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Nonlinear System Identification

NARMAX Methods in the Time, Frequency, and Spatio-Temporal Domains
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Nonlinear System Identification: NARMAX Methods in the Time, Frequency, and Spatio-Temporal Domains describes a comprehensive framework for the identification and analysis of nonlinear dynamic systems in the time, frequency, and spatio-temporal domains. This book is written with an emphasis on making the algorithms accessible so that they can be applied and used in practice.Includes coverage of:The NARMAX (nonlinear autoregressive moving average with exogenous inputs) modelThe orthogonal least squares algorithm that allows models to be built term by term where the error reduction ratio reveals the percentage contribution of each model termStatistical and qualitative model validation methods that can be applied to any model classGeneralised frequency ...


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