Kernel based approaches to local nonlinear non-parametric variable selection

DOI10.1016/J.AUTOMATICA.2013.10.010MaRDI QIDQ463794zbMATH OpenOpenAlexFDO

Authors Er-wei Bai, Kang Li, Weiyu Xu, Wenxiao 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

variable selectionkerneladaptive LASSOnonlinear identificationforward 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)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• A New Kernel-Based Approach for NonlinearSystem Identification
• A Stepwise Variable Selection Procedure for Nonlinear Regression Models
• Identification of an additive nonlinear system and its applications in generalized Hammerstein models
• Input-output parametric models for non-linear systems Part II: stochastic non-linear systems
• Model selection approaches for non-linear system identification: a review
• Non-Parametric Nonlinear System Identification: An Asymptotic Minimum Mean Squared Error Estimator
• Nonlinear black-box modeling in system identification: A unified overview
• Nonlinear system identification via direct weight optimization
• Nonparametric sparsity and regularization
• On covariance function tests used in system identification
• Practical method for determining the minimum embedding dimension of a scalar time series
• Principal component analysis.
• Recursive Direct Weight Optimization in Nonlinear System Identification: A Minimal Probability Approach
• Regressor and structure selection in NARX models using a structured ANOVA approach
• The Adaptive Lasso and Its Oracle Properties

Cited in

(16)

• Variable selection based on squared derivative averages
• Ranking the importance of variables in nonlinear system identification
• Variable selection of high-dimensional non-parametric nonlinear systems by derivative averaging to avoid the curse of dimensionality
• Sequential Optimization in Locally Important Dimensions
• scientific article; zbMATH DE number 5501476 (Why is no real title available?)
• Variable selection in nonlinear non-parametric system identification
• Term and variable selection for non-linear system identification
• Variable selection for nonparametric learning with power series kernels
• Sparse system identification for stochastic systems with general observation sequences
• Variable selection in identification of a high dimensional nonlinear non-parametric system
• Kernel selection in nonparametric regression
• A regularised fast recursive algorithm for fraction model identification of nonlinear dynamic systems
• A stochastic gradient-based two-step sparse identification algorithm for multivariate ARX systems
• Kernel-based local order estimation of nonlinear nonparametric systems
• Local variable selection of nonlinear nonparametric systems by first order expansion
• Support Recovery and Parameter Identification of Multivariate ARMA Systems with Exogenous Inputs

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