The curse of dimensionality and variable selection in nonlinear non-parametric system identification

Er-Wei Bai; Wenxiao Zhao; Wei Xing Zheng

doi:10.1016/j.ifacol.2015.12.308

The curse of dimensionality and variable selection in nonlinear non-parametric system identification

Er-Wei Bai, Wenxiao Zhao, Wei Xing Zheng

Western Sydney University

Research output: Contribution to journal › Article › peer-review

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.

Original language	English
Pages (from-to)	1279-1284
Number of pages	6
Journal	IFAC-PapersOnLine
Volume	48
Issue number	28
DOIs	https://doi.org/10.1016/j.ifacol.2015.12.308
Publication status	Published - 2015

Keywords

linear systems
parameter estimation
system identification
variables (mathematics)

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10.1016/j.ifacol.2015.12.308

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@article{b1081f2e01374773adbc50ad14d5bdc1,

title = "The curse of dimensionality and variable selection in nonlinear non-parametric system identification",

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.",

keywords = "linear systems, parameter estimation, system identification, variables (mathematics)",

author = "Er-Wei Bai and Wenxiao Zhao and Zheng, {Wei Xing}",

year = "2015",

doi = "10.1016/j.ifacol.2015.12.308",

language = "English",

volume = "48",

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TY - JOUR

T1 - The curse of dimensionality and variable selection in nonlinear non-parametric system identification

AU - Bai, Er-Wei

AU - Zhao, Wenxiao

AU - Zheng, Wei Xing

PY - 2015

Y1 - 2015

N2 - 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.

AB - 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.

KW - linear systems

KW - parameter estimation

KW - system identification

KW - variables (mathematics)

UR - http://handle.uws.edu.au:8081/1959.7/uws:37625

U2 - 10.1016/j.ifacol.2015.12.308

DO - 10.1016/j.ifacol.2015.12.308

M3 - Article

SN - 2405-8963

VL - 48

SP - 1279

EP - 1284

JO - IFAC-PapersOnLine

JF - IFAC-PapersOnLine

IS - 28

ER -

The curse of dimensionality and variable selection in nonlinear non-parametric system identification

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Keywords

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