scispace - formally typeset
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.

read more

Content maybe subject to copyright    Report

Citations
More filters
Journal ArticleDOI

Identification of Nonlinear Spatiotemporal Dynamical Systems With Nonuniform Observations Using Reproducing-Kernel-Based Integral Least Square Regulation

TL;DR: A novel kernel-based learning algorithm named integral least square regularization regression (ILSRR) is proposed, which can be used to effectively achieve accurate derivative estimation for nonlinear functions in the time domain.
Journal ArticleDOI

RealSysId: A software tool for real-time aircraft model structure selection and parameter estimation

TL;DR: RealSysId as discussed by the authors is a tool developed for online selection, identification and validation of the aerodynamic model structure of a fixed-wing aircraft, which brings the possibility to choose and compute, during real-time of the experimental test flight, the most relevant aerodynamic stability and control derivatives, also giving visual and analytical indications about the quality of the excitation maneuver.
Journal ArticleDOI

Dictionary Learning-Based Image Reconstruction for Terahertz Computed Tomography

TL;DR: Wang et al. as discussed by the authors proposed a dictionary learning-based THz CT reconstruction (DLTR) model, where the image patches are extracted from other state-of-the-art reconstructed images to train the initial dictionary by using the K-SVD algorithm.
References
More filters
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.