Nonlinear Time-Varying System Identification Using the NARMAX Model and Multiresolutions Wavelet Expansions
Wei, H.L., Balikhin, M. and Billings, S.A.
(2003)
Nonlinear Time-Varying System Identification Using the NARMAX Model and Multiresolutions Wavelet Expansions.
Research Report.
ACSE Research Report 829
.
Department of Automatic Control and Systems Engineering
Abstract
Identification techniques for nonlinear time-varying systems are investigated based on the NARMAX model and multiresolution wavelet expansions. It is shown that a NARMAX model with time-varying coefficients can be reduced to a time-invariant linear-in-the-parameters analysis problem by then adapted to estimate the parameters. An application data relating to magnetic storms is used to illustrate the realistic application of the new identification technique.
Metadata
Item Type:
Monograph
Authors/Creators:
Wei, H.L.
Balikhin, M.
Billings, S.A.
Copyright, Publisher and Additional Information:
The Department of Automatic Control and Systems Engineering research reports offer a forum for the research output of the academic staff and research students of the Department at the University of Sheffield. Papers are reviewed for quality and presentation by a departmental editor. However, the contents and opinions expressed remain the responsibility of the authors. Some papers in the series may have been subsequently published elsewhere and you are advised to cite the later published version in these instances.
Keywords:
Nonlinear time-varying systems; NARMAX model; System identification; Wavelets.
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