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    Multi-model approach for nonlinear system identification by EM algorithm

    Access Status
    Fulltext not available
    Authors
    Wei, J.
    Yin, YanYan
    Liu, F.
    Date
    2017
    Type
    Journal Article
    
    Metadata
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    Citation
    Wei, J. and Yin, Y. and Liu, F. 2017. Multi-model approach for nonlinear system identification by EM algorithm. ICIC Express Letters. 11 (9): pp. 1461-1467.
    Source Title
    ICIC Express Letters
    DOI
    10.24507/icicel.11.09.1461
    ISSN
    1881-803X
    School
    Department of Mathematics and Statistics
    URI
    http://hdl.handle.net/20.500.11937/56861
    Collection
    • Curtin Research Publications
    Abstract

    The problem of system identification for nonlinear system is studied in this paper by using EM algorithm, and a stochastic scheduling parameter which follows a Markov jump process is considered. First, multi-model approach is addressed to describe the nonlinear process, where each linear parameter system is represented by an auto regressive exogenous model, and then, EM algorithm is used to do estimation with the help of stochastic scheduling parameter. A simulation example is given to illustrate the effectiveness of the approach proposed.

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