eprintid: 2456
rev_number: 6
eprint_status: archive
userid: 6
dir: disk0/00/00/24/56
datestamp: 2015-01-12 11:36:39
lastmod: 2015-01-12 11:36:39
status_changed: 2015-01-12 11:36:39
type: book_section
metadata_visibility: show
creators_name: Lataire, John
creators_name: Piga, Dario
creators_name: Tóth, Roland
creators_id: 
creators_id: dario.piga@imtlucca.it
creators_id: 
title: Frequency-Domain Least-Squares Support Vector Machines to deal with correlated errors when identifying linear time-varying systems
ispublished: pub
subjects: QA75
divisions: CSA
full_text_status: none
keywords: Frequency domain identification; Linear parametrically varying (LPV) methodologies; Nonparametric methods
note: 19th IFAC World Congress, Cape Town, South Africa, August 24-29 2014
abstract: A Least-Squares Support Vector Machine (LS-SVM) estimator, formulated in the frequency domain is proposed to identify linear time-varying dynamic systems. The LS-SVM aims at learning the structure of the time variation in a data driven way. The frequency domain is chosen for its superior robustness w.r.t. correlated errors for the calibration of the hyper parameters of the model. The time-domain and the frequency-domain implementations are compared on a simulation example to show the effectiveness of the proposed approach. It is demonstrated that the time-domain formulation is mislead during the calibration due to the fact that the noise on the estimation and calibration data sets are correlated. This is not the case for the frequency-domain implementation.
date: 2014
publisher: IFAC
pagerange: 10024-10029
id_number: doi:10.3182/20140824-6-ZA-1003.00119
refereed: TRUE
issn: 1474-6670
book_title: Proceedings of the 19th IFAC World Congress
official_url: http://dx.doi.org/10.3182/20140824-6-ZA-1003.00119
citation:   Lataire, John and Piga, Dario and Tóth, Roland  Frequency-Domain Least-Squares Support Vector Machines to deal with correlated errors when identifying linear time-varying systems.   In:  Proceedings of the 19th IFAC World Congress.   IFAC, pp. 10024-10029.       (2014)