A General Framework for Nonparametric Identification of Nonlinear Stochastic Systems

doi:10.1109/TAC.2020.3007569

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	A General Framework for Nonparametric Identification of Nonlinear Stochastic Systems
	Zhao, Wenxiao 1,2; Weyer, Erik 3; Yin, George 4
	2021-06-01
发表期刊	IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN	0018-9286
卷号	66 期号:6 页码:2449-2464
摘要	In this article, nonparametric identification of nonlinear autoregressive systems with exogenous inputs (NARX) is considered; a general criterion function is introduced for estimating the value of the nonlinear function within the system at any fixed point. The criterion function is constructed using a kernel together with a convex objective function. Not only does this framework include the classical kernel-based weighted least-squares estimator but also the kernel-based L-l, l >= 1 criteria as special cases. First, we prove that the minimizer of the general criterion function converges to the true function value with probability 1. Second, recursive algorithms are proposed to find the estimates, which minimize the criterion function, and it is shown that these estimates also converge to the true function value with probability 1. Numerical examples are given, justifying that the framework guarantees the strong consistency of the estimates and exhibits the robustness against outliers in the observations.
关键词	Convex optimization nonlinear autoregressive systems with exogenous inputs (NARX) nonparametric identification stochastic approximation strong consistency
DOI	10.1109/TAC.2020.3007569
收录类别	SCI
语种	英语
资助项目	National Key Research and Development Program of China[2018YFA0703800] ; National Nature Science Foundation of China[61822312] ; Australian Research Council[DP130104028] ; Air Force Office of Scientific Research[FA9550-18-1-0268]
WOS研究方向	Automation & Control Systems ; Engineering
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000655245800002
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/58765
专题	中国科学院数学与系统科学研究院
通讯作者	Zhao, Wenxiao
作者单位	1.Chinese Acad Sci, Key Lab Syst & Control, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China 3.Univ Melbourne, Dept Elect & Elect Engn, Parkville, Vic 3010, Australia 4.Wayne State Univ, Dept Math, Detroit, MI 48202 USA
推荐引用方式 GB/T 7714	Zhao, Wenxiao,Weyer, Erik,Yin, George. A General Framework for Nonparametric Identification of Nonlinear Stochastic Systems[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2021,66(6):2449-2464.
APA	Zhao, Wenxiao,Weyer, Erik,&Yin, George.(2021).A General Framework for Nonparametric Identification of Nonlinear Stochastic Systems.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,66(6),2449-2464.
MLA	Zhao, Wenxiao,et al."A General Framework for Nonparametric Identification of Nonlinear Stochastic Systems".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 66.6(2021):2449-2464.