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Open AccessJournal ArticleDOI

Orthogonal least squares methods and their application to non-linear system identification

Sheng Chen, +2 more
- 01 Nov 1989 - 
- Vol. 50, Iss: 5, pp 1873-1896
TLDR
Identification algorithms based on the well-known linear least squares methods of gaussian elimination, Cholesky decomposition, classical Gram-Schmidt, modified Gram- Schmidt, Householder transformation, Givens method, and singular value decomposition are reviewed.
Abstract
Identification algorithms based on the well-known linear least squares methods of gaussian elimination, Cholesky decomposition, classical Gram-Schmidt, modified Gram-Schmidt, Householder transformation, Givens method, and singular value decomposition are reviewed. The classical Gram-Schmidt, modified Gram-Schmidt, and Householder transformation algorithms are then extended to combine structure determination, or which terms to include in the model, and parameter estimation in a very simple and efficient manner for a class of multivariate discrete-time non-linear stochastic systems which are linear in the parameters.

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Citations
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Journal ArticleDOI

Identification of Coupled Map Lattice Models of Stochastic Spatio-Temporal Dynamics Using Wavelets

TL;DR: In this paper, a new approach for the local reconstruction of coupled map lattice (CML) models of stochastic spatio-temporal dynamics from measured data is introduced.
Journal ArticleDOI

A Model Selection Method for Nonlinear System Identification Based fMRI Effective Connectivity Analysis

TL;DR: The results show that LARS can be used for model selection in an fMRI effective connectivity study with phase-encoded, standard block, and random block designs, and it is shown that the LOO cross-validation method for nonlinear model selection has less residual sum squares than the AICc algorithm for the study.
Journal ArticleDOI

Retinal image assessment using bi-level adaptive morphological component analysis.

TL;DR: A novel framework based on morphological component analysis (MCA) is presented which benefits from the adaptive representations obtained via dictionary learning and the reported experimental results demonstrate that the obtained components can be used to achieve competitive results with regard to the state-of-the-art vessel and exudate segmentation methods.
Journal ArticleDOI

Substructural Time-Varying Parameter Identification Using Wavelet Multiresolution Approximation

TL;DR: In this article, an offline substructure method based on wavelet multiresolution approximation (WMRA) is proposed for the identification of arbitrary time-varying parameters in a shear-beam building.
DissertationDOI

Channel Coding Inspired Contributions to Compressed Sensing

TL;DR: An equivalence relation is introduced by the concept of antipodal spherical codes, which ensures that vector pairs of minimal coherence correspond to those of largest minimum distance for these antipodAL codes as it is proven within this thesis.
References
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Book

Applied Regression Analysis

TL;DR: In this article, the Straight Line Case is used to fit a straight line by least squares, and the Durbin-Watson Test is used for checking the straight line fit.
Journal ArticleDOI

Singular value decomposition and least squares solutions

TL;DR: The decomposition of A is called the singular value decomposition (SVD) and the diagonal elements of ∑ are the non-negative square roots of the eigenvalues of A T A; they are called singular values.
Book

Linear regression analysis

TL;DR: In this paper, the authors take into serious consideration the further development of regression computer programs that are efficient, accurate, and considered an important part of statistical research, and provide up-to-date accounts of computational methods and algorithms currently in use without getting entrenched in minor computing details.
Journal ArticleDOI

Input-output parametric models for non-linear systems Part II: stochastic non-linear systems

TL;DR: Recursive input-output models for non-linear multivariate discrete-time systems are derived, and sufficient conditions for their existence are defined.