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Abstrakty
Parameter estimation of an autoregressive with moving average and exogenous variable ARMAX model is discussed in this paper by using bounding approach. Bounds on the model structure error are assumed unknown, or known but too conservative. To reduce this conservatism, a point-parametric model concept is proposed, where there exist a set model parameters and modeling error corresponding to each input. Feasible parameter sets are defined for point-parametric model. bounded values on the model parameters and modeling error can then be computed jointly by tightening the feasible set using observations under deliberately designed input excitations. Finally, a constantly bounded parameter model is established, which can be used for robust output prediction and control.
Czasopismo
Rocznik
Tom
Strony
51--70
Opis fizyczny
Bibliogr. 7 poz., rys.
Twórcy
autor
- Department of Control Engineering, Faculty of Electrical Engineering and Automatic Control, Gdańsk University of Technology, ul. Narutowicza 11/12, 80-952 Gdańsk, kduzin@ely.pg.gda.pl
Bibliografia
- [1] M. A. BRDYS and T. CHANG: Robust model predictive control under output constraints. Proc. of the 15th IFAC World Congress, Barcelona, Spain, (2002).
- [2] M. A. BRDYS: Robust estimation of variables and parameters in dynamic networks. Proc. of the 14th IFAC World Congress, Beijing, P.R. China, (1999).
- [3] B. GRUNBAUM, V. KLEE, M. A. PERLES and G. C. S HEPHARD: Convex Polytopes. John Wiley & Sons, Ltd. 1967.
- [4] M. MILANESE, J. P. NORTON, H. PIET-LAHANIER and E. WALTER (EDS): Bounding Approaches to System Identification. Plenum Press, New York, 1996.
- [5] R. MONTEIRO and I. ALDER: Interior path following primal-dual algorithm, part II: convex quadratic programming. Mathematical Programming, 44 (1989), 43-66.
- [6] E. WALTER and L. PRONZATO: Identification of Parametric Models. Spriger, Mason, 1997.
- [7] M. L. ZIEROLF, M. M. POLYCARPOU and J. G. UBER: Development and Autocalibration of an Input-Output Model of Chlorine Transport in Drinking Water Distribution Systems. IEEE Trans. on Control Systems Technology, 6(4), (1998).
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-BSW3-0025-0004