Local variable selection of nonlinear nonparametric systems by first order expansion

doi:10.1016/j.sysconle.2017.10.001

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	Local variable selection of nonlinear nonparametric systems by first order expansion
	Zhao, Wenxiao1,2 ; Chen, Han-Fu1 ; Bai, Er-Wei 3; Li, Kang 4
刊名	SYSTEMS & CONTROL LETTERS
	2018
卷号	111 页码:1-8
关键词	Nonlinear ARX system Variable selection Local linear estimator Strong consistency
ISSN号	0167-6911
DOI	10.1016/j.sysconle.2017.10.001
英文摘要	Local variable selection by first order expansion for nonlinear nonparametric systems is investigated in the paper. By substantially modifying the algorithms developed in our earlier work (Bai et al., 2014), the previous results have been considerably strengthened under much less restrictive conditions. Firstly, the estimates generated by the modified algorithms are shown to have both the set and parameter convergence with probability one, rather than only the set convergence in probability given in our earlier work. Secondly, several technical assumptions, e.g., the lower and upper bounds on the growth of some random sequences, which practically are uncheckable, have been removed. Thirdly, not only the consistency but also the convergence rate of estimates have been established. Besides, a generalization of the proposed algorithms is also introduced. (C) 2017 Elsevier B.V. All rights reserved.
资助项目	National Key Research and Development Program of China[2016YFB0901902] ; National Key Research and Development Program of China[2016YFB0901904] ; 973 program of China[2014CB845301] ; NSF of China[61573345] ; NSF of China[61227902] ; NSF of China[61673256]
WOS研究方向	Automation & Control Systems ; Operations Research & Management Science
语种	英语
出版者	ELSEVIER SCIENCE BV
WOS记录号	WOS:000424175800001
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/29523]
专题	系统科学研究所
通讯作者	Zhao, Wenxiao
作者单位	1.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 100049, Peoples R China 3.Univ Iowa, Dept Elect & Comp Engn, Iowa City, IA 52242 USA 4.Queens Univ, Sch Elect Elect Engn & Comp Sci, Belfast, Antrim, North Ireland
推荐引用方式 GB/T 7714	Zhao, Wenxiao,Chen, Han-Fu,Bai, Er-Wei,et al. Local variable selection of nonlinear nonparametric systems by first order expansion[J]. SYSTEMS & CONTROL LETTERS,2018,111:1-8.
APA	Zhao, Wenxiao,Chen, Han-Fu,Bai, Er-Wei,&Li, Kang.(2018).Local variable selection of nonlinear nonparametric systems by first order expansion.SYSTEMS & CONTROL LETTERS,111,1-8.
MLA	Zhao, Wenxiao,et al."Local variable selection of nonlinear nonparametric systems by first order expansion".SYSTEMS & CONTROL LETTERS 111(2018):1-8.