Nonlinear System Identification for Predictive Control using Continuous Time Recurrent Neural Networks and Automatic Differentiation

In this paper, a continuous time recurrent neural network (CTRNN) is developed to be used in nonlinear model predictive control (NMPC) context. The neural network represented in a general nonlinear statespace form is used to predict the future dynamic behavior of the nonlinear process in real time. An efficient training algorithm for the proposed network is developed using automatic differentiation (AD) techniques. By automatically generating Taylor coefficients, the algorithm not only solves the differentiation equations of the network but also produces the sensitivity for the training problem. The same approach is also used to solve the online optimization problem in the predictive controller. The proposed neural network and the nonlinear predictive controller were tested on an evaporation case study. A good model fitting for the nonlinear plant is obtained using the new method. A comparison with other approaches shows that the new algorithm can considerably reduce network training time and improve solution accuracy. The CTRNN trained is used as an internal model in a predictive controller and results in good performance under different operating conditions.