Matrix-wise approach for identification of multi-mode Switched ARX models with noise
Matrix-wise approach for identification of multi-mode Switched ARX models with noise
复制标题
用于识别带噪声的多模式切换 ARX 模型的矩阵方法
DOI：
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发表时间：
2012
期刊：
影响因子：
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通讯作者：
Biao Huang
中科院分区：
文献类型：
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作者：
S. Nazari;Qing Zhao;Biao Huang
在本文中，我们提出了一种方法来改善代数几何解决方案的切换ARX模型的识别。尽管AG解决方案具有优势，但当噪声水平明显时，它无法提供有希望的结果。因此，所提出的方法旨在改善SARX参数估计结果。该方法利用矩阵微分和Kronecker积形成一个非线性代数方程，用于计算SARX模型的参数。将牛顿迭代法与粒子群优化算法相结合求解该代数方程。仿真结果将说明所提出的方法所取得的改进。
In this paper we propose a method to improve the algebraic geometric solution for identification of Switched ARX models. Despite the advantages of the AG solution, it fails to deliver promising results when the noise level is noticeable. Therefore the proposed method aims to improve the SARX parameter estimation results. In this method matrix differential calculus and Kronecker product are used to form a nonlinear algebraic equation for calculating the parameters of SARX model. This algebraic equation will be solved by combining Newton iterative method and particle swarm optimization algorithm. Simulation results will illustrate the improvements achieved by the proposed approach.