International Journal of Control, Vol.77, No.2, 132-143, 2004
A bootstrap method for structure detection of NARMAX models
Many systems may be described by NARMAX models using only a few terms. However, depending on the order of the system the number of candidate terms can become very large. Selection of a subset of these candidate terms is necessary for an efficient system description. This is an unresolved issue in system identification for over-parameterized models. Therefore, in this paper, we develop a bootstrap structure detection (BSD) algorithm as a means of determining the structure of highly over-parameterized models. The performance of this BSD technique was evaluated by using it to estimate the structure of a ( 1) simple NARMAX model, ( 2) moderately over-parameterized NARMAX model and ( 3) highly over-parameterized NARMAX model. The results demonstrate that the BSD algorithm is a robust method for detecting the structure of NARMAX models. This method provides accurate estimates of parameter statistics without relying on assumptions made by traditional procedures and yields a parsimonious description of the system.