Model structure learning: A support vector machine approach for LPV linear-regression models

R. Toth, V. Laurain, W-X. Zheng, K. Poolla

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

50 Citations (Scopus)
197 Downloads (Pure)

Abstract

Accurate parametric identification of Linear Parameter-Varying (LPV) systems requires an optimal prior selection of a set of functional dependencies for the parametrization of the model coefficients. Inaccurate selection leads to structural bias while over-parametrization results in a variance increase of the estimates. This corresponds to the classical bias-variance trade-off, but with a significantly larger degree of freedom and sensitivity in the LPV case. Hence, it is attractive to estimate the underlying model structure of LPV systems based on measured data, i.e., to learn the underlying dependencies of the model coefficients together with model orders etc. In this paper a Least-Squares Support Vector Machine (LS-SVM) approach is introduced which is capable of reconstructing the dependency structure for linear regression based LPV models even in case of rational dynamic dependency. The properties of the approach are analyzed in the prediction error setting and its performance is evaluated on representative examples.
Original languageEnglish
Title of host publicationProceedings of the 50th IEEE Conference on Decision and Control and European Control Conference (CDC-ECC), 12-15 December 2012, Orlando, Florida
Place of PublicationPiscataway
PublisherInstitute of Electrical and Electronics Engineers
Pages3192-3197
ISBN (Print)978-1-61284-800-6
DOIs
Publication statusPublished - 2011
Event50th IEEE Conference on Decision and Control and European Control Conference (CDC-ECC 2011) - Hilton Orlando Bonnet Creek, Orlando, United States
Duration: 12 Dec 201115 Dec 2011
Conference number: 50
http://www.ieeecss.org/CAB/conferences/cdcecc2011/

Conference

Conference50th IEEE Conference on Decision and Control and European Control Conference (CDC-ECC 2011)
Abbreviated titleCDC-ECC 2011
Country/TerritoryUnited States
CityOrlando
Period12/12/1115/12/11
Other50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
Internet address

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