Title
Cost function shaping of the output error criterion.
Abstract
Identification of an output error model using the prediction error method leads to an optimization problem built on input/output data collected from the system to be identified. It is often hard to find the global solution of this optimization problem because in most cases both the corresponding objective function and the search space are nonconvex. The difficulty in solving the optimization problem depends mainly on the experimental conditions, more specifically on the spectra of the input/output data collected from the system. It is therefore possible to improve the convergence of the algorithms by properly choosing the data prefilters; in this paper we show how to perform this choice. We present the application of the proposed approach to case studies where the standard algorithms tend to fail to converge to the global minimum.
Year
DOI
Venue
2017
10.1016/j.automatica.2016.10.015
Automatica
Keywords
Field
DocType
Identification methods,Model fitting
Mathematical optimization,Mean squared prediction error,Control theory,Optimization problem,Mathematics
Journal
Volume
Issue
ISSN
76
1
0005-1098
Citations 
PageRank 
References 
2
0.41
8
Authors
4
Name
Order
Citations
PageRank
Diego Eckhard1173.57
Alexandre S. Bazanella2347.63
Cristian R. Rojas325243.97
Håkan Hjalmarsson41254175.16