TY - JOUR
T1 - A recursive local linear estimator for identification of nonlinear ARX systems : asymptotical convergence and applications
AU - Zhao, Wenxiao
AU - Zheng, Wei Xing
AU - Bai, Er-Wei
PY - 2013
Y1 - 2013
N2 - In this paper, we propose a recursive local linear estimator (RLLE) for nonparametric identification of nonlinear autoregressive systems with exogenous inputs (NARX). First, the RLLE is introduced. Next, the strong consistency as well as the asymptotical mean square error properties of the RLLE are established, and then an application of the RLLE to an additive nonlinear system is discussed. The RLLE provides recursive estimates not only for the function values but also their gradients at fixed points. A simulation example is provided to confirm the theoretical analysis.
AB - In this paper, we propose a recursive local linear estimator (RLLE) for nonparametric identification of nonlinear autoregressive systems with exogenous inputs (NARX). First, the RLLE is introduced. Next, the strong consistency as well as the asymptotical mean square error properties of the RLLE are established, and then an application of the RLLE to an additive nonlinear system is discussed. The RLLE provides recursive estimates not only for the function values but also their gradients at fixed points. A simulation example is provided to confirm the theoretical analysis.
UR - http://handle.uws.edu.au:8081/1959.7/537936
U2 - 10.1109/TAC.2013.2273283
DO - 10.1109/TAC.2013.2273283
M3 - Article
SN - 0018-9286
VL - 58
SP - 3054
EP - 3069
JO - IEEE Transactions on Automatic Control
JF - IEEE Transactions on Automatic Control
IS - 12
ER -