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How can I add contraints to a model ( non linear arx, arx, armax ...) ?

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Nils B
Nils B on 4 Aug 2019
Answered: Nils B on 11 Aug 2019
Hello,
I have a set of data which describes a temperature process. The dataset contains various temperatures from sensors and
the voltage input. I already estimated several models from the data, but I wondered if it is possible to add contraints
when I create the models? For example I would like to state that the minimum Temperature for all sensors is 25 degrees (since
that is room temperature). Is it possible to include that information to may model somehow?

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Accepted Answer

Rajiv Singh
Rajiv Singh on 5 Aug 2019
If the constraints can be expressed as lower or upper bounds on the model's parameters, the estimations routines will handle them. The process looks like:
  1. Create model template, e.g., sys = idss(...)
  2. Specify bounds on parameters; sys.Structure.<parameter>.Minimum = ...
  3. Identify the structured model: sys2 = <estimator>(data, sys)
For more complex constraints, such as parameter inter-relationships, you need to use the grey box modeling approach. See:

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More Answers (1)

Nils B
Nils B on 11 Aug 2019
Thanks for your answer, however your approach is not possible with non liniar ARX models, since they don't provide a property like idss models. Do you know a way to solve that, beside the grey model approach because the differntial equations of the system are not known?

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