www.pudn.com > nnctrl_v5.zip > opttrain.m, change:1997-10-28,size:15410b


% ---------------------------------     OPTTRAIN     ------------------------------ 
% 
%  Program for training a neural network controller as a "detuned" inverse 
%  model of a process by using a method which is related to specialized training. 
% 
%  The neural network controller is trained to minimize the criterion 
% 
%                                                   
%                   ---                   2                     2 
%      J(theta) =   >   [ (ym(t+1)-y(t+1))   +  rho*(u(t|theta))  ] 
%                   ---                                
%                    t                              
% 
%                    Bm(q) 
%      where ym(t) = ----- r(t) 
%                    Am(q) 
% 
%  The training algorithm is a recursive Gauss-Newton algorithm. Three different 
%  versions have been implemented: Exponential forgetting, constant trace, and the 
%  exponential forgetting and resetting algorithm (EFRA). 
% 
%  The user must provide a neural network model of the process and an initial 
%  neural network controller. This can be created by choosing the weights at 
%  random or by training a network as the inverse of the process first. 
% 
%  All parameters associated with the training procedure are set in the 
%  file 'optrinit.m'. By choosing the penalty factor on the controls (rho) to zero 
%  the function will perform exactly like 'special2' which generates an inverse 
%  model by specialized training.  
% 
%  (c) Magnus Norgaard IAU. 
%  LastEditDate: Oct. 28, 1997.  
 
 
%---------------------------------------------------------------------------------- 
%-------------------         >>>  INITIALIZATIONS  <<<        --------------------- 
%---------------------------------------------------------------------------------- 
 
%>>>>>>>>>>>>>>>>>>>>>>      READ VARIABLES FROM FILE       <<<<<<<<<<<<<<<<<<<<<<< 
clear plot_a plot_b 
global ugl 
optrinit;                                % Run user specified initializations 
eval(['load ' nnctrl]);                  % Load initial controller network 
 
 
% >>>>>>>>>>>>>>>>>>>>>>>>   DETERMINE REGRESSOR STRUCTURE   <<<<<<<<<<<<<<<<<<<<<<    
na        = NN(1);                       % # of past y's to be used in TDL 
nb        = NN(2);                       % # of past u's to be used in TDL 
nk        = NN(3);                       % Time delay in system 
nab       = na+sum(nb);                  % Number of "signal inputs" to each net 
outputs   = 1;                           % # of outputs 
inputs    = nab;                         % # of inputs 
phi       = zeros(inputs+1,1);           % Initialize regressor vector 
 
 
% >>>>>>>>>>>>>>>>>    DETERMINE STRUCTURE OF FORWARD MODEL    <<<<<<<<<<<<<<<<<<<< 
eval(['load ' nnforw]);                  % Load forward neural model of system 
hiddenf   = length(NetDeff(1,:));        % Number of hidden neurons 
L_hiddenf = find(NetDeff(1,:)=='L')';    % Location of linear hidden neurons 
H_hiddenf = find(NetDeff(1,:)=='H')';    % Location of tanh hidden neurons 
L_outputf = find(NetDeff(2,:)=='L')';    % Location of linear output neurons 
H_outputf = find(NetDeff(2,:)=='H')';    % Location of tanh output neurons 
y1f       = [zeros(hiddenf,1);1];        % Hidden layer outputs 
yhat      = zeros(outputs,1);            % Network output 
 
 
% >>>>>>>>>>>>>>>    DETERMINE STRUCTURE OF CONTROLLER NETWORK    <<<<<<<<<<<<<<<< 
hiddenc   = length(NetDefc(1,:));        % Number of hidden neurons 
L_hiddenc = find(NetDefc(1,:)=='L')';    % Location of linear hidden neurons 
H_hiddenc = find(NetDefc(1,:)=='H')';    % Location of tanh hidden neurons 
L_outputc = find(NetDefc(2,:)=='L')';    % Location of linear output neurons 
H_outputc = find(NetDefc(2,:)=='H')';    % Location of tanh output neurons 
y1c       = [zeros(hiddenc,1);1];        % Hidden layer outputs 
d21       = W2f(1:hiddenf);              % Derivative if linear output 
d10       = W1f(:,na+1);                 % Derivative if linear hidden units 
d20       = 0;                           % Derivative of output w.r.t. control 
 
