?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.relation=http%3A%2F%2Feprints.imtlucca.it%2F2429%2F&rft.title=An+instrumental+Least+Squares+Support+Vector+Machine+for+nonlinear+system+identification%3A+enforcing+zero-centering+constraints&rft.creator=Laurain%2C+Vincent&rft.creator=T%C3%B3th%2C+Roland&rft.creator=Piga%2C+Dario&rft.subject=QA75+Electronic+computers.+Computer+science&rft.description=Least-Squares+Support+Vector+Machines+(LS-SVM's)%2C+originating+from+Stochastic+Learning%0D%0Atheory%2C+represent+a+promising+approach+to+identify+nonlinear+systems+via+nonparametric+es-%0D%0Atimation+of+nonlinearities+in+a+computationally+and+stochastically+attractive+way.+However%2C%0D%0Aapplication+of+LS-SVM's+in+the+identification+context+is+formulated+as+a+linear+regression+aim-%0D%0Aing+at+the+minimization+of+the+%E2%84%932+loss+in+terms+of+the+prediction+error.+This+formulation%0D%0Acorresponds+to+a+prejudice+of+an+auto-regressive+noise+structure%2C+which%2C+especially+in+the+non-%0D%0Alinear+context%2C+is+often+found+to+be+too+restrictive+in+practical+applications.+In+%5B1%5D%2C+a+novel%0D%0AInstrumental+Variable+(IV)+based+estimation+is+integrated+into+the+LS-SVM+approach+provid-%0D%0Aing%2C+under+minor+conditions%2C+a+consistent+identification+of+nonlinear+systems+in+case+of+a+noise%0D%0Amodeling+error.+It+is+shown+how+the+cost+function+of+the+LS-SVM+is+modified+to+achieve+an+IV-based+solution.%0D%0AIn+this+technical+report%2C+a+detailed+derivation+of+the+results+presented+in+Section+5.2+of+%5B1%5D%0D%0Ais+given+as+a+supplement+material+for+interested+readers.&rft.publisher=University+of+Technology%2C+Eindhoven&rft.date=2013-04&rft.type=Working+Paper&rft.type=NonPeerReviewed&rft.format=application%2Fpdf&rft.language=en&rft.identifier=http%3A%2F%2Feprints.imtlucca.it%2F2429%2F1%2FTr012013.pdf&rft.identifier=++Laurain%2C+Vincent+and+T%C3%B3th%2C+Roland+and+Piga%2C+Dario++An+instrumental+Least+Squares+Support+Vector+Machine+for+nonlinear+system+identification%3A+enforcing+zero-centering+constraints.++Technical+Report++%23001%2F2013++++University+of+Technology%2C+Eindhoven+%2C+The+Netherlands.++++++(Unpublished)+++