摘要
By combining the wavelet decomposition with kernel method, a practical approach of universal multiscale wavelet kernels constructed in reproducing kernel Hilbert space （RKHS） is discussed, and an identification scheme using wavelet support vector machines （WSVM） estimator is proposed for nordinear dynamic systems. The good approximating properties of wavelet kernel function enhance the generalization ability of the proposed method, and the comparison of some numerical experimental results between the novel approach and some existing methods is encouraging.
By combining the wavelet decomposition with kernel method, a practical approach of universal multi-scale wavelet kernels constructed in reproducing kernel Hilbert space (RKHS) is discussed, and an identification scheme using wavelet support vector machines (WSVM) estimator is proposed for nonlinear dynamic systems. The good approximating properties of wavelet kernel function enhance the generalization ability of the proposed method, and the comparison of some numerical experimental results between the novel approach and some existing methods is encouraging.
基金
the National 973 Key Fundamental Research Project of China (Grant No.2002CB312200)