 
%>>>>>>>>>>>>>>>>>    CALCULATE REFERENCE SIGNAL & FILTER IT     <<<<<<<<<<<<<<<<<< 
if strcmp(refty,'siggener'), 
  ref = zeros(samples+1,1); 
  for ii = 1:samples, 
    ref(ii) = siggener(Ts*(ii-1),sq_amp,sq_freq,sin_amp,sin_freq,dc,sqrt(Nvar)); 
  end 
else 
  eval(['ref = ' refty ';']); 
  ref=ref(:); 
  i=length(ref); 
  if i>samples+1, 
    ref=ref(1:samples+1); 
  else 
    ref=[ref;ref(i)*ones(samples+1-i,1)]; 
  end 
end 
ym = filter(Bm,Am,ref);               % Filter the reference 
ym(samples+1) = ym(1);                % Necessary because the reference is repeated 
ref(samples+1) = ref(1); 
 
 
%>>>>>>>>>>>>>>>>>>>>>>>        INITIALIZE VARIABLES        <<<<<<<<<<<<<<<<<<<<<<< 
% Initialization of vectors containing past signals 
maxlength = 5; 
y_old     = zeros(maxlength,1); 
u_old     = zeros(maxlength,1); 
 
% Variables associated with the weight update algorithm 
SSE = 0;                                % Sum of squared error in current epoch 
J   = 0;                                % Value of cost function in current epoch 
epochs = 0;                             % Epoch counter 
first = max(na,nb+nk-1)+10;             % Update weights when iteration>first 
index = (hiddenc+1) + 1 + [0:hiddenc-1]*(inputs+1); % A useful vector! 
parameters1= hiddenc*(inputs+1);        % # of input-to-hidden weights 
parameters2= (hiddenc+1);               % # of hidden-to-output weights 
parameters = parameters1 + parameters2; % Total # of weights 
PSI        = zeros(parameters,1);       % Deriv. of each output w.r.t. each weight 
                                        % Parametervector containing all weights 
theta = [reshape(W2c',parameters2,1) ; reshape(W1c',parameters1,1)]; 
index3= 1:(parameters+1):(parameters^2);% Yet another useful vector 
if strcmp(method,'ff'),                 % Forgetting factor method 
  mflag     = 1;                        % Method flag 
  lambda    = trparms(1);               % Forgetting factor 
  p0        = trparms(2);               % Diagonal element of covariance matrix 
  P         = p0 * eye(parameters);     % Initialize covariance matrix 
elseif strcmp(method,'ct'),             % Constant trace method 
  mflag     = 2;                        % Method flag 
  lambda    = trparms(1);               % Forgetting factor 
  alpha_max = trparms(2);               % Max. eigenvalue 
  alpha_min = trparms(3);               % Min. eigenvalue 
  P      = alpha_max * eye(parameters); % Initialize covariance matrix 
  Pbar      = P; 
elseif strcmp(method,'efra'),           % EFRA method 
  mflag     = 3;                        % Method flag 
  alpha     = trparms(1);               % EFRA parameters 
  beta      = trparms(2); 
  delta     = trparms(3); 
  lambda    = trparms(4); 
  gamma     = (1-lambda)/lambda; 
  maxeig = gamma/(2*delta)*(1+sqrt(1+4*beta*delta/(gamma*gamma)));% Max. eigenvalue 
  P      = maxeig * eye(parameters);    % Initialize covariance matrix 
  betaI     = beta*eye(parameters);     % Useful diagonal matrix 
end 
 
% Initialization of Simulink system 
if strcmp(simul,'simulink') 
  simoptions = simset('Solver',integrator,'MaxRows',0); % Set integrator opt. 
  eval(['[sizes,x0] = ' sim_model '([],[],[],0);']);    % Get initial states 
end 
 
% Initializations of vectors used for storing old data 
ref_data    = [ref(1:samples)]; 
ym_data     = [ym(1:samples)]; 
u_data      = zeros(samples,1); 
y_data      = zeros(samples,1); 
yhat_data   = zeros(samples,1); 
 
% Miscellanous initializations 
maxiter = maxiter*samples;              % Number of iterations 
u   = 0; 
y   = 0; 
t   = -Ts; 
i   = 0;                                % Iteration in current epoch counter 
fighandle=progress; 
 
%---------------------------------------------------------------------------------- 
%---------------------         >>>   MAIN LOOP   <<<           -------------------- 
%---------------------------------------------------------------------------------- 
for iter=1:maxiter, 
  i = i+1; 
  t = t + Ts; 
 
 
  %>>>>>>>>>>>>>>  PREDICT OUTPUT OF SYSTEM USING THE FORWARD MODEL   <<<<<<<<<<<<< 
  phi = [y_old(1:na);u_old(1:nb);1]; 
  h1f = W1f*phi; 
  y1f(H_hiddenf)  = pmntanh(h1f(H_hiddenf)); 
  y1f(L_hiddenf)  = h1f(L_hiddenf);     
  h2f = W2f*y1f; 
  yhat(H_outputf) = pmntanh(h2f(H_outputf)); 
  yhat(L_outputf) = h2f(L_outputf); 
 
