On the initialisation of the recursive prediction error method for nonlinear system identification

Andrew Flynn; Vassilios A. Tsachouridis; Andreas Amann

doi:10.1109/ISSC.2019.8904974

On the initialisation of the recursive prediction error method for nonlinear system identification

Andrew Flynn
, Vassilios A. Tsachouridis
, Andreas Amann

United Technologies Corporation

Research output: Chapter in Book/Report/Conference proceedings › Chapter › peer-review

Abstract

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.

Original language	English
Title of host publication	30th Irish Signals and Systems Conference, ISSC 2019
Publisher	Institute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)	9781728128009
DOIs	https://doi.org/10.1109/ISSC.2019.8904974
Publication status	Published - Jun 2019
Event	30th Irish Signals and Systems Conference, ISSC 2019 - Maynooth, Ireland Duration: 17 Jun 2019 → 18 Jun 2019

Publication series

Name	30th Irish Signals and Systems Conference, ISSC 2019

Conference

Conference	30th Irish Signals and Systems Conference, ISSC 2019
Country/Territory	Ireland
City	Maynooth
Period	17/06/19 → 18/06/19

Keywords

Nonlinear Systems
Recursive Prediction Error Methods
System Identification

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10.1109/ISSC.2019.8904974

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Flynn, A., Tsachouridis, V. A., & Amann, A. (2019). On the initialisation of the recursive prediction error method for nonlinear system identification. In 30th Irish Signals and Systems Conference, ISSC 2019 Article 8904974 (30th Irish Signals and Systems Conference, ISSC 2019). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ISSC.2019.8904974

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title = "On the initialisation of the recursive prediction error method for nonlinear system identification",

abstract = "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.",

keywords = "Nonlinear Systems, Recursive Prediction Error Methods, System Identification",

author = "Andrew Flynn and Tsachouridis, \{Vassilios A.\} and Andreas Amann",

note = "Publisher Copyright: {\textcopyright} 2019 IEEE.; 30th Irish Signals and Systems Conference, ISSC 2019 ; Conference date: 17-06-2019 Through 18-06-2019",

year = "2019",

month = jun,

doi = "10.1109/ISSC.2019.8904974",

language = "English",

series = "30th Irish Signals and Systems Conference, ISSC 2019",

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Flynn, A, Tsachouridis, VA & Amann, A 2019, On the initialisation of the recursive prediction error method for nonlinear system identification. in 30th Irish Signals and Systems Conference, ISSC 2019., 8904974, 30th Irish Signals and Systems Conference, ISSC 2019, Institute of Electrical and Electronics Engineers Inc., 30th Irish Signals and Systems Conference, ISSC 2019, Maynooth, Ireland, 17/06/19. https://doi.org/10.1109/ISSC.2019.8904974

On the initialisation of the recursive prediction error method for nonlinear system identification. / Flynn, Andrew; Tsachouridis, Vassilios A.; Amann, Andreas.
30th Irish Signals and Systems Conference, ISSC 2019. Institute of Electrical and Electronics Engineers Inc., 2019. 8904974 (30th Irish Signals and Systems Conference, ISSC 2019).

Research output: Chapter in Book/Report/Conference proceedings › Chapter › peer-review

TY - CHAP

T1 - On the initialisation of the recursive prediction error method for nonlinear system identification

AU - Flynn, Andrew

AU - Tsachouridis, Vassilios A.

AU - Amann, Andreas

PY - 2019/6

Y1 - 2019/6

N2 - 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.

AB - 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.

KW - Nonlinear Systems

KW - Recursive Prediction Error Methods

KW - System Identification

UR - https://www.scopus.com/pages/publications/85075945345

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DO - 10.1109/ISSC.2019.8904974

M3 - Chapter

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T3 - 30th Irish Signals and Systems Conference, ISSC 2019

BT - 30th Irish Signals and Systems Conference, ISSC 2019

PB - Institute of Electrical and Electronics Engineers Inc.

T2 - 30th Irish Signals and Systems Conference, ISSC 2019

Y2 - 17 June 2019 through 18 June 2019

ER -

On the initialisation of the recursive prediction error method for nonlinear system identification

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Keywords

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