Title
Off-line state-dependent parameter models identification using simple fixed interval smoothing
Date Issued
01 January 2015
Access level
open access
Resource Type
conference paper
Author(s)
State University of Campinas
Publisher(s)
SciTePress
Abstract
This paper shows a detailed study about the Young's algorithm for parameter estimation on ARX-SDP models and proposes some improvements. To reduce the high entropy of the unknown parameters, data reordering according to a state ascendant ordering is used on that algorithm. After the Young's temporal reordering process, the old data do not necessarily continue so. We propose to reconsider the forgetting factor, internally used in the exponential window past, as a fixed and small value. This proposal improves the estimation results, especially in the low data density regions, and improves the algorithm velocity as experimentally shown. Other interesting improvement of our proposal is characterized by the flexibility to the changes on the state-parameter dependency. This is important in a future On-Line version. Interesting features of the SDP estimation algorithm for the case of ARX-SDP models with unitary regressors and the case with correlated state-parameter are also studied. Finally a example shows our results using the INCA toolbox we developed for our proposal.
Start page
336
End page
341
Volume
1
Language
English
OCDE Knowledge area
Sistemas de automatización, Sistemas de control
Subjects
Scopus EID
2-s2.0-84943547919
Resource of which it is part
ICINCO 2015 - 12th International Conference on Informatics in Control, Automation and Robotics, Proceedings
ISBN of the container
978-989758122-9
Conference
12th International Conference on Informatics in Control, Automation and Robotics, ICINCO 2015
Sponsor(s)
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior
Sources of information:
Directorio de Producción Científica
Scopus