Identification of Wiener Models based on SVM and Orthonormal Bases
In this paper, a novel method for the identification of the linear and nonlinear blocks in a Wiener model is presented. The method combines Support Vector Machines and Least Squares Prediction Error techniques. The identification is carried out by minimizing an augmented cost function defined as the...
Guardado en:
| Autores principales: | , |
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| Formato: | Objeto de conferencia |
| Lenguaje: | Inglés |
| Publicado: |
2012
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| Materias: | |
| Acceso en línea: | http://sedici.unlp.edu.ar/handle/10915/123791 https://41jaiio.sadio.org.ar/sites/default/files/5_AST_2012.pdf |
| Aporte de: |
| Sumario: | In this paper, a novel method for the identification of the linear and nonlinear blocks in a Wiener model is presented. The method combines Support Vector Machines and Least Squares Prediction Error techniques. The identification is carried out by minimizing an augmented cost function defined as the sum of the standard structural risk function appearing in Support Vector Regression and the quadratic criterion on the prediction errors associated to Least Squares estimation methods. The properties of the proposed method are illustrated through simulation examples. |
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