Ill-posedness and Ill-conditioning in the use of CARMA, CARIMA and Box-Jenkins models in identification and control

Joseph Bentsman, Andrzej Ordys

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

The paper discusses applicability of CARMA, CARIMA and Box-Jenkins models for identification of systems of different structure. Especially, the difficulties encountered by unstable plant modes are considered. It is shown that the behaviour of identification algorithms may depend on location of the noise in the real system. Therefore it may be advisable to use different models for identification purposes for the two cases when the noise is known to affect the input or the output of the system. It is also shown that the use of CARIMA model for modeling of systems which do not exhibit Brownian motion noises may lead to numerical difficulties in control design.

Original languageEnglish (US)
Title of host publicationEuropean Control Conference, ECC 1999 - Conference Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages3838-3843
Number of pages6
ISBN (Electronic)9783952417355
DOIs
StatePublished - Mar 24 2015
Event1999 European Control Conference, ECC 1999 - Karlsruhe, Germany
Duration: Aug 31 1999Sep 3 1999

Publication series

NameEuropean Control Conference, ECC 1999 - Conference Proceedings

Other

Other1999 European Control Conference, ECC 1999
CountryGermany
CityKarlsruhe
Period8/31/999/3/99

Keywords

  • Box-Jenkins model
  • CARIMA model
  • CARMA model
  • Identification

ASJC Scopus subject areas

  • Control and Systems Engineering

Fingerprint Dive into the research topics of 'Ill-posedness and Ill-conditioning in the use of CARMA, CARIMA and Box-Jenkins models in identification and control'. Together they form a unique fingerprint.

  • Cite this

    Bentsman, J., & Ordys, A. (2015). Ill-posedness and Ill-conditioning in the use of CARMA, CARIMA and Box-Jenkins models in identification and control. In European Control Conference, ECC 1999 - Conference Proceedings (pp. 3838-3843). [7099930] (European Control Conference, ECC 1999 - Conference Proceedings). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.23919/ecc.1999.7099930