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Real-time identification of ARX-SDP model using a rectangular moving window

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

2 Scopus citations

Abstract

This paper proposes a real-time identification method for auto-regressive with exogenous inputs and state-dependent parameters (ARX-SDP). This model is always non-linear. We conveniently adapt Young's off-line approach to an real-time approach with reduced computational cost. Young's approach focuses on discovering state-parameter dependence. This implies to unveil the nonlinear structure of the system. The proposed real-time method focuses on monitoring the non-linear state-parameter dependence, detecting structural changes and updating the model structure in real time. Finally, applications to the real-time identification of state-dependent parameters are presented and structural changes are simulated in order to test our approach.

Original languageEnglish
Title of host publicationICAC 2017 - 2017 23rd IEEE International Conference on Automation and Computing
Subtitle of host publicationAddressing Global Challenges through Automation and Computing
EditorsJie Zhang
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9780701702618
DOIs
StatePublished - 23 Oct 2017
Externally publishedYes
Event23rd IEEE International Conference on Automation and Computing, ICAC 2017 - Huddersfield, United Kingdom
Duration: 7 Sep 20178 Sep 2017

Publication series

NameICAC 2017 - 2017 23rd IEEE International Conference on Automation and Computing: Addressing Global Challenges through Automation and Computing

Conference

Conference23rd IEEE International Conference on Automation and Computing, ICAC 2017
Country/TerritoryUnited Kingdom
CityHuddersfield
Period7/09/178/09/17

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