Nonparametric approach to identifying NARX systems
文献类型：期刊论文
| 作者 | Song, Qijiang; Chen, Han-Fu
|
| 刊名 | JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
 |
| 出版日期 | 2010-02-01 |
| 卷号 | 23期号:1页码:3-21 |
| 关键词 | alpha-mixing geometrically ergodic Markov chains NARX nonparametric recursive estimate stochastic approximation strongly consistent |
| ISSN号 | 1009-6124 |
| DOI | 10.1007/s11424-010-9268-1 |
| 英文摘要 | This paper considers identification of the nonlinear autoregression with exogenous inputs (NARX system). The growth rate of the nonlinear function is required be not faster than linear with slope less than one. The value of f(center dot) at any fixed point is recursively estimated by the stochastic approximation (SA) algorithm with the help of kernel functions. Strong consistency of the estimates is established under reasonable conditions, which, in particular, imply stability of the system. The numerical simulation is consistent with the theoretical analysis. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000274950400002 |
| 出版者 | SPRINGER |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/9371]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Song, Qijiang |
| 作者单位 | Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Song, Qijiang,Chen, Han-Fu. Nonparametric approach to identifying NARX systems[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2010,23(1):3-21. |
| APA | Song, Qijiang,&Chen, Han-Fu.(2010).Nonparametric approach to identifying NARX systems.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,23(1),3-21. |
| MLA | Song, Qijiang,et al."Nonparametric approach to identifying NARX systems".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 23.1(2010):3-21. |
入库方式： OAI收割
来源：数学与系统科学研究院
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