Deep Recurrent Neural Networks for Nonlinear System Identification

Deep recurrent neural networks are used as a means for nonlinear system identification. It is shown that state space models can be transformed into recurrent neural networks and vice versa. This transformation and the understanding of the long short-term memory cell in terms of common system identification nomenclature makes the advances in deep learning more accessible to the controls and system identification communities. A systematic study of deep recurrent neural networks is carried out on a state-of-the-art system identification benchmark. The results indicate that if high amounts of data are available, standard recurrent neural networks achieve comparable performance to state-of-the-art system identification methods.