Stability of Evolving Fuzzy Systems based on Data Clouds

Haijun Rong, Plamen Parvanov Angelov, Xiaowei Gu, Jianming Bai

Research output: Contribution to journalArticlepeer-review

25 Citations (Scopus)
26 Downloads (Pure)

Abstract

Evolving fuzzy systems (EFSs) are now well developed and widely used, thanks to their ability to self-adapt both their structures and parameters online. since the concept was first introduced two decades ago, many different types of EFSs have been successfully implemented. However, there are only very few works considering the stability of the EFSs, and these studies were limited to certain types of membership functions with specifically predefined parameters, which largely increases the complexity of the learning process. At the same time, stability analysis is of paramount importance for control applications and provides the theoretical guarantees for the convergence of the learning algorithms. In this paper, we introduce the stability proof of a class of EFSs based on data clouds, which are grounded at the AnYa type fuzzy systems and the recently introduced empirical data analytics (EDA) methodological framework. By employing data clouds, the class of EFSs of AnYa type considered in this paper avoids the traditional way of defining membership functions for each input variable in an explicit manner and its learning process is entirely data driven. The stability of the considered EFS of AnYa type is proven through the Lyapunov theory, and the proof of stability shows that the average identification error converges to a small neighborhood of zero. Although, the stability proof presented in this paper is specially elaborated for the considered EFS, it is also applicable to general EFSs. The proposed method is illustrated with Box-Jenkins gas furnace problem, one nonlinear system identification problem, Mackey-Glass time series prediction problem, eight real-world benchmark regression problems as well as a high-frequency trading prediction problem. Compared with other EFSs, the numerical examples show that the considered EFS in this paper provides guaranteed stability as well as a better approximation accuracy.

Original languageEnglish
Article number8258849
Pages (from-to)2774-2784
Number of pages11
JournalIEEE Transactions on Fuzzy Systems
Volume26
Issue number5
DOIs
Publication statusPublished - 15 Oct 2018
Externally publishedYes

Keywords

  • AnYa type fuzzy systems
  • data clouds
  • evolving fuzzy systems (EFSs)
  • stability

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