» Download Article

Authors
Graham C. Goodwin, Juan Carlos Aguero, James S. Welsh, Juan I. Yuz

Identifier
10.3182/20060329-3-AU-2901.00011

Index Terms
No keywords available

Abstract
This paper outlines some experiences gained with practical nonlinear system identification.

References

[1] Åström, K.J., P. Hagander and J. Sternby (1984).
    Zeros of sampled systems. Automatica 20(1), 31-
    38.
[2] Butcher, J.C. (1987). The Numerical Analysis of Ordinary
     Differential Equations. John Wiley and
    Sons.
[3] Dempster, A.P., N.M. Laird and D.B. Rubin (1977).
    Maximum likelihood from imcomplete data via
    the EM algorithm. Journal of the Royal Statistical
     Society 39(1), Series B: 31-38.
[4] Goodwin, G.C. and J.C. Agüero (2005). Approximate
    EM algorithms for parameter and state estimation
    in nonlinear stochastic models. In: IEEE Conference
     on Decision and Control, 2005. Seville,
    Spain.
[5] Goodwin, G.C., J.S. Welsh, A. Feuer and M. Derpich
    (2006). Utilizing prior knowledge in robust optimal
     experiment design.
    Accepted to 14th IFAC SYSID 2006, Newcastle,
    Australia (http://www.eecs.newcastle.edu.au/reports/EE05037.pdf).
    
[6] Hannan, E.J. (1976). The identification and parameterization
     of ARMAX and state space forms.
    Econometrica 44(4), 713-723.
[7] Hjalmarsson, H. (2005). From experiment design to
    closed-loop control. Automatica 41(3), 393-438.
[8] Isidori, A. (1995). Nonlinear Control Systems. 3rd ed.,
    Springer.
[9] Kloeden, P.E. and E. Platen (1992). Numerical
    Solution of Stochastic Differential Equations.
    Springer-Verlag.
[10] Ljung, L. (1999). System Identification. Theory for the
     User. 2nd. ed., Prentice Hall. Englewood Cliffs,
     New Jersey.
[11] Pintelon, R. and J. Schoukens (2002). Measurement
     and modelling of linear systems in the presence
     of nonliner distortions. Mechanical Systems and
     Signal Processing 16(5), 785-801.
[12] Wahlberg, B. (1988). Limit
     results for sampled systems. International Journal
      of Control 48(3), 1267-1283.
[13] Yuz, J.I. and G.C. Goodwin (2005a). Generalised
     filters and stochastic sampling zeros. In: Joint
     CDC-ECC'05. Seville, Spain.
[14] Yuz, J.I. and G.C. Goodwin (2005b). On sampled-data
     models for nonlinear systems. IEEE Transactions
     on Automatic Control 50(10), 1477-1489.
[15] Yuz, J.I. and G.C. Goodwin (2006). Sampled-data
     models for stochastic nonlinear systems. In: 14th
     IFAC Symposium on System Identification, SYSID
     2006. Newcastle, Australia.
[16] Yuz, J.I., G.C. Goodwin and H. Garnier (2004). Generalised
      hold functions for fast sampling rates. In:
     Proc. of the 43rd IEEE Conference on Decision
     and Control. Nassau, Bahamas.