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New results on recursive identification of NARX systems

文献类型：期刊论文

作者Zhao, Wen-Xiao1; Chen, Han-Fu1; Zhou, Tong2
刊名INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING
出版日期2011-10-01
卷号25期号:10页码:855-875
关键词nonlinear ARX system Hammerstein system recursive identification convergence rate stochastic approximation Markov chain
ISSN号0890-6327
DOI10.1002/acs.1241
英文摘要Recursive identification of nonlinear autoregressive system with exogenous inputs ( NARX) y(k+1) = f(yk, ... , y(k+1)-p(0), u(k), ... , u(k+1)-q(0))+epsilon(k+1) is considered in this paper. Continuing a work on the same topic by the authors, the present paper covers a larger class of systems, uses less restrictive conditions, and provides deeper results. To be specific, first, by weakening conditions imposed on f (.) the class of systems has significantly been enlarged, for example, it now covers the Hammerstein system as a special case. Second, a technical condition has been removed that was previously imposed on the function coefficient characterizing the rate of convergence to the invariant measure. Third, not only the strong consistency but also the convergence rate of estimates have been established. The behavior of the estimates is demonstrated by some numerical examples. In particular, when applying to a Hammerstein system, the estimate given in this paper is put in a comparison with the Yule-Walker equation-based identification algorithms existing in the literature. Copyright (C) 2011 John Wiley & Sons, Ltd.
资助项目NSFC of China[60821091] ; NSFC of China[60874001] ; NSFC of China[60625305] ; NSFC of China[60721003] ; 973 Program of China[2009CB320602]
WOS研究方向Automation & Control Systems ; Engineering
语种英语
WOS记录号WOS:000295228100001
出版者WILEY-BLACKWELL
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/12656]  
专题系统科学研究所
通讯作者Chen, Han-Fu
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
2.Tsinghua Univ, Dept Automat, TNList, Beijing 100084, Peoples R China
推荐引用方式
GB/T 7714		 Zhao, Wen-Xiao,Chen, Han-Fu,Zhou, Tong. New results on recursive identification of NARX systems[J]. INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING,2011,25(10):855-875.
APA Zhao, Wen-Xiao,Chen, Han-Fu,&Zhou, Tong.(2011).New results on recursive identification of NARX systems.INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING,25(10),855-875.
MLA Zhao, Wen-Xiao,et al."New results on recursive identification of NARX systems".INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING 25.10(2011):855-875.

入库方式： OAI收割

来源：数学与系统科学研究院

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