A recursive local linear estimator for identification of nonlinear ARX systems

Wen-Xiao Zhao, Wei Xing Zheng, Er-Wei Bai

Research output: Chapter in Book / Conference PaperConference Paperpeer-review

2 Citations (Scopus)

Abstract

In this work, we propose a recursive local linear estimator (RLLE) for identification of nonlinear autoregressive systems with exogenous inputs, along with an analysis of its strong consistency and asymptotical mean square error properties. The performance of the proposed RLLE is verified by a simulation example.
Original languageEnglish
Title of host publicationProceedings of the 16th IFAC Symposium on System Identification, the International Federation of Automatic Control, Brussels, Belgium, July 11-13, 2012
PublisherElsevier
Pages1517-1522
Number of pages6
ISBN (Print)9783902823069
DOIs
Publication statusPublished - 2012
EventIFAC Symposium on System Identification -
Duration: 11 Jul 2012 → …

Publication series

Name
ISSN (Print)1474-6670

Conference

ConferenceIFAC Symposium on System Identification
Period11/07/12 → …

Keywords

  • nonlinear systems
  • nonparametric identification
  • recursive local linear estimator

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