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Connections Between...
Connections Between Optimisation-Based Regressor Selection and Analysis of Variance
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- Roll, Jacob, 1974- (författare)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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- Lind, Ingela, 1975- (författare)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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- Ljung, Lennart, 1946- (författare)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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(creator_code:org_t)
- San Diego : IEEE CSS, 2006
- 2006
- Engelska.
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Serie: LiTH-ISY-R, 1400-3902 ; 2728
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Ingår i: Proceedings of the 45th IEEE Conference on Decision and Control. - San Diego : IEEE CSS. - 1424401712 ; , s. 4907-4914
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Abstract
Ämnesord
Stäng
- Earlier contributions have shown that Analysis of Variance (ANOVA) can be successfully used for finding good regressors for nonlinear models in a nonlinear black-box system identification context. In this paper, it is shown that the ANOVA problem can be recast as an optimisation problem. Two modified, convex versions of the ANOVA optimisation problem are then proposed, and it turns out that they are closely related to the nn-garrote and wavelet shrinkage methods, respectively. In the case of balanced data, it is also shown that the methods have a nice orthogonality property in the sense that different groups of parameters can be computed independently.
Ämnesord
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Nyckelord
- ANOVA
- 1-norm
- Lasso
- Nn-garrote
- Nonlinear identification
- Regressor selection
- TECHNOLOGY
- TEKNIKVETENSKAP
- Automatic control
Publikations- och innehållstyp
- ref (ämneskategori)
- kon (ämneskategori)
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