Local variable selection of nonlinear nonparametric systems by first order expansion

doi:10.1016/j.sysconle.2017.10.001

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	Local variable selection of nonlinear nonparametric systems by first order expansion
	Zhao, Wenxiao1,2 ; Chen, Han-Fu1 ; Bai, Er-Wei 3; Li, Kang 4
	2018
发表期刊	SYSTEMS & CONTROL LETTERS
ISSN	0167-6911
卷号	111 页码:1-8
摘要	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.
关键词	Nonlinear ARX system Variable selection Local linear estimator Strong consistency
DOI	10.1016/j.sysconle.2017.10.001
语种	英语
资助项目	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研究方向	Automation & Control Systems ; Operations Research & Management Science
WOS类目	Automation & Control Systems ; Operations Research & Management Science
WOS记录号	WOS:000424175800001
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/29524
专题	系统科学研究所
通讯作者	Zhao, Wenxiao
作者单位	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
推荐引用方式 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.