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On-line Weighted Least Squares Kernel Method for Nonlinear Dynamic Modeling
引用本文:文香军 蔡云泽 许晓鸣. On-line Weighted Least Squares Kernel Method for Nonlinear Dynamic Modeling[J]. 东华大学学报(英文版), 2006, 23(1): 65-72
作者姓名:文香军 蔡云泽 许晓鸣
作者单位:Department of Automation, Shanghai Jiaotong University, Shanghai 200030
基金项目:国家研究发展基金;国家科技攻关项目
摘    要:Support vector machines (SVM) have been widely used in pattern recognition and have also drawn considerable interest in control areas. Based on rolling optimization method and on-line learning strategies, a novel approach based on weighted least squares support vector machines (WLS-SVM) is proposed for nonlinear dynamic modeling. The good robust property of the novel approach enhances the generalization ability of kernel method-based modeling and some experimental results are presented to illustrate the feasibility of the proposed method.

关 键 词:支持向量机 非线性时变系统 框格窗 动态模拟
收稿时间:2004-12-29

On-line Weighted Least Squares Kernel Method for Nonlinear Dynamic Modeling
WEN Xiang-jun,CAI Yun-ze,XU Xiao-ming. On-line Weighted Least Squares Kernel Method for Nonlinear Dynamic Modeling[J]. Journal of Donghua University, 2006, 23(1): 65-72
Authors:WEN Xiang-jun  CAI Yun-ze  XU Xiao-ming
Abstract:Support vector machines (SVM) have been widely used in pattern recognition and have also drawn considerable interest in control areas. Based on rolling optimization method and on-line learning strategies, a novel approach based on weighted least squares support vector machines (WLS-SVM) is proposed for nonlinear dynamic modeling. The good robust property of the novel approach enhances the generalization ability of kernel method-based modeling and some experimental results are presented to illustrate the feasibility of the proposed method.
Keywords:SVM  WLS-SVM  nonlinear time-variant system  sliding window
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