Refinement of Data Classification in Piecewise ARX Model Identification

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15 صفحه اول

Bayesian nonparametric identification of piecewise affine ARX systems

We introduce a Bayesian nonparametric approach to identification of piecewise affine ARX systems. The clustering properties of the Dirichlet process are used to construct a prior over the partition of the regressor space as well as the parameters of each local model. This enables us to probabilistically reason about and to identify the number of modes, the partition of the regressor space, and ...

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Blind system identification is known to be a hard ill-posed problem and without further assumptions, no unique solution is at hand. In this contribution, we are concerned with the task of identifying an ARX model from only output measurements. Driven by the task of identifying systems that are turned on and off at unknown times, we seek a piecewise constant input and a corresponding ARX model w...

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ژورنال

عنوان ژورنال: Transactions of the Institute of Systems, Control and Information Engineers

سال: 2008

ISSN: 1342-5668,2185-811X

DOI: 10.5687/iscie.21.260