On the modelling of nonlinear dynamic systems using support vector neural networks

Abstract

Though neural networks have the ability to approximate nonlinear functions with arbitrary accuracy, good generalization results are obtained only if the structure of the network is suitably chosen. Therefore, selecting the `best' structure of the neural networks is an important problem. Support vector neural networks (SVNN) are proposed in this paper, which can provide a solution to this problem. The structure of the SVNN is obtained by a constrained minimization for a given error bound similar to that in the support vector regression (SVR). After the structure is selected, its weights are computed by the linear least squares method, as it is a linear-in-weight network. Consequently, in contrast to the SVR, the output of the SVNN is unbiased. It is further shown here that the variance of the modelling error of the SVNN is bounded by the square of the given error bound in selecting its structure, and is smaller than that of the SVR. The performance of the SVNN is illustrated by a simulation example involving a benchmark nonlinear system.