Prediction-error estimation algorithm for non-linear output-affine systems
- 18 January 1988
- journal article
- research article
- Published by Taylor & Francis in International Journal of Control
- Vol. 47 (1) , 309-332
- https://doi.org/10.1080/00207178808906012
Abstract
A prediction-error estimation algorithm is developed for non-linear discrete-time systems which can be represented by the output-affine difference equation model. The theory of hypothesis testing is employed to select a model with the correct structure. Problems relating to the use of output-affine models in the identification of non-linear systems are discussed, and a comparison with the NARMAX (nonlinear ARMAX) model is given.Keywords
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