A General Framework for Nonparametric Identification of Nonlinear Stochastic Systems
文献类型：期刊论文
| 作者 | Zhao, Wenxiao3,4; Weyer, Erik2; Yin, George1 |
| 刊名 | IEEE TRANSACTIONS ON AUTOMATIC CONTROL
 |
| 出版日期 | 2021-06-01 |
| 卷号 | 66期号:6页码:2449-2464 |
| 关键词 | Convex optimization nonlinear autoregressive systems with exogenous inputs (NARX) nonparametric identification stochastic approximation strong consistency |
| ISSN号 | 0018-9286 |
| DOI | 10.1109/TAC.2020.3007569 |
| 英文摘要 | In this article, nonparametric identification of nonlinear autoregressive systems with exogenous inputs (NARX) is considered; a general criterion function is introduced for estimating the value of the nonlinear function within the system at any fixed point. The criterion function is constructed using a kernel together with a convex objective function. Not only does this framework include the classical kernel-based weighted least-squares estimator but also the kernel-based L-l, l >= 1 criteria as special cases. First, we prove that the minimizer of the general criterion function converges to the true function value with probability 1. Second, recursive algorithms are proposed to find the estimates, which minimize the criterion function, and it is shown that these estimates also converge to the true function value with probability 1. Numerical examples are given, justifying that the framework guarantees the strong consistency of the estimates and exhibits the robustness against outliers in the observations. |
| 资助项目 | National Key Research and Development Program of China[2018YFA0703800] ; National Nature Science Foundation of China[61822312] ; Australian Research Council[DP130104028] ; Air Force Office of Scientific Research[FA9550-18-1-0268] |
| WOS研究方向 | Automation & Control Systems ; Engineering |
| 语种 | 英语 |
| WOS记录号 | WOS:000655245800002 |
| 出版者 | IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/58764]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Zhao, Wenxiao |
| 作者单位 | 1.Wayne State Univ, Dept Math, Detroit, MI 48202 USA 2.Univ Melbourne, Dept Elect & Elect Engn, Parkville, Vic 3010, Australia 3.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China 4.Chinese Acad Sci, Key Lab Syst & Control, Acad Math & Syst Sci, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhao, Wenxiao,Weyer, Erik,Yin, George. A General Framework for Nonparametric Identification of Nonlinear Stochastic Systems[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2021,66(6):2449-2464. |
| APA | Zhao, Wenxiao,Weyer, Erik,&Yin, George.(2021).A General Framework for Nonparametric Identification of Nonlinear Stochastic Systems.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,66(6),2449-2464. |
| MLA | Zhao, Wenxiao,et al."A General Framework for Nonparametric Identification of Nonlinear Stochastic Systems".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 66.6(2021):2449-2464. |
入库方式： OAI收割
来源：数学与系统科学研究院
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