Regressor Selection with the Analysis of Variance Method
2002 (English)In: Proceedings of the 15th IFAC World Congress, 2002, 428-428 p.Conference paper (Refereed)
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
2002. 428-428 p.
Time delay estimation, Time lag, Identification, Non-linear models, Analysis of variance
IdentifiersURN: urn:nbn:se:liu:diva-90259DOI: 10.3182/20020721-6-ES-1901.00430ISBN: 978-3-902661-74-6OAI: oai:DiVA.org:liu-90259DiVA: diva2:614486
15th IFAC World Congress, Barcelona, Spain, July, 2002