Local Modelling of Nonlinear Dynamic Systems Using Direct Weight Optimization
2003 (English)In: Proceedings of the 13th IFAC Symposium on System Identification, 2003, 1554-1559 p.Conference paper (Refereed)
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.
Non-parametric identification, Function approximation, Minimax techniques, Quadratic programming, Nonlinear systems, Mean-square error
Engineering and Technology Control Engineering
IdentifiersURN: urn:nbn:se:liu:diva-90315ISBN: 0080437095OAI: oai:DiVA.org:liu-90315DiVA: diva2:613619
13th IFAC Symposium on System Identification, Rotterdam, The Netherlands, August, 2003