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基于核主元提取的支持向量机辨识
KPCA Based SVM Identification of Nonlinear System
【摘要】 将一种基于特征提取的ε-不灵敏支持向量机方法用于非线性系统辨识.对输入输出数据首先进行核主元特征提取,将特征提取后的数据作为支持向量机的训练数据.将该方法与基于主元特征提取的方法和直接应用ε-不灵敏支持向量机的方法进行含噪和不含噪情况下的仿真比较,结果表明,方法的拟合性能和抗干扰能力优于其他两种方法.
【Abstract】 A feature extraction based ε-insensitive support vector machine(SVM) method is applied to nonlinear system identification.First,kernel principal component analysis(KPCA) is used to input-output data for feature extraction,which is used as the training data to ε-insensitive SVM.Then,we compare the proposed method with ε-insensitive SVM method and PCA based ε-insensitive SVM.the results show that KPCA based method perform better than ε-insensitive SVM and PCA based ε-insensitive SVM methods.
【关键词】 支持向量机;
非线性系统辨识;
核主元分析;
特征提取;
【Key words】 support vector machine(SVM); nonlinear system identification; kernel principal component analysis(KPCA); feature extraction;
【Key words】 support vector machine(SVM); nonlinear system identification; kernel principal component analysis(KPCA); feature extraction;
【基金】 国家自然科学基金重点项目(60634030);高等学校博士学科点专项科研基金(20060699032)
- 【文献出处】 数学的实践与认识 ,Mathematics in Practice and Theory , 编辑部邮箱 ,2009年01期
- 【分类号】TP181
- 【被引频次】2
- 【下载频次】278