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

Er-Wei Bai; Wenxiao Zhao; Wei Xing Zheng

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

Er-Wei Bai, Wenxiao Zhao, Wei Xing Zheng

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

1 Citation (Scopus)

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
Publication status	Published - 2015

Bibliographical note

Publisher Copyright:
© 2015

Keywords

linear systems
parameter estimation
system identification
variables (mathematics)

Cite this

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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}",

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AU - Zhao, Wenxiao

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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

M3 - Article

SN - 2405-8963

VL - 48

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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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