Variable Selection and Identification of High-Dimensional Nonparametric Additive Nonlinear Systems

doi:10.1109/TAC.2016.2605741

CSpace > 系统科学研究所

	Variable Selection and Identification of High-Dimensional Nonparametric Additive Nonlinear Systems
	Mu, Biqiang1,2 ; Zheng, Wei Xing 2; Bai, Er-Wei 3,4
	2017-05-01
发表期刊	IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN	0018-9286
卷号	62 期号:5 页码:2254-2269
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.
关键词	Additive nonlinear systems asymptotic normality backfitting estimator high-dimensional systems nonnegative garrote estimator set convergence variable selection
DOI	10.1109/TAC.2016.2605741
语种	英语
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
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000400473800013
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/26058
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.