Optimal selection of model order for a class of nonlinear systems using the bootstrap
نویسندگان
چکیده
Nonlinear system identi cation involves selecting the order of the given model based on the input-output data. A bootstrap model selection procedure which selects the model by minimising bootstrap estimates of the prediction error is developed. Bootstrap based model selection procedures are attractive because the bootstrap observations generated for the model selection can also be used in subsequent inference procedures. The proposed method is simple and computationally e cient.
منابع مشابه
A class of multi-agent discrete hybrid non linearizable systems: Optimal controller design based on quasi-Newton algorithm for a class of sign-undefinite hessian cost functions
In the present paper, a class of hybrid, nonlinear and non linearizable dynamic systems is considered. The noted dynamic system is generalized to a multi-agent configuration. The interaction of agents is presented based on graph theory and finally, an interaction tensor defines the multi-agent system in leader-follower consensus in order to design a desirable controller for the noted system. A...
متن کاملSolving a Stochastic Cellular Manufacturing Model by Using Genetic Algorithms
This paper presents a mathematical model for designing cellular manufacturing systems (CMSs) solved by genetic algorithms. This model assumes a dynamic production, a stochastic demand, routing flexibility, and machine flexibility. CMS is an application of group technology (GT) for clustering parts and machines by means of their operational and / or apparent form similarity in different aspects ...
متن کاملPresentation of quasi-linear piecewise selected models simultaneously with designing of bump-less optimal robust controller for nonlinear vibration control of composite plates
The idea of using quasi-linear piecewise models has been established on the decomposition of complicated nonlinear systems, simultaneously designing with local controllers. Since the proper performance and the final system close loop stability are vital in multi-model controllers designing, the main problem in multi-model controllers is the number of the local models and their position not payi...
متن کاملRobust Model Predictive Control for a Class of Discrete Nonlinear systems
This paper presents a robust model predictive control scheme for a class of discrete-time nonlinear systems subject to state and input constraints. Each subsystem is composed of a nominal LTI part and an additive uncertain non-linear time-varying function which satisfies a quadratic constraint. Using the dual-mode MPC stability theory, a sufficient condition is constructed for synthesizing the ...
متن کاملSolving infinite horizon optimal control problems of nonlinear interconnected large-scale dynamic systems via a Haar wavelet collocation scheme
We consider an approximation scheme using Haar wavelets for solving a class of infinite horizon optimal control problems (OCP's) of nonlinear interconnected large-scale dynamic systems. A computational method based on Haar wavelets in the time-domain is proposed for solving the optimal control problem. Haar wavelets integral operational matrix and direct collocation method are utilized to find ...
متن کامل