The problem of variable selection in system identification of a high dimensional nonlinear non-parametric system is described. The inherent difficulty, the curse of dimensionality, is introduced. Then its connections ...The problem of variable selection in system identification of a high dimensional nonlinear non-parametric system is described. The inherent difficulty, the curse of dimensionality, is introduced. Then its connections to various topics and research areas are briefly discussed, including order determination, pattern recognition, data mining, machine learning, statistical regression and manifold embedding. Finally, some results of variable selection in system identification in the recent literature are presented.展开更多
基金supported by the National Science Foundation(No.CNS-1239509)the National Key Basic Research Program of China(973 program)(No.2014CB845301)+1 种基金the National Natural Science Foundation of China(Nos.61104052,61273193,61227902,61134013)the Australian Research Council(No.DP120104986)
文摘The problem of variable selection in system identification of a high dimensional nonlinear non-parametric system is described. The inherent difficulty, the curse of dimensionality, is introduced. Then its connections to various topics and research areas are briefly discussed, including order determination, pattern recognition, data mining, machine learning, statistical regression and manifold embedding. Finally, some results of variable selection in system identification in the recent literature are presented.
