Structure detection and parameter estimation for NARX models in a unified EM framework

DOI10.1016/j.automatica.2012.02.021zbMath1246.93106OpenAlexW2078235875WikidataQ59265087 ScholiaQ59265087MaRDI QIDQ445898

Tara Baldacchino, Sean R. Anderson, Visakan Kadirkamanathan

Publication date: 27 August 2012

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2012.02.021

zbMATH Keywords

nonlinear system identificationparticle filterexpectation--maximisation (EM) algorithmnonlinear auto-regressive with exogenous (NARX) inmputsstructure detection

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (7)

Computational system identification for Bayesian NARMAX modelling ⋮ Enhanced algorithm for randomised model structure selection ⋮ A randomized algorithm for nonlinear model structure selection ⋮ On the relation between NARX clusters and even/odd nonlinearities through frequency-domain analysis ⋮ Intelligent trajectory tracking of an aircraft in the presence of internal and external disturbances ⋮ Short-Time Linear Quadratic Form Technique for Estimating Fast-Varying Parameters in Feedback Loops ⋮ Computational system identification of continuous-time nonlinear systems using approximate Bayesian computation

Uses Software

• System Identification Toolbox
• astsa

Cites Work

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