A Recursive Local Linear Estimator for Identification of Nonlinear ARX Systems

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

doi:10.3182/20120711-3-BE-2027.00211

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A Recursive Local Linear Estimator for Identification of Nonlinear ARX Systems

Journal article

Open access

Peer reviewed

A Recursive Local Linear Estimator for Identification of Nonlinear ARX Systems

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

IFAC Proceedings Volumes, Vol.45(16), pp.1517-1522

07/2012

DOI: 10.3182/20120711-3-BE-2027.00211

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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.

almost sure convergence

local linear estimator

Nonlinear ARX systems

recursive identification

Details

Title: Subtitle: A Recursive Local Linear Estimator for Identification of Nonlinear ARX Systems
Creators: Wen-Xiao Zhao - National Center for Mathematics and Interdisciplinary Sciences
Wei Xing Zheng - University of Western Sydney
Er-Wei Bai - University of Iowa
Resource Type: Journal article
Publication Details: IFAC Proceedings Volumes, Vol.45(16), pp.1517-1522
DOI: 10.3182/20120711-3-BE-2027.00211
ISSN: 1474-6670
Language: English
Date published: 07/2012
Academic Unit: Electrical and Computer Engineering
Record Identifier: 9984197183502771

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