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An incremental modular echo state network(IM-ESN) is proposed to solve the multiple superimposed oscillator(MSO) problem, which is difficult to be solved by conventional ESNs. The reservoir of IM-ESN is made up of sub-reservoirs which are mutually independent. The weight matrices of sub-reservoirs are designed via the singular value decomposition(SVD) method. Based on the block diagonal matrix theory, the generated sub-reservoirs are added to the existing network one by one. During the growth of the network, IM-ESN can guarantee the echo state property without posterior scaling of the weights. The experiment results on the MSO problem show that the IM-ESN can determine its network complexity to match the given applications automatically, with better prediction performance and robustness. © 2016, Editorial Office of Control and Decision. All right reserved.
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