Orthogonal least squares methods and their application to non-linear system identification
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
Citations
More filters
Journal ArticleDOI
Visibility graph analysis of temporal irreversibility in sleep electroencephalograms.
TL;DR: Results show that the temporal structure of non-REM sleep is more irreversible than that of REM sleep, and the dominant role of slow oscillations on the irreversible structures of the sleep signals is also indicated.
Posted Content
Greedy Algorithms for Cone Constrained Optimization with Convergence Guarantees
TL;DR: In this paper, the authors consider the intermediate case of optimization over the convex cone, parametrized as the conic hull of a generic atom set, leading to the first principled definitions of non-negative MP algorithms for which they give explicit convergence rates and demonstrate excellent empirical performance.
Journal ArticleDOI
A comparative study of the feed forward back propagation (FFBP) and layer recurrent (LR) neural network model for forecasting ground level ozone concentration
Amit Kumar Gorai,Gargi Mitra +1 more
TL;DR: In this paper, an ozone forecasting model using artificial neural network (ANN) was developed for three-year air pollution and meteorological data (1 January 2009 to 31 December 2011) of Kolkata City.
Book ChapterDOI
Orthogonal relief algorithm for feature selection
Jun Yang,Yue-Peng Li +1 more
TL;DR: An Orthogonal Relief algorithm is developed to introduce an orthogonal transform to decompose the correlation between features so that the relevance of a feature could be evaluated individually as it is done in the original Relief algorithm.
Journal ArticleDOI
Sparse Identification of Volterra Models for Power Amplifiers Without Pseudoinverse Computation
TL;DR: A new formulation of the doubly orthogonal matching pursuit (DOMP) algorithm for the sparse recovery of Volterra series models is presented, showing a fixed complexity per iteration compared with its previous versions in which it depends on the iteration number.
References
More filters
Book
Applied Regression Analysis
Norman R. Draper,Harry Smith +1 more
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
Gene H. Golub,C. Reinsch +1 more
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.