0
Research Papers

Real-Time Identification of Time-Varying ARMAX Systems Based on Recursive Update of Its Parameters

[+] Author and Article Information
Saied Reza Seydnejad

Department of Electrical Engineering,
Shahid Bahonar University of Kerman,
22 Bahman Boulevard,
Kerman, Iran
e-mail: sseydnejad@uk.ac.ir

Contributed by the Dynamic Systems Division of ASME for publication in the JOURNAL OF DYNAMIC SYSTEMS, MEASUREMENT, AND CONTROL. Manuscript received March 3, 2013; final manuscript received November 28, 2013; published online February 24, 2014. Assoc. Editor: Shankar Coimbatore Subramanian.

J. Dyn. Sys., Meas., Control 136(3), 031017 (Feb 24, 2014) (10 pages) Paper No: DS-13-1095; doi: 10.1115/1.4026341 History: Received March 03, 2013; Revised November 28, 2013

A new method for identification of time-varying ARMAX systems is introduced. This method is based on expansion of time-varying parameters of the ARMAX model onto a set of basis functions. A recursive formulation for updating the coefficients of the basis functions of the time-varying parameters of the system is proposed. Similar to non-real-time basis-function methods, the proposed real-time method has the capability of tracking fast changes in the parameters of a time-varying system much better than the standard Kalman and recursive least-squares (RLS) methods. A computationally efficient version of the algorithm is also presented with a small degradation in tracking properties of the original algorithm. Selection of different types of basis functions makes the new method very flexible for different applications.

FIGURES IN THIS ARTICLE
<>
Copyright © 2014 by ASME
Your Session has timed out. Please sign back in to continue.

References

Figures

Grahic Jump Location
Fig. 4

Estimated parameters using the STV-BFM of Eqs. (16)–(18)

Grahic Jump Location
Fig. 5

Prediction error of different methods

Grahic Jump Location
Fig. 6

Performance of STV-BFM with different values of λ

Grahic Jump Location
Fig. 7

Performance of STV-BFM with different parameter update rates

Grahic Jump Location
Fig. 1

Estimated parameters using RPEM method

Grahic Jump Location
Fig. 2

Estimated parameters using PLR method

Grahic Jump Location
Fig. 3

Estimated parameters using the TV-BFM of Eq. (11)

Tables

Errata

Discussions

Some tools below are only available to our subscribers or users with an online account.

Related Content

Customize your page view by dragging and repositioning the boxes below.

Related Journal Articles
Related eBook Content
Topic Collections

Sorry! You do not have access to this content. For assistance or to subscribe, please contact us:

  • TELEPHONE: 1-800-843-2763 (Toll-free in the USA)
  • EMAIL: asmedigitalcollection@asme.org
Sign In