 
  %>>>>>>>>>>>>>>>>>>>>  READ OUTPUT FROM THE PHYSICAL SYSTEM   <<<<<<<<<<<<<<<<<<< 
  if strcmp(simul,'simulink') 
    utmp=[t-Ts,u_old(1);t,u_old(1)]; 
    simoptions.InitialState=x0; 
    [time,x0,y] = sim(sim_model,[t-Ts t],simoptions,utmp); 
    x0 = x0(size(x0,1),:)'; 
    y  = y(size(y,1),:)'; 
  elseif strcmp(simul,'matlab') 
    ugl = u_old(1); 
    [time,x] = ode45(mat_model,[t-Ts t],x0); 
    x0 = x(length(time),:)'; 
    eval(['y = ' model_out '(x0);']); 
  elseif strcmp(simul,'nnet') 
    y = yhat; 
  end 
 
 
  %>>>>>>>>>>>>>>>>>>>>>>>    CALCULATE PREDICTION ERROR    <<<<<<<<<<<<<<<<<<<<<<< 
  ey = ym(i) - y; 
 
 
  %>>>>>>>>>>>>  COMPUTE DERIVATIVE OF PREDICTED OUTPUT W.R.T. CONTROL <<<<<<<<<<<< 
  if iter >first,                          % wait a few samples before updating 
   % Matrix containing the partial derivative of the output w.r.t 
   % each of the outputs from the hidden units 
   if H_outputf, 
     d21 = (1-yhat*yhat)*W2f(1:hiddenf); 
   end 
 
   % Matrix containing partial derivatives of the output from each hidden unit 
   % w.r.t the most recent control input: 
   d10(H_hiddenf) = (1-y1f(H_hiddenf).*y1f(H_hiddenf)).*W1f(H_hiddenf,na+1); 
 
   % Partial derivative of output w.r.t the most recent control input 
   d20 = d21(1:hiddenf)*d10; 
 
   
   %>>>>>>>>>>>>>>  COMPUTE DERIVATIVE OF CONTROL W.R.T. EACH WEIGHT  <<<<<<<<<<<<<< 
    % ==========   Elements corresponding to the linear output units   ============ 
    if L_outputc' 
 
      % -- The part of PSI corresponding to hidden-to-output layer weights -- 
      index1 = 1; 
      PSI(index1:index1+hiddenc) = y1c; 
      % --------------------------------------------------------------------- 
  
      % -- The part of PSI corresponding to input-to-hidden layer weights --- 
      for j = L_hiddenc', 
        PSI(index(j):index(j)+inputs) = W2c(j)*phic; 
      end 
       
      for j = H_hiddenc', 
        PSI(index(j):index(j)+inputs) = W2c(j)*(1-y1c(j)*y1c(j))*phic; 
      end  
      % ---------------------------------------------------------------------     
 
    % ============  Elements corresponding to the tanh output units   ============= 
    elseif H_outputc', 
      % -- The part of PSI corresponding to hidden-to-output layer weights -- 
      index1 = 1; 
      PSI(index1:index1+hiddenc,i) = y1c * (1 - u*u); 
      % --------------------------------------------------------------------- 
        
      % -- The part of PSI corresponding to input-to-hidden layer weights --- 
      for j = L_hiddenc', 
        PSI(index(j):index(j)+inputs) = W2c(j)*(1-u*u) * phic; 
      end 
       
      for j = H_hiddenc', 
        PSI(index(j):index(j)+inputs) = W2c(j)*(1-y1c(j)*y1c(j))*(1-u*u) * phic; 
      end 
      % --------------------------------------------------------------------- 
    end 
  
  
    %>>>>>>>>>>>  COMPUTE DERIVATIVE OF PREDICTED OUTPUT W.R.T. WEIGHT  <<<<<<<<<<< 
    PSI_red = PSI*d20; 
 
 
    %>>>>>>>>>>>>>>>>>>>>>>>>>>>    UPDATE THE WEIGHTS    <<<<<<<<<<<<<<<<<<<<<<<<< 
     
    % ---------- Forgetting factor method ---------- 
    if mflag==1, 
      % -- Update P matrix -- 
      P = (P - P*PSI_red/(lambda + PSI_red'*P*PSI_red)*PSI_red'*P ) / lambda; 
 
      % -- Update Parameters -- 
      theta = theta + P*PSI*(d20*ey - rho*u_old(1)); 
   
      % ----------  Constant trace method   ----------  
    elseif mflag == 2, 
      % -- Correction factor -- 
      K = P*PSI_red /(lambda + PSI_red'*P*PSI_red); 
       
