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Local variable selection of nonlinear nonparametric systems by first order expansion

文献类型：期刊论文

作者Zhao, Wenxiao1,2; Chen, Han-Fu1; Bai, Er-Wei3; Li, Kang4
刊名SYSTEMS & CONTROL LETTERS
出版日期2018
卷号111页码:1-8
ISSN号0167-6911
关键词Nonlinear ARX system Variable selection Local linear estimator Strong consistency
DOI10.1016/j.sysconle.2017.10.001
英文摘要Local variable selection by first order expansion for nonlinear nonparametric systems is investigated in the paper. By substantially modifying the algorithms developed in our earlier work (Bai et al., 2014), the previous results have been considerably strengthened under much less restrictive conditions. Firstly, the estimates generated by the modified algorithms are shown to have both the set and parameter convergence with probability one, rather than only the set convergence in probability given in our earlier work. Secondly, several technical assumptions, e.g., the lower and upper bounds on the growth of some random sequences, which practically are uncheckable, have been removed. Thirdly, not only the consistency but also the convergence rate of estimates have been established. Besides, a generalization of the proposed algorithms is also introduced. (C) 2017 Elsevier B.V. All rights reserved.
资助项目National Key Research and Development Program of China[2016YFB0901902] ; National Key Research and Development Program of China[2016YFB0901904] ; 973 program of China[2014CB845301] ; NSF of China[61573345] ; NSF of China[61227902] ; NSF of China[61673256]
WOS研究方向Automation & Control Systems ; Operations Research & Management Science
语种英语
出版者ELSEVIER SCIENCE BV
WOS记录号WOS:000424175800001
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/29523]  
专题系统科学研究所
通讯作者Zhao, Wenxiao
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
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		 Zhao, Wenxiao,Chen, Han-Fu,Bai, Er-Wei,et al. Local variable selection of nonlinear nonparametric systems by first order expansion[J]. SYSTEMS & CONTROL LETTERS,2018,111:1-8.
APA Zhao, Wenxiao,Chen, Han-Fu,Bai, Er-Wei,&Li, Kang.(2018).Local variable selection of nonlinear nonparametric systems by first order expansion.SYSTEMS & CONTROL LETTERS,111,1-8.
MLA Zhao, Wenxiao,et al."Local variable selection of nonlinear nonparametric systems by first order expansion".SYSTEMS & CONTROL LETTERS 111(2018):1-8.

入库方式： OAI收割

来源：数学与系统科学研究院

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