Minimum MSE based regularization for system identification in the presence of input and output noise

Author(s):  
J. Xin ◽  
H. Ohmori ◽  
A. Sano
2011 ◽  
Vol 24 (1) ◽  
pp. 99-108 ◽  
Author(s):  
Jo-Anne Ting ◽  
Aaron D’Souza ◽  
Stefan Schaal

2011 ◽  
Vol 29 (6) ◽  
pp. 965-971 ◽  
Author(s):  
R. J. Boynton ◽  
M. A. Balikhin ◽  
S. A. Billings ◽  
A. S. Sharma ◽  
O. A. Amariutei

Abstract. The NARMAX OLS-ERR methodology is applied to identify a mathematical model for the dynamics of the Dst index. The NARMAX OLS-ERR algorithm, which is widely used in the field of system identification, is able to identify a mathematical model for a wide class of nonlinear systems using input and output data. Solar wind-magnetosphere coupling functions, derived from analytical or data based methods, are employed as the inputs to such models and the outputs are geomagnetic indices. The newly deduced coupling function, p1/2V4/3BTsin6(θ/2), has been implemented as an input to model the Dst dynamics. It was shown that the identified model has a very good forecasting ability, especially with the geomagnetic storms.


2005 ◽  
Vol 24 (2) ◽  
pp. 125-134
Author(s):  
Manabu Kosaka ◽  
Hiroshi Uda ◽  
Eiichi Bamba ◽  
Hiroshi Shibata

In this paper, we propose a deterministic off-line identification method performed by using input and output data with a constant steady state output response such as a step response that causes noise or vibration from a mechanical system at the moment when it is applied but they are attenuated asymptotically. The method can directly acquire any order of reduced model without knowing the real order of a plant, in such a way that the intermediate parameters are uniquely determined so as to be orthogonal with respect to 0 ∼ N-tuple integral values of output error and irrelevant to the unmodelled dynamics. From the intermediate parameters, the coefficients of a rational transfer function are calculated. In consequence, the method can be executed for any plant without knowing or estimating its order at the beginning. The effectiveness of the method is illustrated by numerical simulations and also by applying it to a 2-mass system.


2015 ◽  
Vol 2015 ◽  
pp. 1-9 ◽  
Author(s):  
Björn Haffke ◽  
Riccardo Möller ◽  
Tobias Melz ◽  
Jens Strackeljan

This study deals with the external validation of simulation models using methods from differential algebra. Without any system identification or iterative numerical methods, this approach provides evidence that the equations of a model can represent measured and simulated sets of data. This is very useful to check if a model is, in general, suitable. In addition, the application of this approach to verification of the similarity between the identifiable parameters of two models with different sets of input and output measurements is demonstrated. We present a discussion on how the method can be used to find parameter deviations between any two models. The advantage of this method is its applicability to nonlinear systems as well as its algorithmic nature, which makes it easy to automate.


2005 ◽  
Vol 128 (3) ◽  
pp. 746-749
Author(s):  
Manabu Kosaka ◽  
Hiroshi Uda ◽  
Eiichi Bamba ◽  
Hiroshi Shibata

This study proposes a new deterministic off-line identification method that obtains a state-space model using input and output data with steady state values. This method comprises of two methods: Zeroing the 0∼N-tuple integral values of the output error of single-input single-output transfer function model (Kosaka et al., 2004) and Ho-Kalman’s method (Zeiger and McEwen, 1974). Herein, we present a new method to derive a matrix similar to the Hankel matrix using multi-input and multi-output data with steady state values. State space matrices A, B, C, and D are derived from the matrix by the method shown in Zeiger and McEwen, 1974 and Longman and Juang, 1989. This method’s utility is that the derived state-space model is emphasized in the low frequency range under certain conditions. Its salient feature is that this method can identify use of step responses; consequently, it is suitable for linear mechanical system identification in which noise and vibration are unacceptable. Numerical simulations of multi-input multi-output system identification are illustrated.


1992 ◽  
Vol 25 (8) ◽  
pp. 463-470 ◽  
Author(s):  
Miyoichi Eguchi ◽  
Kiyoshi Wada ◽  
Kazushi Nakano

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