Nonparametric approach to identifying NARX systems

doi:10.1007/s11424-010-9268-1

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	Nonparametric approach to identifying NARX systems
	Song, Qijiang; Chen, Han-Fu
	2010-02-01
发表期刊	JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
ISSN	1009-6124
卷号	23 期号:1 页码:3-21
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(center dot) 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.
关键词	alpha-mixing geometrically ergodic Markov chains NARX nonparametric recursive estimate stochastic approximation strongly consistent
DOI	10.1007/s11424-010-9268-1
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Interdisciplinary Applications
WOS记录号	WOS:000274950400002
出版者	SPRINGER
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/9372
专题	系统科学研究所
通讯作者	Song, Qijiang
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Song, Qijiang,Chen, Han-Fu. Nonparametric approach to identifying NARX systems[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2010,23(1):3-21.
APA	Song, Qijiang,&Chen, Han-Fu.(2010).Nonparametric approach to identifying NARX systems.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,23(1),3-21.
MLA	Song, Qijiang,et al."Nonparametric approach to identifying NARX systems".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 23.1(2010):3-21.