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Model Order Selecti...
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Lind, IngelaLinköpings universitet,Reglerteknik,Tekniska högskolan
(författare)
Model Order Selection of N-FIR Models by the Analysis of Variance Method
Förlag, utgivningsår, omfång ...
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Linköping :Linköping University Electronic Press,1999
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10 s.
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electronicrdacarrier
Nummerbeteckningar
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LIBRIS-ID:oai:DiVA.org:liu-55855
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https://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-55855URI
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Språk:engelska
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Sammanfattning på:engelska
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Klassifikation
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Ämneskategori:vet swepub-contenttype
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Ämneskategori:rap swepub-publicationtype
Serie
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LiTH-ISY-R,1400-3902 ;2210
Anmärkningar
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Identification of non-linear finite impulse response (N-FIR) models is studied. In particular the selection of model structure, i.e., to find the contributing input time lags, is examined. A common method, exhaustive search among models with all possible combinations of the input time lags, has some undesired drawbacks, as a tendency that the minimization algorithm gets stuck in local minima and heavy computations. To avoid these drawbacks we need to know the model structure prior to identifying a model. In this report we show that a statistical method, the multivariate analysis of variance, is a good alternative to exhaustive search in the identification of the structure of non-linear FIR-models. We can reduce the risks of getting an erroneous model structure due to the non-convexity of the minimization problems, reduce the computation time needed and also get a good estimate of how far we can enhance the fit of the desired model.
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Linköpings universitetReglerteknik
(creator_code:org_t)
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