Identification of Hybrid Systems Using a Class of Unified Wavelet-NARX models

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Wei, H.L. ; Billings, S.A. (2004)
  • Publisher: Department of Automatic Control and Systems Engineering

A novel approach is proposed for the identification of hybrid systems based on a unified wavelet-based modelling framework, where the system input-output relationship is connected using mixed multi-resolution wavelet decompositions with respect to different types of wavelet and associated scaling functions. No a priori information on the system dynamics is required to estimate a wavelet-NARX model but only a given input-output data set with assumption that the system input and the output are bounded in a finite interval. Several examples, which involve precise affine (PWA) systems, open-loop threshold autoregressive systems (TARSO), piecewise rational systems and hinging hyperplane ARX (HHARX) systems, are provided to demonstrate the effectiveness and applicability of the new identification procedures.
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