Subspace identification of Hammerstein systems using least squares support vector machines

被引:141
作者
Goethals, I [1 ]
Pelckmans, K [1 ]
Suykens, JAK [1 ]
De Moor, B [1 ]
机构
[1] Katholieke Univ Leuven, ESAT, SCD, Dept Elect Engn, B-3001 Heverlee, Belgium
关键词
Hammerstein models; least squares support; vector machines; subspace identification;
D O I
10.1109/TAC.2005.856647
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This paper presents a method for the identification of multiple-input-multiple-output (MIMO) Hammerstein systems for the goal of prediction. The method extends the numerical algorithms for subspace state space system identification (N4SID), mainly by rewriting the oblique projection in the N4SID algorithm as a set of componentwise least squares support vector machines (LS-SVMs) regression problems. The linear model and static nonlinearities follow from a low-rank approximation of a matrix obtained from this regression problem.
引用
收藏
页码:1509 / 1519
页数:11
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