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An on-line method for estimation of piecewise constant parameters in linear regression models
Luleå University of Technology, Department of Computer Science, Electrical and Space Engineering, Signals and Systems.
Luleå University of Technology, Department of Computer Science, Electrical and Space Engineering, Signals and Systems.ORCID iD: 0000-0002-0079-9049
Luleå University of Technology, Department of Computer Science, Electrical and Space Engineering, Signals and Systems.ORCID iD: 0000-0001-8893-4809
2011 (English)In: Proceedings of the 18th IFAC World Congress: Milano, Italy, 28 August - 2 September, 2011, IFAC, International Federation of Automatic Control , 2011, 3171-3176 p.Conference paper, Published paper (Refereed)
Abstract [en]

We present an on-line method for detecting changes and estimating parameters in AR(X) models. The method is based on the assumption of piecewise constant parameters resulting in a sparse structure of their derivative. To illustrate the algorithm and its performance, we apply it to the change in the model parameters of some ARX models. The example illustrates that the new method shows good performance for an AR(X) model with abrupt changes in the parameters.

Place, publisher, year, edition, pages
IFAC, International Federation of Automatic Control , 2011. 3171-3176 p.
Series
IFAC proceedings series, ISSN 0741-1146 ; 44:1
National Category
Control Engineering
Research subject
Control Engineering
Identifiers
URN: urn:nbn:se:ltu:diva-27596DOI: 10.3182/20110828-6-IT-1002.01692Local ID: 116bbbd5-8eee-4f6d-891b-afe0f2f7f19aOAI: oai:DiVA.org:ltu-27596DiVA: diva2:1000783
Conference
IFAC World Congress : 29/08/2011 - 02/09/2011
Projects
Modellering av komplexa dynamiska system
Note
Godkänd; 2011; 20160428 (andbra)Available from: 2016-09-30 Created: 2016-09-30 Last updated: 2017-12-15Bibliographically approved

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Salehpour, SoheilGustafsson, ThomasJohansson, Andreas
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