Identification of decoupled polynomial narx model using simulation error minimization

Kiana Karami, David Westwick, Johan Schoukens

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Abstract

The Polynomial Nonlinear Auto-Regressive eXogenous input (P-NARX) model, a multivariable polynomial of past input and output values, is a widely used equation error nonlinear system model. The number of model parameters grows rapidly with the polynomial degree, and with the number of past inputs and outputs, but can be reduced significantly by adopting a decoupled structure, consisting of a transformation matrix followed by a bank of single-input single-output polynomials whose outputs are summed to produce the final output. Prediction Error Minimization (PEM) is a classical approach for the identification of both linear and nonlinear systems. Models trained using PEM may not be suitable for system simulation, where the model only has access to the system's inputs. In this paper, an identification method based on Simulation Error Minimization (SEM) for Decoupled P-NARX models is proposed. The proposed algorithm is applied to data from two nonlinear system identification benchmarks and the performance is compared to a previous PEM based algorithm.

Original languageEnglish
Title of host publication2019 American Control Conference, ACC 2019
Place of PublicationPiscataway
PublisherInstitute of Electrical and Electronics Engineers
Pages4362-4367
Number of pages6
ISBN (Electronic)978-1-5386-7926-5
Publication statusPublished - 1 Jul 2019
Event2019 American Control Conference, ACC 2019 - Philadelphia, United States
Duration: 10 Jul 201912 Jul 2019
http://acc2019.a2c2.org

Conference

Conference2019 American Control Conference, ACC 2019
Abbreviated titleACC2019
CountryUnited States
CityPhiladelphia
Period10/07/1912/07/19
Internet address

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Karami, K., Westwick, D., & Schoukens, J. (2019). Identification of decoupled polynomial narx model using simulation error minimization. In 2019 American Control Conference, ACC 2019 (pp. 4362-4367). [8815172] Piscataway: Institute of Electrical and Electronics Engineers.