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 sche...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.展开更多
基金the National 973 Key Fundamental Research Project of China (Grant No.2002CB312200)
文摘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.