IDENTIFICATION OF NONLINEAR ERRORS-IN-VARIABLES MODELS
István Vajk, Jenő Hetthéssy
Department of Automation and Applied Informatics Budapest University of Technology and Economics H-1521 Budapest, Hungary fax: (361) 463-2871 and e-mail: vajk@aut.bme.hu
The paper is about a generalization of a classical eigenvalue- decomposition method originally developed for errors-in-variables linear system identification to handle an important class of nonlinear problems. A number of examples are presented to call the attention to the most critical part of the procedure turning the identification problem to a generalized eigenvalue-eigenvector calculation problem with symmetrical matrices. The elaborated method generates consistent parameter estimation. Simulation results demonstrate the effectiveness of the proposed algorithm.
Keywords: errors-in-variables model, nonlinear system identification, eigenvalue-eigenvector decomposition
Session slot T-We-A01: Identification of Error-in-Variable Models/Area code 3a : Modelling, Identification and Signal Processing

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