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A Suboptimal Bootstrap Method for Structure Detection of NARMAX Models
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2002 (English)Report (Other academic)
Abstract [en]

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
Keyword [en]
NARMAX models, Parameter
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-55887ISRN: LiTH-ISY-R-2452OAI: diva2:316647
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-09-04Bibliographically approved

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Automatic ControlThe Institute of Technology
Control Engineering

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ReferencesLink to record
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