Title :
An alternative solution to the model structure selection problem
Author :
Mendez, E.M.A.M. ; Billings, Steve A.
Author_Institution :
Departamento de Eletricidade, Fundacao de Ensino Superior de Sao Jodo Del Rei, Sao Joao Del Rei, Brazil
fDate :
11/1/2001 12:00:00 AM
Abstract :
An alternative solution to the model structure selection problem is introduced by conducting a forward search through the many possible candidate model terms initially and then performing an exhaustive all subset model selection on the resulting model. An example is included to demonstrate that this approach leads to dynamically valid nonlinear models
Keywords :
autoregressive moving average processes; identification; nonlinear systems; search problems; NARMAX model; forward search; identification; model structure selection; nonlinear models; Algorithm design and analysis; Context modeling; Control engineering; Control system synthesis; Information analysis; Mathematical model; Nonlinear control systems; Parameter estimation; Stochastic systems; Testing;
Journal_Title :
Systems, Man and Cybernetics, Part A: Systems and Humans, IEEE Transactions on
DOI :
10.1109/3468.983416