A randomised approach for NARX model identification based on a multivariate Bernoulli distribution

DOI10.1080/00207721.2016.1244309MaRDI QIDQ5347338zbMATHOpenAlexFDO

Authors Federico Bianchi, Alessandro Falsone, Maria Prandini, L. Piroddi

Publication date 23 May 2017

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/11311/1009157

zbMATH Keywords

randomised algorithmsmultivariate Bernoulli distributionmodel structure selectionpolynomial NARX modelsnonlinear model identificationprediction error minimisation methods

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Identification in stochastic control theory (93E12)

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Cites work

• A family of multivariate binary distributions for simulating correlated binary variables with specified marginal means and correlations
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• A randomized algorithm for nonlinear model structure selection
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• An iterative orthogonal forward regression algorithm
• Computational system identification for Bayesian NARMAX modelling
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• Input-output parametric models for non-linear systems Part I: deterministic non-linear systems
• Input-output parametric models for non-linear systems Part II: stochastic non-linear systems
• Matrices, Vector Spaces, and Information Retrieval
• Miscellanea. A note on generating correlated binary variables
• Model selection approaches for non-linear system identification: a review
• Modelling and generating correlated binary variables
• Nonlinear black-box modeling in system identification: A unified overview
• Nonlinear system identification. NARMAX methods in the time, frequency, and spatio-temporal domains
• Some simple methods for generating correlated categorical variates
• Sparse kernel regression modeling using combined locally regularized orthogonal least squares and d-optimality experimental design
• Structure identification of nonlinear dynamic systems - A survey on input/output approaches

Cited in

(8)

• Distributed randomized model structure selection for NARX models
• Fault identification in nonlinear hybrid systems
• Computational system identification for Bayesian NARMAX modelling
• Model structure selection for switched NARX system identification: a randomized approach
• Active preference-based optimization for human-in-the-loop feature selection
• A randomized method for the identification of switched NARX systems
• Enhanced algorithm for randomised model structure selection
• Stability orthogonal regression for system identification

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