Effective identification of polynomial input–output models for applications requiring long-range prediction or simulation performance relies on both careful model selection and accurate parameter estimation. The simulation error minimisation (SEM) approach has been shown to provide significant advantages in the model selection phase by ruling out candidate models with good short-term prediction capabilities but unsuitable long-term dynamics. However, SEM-based parameter estimation has been generally avoided due to excessive computational effort. This article extends to the nonlinear case a computationally efficient approach for this task, that was previously developed for linear models, based on the iterative estimation of predictors with increasing prediction horizon. Conditions for the applicability of the approach to various model classes are also discussed. Finally, some examples are provided to show the effectiveness and computational convenience of the proposed algorithm for polynomial input–output identification, as well as the improvements achievable by enforcing SEM parameter estimation. A benchmark for nonlinear identification is also analysed, with encouraging results.

An iterative algorithm for simulation error based identification of polynomial input-output models using multi-step prediction

FARINA, MARCELLO;PIRODDI, LUIGI
2010-01-01

Abstract

Effective identification of polynomial input–output models for applications requiring long-range prediction or simulation performance relies on both careful model selection and accurate parameter estimation. The simulation error minimisation (SEM) approach has been shown to provide significant advantages in the model selection phase by ruling out candidate models with good short-term prediction capabilities but unsuitable long-term dynamics. However, SEM-based parameter estimation has been generally avoided due to excessive computational effort. This article extends to the nonlinear case a computationally efficient approach for this task, that was previously developed for linear models, based on the iterative estimation of predictors with increasing prediction horizon. Conditions for the applicability of the approach to various model classes are also discussed. Finally, some examples are provided to show the effectiveness and computational convenience of the proposed algorithm for polynomial input–output identification, as well as the improvements achievable by enforcing SEM parameter estimation. A benchmark for nonlinear identification is also analysed, with encouraging results.
2010
AUT
File in questo prodotto:
File Dimensione Formato  
2010 - IJC - FarinaPiroddi.pdf

Accesso riservato

: Post-Print (DRAFT o Author’s Accepted Manuscript-AAM)
Dimensione 304.36 kB
Formato Adobe PDF
304.36 kB Adobe PDF   Visualizza/Apri

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11311/571240
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 14
  • ???jsp.display-item.citation.isi??? 12
social impact