Prediction and simulation errors in parameter estimation for nonlinear systems

Registro completo de metadados
MetadadosDescriçãoIdioma
Autor(es): dc.creatorAguirre, Luis A.-
Autor(es): dc.creatorBarbosa, Bruno H. G.-
Autor(es): dc.creatorBraga, Antônio P.-
Data de aceite: dc.date.accessioned2026-02-09T12:24:37Z-
Data de disponibilização: dc.date.available2026-02-09T12:24:37Z-
Data de envio: dc.date.issued2017-06-06-
Data de envio: dc.date.issued2017-06-06-
Data de envio: dc.date.issued2010-11-
Fonte completa do material: dc.identifierhttps://repositorio.ufla.br/handle/1/13180-
Fonte completa do material: dc.identifierhttp://www.sciencedirect.com/science/article/pii/S0888327010001469-
Fonte: dc.identifier.urihttp://educapes.capes.gov.br/handle/capes/1160742-
Descrição: dc.descriptionThis article compares the pros and cons of using prediction error and simulation error to define cost functions for parameter estimation in the context of nonlinear system identification. To avoid being influenced by estimators of the least squares family (e.g. prediction error methods), and in order to be able to solve non-convex optimisation problems (e.g. minimisation of some norm of the free-run simulation error), evolutionary algorithms were used. Simulated examples which include polynomial, rational and neural network models are discussed. Our results—obtained using different model classes—show that, in general the use of simulation error is preferable to prediction error. An interesting exception to this rule seems to be the equation error case when the model structure includes the true model. In the case of error-in-variables, although parameter estimation is biased in both cases, the algorithm based on simulation error is more robust.-
Idioma: dc.languageen-
Publicador: dc.publisherElsevier-
Direitos: dc.rightsrestrictAccess-
???dc.source???: dc.sourceMechanical Systems and Signal Processing-
Palavras-chave: dc.subjectPrediction error-
Palavras-chave: dc.subjectSimulation error-
Palavras-chave: dc.subjectParameter estimation-
Palavras-chave: dc.subjectNonlinear system identification-
Palavras-chave: dc.subjectNon-convex optimisation-
Palavras-chave: dc.subjectGenetic algorithms-
Palavras-chave: dc.subjectErro de previsão-
Palavras-chave: dc.subjectErro de simulação-
Palavras-chave: dc.subjectEstimativa de parâmetros-
Palavras-chave: dc.subjectIdentificação do sistema não-linear-
Palavras-chave: dc.subjectOtimização não convexa-
Palavras-chave: dc.subjectAlgorítmos genéticos-
Título: dc.titlePrediction and simulation errors in parameter estimation for nonlinear systems-
Tipo de arquivo: dc.typeArtigo-
Aparece nas coleções:Repositório Institucional da Universidade Federal de Lavras (RIUFLA)

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