nonparametricapproachtoidentifyingnarxsystems

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	nonparametricapproachtoidentifyingnarxsystems
	Qijiang SONG; HanFu CH1N
	2010
发表期刊	journalofsystemsscienceandcomplexity
ISSN	1009-6124
卷号	000 期号:001 页码:3
摘要	This paper considers identification of the nonlinear autoregression with exogenous inputs （NARX system）. The growth rate of the nonlinear function is required be not faster than linear with slope less than one. The value of f（·） at any fixed point is recursively estimated by the stochastic approximation （SA） algorithm with the help of kernel functions. Strong consistency of the estimates is established under reasonable conditions, which, in particular, imply stability of the system. The numerical simulation is consistent with the theoretical analysis.
语种	英语
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/37334
专题	中国科学院数学与系统科学研究院
作者单位	中国科学院数学与系统科学研究院
推荐引用方式 GB/T 7714	Qijiang SONG,HanFu CH1N. nonparametricapproachtoidentifyingnarxsystems[J]. journalofsystemsscienceandcomplexity,2010,000(001):3.
APA	Qijiang SONG,&HanFu CH1N.(2010).nonparametricapproachtoidentifyingnarxsystems.journalofsystemsscienceandcomplexity,000(001),3.
MLA	Qijiang SONG,et al."nonparametricapproachtoidentifyingnarxsystems".journalofsystemsscienceandcomplexity 000.001(2010):3.