Nonlinear instrument variable methods based on local linear models
Paper in proceeding, 2004
The aim of the present study is to derive nonlinear instrument variable methods by using local linear models. Two algorithms to estimate consistent local ARX-models of the system order are presented. A local ARX-model with a regressor of higher order than the system is simulated to estimate an approximately noise-free data set. In the first algorithm this approximately noise-free data is used as estimation data to a local ARX-model of the system order. The second algorithm uses the simulated data as instrument in a local instrument variable method. The algorithms are demonstrated on both simulated and laboratory data.
IV-methods
local linear models
nonlinear
system identification
Author
Astrid Lundgren
Chalmers, Department of Machine and Vehicle Systems, Mechatronics
Jonas Sjöberg
Chalmers, Department of Machine and Vehicle Systems, Mechatronics
6th IFAC Symposium on Nonlinear Control Systems
Vol. 2 501-506
Subject Categories
Other Electrical Engineering, Electronic Engineering, Information Engineering
DOI
10.1016/S1474-6670(17)31249-1