尺度核支持向量机及在动态系统辨识中的应用

胡丹; 肖建; 车畅

尺度核支持向量机及在动态系统辨识中的应用

胡丹^1,2,
肖建¹,
车畅²

基金项目:

四川省教育厅重点项目基金(0229957)

中国教育部博士点培养基金(20040613013)资助项目

详细信息

作者简介:
胡丹(1964- ),男,教授,博士研究生,主要研究方向为智能控制、测试技术和仪器仪表,E-mail:hudanwq@263.net

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出版历程
- 收稿日期: 2006-05-17
- 刊出日期: 2006-08-25

Support Vector Machine with Scaling Kernel and Its Application in Dynamic System Identification

摘要

摘要: 为了提高非线性动态系统辨识质量,提出了新的支持向量机尺度核函数构造方法.首先直接构造紧支撑尺度函数,然后根据小波多分辨分析理论,由紧支撑尺度函数生成具有多分辨率特性的尺度核函数.证明了这种核函数是满足M ercer定理的支持向量机核函数.动态系统辨识的仿真结果表明,尺度核函数支持向量机的建模和逼近能力优于基于三阶样条核函数或RBF核函数的支持向量机.
- 尺度核 /
- 支持向量机 /
- 动态系统辨识 /
- 泛化性能力 /
- 小波分析
Abstract: To improve the performances of dynamic system identification,a new method to formulate scaling kernel function for support vector machine was proposed.In the method,a compact support scaling function is derived first,and then based on wavelet multiresolution analysis a scaling kernel function with multiresolution characteristics is constructed from the compact support scaling function.It was proved that this scaling kernel function satisfies Mercer conditions and can be used as a kernel function for support vector machine.Simulation results show that the support vector machine with the proposed scaling kernel function has better modeling and approximation abilities than that with a Spline function kernel or RBF(radial basis function) kernel.
- scaling kernel /
- support vector machine /
- dynamic system identification /
- generalization ability /
- wavelet analysis

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参考文献(1)

边肇祺,张学工.模式识别[M].第2版.北京:清华大学出版社,2000:10-102.[2] 邓乃扬,田英杰.数决挖掘中的新方法--支持向量机[M].北京:科学出版社,2004:10-310.[3] SCHOLKÖPF B,BURGES C,VAPNIK V.Extracting support data for a given task[C]// First International Conference on Knowledge Discovery Data Mining.[s.l.] :AAAI Press,1995:10-76.[4] 刘贵忠,双亮.小波分析及其应用[M].西安:西安电子科技大学出版社,1993:10-99.[5] VAPINK V,GOLOWICH S,SMOLA A,Support vector method for function approximation,regression estimation,and signal processing[J].Neural Information Processing Systems,1997,9:281-287.[6] ZHANG Li,ZHOU Weida,JIAO Licheng.Scaling Kernel function support vector machines[J].Acta electronica Sinica,2002,4(4):527-529.[7] GROSSMANN A,MORLET J.Decomposition of hardy function into square integrable wavelets of constant shape[J].SIAM J.Math.Anal.,1984,15:723-726.[8] 张葛祥,荣海娜,金炜东.支持向量机在雷达辐射源信号识别中的应用[J].西南交通大学学报,2006,41(1):25-30.ZHANG Gexiang,RONG Haina,JIN Weidong.Application of support vector machine to radar emitter signal recognition[J].Journal of Southwest Jiaotong University,2006,41 (1):25-30.[9] ONDELETTES M Y.Functions Splines et Analyses Graduees[R].Italy:Lectures Given at the University of Torino,1986.[10] 崔万照,朱长纯,保文星,等.最小二乘小波支持向量机在非线性系统辨识中的应用[J].西安交通大学学报,2004,38(6):563-565.CUI Wanzhao,ZHU Changchun,BAO Wenxing,et al.Least squares wavelet support vector machines and its application to nonlinear system identification[J].Journal of Xi'an Jiaotong University,2004,38 (6):563-565.[11] 张莉,周伟达,焦李成.尺度核函数支撑矢量机[J].电子学报,2002,30(4):527-529.ZHANG Li,ZHOU Weida,JIAO Licheng.Scaling kernel function support vector machines[J] ,2002,30(4):527-529.[12] YAN Hui,ZHANG Xuegong,MA Yunqing,et al.The parameter estimation of RBF kernel function based on veriogram[J].Acta Automatica Sinica,2002,28(3):450-455.

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文章访问数: 1526
HTML全文浏览量: 70
PDF下载量: 423
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尺度核支持向量机及在动态系统辨识中的应用

作者简介: 胡丹(1964- ),男,教授,博士研究生,主要研究方向为智能控制、测试技术和仪器仪表,E-mail:hudanwq@263.net

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出版历程

Support Vector Machine with Scaling Kernel and Its Application in Dynamic System Identification

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出版历程

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作者简介:
胡丹(1964- ),男,教授,博士研究生,主要研究方向为智能控制、测试技术和仪器仪表,E-mail:hudanwq@263.net