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Least Squares Wavelet Support Vector Machines for Nonlinear System Identification

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Advances in Neural Networks – ISNN 2005 (ISNN 2005)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 3497))

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Abstract

A novel admissible support vector kernel, namely the wavelet kernel satisfying wavelet frames, is presented based on the wavelet theory. The wavelet kernel can approximate arbitrary functions, and is especially suitable for local signal analysis, hence the generalization ability of the support vector machines (SVM) is improved. Based on the wavelet kernel and the least squares support vector machines, the least squares wavelet support vector machines (LS-WSVM) are constructed. In order to validate the performance of the wavelet kernel, LS-WSVM is applied to a nonlinear system identification problem, and the computational process is compared with that of the Gaussian kernel. The results show that the wavelet kernel is more efficient than the Gaussian kernel.

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Authors and Affiliations

  1. School of Electronic and Information Engineering, Xi’an Jiaotong University, Xi’an, 710049, China

    Zhenhua Yu & Yuanli Cai

Authors
  1. Zhenhua Yu
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  2. Yuanli Cai
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Editor information

Editors and Affiliations

  1. Department of Mechanical and Automation Engineering, The Chinese University of Hong Kong, Shatin, New Territories, Hong Kong, China

    Jun Wang

  2. The Key Laboratory of Optoelectric Technology & Systems, Ministry of Education, China

    Xiao-Feng Liao

  3. Computational Intelligence Laboratory, School of Computer Science and Engineering, University of Electronic Science and Technology of China, 610054, Chengdu, P.R. China

    Zhang Yi

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© 2005 Springer-Verlag Berlin Heidelberg

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Yu, Z., Cai, Y. (2005). Least Squares Wavelet Support Vector Machines for Nonlinear System Identification. In: Wang, J., Liao, XF., Yi, Z. (eds) Advances in Neural Networks – ISNN 2005. ISNN 2005. Lecture Notes in Computer Science, vol 3497. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11427445_71

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  • DOI: https://doi.org/10.1007/11427445_71

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-25913-8

  • Online ISBN: 978-3-540-32067-8

  • eBook Packages: Computer ScienceComputer Science (R0)

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