New results on recursive identification of NARX systems

doi:10.1002/acs.1241

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	New results on recursive identification of NARX systems
	Zhao, Wen-Xiao1 ; Chen, Han-Fu1 ; Zhou, Tong 2
	2011-10-01
发表期刊	INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING
ISSN	0890-6327
卷号	25 期号:10 页码:855-875
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.
关键词	nonlinear ARX system Hammerstein system recursive identification convergence rate stochastic approximation Markov chain
DOI	10.1002/acs.1241
语种	英语
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
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000295228100001
出版者	WILEY-BLACKWELL
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/12657
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.