Ill-posedness and Ill-conditioning in the use of CARMA, CARIMA and Box-Jenkins models in identification and control

Author

Bentsman, Joseph ; Ordys, Andrzej

Author_Institution

Dept. of Mech. Eng., Univ. of Illinois at Urbana-Champaign, Urbana, IL, USA

fYear

1999

fDate

Aug. 31 1999-Sept. 3 1999

Firstpage

3838

Lastpage

3843

Abstract

The paper discusses applicability of CARMA, CARIMA and Box-Jenkins models for identification of systems of different structure. Especially, the difficulties encountered by unstable plant modes are considered. It is shown that the behaviour of identification algorithms may depend on location of the noise in the real system. Therefore it may be advisable to use different models for identification purposes for the two cases when the noise is known to affect the input or the output of the system. It is also shown that the use of CARIMA model for modeling of systems which do not exhibit Brownian motion noises may lead to numerical difficulties in control design.

Keywords

autoregressive moving average processes; identification; transfer functions; Box-Jenkins model; CARIMA model; controlled autoregressive moving average model; identification algorithm; ill-conditioning; ill-posedness; transfer function models; Autoregressive processes; Mathematical model; Noise; Numerical models; Polynomials; Robustness; Transfer functions; Box-Jenkins model; CARIMA model; CARMA model; Identification;

fLanguage

English

Publisher

ieee

Conference_Titel

Control Conference (ECC), 1999 European

Conference_Location

Karlsruhe

Print_ISBN

978-3-9524173-5-5

Type

conf

Filename

7099930