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DISTRIBUTED ORDER ESTIMATION OF ARX MODEL UNDER
Gan, D. I. E.1,2; Liu, Zhixin1,2
2022
Source PublicationSIAM JOURNAL ON CONTROL AND OPTIMIZATION
ISSN0363-0129
Volume60Issue:3Pages:1519-1545
AbstractIn this paper, we consider the distributed estimation problem of a linear stochastic system described by an autoregressive model with exogenous inputs when both the system orders and parameters are unknown. We design distributed algorithms to estimate the unknown orders and parameters by combining the proposed local information criterion with the distributed least squares method. The simultaneous estimation for both the system orders and parameters brings challenges for the theoretical analysis. Some analysis techniques, such as double array martingale limit theory, stochastic Lyapunov functions, and martingale convergence theorems are employed. For the case where the upper bounds of the true orders are available, we introduce a cooperative excitation condition, under which the strong consistency of the estimation for the orders and parameters is established. Moreover, for the case where the upper bounds of true orders are unknown, a similar distributed algorithm is proposed to estimate both the orders and parameters, and the corresponding convergence analysis for the proposed algorithm is provided. We remark that our results are obtained without relying on the independency or stationarity assumptions of regression vectors, and the cooperative excitation conditions can show that all sensors can cooperate to fulfill the estimation task even though any individual sensor cannot.
Keyworddistributed order estimation cooperative excitation condition distributed least squares convergence
DOI10.1137/21M1421362
Indexed BySCI
Language英语
Funding ProjectNational Key Research and Development Program of China[2018YFA0703800] ; National Natural Science Foundation of China[11688101] ; National Natural Science Foundation of China[U21B6001] ; Natural Science Foundation of Shandong Province[ZR2020ZD26] ; Strategic Priority Research Program of Chinese Academy of Sciences[XDA27000000]
WOS Research AreaAutomation & Control Systems ; Mathematics
WOS SubjectAutomation & Control Systems ; Mathematics, Applied
WOS IDWOS:000809668500012
PublisherSIAM PUBLICATIONS
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/61563
Collection系统科学研究所
Corresponding AuthorLiu, Zhixin
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 100190, Peoples R China
Recommended Citation
GB/T 7714
Gan, D. I. E.,Liu, Zhixin. DISTRIBUTED ORDER ESTIMATION OF ARX MODEL UNDER[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION,2022,60(3):1519-1545.
APA Gan, D. I. E.,&Liu, Zhixin.(2022).DISTRIBUTED ORDER ESTIMATION OF ARX MODEL UNDER.SIAM JOURNAL ON CONTROL AND OPTIMIZATION,60(3),1519-1545.
MLA Gan, D. I. E.,et al."DISTRIBUTED ORDER ESTIMATION OF ARX MODEL UNDER".SIAM JOURNAL ON CONTROL AND OPTIMIZATION 60.3(2022):1519-1545.
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