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Reproducing wavelet kernel method in nonlinear system identification

WEN Xiang-jun XU Xiao-ming CAI Yun-ze

哈尔滨工业大学学报(英文版)2008,Vol.15Issue(2):248-254,7.
哈尔滨工业大学学报(英文版)2008,Vol.15Issue(2):248-254,7.

Reproducing wavelet kernel method in nonlinear system identification

Reproducing wavelet kernel method in nonlinear system identification

WEN Xiang-jun 1XU Xiao-ming 2CAI Yun-ze1

作者信息

  • 1. Dept.of Automation, Shanghai Jiaotong University, Shanghai 200240, China
  • 2. NNPSB of Guangxi Power Grid Corp. , Nanning 530031 , China
  • 折叠

摘要

Abstract

By combining the wavelet decomposition with kernel method, a practical approach of universal multi-scale wavelet kernels constructed in reproducing kernel Hilbert space (RKHS) is discussed, and an identifica-tion scheme using wavelet support vector machines ( WSVM ) estimator is proposed for nonlinear dynamic sys-tems. The good approximating properties of wavelet kernel function enhance the generalization ability of the pro-posed method, and the comparison of some numerical experimental results between the novel approach and some existing methods is encouraging.

关键词

wavelet kernels / support vector machine ( SVM ) / reproducing kernel Hilbert space (RKHS) /nonlinear system identification

Key words

wavelet kernels / support vector machine ( SVM ) / reproducing kernel Hilbert space (RKHS) /nonlinear system identification

分类

信息技术与安全科学

引用本文复制引用

WEN Xiang-jun,XU Xiao-ming,CAI Yun-ze..Reproducing wavelet kernel method in nonlinear system identification[J].哈尔滨工业大学学报(英文版),2008,15(2):248-254,7.

基金项目

Sponsored by the National 973 Key Fundamental Research Project of China (Grant No. 2002CB312200). (Grant No. 2002CB312200)

哈尔滨工业大学学报(英文版)

1005-9113

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