Paper ID sheet UCL-INMA-2009.067


Identification method for time-varying ARX models

Quentin Rentmeesters, P.-A. Absil, Paul Van Dooren
This paper presents a new approach to identify time-varying ARX models by imposing a penalty on the coefficient variation. Two different coefficient normalizations are compared and a method to solve the two corresponding optimization problems is proposed.
Key words
BibTeX entry

 author = "Quentin Rentmeesters and P.-A. Absil and Paul Van Dooren",
 title = "Identification method for time-varying ARX models",
 editor = "Moritz Diehl and Francois Glineur and Elias Jarlebring and Wim Michiels",
 year = 2010,
 pages = "193--202 ",
 booktitle = "Recent Trends in Optimization and its Applications in Engineering",
 subtitle = "The 14th Belgian-French-German Conference on Optimization",
 publisher = {Springer-Verlag},
 doi = "10.1007/978-3-642-12598-0_17",
 isbn = "978-3-642-12597-3",