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Cost function shaping of the output error criterion
KTH, School of Electrical Engineering (EES), Automatic Control.ORCID iD: 0000-0003-0355-2663
KTH, School of Electrical Engineering (EES), Automatic Control.ORCID iD: 0000-0002-9368-3079
2017 (English)In: Automatica, ISSN 0005-1098, E-ISSN 1873-2836, Vol. 76, 53-60 p.Article in journal (Refereed) Published
Abstract [en]

Identification of an output error model using the prediction error method leads to an optimization problem built on input/output data collected from the system to be identified. It is often hard to find the global solution of this optimization problem because in most cases both the corresponding objective function and the search space are nonconvex. The difficulty in solving the optimization problem depends mainly on the experimental conditions, more specifically on the spectra of the input/output data collected from the system. It is therefore possible to improve the convergence of the algorithms by properly choosing the data prefilters; in this paper we show how to perform this choice. We present the application of the proposed approach to case studies where the standard algorithms tend to fail to converge to the global minimum.

Place, publisher, year, edition, pages
Elsevier, 2017. Vol. 76, 53-60 p.
Keyword [en]
Identification methods, Model fitting
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-202642DOI: 10.1016/j.automatica.2016.10.015ISI: 000392788100007ScopusID: 2-s2.0-85001975561OAI: oai:DiVA.org:kth-202642DiVA: diva2:1078974
Note

QC 20170307

Available from: 2017-03-07 Created: 2017-03-07 Last updated: 2017-03-07Bibliographically approved

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Rojas, Cristian R.Hjalmarsson, Håkan
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