Nonlinear Autoregressive Moving Average-L2 Model Based Adaptive Control of Nonlinear Arm Nerve Simulator System

Mustefa Jibril

Abstract


This paper considers the trouble of the usage of approximate strategies for realizing the neural controllers for nonlinear SISO systems. In this paper, we introduce the nonlinear autoregressive moving average (NARMA-L2) model which might be approximations to the NARMA model. The nonlinear autoregressive moving average (NARMA-L2) model is an precise illustration of the input–output behavior of finite-dimensional nonlinear discrete time dynamical systems in a neighborhood of the equilibrium state. However, it isn't always handy for purposes of neural networks due to its nonlinear dependence on the manipulate input. In this paper, nerves system based arm position sensor device is used to degree the precise arm function for nerve patients the use of the proposed systems. In this paper, neural network controller is designed with NARMA-L2 model, neural network controller is designed with NARMA-L2 model system identification based predictive controller and neural network controller is designed with NARMA-L2 model based model reference adaptive control system. Hence, quite regularly, approximate techniques are used for figuring out the neural controllers to conquer computational complexity. Comparison were made among the neural network controller with NARMA-L2 model, neural network controller with NARMA-L2 model system identification based predictive controller and neural network controller with NARMA-L2 model reference based adaptive control for the preferred input arm function (step, sine wave and random signals). The comparative simulation result shows the effectiveness of the system with a neural network controller with NARMA-L2 model based model reference adaptive control system.

Index Terms--- Nonlinear autoregressive moving average, neural network, Model reference adaptive control, Predictive controller

DOI: 10.7176/JIEA/10-3-03

Publication date: April 30th 2020


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ISSN (Paper)2224-5782 ISSN (Online)2225-0506
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