Model description:
$$\begin{align*} y(t)&=\begin{bmatrix}0.1 & -0.1 & 0.25 & 0.5 \end{bmatrix} \varphi (t) +\\ &+ \frac{L}{2}(\|\varphi (t)\|^2 - 2(max\{\|\varphi(t)\|^2, 1\} -1) +\\ &+ 2(max\{\|\varphi(t)\|^2, 2\} - 2) - (max\{\|\varphi(t)\|^2, 3\} -3)) + e(t), \end{align*} $$
where
$\varphi(t)=\begin{bmatrix} y(t-1) & y(t-2) & u(t-1) & u(t-2)\end{bmatrix}^{\mathrm T}$
$L = 0.1$
$e(t) \in N(0, 0.01)$, i.e. $\sigma = 0.1$.
Type:
Form:
Time domain:
Linearity:
Publication details:
Title | Nonlinear system identification via direct weight optimization |
Publication Type | Journal Article |
Year of Publication | 2005 |
Authors | Roll, Jacob, Nazin Alexander, and Ljung Lennart |
Journal | Automatica |
Volume | 41 |
Pagination | 475 - 490 |
Date Published | 01/2005 |
ISSN | 0005-1098 |
URL | http://dx.doi.org/10.1016/j.automatica.2004.11.010 |