Nonlinear state-space identification for dynamical systems is most often performed by minimizing the simulation error to reduce the effect of model errors. This optimization problem becomes computationally expensive for large datasets. Moreover, the problem is also strongly non-convex, often leading to sub-optimal parameter estimates. This paper introduces a method that approximates the simulation loss by splitting the data set into multiple independent sections similar to the multiple shooting method. This splitting operation allows for the use of stochastic gradient optimization methods which scale well with data set size and has a smoothing effect on the non-convex cost function. The main contribution of this paper is the introduction of an encoder function to estimate the initial state at the start of each section. The encoder function estimates the initial states using a feed-forward neural network starting from historical input and output samples. The efficiency and performance of the proposed state-space encoder method is illustrated on two well-known benchmarks where, for instance, the method achieves the lowest known simulation error on the Wiener--Hammerstein benchmark.

本文介绍了一种用于非线性动力系统状态空间识别的编码器方法，它通过将数据集拆分为多个独立部分来近似模拟误差，并使用前馈神经网络估计每个部分的初始状态，从而实现较高效的优化并在知名基准测试中取得了最优结果。

利用深层编码器网络进行非线性状态空间识别