Hybrid system identification using a mixture of NARX experts with LASSO-based feature selection

The availability of advanced hybrid system identification techniques is fundamental to extract knowledge in form of models from data streams. Starting from the current state of the art, we propose an approach based on a specialized architecture, conceived to address the peculiar integration of nonlinear dynamics and finite state switching behavior of hybrid systems. Following the Mixtures of Experts concept, we combine a set of Neural Network ARX (NNARX) models with a Gated Recurrent Units network with softmax output. The former are exploited to map specific nonlinear dynamical models representing the behavior of the system in each discrete mode of operation. The latter, operating as a neural switching machine, infers the unobserved active mode and learns the state-transition logic, conditioned on input-output data sequences. Besides, we integrate a LASSO based input features and model selection mechanism, aimed to extract the most informative lags over the sequences for each NNARX and calibrate the modes to be employed. The overall system is trained end-to-end. Experiments have been performed on a benchmark hybrid automata with nonlinear dynamics and transitions, showing the capability to achieve improved performances than conventional architectures.