Off-line State-dependent Parameter Models Identification using Simple Fixed Interval Smoothing

Elvis Omar Jara Alegria, Hugo Tanzarella Teixeira, Celso Pascoli Bottura

2015

Abstract

This paper shows a detailed study about the Young’s algorithm for parameter estimation on ARX-SDP models and proposes some improvements. To reduce the high entropy of the unknown parameters, data reordering according to a state ascendant ordering is used on that algorithm. After the Young’s temporal reordering process, the old data do not necessarily continue so. We propose to reconsider the forgetting factor, internally used in the exponential window past, as a fixed and small value. This proposal improves the estimation results, especially in the low data density regions, and improves the algorithm velocity as experimentally shown. Other interesting improvement of our proposal is characterized by the flexibility to the changes on the state-parameter dependency. This is important in a future On-Line version. Interesting features of the SDP estimation algorithm for the case of ARX-SDP models with unitary regressors and the case with correlated state-parameter are also studied. Finally a example shows our results using the INCA toolbox we developed for our proposal.

References

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Paper Citation


in Harvard Style

Omar Jara Alegria E., Tanzarella Teixeira H. and Pascoli Bottura C. (2015). Off-line State-dependent Parameter Models Identification using Simple Fixed Interval Smoothing . In Proceedings of the 12th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO, ISBN 978-989-758-122-9, pages 336-341. DOI: 10.5220/0005573903360341


in Bibtex Style

@conference{icinco15,
author={Elvis Omar Jara Alegria and Hugo Tanzarella Teixeira and Celso Pascoli Bottura},
title={Off-line State-dependent Parameter Models Identification using Simple Fixed Interval Smoothing},
booktitle={Proceedings of the 12th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,},
year={2015},
pages={336-341},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0005573903360341},
isbn={978-989-758-122-9},
}


in EndNote Style

TY - CONF
JO - Proceedings of the 12th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,
TI - Off-line State-dependent Parameter Models Identification using Simple Fixed Interval Smoothing
SN - 978-989-758-122-9
AU - Omar Jara Alegria E.
AU - Tanzarella Teixeira H.
AU - Pascoli Bottura C.
PY - 2015
SP - 336
EP - 341
DO - 10.5220/0005573903360341