NDLI: Recursive identification of functional-coefficient ARX systems

Content Provider	IEEE Xplore Digital Library
Author	Chen Xing-Min Chen Han-Fu
Copyright Year	2011
Description	Author affiliation: Key Laboratory of Systems and Control, Institute of Systems Science, AMSS, Chinese Academy of Sciences, Beijing 100190, China (Chen Xing-Min; Chen Han-Fu)
Abstract	The recursive identification is considered for functional-coefficient ARX systems, which belong to a certain type of linear parameter-varying (LPV) systems but with parameter-varying mechanism described by nonparametric methods. The geometric ergodicity has been established for FARX systems under rather general conditions with the help of the concept of Q-geometric ergodicity. This implies that the system output is strictly stationary and is β-mixing under an appropriate initial distribution and that its high order moments are finite. By using the recursive estimates of local linear regressions, the nonparametric estimates are derived for nonlinear coefficients and their derivatives. The advantage of the proposed approach is its flexibility to identify high-dimensional complex nonlinear structures without suffering from “curse of dimensionality.” The strong consistence has also been established under reasonable conditions. Finally a simulation example is provided to validate the efficacy of the proposed approach.
Starting Page	1658
Ending Page	1663
File Size	354107
Page Count	6
File Format	PDF
ISBN	9781457706776
ISSN	21612927
e-ISBN	9789881725592
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2011-07-22
Publisher Place	China
Access Restriction	Subscribed
Rights Holder	Chinese Assoc of Automati
Subject Keyword	Adaptation models Local Linear Regression Estimation Geometrically Ergodic Linear Parameter-Varying (LPV) System Linear regression Recursive Identification Markov processes Electronic mail Indexes Functional-coefficient ARX (FARX) System Least squares approximation Joints
Content Type	Text
Resource Type	Article

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