ARX Time-Series Model

[@jonathanuis]

John, a thousand thanks! I love what you are doing. Sharing knowledge in such wonderful manner

[@apm]

Glad you enjoy it!

[@bernagoga]

Your videos are amazing! Thank you for sharing.

[@amel3778]

Thank you for this video. I wanted to ask you a question: in the case where we have data containing a control input u, a disturbance d, and an output y, how can we perform the identification with Gekko?

[@apm]

You can have 2 inputs to the system with [u,d] and one output [y].

[@ahmadkhoirunnajib2139]

million thanks for the video ! i want to ask a question : how to implement this ARX model in MPC for TCLab ?

[@apm]

Here is the example code and a video that shows how to implement ARX-based MPC with the TCLab: apmonitor.com/do/index.php/Main/TCLabF and here is the specific code: apmonitor.com/do/index.php/Main/TCLabF?action=sourceblock&num=4

[@ahmadkhoirunnajib2139]

@@apm wow, thanks! those code for MPC MIMO right? what if i want it in SISO, just delete the T2 and Q2?

[@apm]

@@ahmadkhoirunnajib2139 yes, or just set the STATUS=0 for the MV and CV that you want to turn off.

[@jinxiangsun9236]

Hello John, can you talk about the Output-only ARX model of MDOF system? Thank you very much.

[@apm]

Here is additional information: www.sciencedirect.com/science/article/pii/S0888327020308256

[@jinxiangsun9236]

@@apm I just read the article you mentioned, but I have no intuitive understanding of the model in it. Fortunately, I have seen your perfect explanation of the ARX model. If possible, I hope you can take this article as a case for another explanation😊😊

[@Jair_inacio_Neto_Teixeira]

Your content is amazing! Just one question, is it possible to use such model to implement a control like lqr ?

[@apm]

Yes, there is a lossless conversion between ARX and state space. Once it is in state space one then an LQR can be derived.

[@nikolaskatsantonis827]

I edited this comment :) Thx for your support, I really appreciate it :)

[@apm]

There is more information on the math here: apmonitor.com/dde/index.php/Main/AutoRegressive