DISTRIBUTED ORDER ESTIMATION OF ARX MODEL UNDER

doi:10.1137/21M1421362

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	DISTRIBUTED ORDER ESTIMATION OF ARX MODEL UNDER
	Gan, D. I. E.1,2; Liu, Zhixin 1,2
刊名	SIAM JOURNAL ON CONTROL AND OPTIMIZATION
	2022
卷号	60 期号:3 页码:1519-1545
关键词	distributed order estimation cooperative excitation condition distributed least squares convergence
ISSN号	0363-0129
DOI	10.1137/21M1421362
英文摘要	In this paper, we consider the distributed estimation problem of a linear stochastic system described by an autoregressive model with exogenous inputs when both the system orders and parameters are unknown. We design distributed algorithms to estimate the unknown orders and parameters by combining the proposed local information criterion with the distributed least squares method. The simultaneous estimation for both the system orders and parameters brings challenges for the theoretical analysis. Some analysis techniques, such as double array martingale limit theory, stochastic Lyapunov functions, and martingale convergence theorems are employed. For the case where the upper bounds of the true orders are available, we introduce a cooperative excitation condition, under which the strong consistency of the estimation for the orders and parameters is established. Moreover, for the case where the upper bounds of true orders are unknown, a similar distributed algorithm is proposed to estimate both the orders and parameters, and the corresponding convergence analysis for the proposed algorithm is provided. We remark that our results are obtained without relying on the independency or stationarity assumptions of regression vectors, and the cooperative excitation conditions can show that all sensors can cooperate to fulfill the estimation task even though any individual sensor cannot.
资助项目	National Key Research and Development Program of China[2018YFA0703800] ; National Natural Science Foundation of China[11688101] ; National Natural Science Foundation of China[U21B6001] ; Natural Science Foundation of Shandong Province[ZR2020ZD26] ; Strategic Priority Research Program of Chinese Academy of Sciences[XDA27000000]
WOS研究方向	Automation & Control Systems ; Mathematics
语种	英语
出版者	SIAM PUBLICATIONS
WOS记录号	WOS:000809668500012
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/61562]
专题	系统科学研究所
通讯作者	Liu, Zhixin
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China 2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Gan, D. I. E.,Liu, Zhixin. DISTRIBUTED ORDER ESTIMATION OF ARX MODEL UNDER[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION,2022,60(3):1519-1545.
APA	Gan, D. I. E.,&Liu, Zhixin.(2022).DISTRIBUTED ORDER ESTIMATION OF ARX MODEL UNDER.SIAM JOURNAL ON CONTROL AND OPTIMIZATION,60(3),1519-1545.
MLA	Gan, D. I. E.,et al."DISTRIBUTED ORDER ESTIMATION OF ARX MODEL UNDER".SIAM JOURNAL ON CONTROL AND OPTIMIZATION 60.3(2022):1519-1545.