The handling of various input constraints in the self-tuning generalized predictive control (STGPC) problem of ARIMAX/ARMAX systems is considered. The methods based on the Lagrange multipliers and Lemke’s algorithm are used to solve the constrained optimization problem. A self-tuning controller is implemented in an indirect way, and the considered constraints imposed on the control input signal...

This paper develops high performance system identification and linearisation techniques, using a genetic algorithm. The algorithm is fine tuned by simulated annealing, which yields a faster convergence and a more accurate search. This global search technique is used to identify the parameters of a system described by an ARMAX model in the presence of white noise and to approximate a nonlinear m...

In what concerns extreme values modeling, heavy tailed autoregressive processes defined with the minimum or maximum operator have proved to be good alternatives to classical linear ARMA with heavy tailed marginals (Davis and Resnick [8], Ferreira and Canto e Castro [13]). In this paper we present a complete characterization of the tail behavior of the autoregressive Pareto process known as Yeh–...

the control of car following is essential due to its safety and its operational efficiency. for this purpose, this paper builds a model of car following behavior based on armax structure from a real traffic dataset and design a model predictive control (mpc) system. based on the relative distance and relative acceleration of each instant, the mpc predicts the future behavior of the leader vehic...

An extended stochastic gradient algorithm is developed to estimate the parameters of Hammerstein–Wiener ARMAX models. The basic idea is to replace the unmeasurable noise terms in the information vector of the pseudo-linear regression identification model with the corresponding noise estimates which are computed by the obtained parameter estimates. The obtained parameter estimates of the identif...

The meaning of nonzero set points for the identiiability of the AR-MAX model parameters in a closed-loop system with a minimum-variance controller is explained and discussed. It is pointed out that, in the case of a zero set point and an ARMAX model resulting from the discretization of a continuous-time plant, the model parameters cannot be identiied in a closed-loop system with a minimum-varia...

El objetivo de esta investigación es analizar las relaciones internacionales entre países miembros la Comunidad Andina Naciones (CAN) y su efecto en el flujo comercio internacional Ecuador los miembros. Se consideran dos perspectivas. La primera analiza cambio significativo que pudieron tener exportaciones hacia CAN. segunda considera puedan importaciones provienen Para modelar series se un m...