CONSTRUCTING NARMAX MODELS USING ARMAX MODELS

This paper outlines how it is possible to decompose a complex non-line ar modelling problem into a set of simpler linear modelling problems. Local ARMAX models valid within certain operating regimes are interpol ated to construct a global NARMAX (non-linear NARMAX) model. Knowledge of the system behaviour in terms of operating regimes is the primary basis for building such models, hence it should not be considered as a pure black-box approach, but as an approach that utilizes a limited a mount of a priori system knowledge. It is shown that a large class of non-linear systems can be modelled in this way, and indicated how to d ecompose the systems range of operation into operating regimes. Standa rd system identification algorithms can be used to identify the NARMAX model, and several aspects of the system identification problem are d iscussed and illustrated by a simulation example.