A Suboptimal Bootstrap Method for Structure Detection of NARMAX Models
2002 (English)Report (Other academic)
Many systems may be described by NARMAX models using only a few terms. However, depending on the order of the system the number of candidate terms can become very large. Selection of a subset of these candidate terms is necessary for an efficient system description. This is an unresolved issue in system identification for over-parameterized models. Therefore, in this paper, we develop a bootstrap structure detection (BSD) algorithm as a means of determining the structure of highly over-parameterized models. The performance of this BSD technique was evaluated by using it to estimate the structure of a (1) simple NARMAX model, (2) moderately over-parameterized NARMAX model and (3) highly over-parameterized NARMAX model. The results demonstrate that the BSD algorithm is a robust method for detecting the structure of NARMAX models. This method provides accurate estimates of parameter statistics without relying on assumptions made by traditional procedures and yields a parsimonious description of the system.
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2002. , 27 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2452
NARMAX models, Parameter
IdentifiersURN: urn:nbn:se:liu:diva-55887ISRN: LiTH-ISY-R-2452OAI: oai:DiVA.org:liu-55887DiVA: diva2:316647