Kernel based approaches to local nonlinear non-parametric variable selection

DOI10.1016/J.AUTOMATICA.2013.10.010zbMath1298.93335OpenAlexW2003383525MaRDI QIDQ463794

Weiyu Xu, Er-wei Bai, Kang Li, Wen-Xiao Zhao

Publication date: 17 October 2014

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2013.10.010

zbMATH Keywords

kernelvariable selectionnonlinear identificationadaptive LASSOforward and backward stepwise selections

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

Related Items (11)

Variable selection in identification of a high dimensional nonlinear non-parametric system ⋮ Variable selection based on squared derivative averages ⋮ Support Recovery and Parameter Identification of Multivariate ARMA Systems with Exogenous Inputs ⋮ A regularised fast recursive algorithm for fraction model identification of nonlinear dynamic systems ⋮ Local variable selection of nonlinear nonparametric systems by first order expansion ⋮ Variable selection of high-dimensional non-parametric nonlinear systems by derivative averaging to avoid the curse of dimensionality ⋮ Ranking the importance of variables in nonlinear system identification ⋮ Sparse system identification for stochastic systems with general observation sequences ⋮ A stochastic gradient-based two-step sparse identification algorithm for multivariate ARX systems ⋮ Sequential Optimization in Locally Important Dimensions ⋮ Kernel-based local order estimation of nonlinear nonparametric systems

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