An adaptive multiscale basis method for modelling discrete-time non-linear dynamical systems

DOI10.1080/00207170110099337MaRDI QIDQ3151616zbMATH OpenOpenAlexFDO

Authors

Publication date 16 October 2002

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207170110099337

zbMATH Keywords

adaptive algorithmsdiscrete-time nonlinear systemmodelingmultiscale basisnonlinear autoregressive moving average with exogenous.

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Review text

The authors propose two new adaptive multiscale algorithms for modeling discrete-time nonlinear dynamic systems based on locally applicable nonlinear autoregressive moving average with exogenous (NAMAX) and the theory of multiscale basis. A general result on the convergence of modeling based on multiscale functions with a least squares estimation is derived. Compared to well-known adaptive modeling algorithms, the proposed algorithms are more constructive in the sense that they automatically determine the decomposition of the approximation space including size and number of components. The numerical results show that the proposed algorithms are better than the conventional adaptive methods in terms of approximation accuracy and computation speed as well as memory and storage need.

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Cited in

(4)

• On discrete systems based on the Adams and Neström methods
• An adaptive scheme for the approximation of dissipative systems
• Adaptive time schemes for responses of non-linear multi-degree-of-freedom systems under random excitations
• Adaptive linear finite-element method for modelling nonlinear dynamic systems

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