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 (9)

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 ⋮ Kernel-based local order estimation of nonlinear nonparametric systems

Cites Work

• Unnamed Item
• The Adaptive Lasso and Its Oracle Properties
• On covariance function tests used in system identification
• Practical method for determining the minimum embedding dimension of a scalar time series
• Nonlinear system identification via direct weight optimization
• Principal component analysis.
• Nonlinear black-box modeling in system identification: A unified overview
• Regressor and structure selection in NARX models using a structured ANOVA approach
• Identification of an additive nonlinear system and its applications in generalized Hammerstein models
• Nonparametric sparsity and regularization
• Model selection approaches for non-linear system identification: a review
• Input-output parametric models for non-linear systems Part II: stochastic non-linear systems
• A Stepwise Variable Selection Procedure for Nonlinear Regression Models
• Non-Parametric Nonlinear System Identification: An Asymptotic Minimum Mean Squared Error Estimator
• Recursive Direct Weight Optimization in Nonlinear System Identification: A Minimal Probability Approach
• A New Kernel-Based Approach for NonlinearSystem Identification

This page was built for publication: Kernel based approaches to local nonlinear non-parametric variable selection