Recursive Identification Method for Piecewise ARX Models: A Sparse Estimation Approach

被引:17
作者
Mattsson, Per [1 ]
Zachariah, Dave [1 ]
Stoica, Petre [1 ]
机构
[1] Uppsala Univ, Dept Informat Technol, S-75124 Uppsala, Sweden
基金
瑞典研究理事会;
关键词
System identification; nonlinear dynamical system; piecwise linear approximations; PREDICTION ERROR IDENTIFICATION; SYSTEM-IDENTIFICATION; AFFINE SYSTEMS; REGRESSION; ASSUMPTION;
D O I
10.1109/TSP.2016.2595487
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
This paper deals with the identification of nonlinear systems using piecewise linear models. By means of a sparse over-parameterization, this challenging problem is turned into a convex optimization problem. The proposed method uses a likelihood-based methodology which adaptively penalizes model complexity and directly leads to a recursive implementation. In this sparse estimation approach, the tuning of user parameters is avoided, and the computational complexity is kept linear in the number of data samples. Numerical examples with both simulated and experimental data are presented and the results are compared with previously published methods.
引用
收藏
页码:5082 / 5093
页数:12
相关论文
共 51 条
  • [1] Online Adaptive Estimation of Sparse Signals: Where RLS Meets the l1-Norm
    Angelosante, Daniele
    Bazerque, Juan Andres
    Giannakis, Georgios B.
    [J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2010, 58 (07) : 3436 - 3447
  • [2] [Anonymous], 1969, Nonlinear programming: a unified approach
  • [3] [Anonymous], 2007, SOC IND APPL MATH
  • [4] [Anonymous], 1999, INTERPOLATION SPATIA
  • [5] Non-Parametric Nonlinear System Identification: An Asymptotic Minimum Mean Squared Error Estimator
    Bai, Er-Wei
    [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2010, 55 (07) : 1615 - 1626
  • [6] A recursive identification algorithm for switched linear/affine models
    Bako, Laurent
    Boukharouba, Khaled
    Duviella, Eric
    Lecoeuche, Stephane
    [J]. NONLINEAR ANALYSIS-HYBRID SYSTEMS, 2011, 5 (02) : 242 - 253
  • [7] A bounded-error approach to piecewise affine system identification
    Bemporad, A
    Garulli, A
    Paoletti, S
    Vicino, A
    [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2005, 50 (10) : 1567 - 1580
  • [8] Observability and controllability of piecewise affine and hybrid systems
    Bemporad, A
    Ferrari-Trecate, G
    Morari, M
    [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2000, 45 (10) : 1864 - 1876
  • [9] Berger JO., 2013, Statistical decision theory and Bayesian analysis
  • [10] Bishop C., 2006, Pattern recognition and machine learning, P423