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EnglishARMAX models constitute an excellent compromise between performance and complexity and can model in an effective way the presence of disturbances acting on the process state. These models, however, do not take into account the observation errors on the output of the process to be identified and this can be particularly important in applications like filtering and fault diagnosis. This paper concerns extended ARMAX models that consider also the presence of additive white noise on the output observation and describes an approach for their identification that takes advantage of both the errors–in–variables framework and the instrumental variable properties. The paper reports also the results of Monte Carlo simulations that underline the effectiveness of the proposed approach.
| Titolo: | Identification of ARMAX models with additive output noise |
| Autore/i: | DIVERSI, ROBERTO; GUIDORZI, ROBERTO; SOVERINI, UMBERTO |
| Autore/i Unibo: | |
| Anno: | 2009 |
| Titolo del libro: | Proceedings of the 15th IFAC Symposium on System Identification |
| Pagina iniziale: | 1574 |
| Pagina finale: | 1579 |
| Digital Object Identifier (DOI): | http://dx.doi.org/10.3182/20090706-3-FR-2004.00261 |
| Abstract: | ARMAX models constitute an excellent compromise between performance and complexity and can model in an effective way the presence of disturbances acting on the process state. These models, however, do not take into account the observation errors on the output of the process to be identified and this can be particularly important in applications like filtering and fault diagnosis. This paper concerns extended ARMAX models that consider also the presence of additive white noise on the output observation and describes an approach for their identification that takes advantage of both the errors–in–variables framework and the instrumental variable properties. The paper reports also the results of Monte Carlo simulations that underline the effectiveness of the proposed approach. |
| Data prodotto definitivo in UGOV: | 11-feb-2010 |
| Appare nelle tipologie: | 4.01 Contributo in Atti di convegno |
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