Recursive Identification for Nonlinear ARX Systems Based on Stochastic Approximation Algorithm
文献类型：期刊论文
| 作者 | Zhao, Wen-Xiao1; Chen, Han-Fu2 ; Zheng, Wei Xing3
|
| 刊名 | IEEE TRANSACTIONS ON AUTOMATIC CONTROL
 |
| 出版日期 | 2010-06-01 |
| 卷号 | 55期号:6页码:1287-1299 |
| 关键词 | Kernel function Markov chain nonlinear ARX system recursive identification stochastic approximation |
| ISSN号 | 0018-9286 |
| DOI | 10.1109/TAC.2010.2042236 |
| 英文摘要 | The nonparametric identification for nonlinear autoregressive systems with exogenous inputs (NARX) described by y(k+1) = f(y(k),..., y(k+1-n0), u(k), u(k+1-n0)) + epsilon(k+1) is considered. First, a condition on f(.) is introduced to guarantee ergodicity and stationarity of {y(k)}. Then the kernel function based stochastic approximation algorithm with expanding truncations (SAAWET) is proposed to recursively estimate the value of f(phi*) at any given phi* (sic) [y((1)),..., y((n0)) , u((1)),..., u((n0))]tau is an element of R-2n0. It is shown that the estimate converges to the true value with probability one. In establishing the strong consistency of the estimate, the properties of the Markov chain associated with the NARX system play an important role. Numerical examples are given, which show that the simulation results are consistent with the theoretical analysis. The intention of the paper is not only to present a concrete solution to the problem under consideration but also to profile a new analysis method for nonlinear systems. The proposed method consisting in combining the Markov chain properties with stochastic approximation algorithms may be of future potential, although a restrictive condition has to be imposed on f(.), that is, the growth rate of f(x) should not be faster than linear with coefficient less than parallel to x parallel to as tends to infinity. |
| 资助项目 | NSFC[60821091] ; NSFC[60874001] ; NSFC[60625305] ; NSFC[60721003] ; 973 Program[2009CB320602] ; National Laboratory of Space Intelligent Control ; Australian Research Council |
| WOS研究方向 | Automation & Control Systems ; Engineering |
| 语种 | 英语 |
| WOS记录号 | WOS:000278532000001 |
| 出版者 | IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/11141]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Zhao, Wen-Xiao |
| 作者单位 | 1.Tsinghua Univ, Dept Automat, Beijing 100084, Peoples R China 2.Chinese Acad Sci, AMSS, Inst Syst Sci, Key Lab Syst & Control CAS, Beijing 100190, Peoples R China 3.Univ Western Sydney, Sch Comp & Math, Sydney, NSW 1797, Australia |
| 推荐引用方式 GB/T 7714 | Zhao, Wen-Xiao,Chen, Han-Fu,Zheng, Wei Xing. Recursive Identification for Nonlinear ARX Systems Based on Stochastic Approximation Algorithm[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2010,55(6):1287-1299. |
| APA | Zhao, Wen-Xiao,Chen, Han-Fu,&Zheng, Wei Xing.(2010).Recursive Identification for Nonlinear ARX Systems Based on Stochastic Approximation Algorithm.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,55(6),1287-1299. |
| MLA | Zhao, Wen-Xiao,et al."Recursive Identification for Nonlinear ARX Systems Based on Stochastic Approximation Algorithm".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 55.6(2010):1287-1299. |
入库方式： OAI收割
来源：数学与系统科学研究院
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