Monitoring Parameter Identi ability With AUDI

نویسنده

  • Steve Niu
چکیده

A simple, practical and uniied method is presented for detecting the parameter iden-tiiability problems due to non-persistent excitation, overparameterization and/or output feedback within the identiied system. All the required information is generated inherently by the augmented UD identiication (AUDI) method developed by the authors so very little extra computation is required. Several examples are included to illustrate the principles involved and their application.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Tutorial on Multiple Model Least-squares and Augmented Ud Identiication

The augmented UD identi cation (AUDI) is a family of new identi cation algorithms that are based on some well-known matrix decomposition and updating techniques. Compared with conventional least-squares methods, the AUDI methods are conceptually more concise, computationally more e cient, numerically more robust and application-wise more complete. As a result, AUDI is recommended as a complete ...

متن کامل

SECURING INTERPRETABILITY OF FUZZY MODELS FOR MODELING NONLINEAR MIMO SYSTEMS USING A HYBRID OF EVOLUTIONARY ALGORITHMS

In this study, a Multi-Objective Genetic Algorithm (MOGA) is utilized to extract interpretable and compact fuzzy rule bases for modeling nonlinear Multi-input Multi-output (MIMO) systems. In the process of non- linear system identi cation, structure selection, parameter estimation, model performance and model validation are important objectives. Furthermore, se- curing low-level and high-level ...

متن کامل

Adaptive periodic IIR filters

We consider adaptive periodic IIR ltering and present an extension of the Hyperstable Adaptive Recursive Filter (HARF). We give conditions for convergence of the parameter estimate error, involving passivity of certain operators in the identi cation loop, identi ability of the system parameters, and persistent excitation (pe). A necessary and su cient condition for identi ability is given and s...

متن کامل

Monitoring Financial Processes with ARMA-GARCH Model Based on Shewhart Control Chart (Case Study: Tehran Stock Exchange)

Financial surveillance is an interesting area after financial crisis in recent years. In this subject, important financial indices are monitored using control charts. Control chart is a powerful instrument for detecting assignable causes which is considerably developed in industrial and service environments. In this paper, a monitoring procedure based on Shewhart control chart is proposed to mo...

متن کامل

Global Identifiability of Complex Models, Constructed from Simple Submodels, Report no. LiTH-ISY-R-2783

It is a typical situation in modern modeling that a total model is built up from simpler submodels, or modules, for example residing in a model library. The total model could be quite complex, while the modules are well understood and analysed. A procedure to decide global parameter identi ability for such a collection of model equations of di erential-algebraic nature is suggested. It is shown...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1994