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Local Modelling of Nonlinear Dynamic Systems Using Direct Weight Optimization
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Institute of Control Sciences, Russia.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2003 (English)Report (Other academic)
Abstract [en]

Local models and methods construct function estimates or predictions from observations in a local neighborhood of the point of interest. The bandwidth, i.e., how large the local neighborhood should be, is often determined based on asymptotic analysis. In this paper, an alternative, non-asymptotic approach that minimizes a uniform upper bound on the mean square error for a linear estimate is used. It is shown that the estimator is obtained from a quadratic program, that an automatic bandwidth selection is obtained, and that the approach can be seen as a local version of fitting affine models to data. Finally, the approach is applied to two benchmark systems.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2003. , 14 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2483
Keyword [en]
Non-parametric identification, Function approximation, Minimax techniques, Quadratic programming, Nonlinear systems
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55903ISRN: LiTH-ISY-R-2483OAI: oai:DiVA.org:liu-55903DiVA: diva2:316627
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-10-03Bibliographically approved

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Roll, JacobLjung, Lennart

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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf