Kernel-based local order estimation of nonlinear nonparametric systems

Wenxiao Zhao; Han-Fu Chen; Er-Wei Bai; Kang Li

doi:10.1016/j.automatica.2014.10.069

Kernel-based local order estimation of nonlinear nonparametric systems

Wenxiao Zhao, Han-Fu Chen, Er-Wei Bai, Kang Li

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25 Citations (Scopus)

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Abstract

We consider the local order estimation of nonlinear autoregressive systems with exogenous inputs (NARX), which may have different local dimensions at different points. By minimizing the kernel-based local information criterion introduced in this paper, the strongly consistent estimates for the local orders of the NARX system at points of interest are obtained. The modification of the criterion and a simple procedure of searching the minimum of the criterion, are also discussed. The theoretical results derived here are tested by simulation examples.

Original language	English
Pages (from-to)	243-254
Number of pages	12
Journal	Automatica
Volume	51
Early online date	11 Nov 2014
DOIs	https://doi.org/10.1016/j.automatica.2014.10.069
Publication status	Published - Jan 2015

Keywords

Nonlinear ARX system
Order estimation
Recursive local linear estimator
Strong consistency

ASJC Scopus subject areas

Control and Systems Engineering
Electrical and Electronic Engineering

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10.1016/j.automatica.2014.10.069

Kernel-based local order estimation of nonlinear nonparametric systems
© 2015 Elsevier Ltd. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/ which permits distribution and reproduction for non-commercial purposes, provided the author and source are cited.
Accepted author manuscript, 1.06 MB

Cite this

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title = "Kernel-based local order estimation of nonlinear nonparametric systems",

abstract = "We consider the local order estimation of nonlinear autoregressive systems with exogenous inputs (NARX), which may have different local dimensions at different points. By minimizing the kernel-based local information criterion introduced in this paper, the strongly consistent estimates for the local orders of the NARX system at points of interest are obtained. The modification of the criterion and a simple procedure of searching the minimum of the criterion, are also discussed. The theoretical results derived here are tested by simulation examples.",

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AU - Bai, Er-Wei

AU - Li, Kang

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AB - We consider the local order estimation of nonlinear autoregressive systems with exogenous inputs (NARX), which may have different local dimensions at different points. By minimizing the kernel-based local information criterion introduced in this paper, the strongly consistent estimates for the local orders of the NARX system at points of interest are obtained. The modification of the criterion and a simple procedure of searching the minimum of the criterion, are also discussed. The theoretical results derived here are tested by simulation examples.

KW - Nonlinear ARX system

KW - Order estimation

KW - Recursive local linear estimator

KW - Strong consistency

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JF - Automatica

SN - 0005-1098

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Kernel-based local order estimation of nonlinear nonparametric systems

Abstract

Keywords

ASJC Scopus subject areas

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