Robust identification of piecewise/switching autoregressive exogenous process
Bibliographic record
Abstract
Abstract A robust identification approach for a class of switching processes named PWARX (piecewise autoregressive exogenous) processes is developed in this article. It is proposed that the identification problem can be formulated and solved within the EM (expectation‐maximization) algorithm framework. However, unlike the regular EM algorithm in which the objective function of the maximization step is built upon the assumption that the noise comes from a single distribution, contaminated Gaussian distribution is utilized in the process of constructing the objective function, which effectively makes the revised EM algorithm robust to the latent outliers. Issues associated with the EM algorithm in the PWARX system identification such as sensitivity to its starting point as well as inability to accurately classify “un‐decidable” data points are examined and a solution strategy is proposed. Data sets with/without outliers are both considered and the performance is compared between the robust EM algorithm and regular EM algorithm in terms of their parameter estimation performance. Finally, a modified version of MRLP (multi‐category robust linear programming) region partition method is proposed by assigning different weights to different data points. In this way, negative influence caused by outliers could be minimized in region partitioning of PWARX systems. Simulation as well as application on a pilot‐scale switched process control system are used to verify the efficiency of the proposed identification algorithm. © 2009 American Institute of Chemical Engineers AIChE J, 2010
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.001 | 0.003 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.001 | 0.001 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.001 | 0.001 |
| Open science | 0.001 | 0.001 |
| Research integrity | 0.000 | 0.001 |
| Insufficient payload (model declined to judge) | 0.001 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".