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Improved Initialization for Nonlinear State-Space Modeling

Marconato, A. (author)
Vrije Universiteit Brüssel (VUB),Vrije Universiteit Brussel (VUB)
Sjöberg, Jonas, 1964 (author)
Chalmers tekniska högskola,Chalmers University of Technology
Suykens, J. (author)
Katholieke Universiteit Leuven
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Schoukens, J. (author)
Vrije Universiteit Brüssel (VUB),Vrije Universiteit Brussel (VUB)
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 (creator_code:org_t)
2014
2014
English.
In: IEEE Transactions on Instrumentation and Measurement. - 1557-9662 .- 0018-9456. ; 63:4, s. 972-980
  • Journal article (peer-reviewed)
Abstract Subject headings
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  • This paper discusses a novel initialization algorithmfor the estimation of nonlinear state-space models. Good initialvalues for the model parameters are obtained by identifyingseparately the linear dynamics and the nonlinear terms inthe model. In particular, the nonlinear dynamic problem istransformed into an approximate static formulation, and simpleregression methods are applied to obtain the solution in a fast andefficient way. The proposed method is validated by means of twomeasurement examples: the Wiener-Hammerstein benchmarkproblem, and the identification of a crystal detector.

Subject headings

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik -- Signalbehandling (hsv//swe)
ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering -- Signal Processing (hsv//eng)

Keyword

nonlinear modeling
Multilayer perceptrons
state-space models
system identification
nonlinear dynamical systems

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Schoukens, J.
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