Identification for Wiener systems with internal noise
文献类型：期刊论文
| 作者 | Song, Qijiang; Chen, Hanfu
|
| 刊名 | JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
 |
| 出版日期 | 2008-09-01 |
| 卷号 | 21期号:3页码:378-393 |
| 关键词 | recursive identification stochastic approximation strong consistency Wiener system Weierstrass transformation |
| ISSN号 | 1009-6124 |
| 英文摘要 | This paper considers identification of Wiener systems for which the internal variables and output are corrupted by noises. When the internal noise is a sequence of independent and identically distributed (iid) Gaussian random variables, by the Weierstrass transformation (WT) the system tinder consideration turns to be a Wiener system without internal noise. The nonlinear part of the latter is nothing else than the WT of the nonlinear function of the original system, while the linear subsystem is the same for both systems before and after WT. Under reasonable conditions, the recursive identification algorithms are proposed for the transformed Wiener system, and strong consistency for the estimates is established. By using the inverse WT the nonparametric estimates for the nonlinearity of the original system are derived, and they are strongly consistent if the nonlinearity in the original system is a polynomial. Similar results also hold in the case where,the internal noise is non-Gaussian. Simulation results are fully consistent with the theoretical analysis. |
| 资助项目 | National Natural Science Foundation of China[60221301] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000259101600005 |
| 出版者 | SPRINGER |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/5981]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Song, Qijiang |
| 作者单位 | Chinese Acad Sci, Key Lab Syst & Control, Inst Syst Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Song, Qijiang,Chen, Hanfu. Identification for Wiener systems with internal noise[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2008,21(3):378-393. |
| APA | Song, Qijiang,&Chen, Hanfu.(2008).Identification for Wiener systems with internal noise.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,21(3),378-393. |
| MLA | Song, Qijiang,et al."Identification for Wiener systems with internal noise".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 21.3(2008):378-393. |
入库方式： OAI收割
来源：数学与系统科学研究院
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