A transfer sparse identification method for ARX model

Abstract

The aim of this paper is to improve the parameter estimation accuracy of the system to be identified by using measurements from a known system. By introducing the transfer gain matrix and setting the effective identification criterion, a novel transfer sparse identification method is raised, which deals with the sparse issues more precise. Besides, the unbiased form is given in the parameter analysis and the recursion form can prevent the dimension catastrophe related problems. Moreover, in order to test the effects of the transfer and avoid bad performance, a negative transfer analysis condition is carried out. Finally, the simulation verifies the enhancements and benefits of the proposed transfer sparse identification method, confirming that the transfer performance outperforms better than that of no transfer, especially on the zero parameters identification.