The Curse of Dimensionality and Variable Selection in Nonlinear Non-parametric System IdentificationThis work was supported in part by NSF CNS-1239509, the National Key Basic Research Program of China (973 program) under Grant No. 2014CB845301 and the National Natural Science Foundation (NSF) of China under Grants Nos. 61273193, 61227902, and 61134013, and by the Australian Research Council under Grant DP120104986

Er-Wei Bai; Wenxiao Zhao; Wei Xing Zheng

doi:10.1016/j.ifacol.2015.12.308

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The Curse of Dimensionality and Variable Selection in Nonlinear Non-parametric System IdentificationThis work was supported in part by NSF CNS-1239509, the National Key Basic Research Program of China (973 program) under Grant No. 2014CB845301 and the National Natural Science Foundation (NSF) of China under Grants Nos. 61273193, 61227902, and 61134013, and by the Australian Research Council under Grant DP120104986

Journal article

Open access

The Curse of Dimensionality and Variable Selection in Nonlinear Non-parametric System IdentificationThis work was supported in part by NSF CNS-1239509, the National Key Basic Research Program of China (973 program) under Grant No. 2014CB845301 and the National Natural Science Foundation (NSF) of China under Grants Nos. 61273193, 61227902, and 61134013, and by the Australian Research Council under Grant DP120104986

Er-Wei Bai, Wenxiao Zhao and Wei Xing Zheng

IFAC PapersOnLine, Vol.48(28), pp.1279-1284

2015

DOI: 10.1016/j.ifacol.2015.12.308

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Abstract

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. Some recent results of variable selection in system identification are presented. Finally, a simulation example is given to justify the theoretical results.

curse of dimensionality

nonlinear non-parametric system

Variable selection

Details

Title: Subtitle: The Curse of Dimensionality and Variable Selection in Nonlinear Non-parametric System IdentificationThis work was supported in part by NSF CNS-1239509, the National Key Basic Research Program of China (973 program) under Grant No. 2014CB845301 and the National Natural Science Foundation (NSF) of China under Grants Nos. 61273193, 61227902, and 61134013, and by the Australian Research Council under Grant DP120104986
Creators: Er-Wei Bai - University of Iowa
Wenxiao Zhao - Chinese Academy of Sciences
Wei Xing Zheng - University of Western Sydney
Resource Type: Journal article
Publication Details: IFAC PapersOnLine, Vol.48(28), pp.1279-1284
Publisher: Elsevier Ltd
DOI: 10.1016/j.ifacol.2015.12.308
ISSN: 2405-8963
Language: English
Date published: 2015
Academic Unit: Electrical and Computer Engineering
Record Identifier: 9984196963702771

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