Variable selection in identification of a high dimensional nonlinear non-parametric system

• 作 者: Er-Wei BAI Wenxiao ZHAO Weixing ZHENG
• 机 构: Department of Electrical and Computer Engineering, University of Iowa,School of Electronics, Electri
• 出 处: Control Theory and Technology
• 发表日期: 2015年01期
• 关键词: System identification variable selection nonlinear non-parametric system curse o

The problem of variable selection in system identification of a high dimensional nonlinear non-parametric system is described.The inherent difficulty, the curse of dimensionality, is introduced. Then its connections to various topics and research areas are briefly discussed, including order determination, pattern recognition, data mining, machine learning, statistical regression and manifold embedding. Finally, some results of variable selection in system identification in the recent literature are presented.

The problem of variable selection in system identification of a high dimensional nonlinear non-parametric system is described the inherent difficulty, the curse of dimensionality, is introduced. Then its connections to various topics and research areas are discussed, including order determination, pattern recognition, data mining, machine learning, statistical regression and manifold embedding. Finally, some results of variable selection in system identification in the recent literature are presented.