Nonlinear sytem identification
2016-08-23
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Three cost functions including Least square(I=sum(e^2)), maximum absolute (I=max|e|) and sum of absolutes (I=sum(|e|)) are used to estimate the parameters of a static nonlinear system.. the considered system is y=t1 +t2 x+t3 x3+t4 x6 +N(0,sig)
where N is a gussian noise and t1 -t4 are unknown parameters to be estimated using the cost functions. the actual value of parameters are t=[-0.5 0.6 0.1 2]. also 1000 input-output samples are available which are the train and the test data. Genetic Algorithem is used to estimate the system parameters for the last two cost functions and the results are compared.
matlab
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