liu.seSearch for publications in DiVA
Change search
ReferencesLink to record
Permanent link

Direct link
Multiple Steps Prediction with Nonlinear ARX Models
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2004 (English)In: Proceedings of the 2004 IFAC Symposium on Nonlinear Control Systems, 2004Conference paper (Refereed)
Abstract [en]

Abstract NLARX (NonLinear AutoRegressive with eXogenous inputs) models are frequently used in black-box nonlinear system identication. Though it is easy to make one step ahead prediction with such models, multiple steps prediction is far from trivial. The main difficulty is that in general there is no easy way to compute the mathematical expectation of an output conditioned by past measurements. An optimal solution would require intensive numerical computations related to nonlinear filltering. The purpose of this paper is to investigate simple non optimal prediction methods. It is shown that cautions must be paid when using such methods, since their prediction behaviors may be radically different, depending on some detailed choice.

Place, publisher, year, edition, pages
Keyword [en]
Nonlinear system identification, NLARX model, Multiple steps prediction, Simulation
National Category
Engineering and Technology Control Engineering
URN: urn:nbn:se:liu:diva-22554Local ID: 1819OAI: diva2:242867
2004 IFAC Symposium on Nonlinear Control Systems, Stuttgart, Germany, September, 2004
Available from: 2009-10-07 Created: 2009-10-07 Last updated: 2013-03-28

Open Access in DiVA

No full text

Other links

Related report

Search in DiVA

By author/editor
Ljung, Lennart
By organisation
Automatic ControlThe Institute of Technology
Engineering and TechnologyControl Engineering

Search outside of DiVA

GoogleGoogle Scholar
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Total: 37 hits
ReferencesLink to record
Permanent link

Direct link