Nonparametric approach to identifying NARX systems

DOI10.1007/S11424-010-9268-1MaRDI QIDQ469615zbMATH OpenOpenAlexFDO

Authors Qijiang Song, Hanfu Chen

Publication date 11 November 2014

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11424-010-9268-1

zbMATH Keywords

\(\alpha\)-mixingnonparametricstochastic approximationMarkov chainsgeometrically ergodicNARXrecursive estimatestrongly consistent

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Recommendations

• New results on recursive identification of NARX systems
• Nonparametric recursive estimation in nonlinear ARX-models
• Consistent identification of NARX models via regularization networks
• Kernel-based local order estimation of nonlinear nonparametric systems
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Cited in

(7)

• New results on recursive identification of NARX systems
• Forward and backward least angle regression for nonlinear system identification
• Consistent identification of NARX models via regularization networks
• Adaptive matching pursuit of NARX models with spline basis functions
• Kernel-based local order estimation of nonlinear nonparametric systems
• Nonparametric recursive estimation in nonlinear ARX-models
• On the relation between NARX clusters and even/odd nonlinearities through frequency-domain analysis

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