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Title: Initialization of output-error identification methods - Comparison between ARX and RPM models
Authors: Tohme, Elie Toni
Ouvrard, Regis
Poinot, Thierry
Trigeassou, Jean Claude
Abche, Antoine 
Affiliations: Department of Electrical Engineering 
Keywords: ARX model
Global convergence
Initialization of output-error methods
Reinitialized partial moments
RPM model
Issue Date: 2009
Part of: IFAC proceedings volumes
Volume: 42
Issue: 10
Start page: 302
End page: 307
The main disadvantage of the Output-Error (OE) identification methods is that they may converge to a secondary optimum. A good initialization converges to the global optimum. The ARX model is often selected as initialization step to OE algorithms. However, the ARX model may be too biased and may not lead to a good initialization. This paper presents an approach based on the Reinitialized Partial Moment (RPM) to obtain a good initialization for OE methods. The RPM model presents an implicit filter that replaces the necessary explicit filter required by the ARX model. The result are encouraging and they have shown that the RPM based approach has to lead to a better initialization than the conventional techniques.
DOI: 10.3182/20090706-3-FR-2004.00049
Ezproxy URL: Link to full text
Type: Journal Article
Appears in Collections:Department of Electrical Engineering

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