Regressor Selection with the Analysis of Variance Method
2001 (English)Report (Other academic)
Identification of non-linear finite impulse response (N-FIR) models is studied. In particular the selection of model structure, i.e., to find the best regressors, is examined. In this report it is shown that a statistical method, the analysis of variance, is a better alternative than exhaustive search among all possible regressors, in the identification of the structure of non-linear FIR-models. The method is evaluated for different conditions on the input signal to the system. The results will serve as a foundation for the extension of the ideas to non-linear autoregressive processes.
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2001. , 8 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2407
Time delay estimation, Time lag, Identification, Non-linear models, Analysis of variance
IdentifiersURN: urn:nbn:se:liu:diva-55856ISRN: LiTH-ISY-R-2407OAI: oai:DiVA.org:liu-55856DiVA: diva2:316682