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Probabilistic Interval Predictor Based on Dissimilarity Functions

delete2022-12-01
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OA
AI
A
A. Daniel Carnerero *
D
D.R. Ramı́rez
T
Teodoro Álamo
DOI:10.1109/TAC.2021.3136137delete
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摘要

摘要

En 中文
This work presents a new methodology to obtain probabilistic interval predictions of a dynamical system. The proposed strategy uses stored past system measurements to estimate the future evolution of the system. The method relies on the use of dissimilarity functions to estimate the conditional probability density function of the outputs. A family of empirical probability density functions, parameterized by means of two scalars, is introduced. It is shown that the proposed family encompasses the multivariable normal probability density function as a particular case. We show that the presented approach constitutes a generalization of classical estimation methods. A validation scheme is used to tune the two parameters on which the methodology relies. In order to prove the effectiveness of the presented methodology, some numerical examples and comparisons are provided.
Keyword:
Nonlinear systems
prediction intervals
system identification
uncertainty

期刊

IEEE Transactions on Automatic Control 封面图
IEEE Transactions on Automatic Control
IF:
7
论文数:
1.3W
被引数:
6.7W

机构

U
University of Sevilla
学者数:
1.9W
论文数: 1.7W
被引数: 15
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