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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.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Institute of Control Sciences, Russia.
2003 (English)In: Proceedings of the 13th IFAC Symposium on System Identification, 2003, 1554-1559 p.Conference paper, Published paper (Refereed)
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
2003. 1554-1559 p.
Keyword [en]
Non-parametric identification, Function approximation, Minimax techniques, Quadratic programming, Nonlinear systems, Mean-square error
National Category
Engineering and Technology Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-90315ISBN: 0080437095 (print)OAI: oai:DiVA.org:liu-90315DiVA: diva2:613619
Conference
13th IFAC Symposium on System Identification, Rotterdam, The Netherlands, August, 2003
Available from: 2013-03-29 Created: 2013-03-24 Last updated: 2013-03-29

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Roll, JacobLjung, Lennart

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