DocumentCode
3264716
Title
Estimation of nonlinear ARX models
Author
Zhu, Yucai
Author_Institution
Control Syst. Sect., Eindhoven Univ. of Technol., Netherlands
Volume
2
fYear
2002
fDate
10-13 Dec. 2002
Firstpage
2214
Abstract
Estimation of some nonlinear ARX (NARX) models is studied. First the model structures are discussed and their numerical tractability examined. Three NARX models axe proposed. Parameter estimation is solved for the three models. A relaxation iteration scheme is proposed by using the model structures in which the error is bilinear-in-parameters. The convergence and consistency of the method are established. Simulation study will be used to illustrate the method.
Keywords
autoregressive processes; computational complexity; convergence of numerical methods; iterative methods; parameter estimation; relaxation theory; NARX models; bilinear-in-parameters error; consistency; convergence; model structures; nonlinear ARX model estimation; numerical tractability; parameter estimation; relaxation iteration scheme; Algorithm design and analysis; Control systems; Convergence; Ear; Linear systems; Linearity; Nonlinear equations; Nonlinear systems; Parameter estimation; Recursive estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2002, Proceedings of the 41st IEEE Conference on
ISSN
0191-2216
Print_ISBN
0-7803-7516-5
Type
conf
DOI
10.1109/CDC.2002.1184860
Filename
1184860
Link To Document