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TECHNICAL BRIEFS

Identification of Armax Models With Time Dependent Coefficients

[+] Author and Article Information
R. Ben Mrad, E. Farag

Department of Mechanical & Industrial Engineering, 5 King’s College Road, University of Toronto, Toronto, Ontario, Canada M5S 3G8

J. Dyn. Sys., Meas., Control 124(3), 464-467 (Jul 23, 2002) (4 pages) doi:10.1115/1.1485097 History: Received June 01, 2000; Online July 23, 2002
Copyright © 2002 by ASME
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References

Grenier,  Y., 1983, “Time-Dependent ARMA Modeling of Nonstationary Signals,” IEEE Trans. Acoust., Speech, Signal Process., ASSP-31, pp. 899–911.
Ben Mrad,  R., Fassois,  S. D., and Levitt,  J. A., 1998, “A Polynomial Algebraic Method for Non-Stationary TARMA Signal Analysis—Parts I and II,” Signal Process., 65, pp. 1–38.
Karmen,  E. W., 1988, “The Poles and Zeros of a Linear Time-Varying System,” Linear Algebr. Appl., 98, pp. 263–289.
Bouthellier, P., and Ghosh, B. K., 1988, “Robust Stabilization of Discrete Time, Single Input Single Output, Linear Time-Varying Systems,” Proc. 27th IEEE CDC, Austin, Texas.
Fouskitakis,  G. N., and Fassois,  S. D., 2001, “On the Estimation of Nonstationary Functional Series TARMA Models: An Isomorphic Matrix Algebra Based Method,” ASME J. Dyn. Syst., Meas., Control. 123, pp. 601–610.
Fouskitakis,  G. N., and Fassois,  S. D., 2002, “Functional series TARMA modeling and simulation of earthquake ground motion,” Earthquake Eng. Struct. Dyn., 31, pp. 399–420.
Ben Mrad,  R., Levitt,  J. A., and Fassois,  S. D., 1994, “Non-Linear Dynamic Modeling of an Automobile Hydraulic Active Suspension System,” Journal of Mechanical Systems and Signal Processing, 8, pp. 485–517.

Figures

Grahic Jump Location
TARMAX(3,3,3)(p=4)—Estimated normalized autocorrelation function of the model innovation sequence in the estimation set and the estimated normalized crosscorrelation function of the innovation sequence and the exogeneous input sequence in the estimation set. The horizontal lines indicate the level of statistical insignificance at the α=0.05 level.
Grahic Jump Location
TARMAX(3,3,3)(p=4)—Actual and desired actuator forces and the one-step-ahead predictions of the actual actuator force in a segment of the validation set.

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