Recursive Identification of Hammerstein Systems: Convergence Rate and Asymptotic Normality
文献类型：期刊论文
| 作者 | Mu, Biqiang1 ; Chen, Han-Fu1; Wang, Le Yi2; Yin, George3; Zheng, Wei Xing4
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| 刊名 | IEEE TRANSACTIONS ON AUTOMATIC CONTROL
 |
| 出版日期 | 2017-07-01 |
| 卷号 | 62期号:7页码:3277-3292 |
| 关键词 | Asymptotic normality Hammerstein system kernel function nonparametric approach recursive estimation stochastic approximation strong consistency |
| ISSN号 | 0018-9286 |
| DOI | 10.1109/TAC.2016.2629668 |
| 英文摘要 | In this work, recursive identification algorithms are developed for Hammerstein systems under the conditions considerably weaker than those in the existing literature. For example, orders of linear subsystems may be unknown and no specific conditions are imposed on their moving average part. The recursive algorithms for estimating both linear and nonlinear parts are based on stochastic approximation and kernel functions. Almost sure convergence and strong convergence rates are derived for all estimates. In addition, the asymptotic normality of the estimates for the nonlinear part is also established. The nonlinearity considered in the paper is more general than those discussed in the previous papers. A numerical example verifies the theoretical analysis with simulation results. |
| 资助项目 | National Key Basic Research Program of China (973 program)[2014CB845301] ; National Natural Science Foundation of China[61603379] ; National Natural Science Foundation of China[61273193] ; National Natural Science Foundation of China[61120106011] ; National Natural Science Foundation of China[61134013] ; President Fund of Academy of Mathematics and Systems Science, CAS[2015-hwyxqnrc-mbq] ; Air Force Office of Scientific Research[FA9550-15-1-0131] ; Australian Research Council[DP120104986] |
| WOS研究方向 | Automation & Control Systems ; Engineering |
| 语种 | 英语 |
| WOS记录号 | WOS:000404299300013 |
| 出版者 | IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/25796]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Mu, Biqiang |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Key Lab Syst & Control CAS, Beijing 100190, Peoples R China 2.Wayne State Univ, Dept Elect & Comp Engn, Detroit, MI 48202 USA 3.Wayne State Univ, Dept Math, Detroit, MI 48202 USA 4.Univ Western Sydney, Sch Comp Engn & Math, Sydney, NSW 2751, Australia |
| 推荐引用方式 GB/T 7714 | Mu, Biqiang,Chen, Han-Fu,Wang, Le Yi,et al. Recursive Identification of Hammerstein Systems: Convergence Rate and Asymptotic Normality[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2017,62(7):3277-3292. |
| APA | Mu, Biqiang,Chen, Han-Fu,Wang, Le Yi,Yin, George,&Zheng, Wei Xing.(2017).Recursive Identification of Hammerstein Systems: Convergence Rate and Asymptotic Normality.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,62(7),3277-3292. |
| MLA | Mu, Biqiang,et al."Recursive Identification of Hammerstein Systems: Convergence Rate and Asymptotic Normality".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 62.7(2017):3277-3292. |
入库方式： OAI收割
来源：数学与系统科学研究院
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