Abstract
This paper considers a problem of variable selection for a high dimensional nonlinear non-parametric system. Different algorithms are proposed for cases when the number of observed data increasing to infinity, being finite, and the nonlinear system being additive. The theoretical properties of the proposed algorithms are obtained, which are validated by simulation examples. The algorithms find the relationship between the input and output variables, and further the inter-dependence of input variables so that the importance of the input variables can be established.
| Translated title of the contribution | Variable selection in nonlinear non-parametric system identification |
|---|---|
| Original language | Chinese (Simplified) |
| Pages (from-to) | 1383-1400 |
| Number of pages | 18 |
| Journal | Scientia Sinica Mathematica |
| Volume | 46 |
| Issue number | 10 |
| DOIs | |
| Publication status | Published - 2016 |
Keywords
- nonlinear systems
- variables (mathematics)