دورية أكاديمية
Kernel-based methods for Volterra series identification
| العنوان: | Kernel-based methods for Volterra series identification |
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| المؤلفون: | Dalla Libera, Alberto, Carli, Ruggero, Pillonetto, Gianluigi |
| المساهمون: | Dalla Libera, Alberto, Carli, Ruggero, Pillonetto, Gianluigi |
| بيانات النشر: | ELSEVIER |
| سنة النشر: | 2021 |
| المجموعة: | Padua Research Archive (IRIS - Università degli Studi di Padova) |
| مصطلحات موضوعية: | Nonlinear system identification, Nonparametric method, Time series modeling |
| الوصف: | Volterra series approximate a broad range of nonlinear systems. Their identification is challenging due to the curse of dimensionality: the number of model parameters grows exponentially with the complexity of the input-output response. This fact limits the applicability of such models and has stimulated recently much research on regularized solutions. Along this line, we propose two new strategies that use kernel-based methods. First, we introduce the multiplicative polynomial kernel (MPK). Compared to the standard polynomial kernel, the MPK is equipped with a richer set of hyperparameters, increasing flexibility in selecting the monomials that really influence the system output. Second, we introduce the smooth exponentially decaying multiplicative polynomial kernel (SEDMPK), that is a regularized version of MPK which requires less hyperparameters, allowing to handle also high-order Volterra series. Numerical results show the effectiveness of the two approaches. (C) 2021 Elsevier Ltd. All rights reserved. |
| نوع الوثيقة: | article in journal/newspaper |
| وصف الملف: | ELETTRONICO |
| اللغة: | English |
| العلاقة: | info:eu-repo/semantics/altIdentifier/wos/WOS:000656192100002; volume:129; numberofpages:11; journal:AUTOMATICA; info:eu-repo/grantAgreement/EC/H2020/951933; http://hdl.handle.net/11577/3393055Test; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85107441413 |
| DOI: | 10.1016/j.automatica.2021.109686 |
| الإتاحة: | https://doi.org/10.1016/j.automatica.2021.109686Test http://hdl.handle.net/11577/3393055Test |
| حقوق: | info:eu-repo/semantics/openAccess |
| رقم الانضمام: | edsbas.973F0644 |
| قاعدة البيانات: | BASE |
| DOI: | 10.1016/j.automatica.2021.109686 |
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