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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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Proceedings Article

Universal Boosting Variational Inference

TL;DR: The universal boosting variational inference (UBVI) method as mentioned in this paper exploits the simple geometry of probability densities under the Hellinger metric to prevent the degeneracy of other gradient-based BVI methods, avoid difficult joint optimizations of both component and weight, and simplify fully-corrective weight optimizations.
Journal ArticleDOI

Dual-orthogonal radial basis function networks for nonlinear time series prediction

TL;DR: A new structure of Radial Basis Function neural network called the Dual-orthogonal RBF Network (DRBF) is introduced for nonlinear time series prediction to demonstrate the effectiveness of the new approach.
Journal ArticleDOI

A neurofuzzy network knowledge extraction and extended Gram-Schmidt algorithm for model subspace decomposition

TL;DR: A one to one mapping between a fuzzy rule-base and a model matrix feature subspace is introduced, so that rule-based knowledge can be extracted to enhance model transparency.
Journal ArticleDOI

Developing a large scale population screening tool for the assessment of Parkinson's disease using telephone-quality voice

TL;DR: This large scale study is a step forward toward assessing the development of a reliable, cost-effective, and practical clinical decision support tool for screening the population at large for PD using telephone-quality voice.
Dissertation

Emission modelling and model-based optimisation of the engine control

Heiko Sequenz
TL;DR: In this article, a model-based optimisation of engine control functions is presented for the identification of the combustion engine, the combustion outputs NOx, soot and the engine torque are regarded.
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.