      % -- Measurement update of P matrix -- 
      Pbar = (P - P*PSI_red/(1 + PSI_red'*P*PSI_red)*PSI_red'*P )/lambda; 
 
      % -- Update Parameters -- 
      theta = theta + K*ey- Pbar*PSI*(rho*u_old(1)); 
 
      % -- Time update of P matrix -- 
      P         = ((alpha_max-alpha_min)/trace(Pbar))*Pbar; 
      P(index3) = P(index3)+alpha_min; 
       
    % ----------       EFRA method        ----------  
    else  
      % -- Correction factor -- 
      K = P*PSI_red * (alpha/(1 + PSI_red'*P*PSI_red)); 
 
      % -- Update Parameters -- 
      theta = theta + K*ey - P*PSI*(rho*u_old(1)); 
       
      % -- Update P -- 
      P = P/lambda - K*PSI_red'*P + betaI-delta*P*P; 
    end  
   
    SSE = SSE + ey*ey;                    % Update performance index (SSE) 
    J = J + 0.5*(ey*ey + rho*u_old(1)*u_old(1)); 
   
    % -- Put parameters back into weight matrices -- 
    W1c = reshape(theta(parameters2+1:parameters),inputs+1,hiddenc)'; 
    W2c = reshape(theta(1:parameters2),hiddenc+1,1)'; 
  end 
 
 
  %>>>>>>>>>>>>>>>>>>>>>>>    DETERMINE CONTROL SIGNAL     <<<<<<<<<<<<<<<<<<<<<<<<   
  % Control using the detuned inverse model 
  phic= [ym(i+1);y;y_old(1:na-1);u_old(1:nb-1);1]; 
  h1c = W1c*phic;   
  y1c(H_hiddenc) = pmntanh(h1c(H_hiddenc)); 
  y1c(L_hiddenc) = h1c(L_hiddenc);     
  h2c = W2c*y1c; 
  u(H_outputc)   = pmntanh(h2c(H_outputc)); 
  u(L_outputc)   = h2c(L_outputc); 
 
   
  %>>>>>>>>>>>>>>>>>>       COPY DATA INTO THE DATA VECTORS       <<<<<<<<<<<<<<<<< 
  u_data(i)    = u; 
  y_data(i)    = y; 
  yhat_data(i) = yhat; 
 
 
  %>>>>>>>>>>>>>>>>>>>>>>>>         TIME OPDATES          <<<<<<<<<<<<<<<<<<<<<<<<< 
  y_old = shift(y_old,y); 
  u_old = shift(u_old,u); 
 
 
  %>>>>>>>>>>>>>>>>>>>>      PRINT %-AGE OF EPOCH COMPLETED      <<<<<<<<<<<<<<<<<< 
  progress(fighandle,floor(100*i/samples)); 
   
 
  %>>>>>>>>>>>>>>>>>>>>>>>>>>>        DRAW PLOTS       <<<<<<<<<<<<<<<<<<<<<<<<<<<< 
  if i==samples, 
    epochs = epochs+1; 
    figure(gcf) 
     
    % Plot A 
    if(exist('plot_a')==1), 
      if epochs==1, 
        [a_plots,dummy]=size(plot_a);      % # of plots in plot A 
        plmata = zeros(samples,a_plots);   % Collect vectors in plmat 
      end 
      for nn = 1:a_plots,  
        plmata(:,nn) = eval(plot_a(nn,:));    
      end 
      subplot(2,1,1); 
      plot([0:samples-1],plmata);          % Plot plmat 
      xlabel('Samples'); 
      set(gca,'Xlim',[0 samples-1]);       % Set x-axis 
      title(['Specialized Training  (J = ' num2str(J) ... 
                                         ',    epoch = ' num2str(epochs) ')']); 
      grid on 
    end 
   
    % Plot B 
    if(exist('plot_b')==1), 
      if epochs==1, 
        [b_plots,dummy]=size(plot_b);      % # of plots in plot B 
        plmatb = zeros(samples,b_plots);   % Collect the vectors in plmat 
      end 
      for nn = 1:b_plots,  
        plmatb(:,nn) = eval(plot_b(nn,:));    
      end 
      subplot(2,1,2); 
      plot([0:samples-1],plmatb);          % Plot plmat 
      xlabel('Samples');  
      set(gca,'Xlim',[0 samples-1]);       % Set x-axis 
      grid on 
    end 
    figure(gcf); drawnow 
    i   = 0; 
    SSE = 0; 
    J   = 0; 
    if iter<maxiter, fighandle=progress; end 
  end 
end 
%---------------------------------------------------------------------------------- 
%----------------           >>>   END OF MAIN LOOP   <<<          ----------------- 
%---------------------------------------------------------------------------------- 
subplot(111)