On the Initialisation of the Recursive Prediction Error Method for Nonlinear System Identification

The Recursive Prediction Error Method is widely used in nonlinear system identification and has been explored in considerable detail. However, the successful execution of the method relies on a suitable initialisation scheme. The aim of this research is to contribute to some fundamental issues conce...

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Bibliographic Details
Published in:Irish Signals and Systems Conference (Online) pp. 1 - 6
Main Authors: Flynn, Andrew, Tsachouridis, Vassilios A., Amann, Andreas
Format: Conference Proceeding
Language:English
Published: IEEE 01.06.2019
Subjects:
Estimation
Filtering
Heuristic algorithms
Noise measurement
Nonlinear systems
Prediction algorithms
Predictive models
Recursive Prediction Error Methods
System identification
Vectors
ISSN:2688-1454
Online Access:Get full text
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Summary:The Recursive Prediction Error Method is widely used in nonlinear system identification and has been explored in considerable detail. However, the successful execution of the method relies on a suitable initialisation scheme. The aim of this research is to contribute to some fundamental issues concerning the initialisation of the method and therefore its ability to identify parameters of a nonlinear system. For a specific system, we identify regions in phase space, where nonlinear system identification is successful. More importantly, we also determine regions where identification fails and discuss these surprising results.
ISSN:2688-1454
DOI:10.1109/ISSC.2019.8904974