Simulation error minimisation methods for NARX model identification
by Luigi Piroddi
International Journal of Modelling, Identification and Control (IJMIC), Vol. 3, No. 4, 2008

Abstract: In non-linear model identification the problem of model structure selection is critical for the success of the identification process. This paper discusses this problem with reference to the class of polynomial NARX models. First it is shown that classical identification approaches based on (one-step-ahead) Prediction Error Minimisation (PEM) may lead to an incorrect or redundant model structure selection, especially in non-ideal identification conditions where the identification data are not adequately exciting or over-sampled. Then a more effective approach is introduced, based on the minimisation of the simulation (or model prediction) error. Finally, to reduce the computational load required for the evaluation of the simulation error, a two-stage identification algorithm, that exploits the effect of the choice of the sampling time on structure selection is proposed. A coarse identification of the model structure is initially performed using over-sampled input-output data, and then the structure is refined considering a decimated version of the data. Some simulation and experimental examples are also discussed.

Online publication date: Mon, 29-Sep-2008

The full text of this article is only available to individual subscribers or to users at subscribing institutions.

 
Existing subscribers:
Go to Inderscience Online Journals to access the Full Text of this article.

Pay per view:
If you are not a subscriber and you just want to read the full contents of this article, buy online access here.

Complimentary Subscribers, Editors or Members of the Editorial Board of the International Journal of Modelling, Identification and Control (IJMIC):
Login with your Inderscience username and password:

Username:        Password:          Forgotten your password?

Want to subscribe?
A subscription gives you complete access to all articles in the current issue, as well as to all articles in the previous three years (where applicable). See our Orders page to subscribe.

If you still need assistance, please email subs@inderscience.com