Identification of fuzzy T-S ARMAX models

Identification of a T-S fuzzy ARMAX model is addressed in this paper. From the fuzzy ARMAX model, a fuzzy one-step ahead prediction model is developed. A recursive least square algorithm is then proposed to identify the parameters in the consequent part of a T-S fuzzy ARMAX system. Properties of the parameter estimates are rigorously derived. This work is an extension of the results of identification of stochastic linear systems.

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