Title
Improved Initialization for Nonlinear State-Space Modeling
Abstract
This paper discusses a novel initialization algorithm for the estimation of nonlinear state-space models. Good initial values for the model parameters are obtained by identifying separately the linear dynamics and the nonlinear terms in the model. In particular, the nonlinear dynamic problem is transformed into an approximate static formulation, and simple regression methods are applied to obtain the solution in a fast and efficient way. The proposed method is validated by means of two measurement examples: the Wiener-Hammerstein benchmark problem and the identification of a crystal detector.
Year
DOI
Venue
2014
10.1109/TIM.2013.2283553
Instrumentation and Measurement, IEEE Transactions  
Keywords
Field
DocType
modelling,nonlinear dynamical systems,regression analysis,Wiener-Hammerstein benchmark problem,approximate static formulation,crystal detector,linear dynamics,nonlinear dynamic problem,nonlinear state-space modeling,nonlinear terms,novel initialization algorithm,simple regression methods,Multilayer perceptrons,nonlinear dynamical systems,nonlinear modeling,state-space models,system identification
Data modeling,Nonlinear system,Regression analysis,Control theory,Algorithm,Control engineering,Simple linear regression,Initialization,System identification,Dynamic problem,State space,Mathematics
Journal
Volume
Issue
ISSN
63
4
0018-9456
Citations 
PageRank 
References 
8
0.55
10
Authors
4
Name
Order
Citations
PageRank
Anna Marconato1244.42
Jonas Sjöberg262867.21
Johan A. K. Suykens363553.51
Johan Schoukens4311.92