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Two Types of Haar Wavelet Neural Networks for Nonlinear System Identification

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Abstract

Since wavelet transform uses the multi-scale (or multi-resolution) techniques for time series, wavelet transform is suitable for modeling complex signals. Haar wavelet transform is the most commonly used and the simplest one. The Haar wavelet neural network (HWNN) applies the Harr wavelet transform as active functions. It is easy for HWNN to model a nonlinear system at multiple time scales and sudden transitions. In this paper, two types of HWNN, feedforward and recurrent wavelet neural networks, are used to model discrete-time nonlinear systems, which are in the forms of the NARMAX model and state-space model. We first propose an optimal method to determine the structure of HWNN. Then two stable learning algorithms are given for the shifting and broadening coefficients of the wavelet functions. The stability of the identification procedures is proven.

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Authors and Affiliations

  1. Departamento de Control Automatico, CINVESTAV-IPN, Mexico City, Mexico

    Juan Cordova & Wen Yu

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  1. Juan Cordova
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  2. Wen Yu
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Correspondence to Wen Yu.

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Cordova, J., Yu, W. Two Types of Haar Wavelet Neural Networks for Nonlinear System Identification. Neural Process Lett 35, 283–300 (2012). https://doi.org/10.1007/s11063-012-9218-0

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  • DOI: https://doi.org/10.1007/s11063-012-9218-0

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