Recursive Identification of Hammerstein Systems: Convergence Rate and Asymptotic Normality

doi:10.1109/TAC.2016.2629668

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	Recursive Identification of Hammerstein Systems: Convergence Rate and Asymptotic Normality
	Mu, Biqiang1 ; Chen, Han-Fu1 ; Wang, Le Yi 2; Yin, George 3; Zheng, Wei Xing 4
	2017-07-01
发表期刊	IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN	0018-9286
卷号	62 期号:7 页码:3277-3292
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.
关键词	Asymptotic normality Hammerstein system kernel function nonparametric approach recursive estimation stochastic approximation strong consistency
DOI	10.1109/TAC.2016.2629668
语种	英语
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
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000404299300013
出版者	IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/25797
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.