasks has a long history, which consists mostly of autoregressive approaches. Autoregression, the usage of the model outputs of previous time steps, is a method of transferring a system state between time steps, which is not necessary for modeling dynamic systems with modern neural network structures, such as gated recurrent units (GRUs) and Temporal Convolutional Networks (TCNs). We compare the accuracy and execution performance of autoregressive and non-autoregressive implementations of a GRU and TCN on the simulation task of three publicly available system identification benchmarks. Our results show, that the non-autoregressive neural networks are significantly faster and at least as accurate as their autoregressive counterparts. Comparisons with other state-of-the-art black-box system identification methods show, that our implementation of the non-autoregressive GRU is the best performing neural network-based system identification method, and in the benchmarks without extrapolation, the best performing black-box method.

Keywords

    Benchmark Systems, Gated Recurrent Unit, Neural Networks, Nonlinear System Identification, Process Noise, Temporal Convolutional Network, Wiener-Hammerstein

ASJC Scopus subject areas

Cite this

Non-Autoregressive vs Autoregressive Neural Networks for System Identification. / Weber, Daniel; Gühmann, Clemens.
Proceedings - IFAC-PapersOnLine. Vol. 54 20. ed. 2021. p. 692-698 (IFAC-PapersOnLine).

Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer review

Weber, D., & Gühmann, C. (2021). Non-Autoregressive vs Autoregressive Neural Networks for System Identification. In Proceedings - IFAC-PapersOnLine (20 ed., Vol. 54, pp. 692-698). (IFAC-PapersOnLine). https://doi.org/10.1016/j.ifacol.2021.11.252, https://doi.org/10.48550/arXiv.2105.02027
Weber D, Gühmann C. Non-Autoregressive vs Autoregressive Neural Networks for System Identification. In Proceedings - IFAC-PapersOnLine. 20 ed. Vol. 54. 2021. p. 692-698. (IFAC-PapersOnLine). doi: 10.1016/j.ifacol.2021.11.252, 10.48550/arXiv.2105.02027
Weber, Daniel ; Gühmann, Clemens. / Non-Autoregressive vs Autoregressive Neural Networks for System Identification. Proceedings - IFAC-PapersOnLine. Vol. 54 20. ed. 2021. pp. 692-698 (IFAC-PapersOnLine).
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By the same author(s)