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.
2007 (English)Report (Other academic)
Abstract [en]

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
Linköping: Linköping University Electronic Press, 2007. , 9 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2793
Keyword [en]
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-56059ISRN: LiTH-ISY-R-2793OAI: diva2:316878
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-10-08Bibliographically approved

Open Access in DiVA

fulltext(469 kB)843 downloads
File information
File name FULLTEXT01.pdfFile size 469 kBChecksum SHA-512
Type fulltextMimetype application/pdf

Search in DiVA

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

Search outside of DiVA

GoogleGoogle Scholar
Total: 843 downloads
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: 160 hits
ReferencesLink to record
Permanent link

Direct link