This chapter presents the performance of neural network autoregressive with exogenous input (NNARX) model structure and evaluates the training data that provide robust model on fresh data set. The neural network type used is backpropagation neural network also known as multilayer perceptron (MLP). The system under test is a heat exchanger QAD Model BDT921. The real input-output data that collect from the heat exchanger will be used to compare with the model structure. The model was estimated by means of prediction error method with Levenberg-Marquardt algorithm for training neural networks. It is expected that the training data that covers the full operating condition will be the optimum training data. For each data, the model is randomly selected and the selection is based on ARX structure. It was validated by residual analysis and model fit, and validation results are presented and concluded. The simulation results show that the neural network system identification is able to identify good model of the heat exchanger.
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