Publication
Input-to-state stability for system identification with continuous-time Runge-Kutta neural networks
Jonas Weigand; Michael Deflorian; Martin Ruskowski
In: International Journal of Control, Vol. 0, No. 0, Pages 1-17, Taylor & Francis, 11/2021.
Abstract
Runge-Kutta neural networks (RKNN) bridge the gap between continuous-time advantages and the discrete-time nature of any digital controller. RKNN defines a neural network in a continuous-time setting and explicitly discretises it by a variable sample time Runge-Kutta method. As a result, a-priori model knowledge such as the well-known continuous-time state space model can easily be incorporated directly into the neural network weights. Additionally, RKNN preserves a long-term prediction accuracy and a reduced parameter precision requirement.In this contribution, we enhance RKNN with global-asymptotic stability (GAS) and input-to-state stability (ISS) criteria. Based on a Lyapunov function, we develop constraints on the neural network weights for an arbitrary sample time. The constraints are independent of any measurements, have only a few hyperparameters, can be combined with any standard constraint optimisation algorithm and guarantee stability already during training. We apply the algorithm on two public real-world nonlinear identification tasks, an electro-mechanical positioning system and a cascaded water tank benchmark. Both benchmarks are solved with the same hyperparameters and the presented method is competitive to nonlinear identification methods beyond neural networks in the literature. In prediction configuration, all other black-box nonlinear identification approaches are outperformed regarding root mean squared error (RMSE) by an order of magnitude on the cascaded tank benchmark.