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Local variable selection of nonlinear nonparametric systems by first order expansion
Zhao, Wenxiao1,2; Chen, Han-Fu1; Bai, Er-Wei3; Li, Kang4
2018
Source PublicationSYSTEMS & CONTROL LETTERS
ISSN0167-6911
Volume111Pages:1-8
AbstractLocal 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.
KeywordNonlinear ARX system Variable selection Local linear estimator Strong consistency
DOI10.1016/j.sysconle.2017.10.001
Language英语
Funding ProjectNational 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 Research AreaAutomation & Control Systems ; Operations Research & Management Science
WOS SubjectAutomation & Control Systems ; Operations Research & Management Science
WOS IDWOS:000424175800001
PublisherELSEVIER SCIENCE BV
Citation statistics
Cited Times:2[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/29524
Collection系统科学研究所
Affiliation1.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
Recommended Citation
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.
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