The variable selection of high dimensional nonparametric nonlinear systems aims to select the contributing variables or to eliminate the redundant variables.For a high dimensional nonparametric nonlinear system,howeve...The variable selection of high dimensional nonparametric nonlinear systems aims to select the contributing variables or to eliminate the redundant variables.For a high dimensional nonparametric nonlinear system,however,identifying whether a variable contributes or not is not easy.Therefore,based on the Fourier spectrum of densityweighted derivative,one novel variable selection approach is developed,which does not suffer from the dimensionality curse and improves the identification accuracy.Furthermore,a necessary and sufficient condition for testing a variable whether it contributes or not is provided.The proposed approach does not require strong assumptions on the distribution,such as elliptical distribution.The simulation study verifies the effectiveness of the novel variable selection algorithm.展开更多
This paper introduces a recursive identification methods toolbox(called RIM) running under Matlab environment for dynamic system identification from available data. The RIM includes many methods which are generally us...This paper introduces a recursive identification methods toolbox(called RIM) running under Matlab environment for dynamic system identification from available data. The RIM includes many methods which are generally used. The RIM helps users to validate the theoretical results and to carry out comparison between identifications methods without the need of algorithms programming. Furthermore, the RIM can be used as an education platform to study the identification parameters effect on model validity and results accuracy. To show its performance and capability, the RIM is evaluated through many application examples.展开更多
The paper contains a discussion of earlier work on Total Model Errors and Model Validation.It is maintained that the recent change of paradigm to kernel based system identification has also affected the basis for(and ...The paper contains a discussion of earlier work on Total Model Errors and Model Validation.It is maintained that the recent change of paradigm to kernel based system identification has also affected the basis for(and interest in)giving bounds for the total model error.展开更多
基金Project supported by the National Key Research and Development Program of China(No.2021YFB3400700)the National Natural Science Foundation of China(Nos.12422201,12072188,12121002,and 12372017)。
文摘The variable selection of high dimensional nonparametric nonlinear systems aims to select the contributing variables or to eliminate the redundant variables.For a high dimensional nonparametric nonlinear system,however,identifying whether a variable contributes or not is not easy.Therefore,based on the Fourier spectrum of densityweighted derivative,one novel variable selection approach is developed,which does not suffer from the dimensionality curse and improves the identification accuracy.Furthermore,a necessary and sufficient condition for testing a variable whether it contributes or not is provided.The proposed approach does not require strong assumptions on the distribution,such as elliptical distribution.The simulation study verifies the effectiveness of the novel variable selection algorithm.
文摘This paper introduces a recursive identification methods toolbox(called RIM) running under Matlab environment for dynamic system identification from available data. The RIM includes many methods which are generally used. The RIM helps users to validate the theoretical results and to carry out comparison between identifications methods without the need of algorithms programming. Furthermore, the RIM can be used as an education platform to study the identification parameters effect on model validity and results accuracy. To show its performance and capability, the RIM is evaluated through many application examples.
基金VINNOVA’s industrial center LINK-SICthe Swedish Research Council VR,contract 2019-04956。
文摘The paper contains a discussion of earlier work on Total Model Errors and Model Validation.It is maintained that the recent change of paradigm to kernel based system identification has also affected the basis for(and interest in)giving bounds for the total model error.
