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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

M-estimator and D-optimality model construction using orthogonal forward regression

TL;DR: This correspondence introduces a new orthogonal forward regression (OFR) model identification algorithm using D-optimality for model structure selection and is based on an M-estimators of parameter estimates, a classical robust parameter estimation technique to tackle bad data conditions such as outliers.
Journal ArticleDOI

Investigation of determinism in heart rate variability.

TL;DR: The article searches for the possible presence of determinism in heart rate variability (HRV) signals by using a new approach based on NARMA (nonlinear autoregressive moving average) modeling and free-run prediction, indicating that the normal HRV signals have a deterministic signature.
Journal ArticleDOI

Fully complex-valued radial basis function networks: Orthogonal least squares regression and classification

TL;DR: The locally regularised orthogonal least squares (LROLS) algorithm aided with the D-optimality experimental design is extended to the fully complex-valued RBF (CVRBF) network for regression and classification applications to achieve maximised model robustness and sparsity.
Journal ArticleDOI

Nonlinear System Identification of Neural Systems from Neurophysiological Signals.

TL;DR: It is argued that nonlinear modelling and analysis are necessary to study neuronal processing and signal transfer in neural systems quantitatively and have the potential to produce sensitive biomarkers to facilitate the development of precision diagnostic tools for evaluating neurological disorders and the effects of targeted intervention.
Journal ArticleDOI

Detection Techniques for Massive Machine-Type Communications: Challenges and Solutions

TL;DR: An overview of different techniques to address the problem of channel estimation, activity and data detection specifically for the mMTC scenario is presented and the performance of the state-of-the-art techniques in the literature is discussed using a unified evaluation framework.
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.