Nonlinear System Identification Using Least Squares Support Vector Machine

Author(s):  
Hua Liang ◽  
Jinya Song ◽  
Bolin Wang
Complexity ◽  
2017 ◽  
Vol 2017 ◽  
pp. 1-12 ◽  
Author(s):  
Lan Wang ◽  
Yu Cheng ◽  
Jinglu Hu ◽  
Jinling Liang ◽  
Abdullah M. Dobaie

Quasi-linear autoregressive with exogenous inputs (Quasi-ARX) models have received considerable attention for their usefulness in nonlinear system identification and control. In this paper, identification methods of quasi-ARX type models are reviewed and categorized in three main groups, and a two-step learning approach is proposed as an extension of the parameter-classified methods to identify the quasi-ARX radial basis function network (RBFN) model. Firstly, a clustering method is utilized to provide statistical properties of the dataset for determining the parameters nonlinear to the model, which are interpreted meaningfully in the sense of interpolation parameters of a local linear model. Secondly, support vector regression is used to estimate the parameters linear to the model; meanwhile, an explicit kernel mapping is given in terms of the nonlinear parameter identification procedure, in which the model is transformed from the nonlinear-in-nature to the linear-in-parameter. Numerical and real cases are carried out finally to demonstrate the effectiveness and generalization ability of the proposed method.


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