Identification of cascade water tanks using a PWARX model

In this paper we consider the identification of a discrete-time nonlinear dynamical model for a cascade water tank process. The proposed method starts with a nominal linear dynamical model of the system, and proceeds to model its prediction errors using a model that is piecewise affine in the data. As data is observed, the nominal model is refined into a piecewise ARX model which can capture a wide range of nonlinearities, such as the saturation in the cascade tanks. The proposed method uses a likelihood-based methodology which adaptively penalizes model complexity and directly leads to a computationally efficient implementation.