KMS Of Academy of mathematics and systems sciences, CAS
Local variable selection of nonlinear nonparametric systems by first order expansion | |
Zhao, Wenxiao1,2![]() ![]() | |
2018 | |
Source Publication | SYSTEMS & CONTROL LETTERS
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ISSN | 0167-6911 |
Volume | 111Pages:1-8 |
Abstract | Local 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. |
Keyword | Nonlinear ARX system Variable selection Local linear estimator Strong consistency |
DOI | 10.1016/j.sysconle.2017.10.001 |
Language | 英语 |
Funding Project | National 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 Area | Automation & Control Systems ; Operations Research & Management Science |
WOS Subject | Automation & Control Systems ; Operations Research & Management Science |
WOS ID | WOS:000424175800001 |
Publisher | ELSEVIER SCIENCE BV |
Citation statistics | |
Document Type | 期刊论文 |
Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/29524 |
Collection | 系统科学研究所 |
Corresponding Author | Zhao, Wenxiao |
Affiliation | 1.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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