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.
Real-Time Identification of Time-Varying ARMAX Systems Based on Recursive Update of Its Parameters
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.
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Seydnejad, S. R. (February 24, 2014). "Real-Time Identification of Time-Varying ARMAX Systems Based on Recursive Update of Its Parameters." ASME. J. Dyn. Sys., Meas., Control. May 2014; 136(3): 031017. https://doi.org/10.1115/1.4026341
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