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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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Time-varying parametric modelling and time-dependent spectral characterisation with applications to EEG signals using multiwavelets

TL;DR: A new time-varying autoregressive (TVAR) modelling approach is proposed for non-stationary signal processing and analysis, with application to EEG data modelling and power spectral estimation using a novel multiwavelet decomposition scheme.
Journal ArticleDOI

Online NARMAX model for electron fluxes at GEO

TL;DR: In this paper, multi-input single-output (MISO) nonlinear autoregressive moving average with exogenous inputs (NARMAX) models have been derived to forecast the > 0.8 and > 2 MeV electron fluxes at geostationary Earth orbit (GEO).
Journal ArticleDOI

Dewpoint Pressure Model for Gas Condensate Reservoirs Based on Genetic Programming

TL;DR: In this paper, an orthogonal least squares algorithm (GP-OLS) was used to generate a linear-in-parameters dewpoint pressure model represented by tree structures.
Journal ArticleDOI

Two-Stage Mixed Discrete–Continuous Identification of Radial Basis Function (RBF) Neural Models for Nonlinear Systems

TL;DR: A unified analytic framework is proposed to enable an effective and efficient two-stage mixed discrete-continuous identification procedure for nonlinear dynamic systems using radial basis function (RBF) neural models.
Journal ArticleDOI

A physics-driven neural networks-based simulation system (phynness) for multimodal interactive virtual environments involving nonlinear deformable objects

TL;DR: The PhyNNeSS method distinguishes itself from previous efforts in that a systematic physics-based precomputational step allows training of neural networks which may be used in real-time simulations, and is scalable, with the accuracy being controlled by the number of neurons used in the simulation.
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.