Methodology of Recurrent Laguerre-Volterra Network for Modeling Nonlinear Dynamic Systems

In this paper, we have introduced a general modeling approach for dynamic nonlinear systems that utilizes a variant of the simulated annealing algorithm for training the Laguerre-Volterra network (LVN) to overcome the local minima and convergence problems and employs a pruning technique to achieve sparse LVN representations with l₁ regularization. We tested this new approach with computer simulated systems and extended it to autoregressive sparse LVN (ASLVN) model structures that are suitable for input-output modeling of nonlinear systems that exhibit transitions in dynamic states, such as the Hodgkin-Huxley (H-H) equations of neuronal firing. Application of the proposed ASLVN to the H-H equations yields a more parsimonious input-output model with improved predictive capability that is amenable to more insightful physiological/biological interpretation.