Variable Selection and Identification of High-Dimensional Nonparametric Additive Nonlinear Systems
文献类型：期刊论文
| 作者 | Mu, Biqiang1,2 ; Zheng, Wei Xing2; Bai, Er-Wei3,4
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| 刊名 | IEEE TRANSACTIONS ON AUTOMATIC CONTROL
 |
| 出版日期 | 2017-05-01 |
| 卷号 | 62期号:5页码:2254-2269 |
| 关键词 | Additive nonlinear systems asymptotic normality backfitting estimator high-dimensional systems nonnegative garrote estimator set convergence variable selection |
| ISSN号 | 0018-9286 |
| DOI | 10.1109/TAC.2016.2605741 |
| 英文摘要 | This paper considers variable selection and identification of dynamic additive nonlinear systems via kernel-based nonparametric approaches, where the number of variables and additive functions may be large. Variable selection aims to find which additive functions contribute and which do not. The proposed variable selection consists of two successive steps. At the first step, one estimates each additive function by kernel-based nonparametric identification approaches without suffering from the curse of dimensionality. At the second step, a nonnegative garrote estimator is applied to identify which additive functions are nonzero by utilizing the obtained nonparametric estimates of each function. Under weak conditions, the nonparametric estimates of each additive function can achieve the same asymptotic properties as for 1D nonparametric identification based on kernel functions. It is also established that the nonnegative garrote estimator turns a consistent estimate for each additive function into a consistent variable selection with probability one as the number of samples tends to infinity. Two simulation examples are presented to verify the effectiveness of the variable selection and identification approaches proposed in the paper. |
| 资助项目 | Academy of Mathematics and Systems Science, CAS[2015-hwyxqnrcmbq] ; National Key Basic Research Program of China (973 Program)[2014CB845301] ; National Natural Science Foundation of China[61603379] ; Australian Research Council[DP120104986] ; National Science Foundation[CNS-1239509] |
| WOS研究方向 | Automation & Control Systems ; Engineering |
| 语种 | 英语 |
| WOS记录号 | WOS:000400473800013 |
| 出版者 | IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/26057]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Zheng, Wei Xing |
| 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.Univ Western Sydney, Sch Comp Engn & Math, Sydney, NSW 2751, Australia 3.Univ Iowa, Dept Elect & Comp Engn, Iowa City, IA 52242 USA 4.Queens Univ, Sch Elect Elect Engn & Comp Sci, Belfast, Antrim, North Ireland |
| 推荐引用方式 GB/T 7714 | Mu, Biqiang,Zheng, Wei Xing,Bai, Er-Wei. Variable Selection and Identification of High-Dimensional Nonparametric Additive Nonlinear Systems[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2017,62(5):2254-2269. |
| APA | Mu, Biqiang,Zheng, Wei Xing,&Bai, Er-Wei.(2017).Variable Selection and Identification of High-Dimensional Nonparametric Additive Nonlinear Systems.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,62(5),2254-2269. |
| MLA | Mu, Biqiang,et al."Variable Selection and Identification of High-Dimensional Nonparametric Additive Nonlinear Systems".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 62.5(2017):2254-2269. |
入库方式： OAI收割
来源：数学与系统科学研究院
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