ARX modeling of unstable linear systems

DOI10.1016/J.AUTOMATICA.2016.09.041MaRDI QIDQ2374482zbMATH OpenOpenAlexFDO

Authors Miguel Galrinho, Niklas Everitt, Håkan Hjalmarsson

Publication date 15 December 2016

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1603.04184

zbMATH Keywords

system identificationclosed-loop identificationpolynomial models

Mathematics Subject Classification ID

Pole and zero placement problems (93B55) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Stochastic analysis (60H99)

Abstract: High-order ARX models can be used to approximate a quite general class of linear systems in a parametric model structure, and well-established methods can then be used to retrieve the true plant and noise models from the ARX polynomials. However, this commonly used approach is only valid when the plant is stable or if the unstable poles are shared with the true noise model. In this contribution, we generalize this approach to allow the unstable poles not to be shared, by introducing modifications to correctly retrieve the noise model and noise variance.

Recommendations

• Fitting noncausal autoregressive signal plus noise models to noisy non-Gaussian linear processes
• Identification of ARX and ARARX models in the presence of input and output noises
• Estimation of the parameters for unstable AR models
• ARX modeling of controlled ARMAX plants and LQ adaptive controllers
• Identification of Physical Parameters of Unstable Systems: Theoretical Background

Cites work

• Asymptotic properties of the least-squares method for estimating transfer functions and disturbance spectra
• Identification of unstable systems using output error and Box-Jenkins model structures
• Model reductions of high-order estimated models: the asymptotic ML approach
• Variance-error quantification for identified poles and zeros

Cited in

(4)

• Identification of ARX and ARARX models in the presence of input and output noises
• Stability of dynamic models obtained by ARMAX lattice predictor
• Refined instrumental variable methods for unstable continuous-time systems in closed-loop
• Learning linear modules in a dynamic network using regularized kernel-based methods

This page was built for publication: ARX modeling of unstable linear systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2374482)