Identification of hybrid system based on Probability weighted multiple ARX model

  title={Identification of hybrid system based on Probability weighted multiple ARX model},
  author={Sakiko Taguchi and Tatsuya Suzuki and Soichiro Hayakawa and Shinkichi Inagaki},
  journal={2009 ICCAS-SICE},
This paper proposes a Probability weighted ARX (PrARX) model wherein the multiple ARX models are composed by the probabilistic weighting functions. As the probabilistic weighting function, a ‘softmax’ function is introduced. Then, the parameter estimation problem for the proposed model is formulated as a single optimization problem. Furthermore, the identified PrARX model can be easily transformed to the corresponding PWARX model with complete partitions between regions. Finally, the proposed… CONTINUE READING
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