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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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Nonlinear system identification using wavelet based SDP models

N Truong
TL;DR: In this paper, the authors developed a new model for nonlinear system identification and applied it to a wide range of engineering applications, such as system identification in the field of software engineering.
Journal ArticleDOI

A Novel Sparse Least Squares Support Vector Machines

TL;DR: Experiments on benchmark datasets are presented which show that the proposed Forward Least Squares Approximation SVM is extremely compact, while maintaining a competitive generalization ability.
Journal ArticleDOI

Orthogonalization and machine learning methods for residential energy estimation with social and economic indicators

TL;DR: The results show that electricity use, unlike natural gas use, is influenced by the morphology of the interstate roadway infrastructure and other social demographic factors.
Dissertation

Vibrations de plaques multi-excitateurs de grandes dimensions pour la création d'environnements virtuels audio-visuels: approches acoustique, mécanique et perceptive.

TL;DR: La realite virtuelle ouvre une fenetre, voulue transparente, sur un monde virtuel dans lequel sont plonges des participants, ganant les nombreuses possibilites offertes par cette nouvelle interface "homme-machine".
Posted Content

A novel Multiplicative Polynomial Kernel for Volterra series identification

TL;DR: In this paper, a new regularization network for nonlinear system identification is proposed, which relies on a new kernel given by the product of basic building blocks, each block contains some unknown parameters that can be estimated from data using marginal likelihood optimization.
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.