Identification of a Class of Nonlinear Autoregressive Models With Exogenous Inputs Based on Kernel Machines

被引:62
作者
Li, Guoqi [1 ]
Wen, Changyun [1 ]
Zheng, Wei Xing [2 ]
Chen, Yan [1 ]
机构
[1] Nanyang Technol Univ, Sch Elect & Elect Engn, Singapore 639798, Singapore
[2] Univ Western Sydney, Sch Comp & Math, Penrith, NSW 2751, Australia
基金
澳大利亚研究理事会;
关键词
Hammerstein-Wiener model; kernel machine and space projection (KMSP); kernels; parameter estimation; system identification; SUPPORT VECTOR MACHINES; HAMMERSTEIN SYSTEMS; LINEAR-MODELS; COMPUTATIONAL ALGORITHMS; DYNAMIC-SYSTEMS; WIENER SYSTEMS;
D O I
10.1109/TSP.2011.2112355
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
In this paper, we propose a new approach to identify a new class of nonlinear autoregressive models with exogenous inputs (NARX) based on kernel machine and space projection (KMSP). The well-known Hammerstein-Wiener model which includes blocks of nonlinear static functions in series with a linear dynamic block is a subset of the NARX models considered. In the KMSP based approach, kernel machine is used to represent the functions and space projection to separate the represented functions. We also discuss two possible ambiguities and give conditions to avoid such ambiguities. The asymptotic behavior of the proposed approach is analyzed. The performance of the proposed method is verified by simulation studies.
引用
收藏
页码:2146 / 2159
页数:14
相关论文
共 27 条
[1]   A blind approach to the Hammerstein-Wiener model identification [J].
Bai, EW .
AUTOMATICA, 2002, 38 (06) :967-979
[2]   An optimal two-stage identification algorithm for Hammerstein-Wiener nonlinear systems [J].
Bai, EW .
AUTOMATICA, 1998, 34 (03) :333-338
[3]   Identification of nonlinear systems using a piecewise-linear Hammerstein model [J].
Dolanc, G ;
Strmcnik, S .
SYSTEMS & CONTROL LETTERS, 2005, 54 (02) :145-158
[4]   Kernel based partially linear models and nonlinear identification [J].
Espinoza, M ;
Suykens, JAK ;
De Moor, B .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2005, 50 (10) :1602-1606
[5]   ITERATIVE METHOD FOR IDENTIFICATION OF NONLINEAR-SYSTEMS USING A URYSON MODEL [J].
GALLMAN, PG .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1975, 20 (06) :771-775
[6]   Identification of MIMO Hammerstein models using least squares support vector machines [J].
Goethals, I ;
Pelckmans, K ;
Suykens, JAK ;
De Moor, B .
AUTOMATICA, 2005, 41 (07) :1263-1272
[7]   Subspace identification of Hammerstein systems using least squares support vector machines [J].
Goethals, I ;
Pelckmans, K ;
Suykens, JAK ;
De Moor, B .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2005, 50 (10) :1509-1519
[8]  
Goethals I, 2005, IEEE DECIS CONTR P, P7108
[9]   Nonparametric approach to Wiener system identification [J].
Greblicki, W .
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-FUNDAMENTAL THEORY AND APPLICATIONS, 1997, 44 (06) :538-545
[10]  
GREBLICKI W, 1994, CONTR-THEOR ADV TECH, V10, P771