DocumentCode
3139004
Title
A local information criterion for order identification of nonlinear ARX systems
Author
Wenxiao Zhao ; Han-Fu Chen ; Er-Wei Bai ; Kang Li
Author_Institution
Key Lab. of Syst. & Control, Acad. of Math. & Syst. Sci., Beijing, China
fYear
2013
fDate
23-26 June 2013
Firstpage
1
Lastpage
6
Abstract
We consider the local order estimation of non-parametric nonlinear autoregressive systems with exogenous inputs (NARX), which may have different local dimensions at different points of interest. By minimizing the kernel-based local information criterion introduced in the paper, the strongly consistent estimates for the local orders of the NARX system at of interest points are obtained. The theoretical result derived here is tested by a simulation example.
Keywords
autoregressive processes; estimation theory; nonlinear control systems; NARX system; exogenous inputs; local information criterion; local order estimation; nonlinear ARX systems; nonparametric nonlinear autoregressive systems; order identification; Convergence; Estimation; Kernel; Noise; Nonlinear systems; Probability density function; Upper bound; Nonlinear ARX system; order estimation; recursive local linear estimator; strong consistency;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (ASCC), 2013 9th Asian
Conference_Location
Istanbul
Print_ISBN
978-1-4673-5767-8
Type
conf
DOI
10.1109/ASCC.2013.6606337
Filename
6606337
Link To Document