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Type: Artigo de evento
Title: Optimization Of Volterra Models With Asymmetrical Kernels Based On Generalized Orthonormal Functions
Author: Braga M.F.
MacHado J.B.
Campello R.J.G.B.
Do Amaral W.C.
Abstract: An improved approach to determine exact search directions for the optimization of Volterra models based on Generalized Orthonormal Bases of Functions (GOBF) is proposed. The proposed approach extends the work in [7], where a novel, exact technique for optimizing the GOBF parameters (poles) for Volterra models of any order was presented. The proposed extensions take place in two different ways: (i) the formulation here is derived in such a way that each multidimensional kernel of the model is decomposed into a set of independent orthonormal bases (rather than a single, common basis), each of which is parameterized by an individual set of poles intended for representing the dominant dynamic of the kernel along a particular dimension; and (ii) a novel, more computationally efficient method to analytically and recursively calculate the search directions (gradients) for the bases poles is derived. A simulated example is presented to illustrate the performance of the proposed approach. A comparison between the proposed method, which uses asymmetric kernels with multiple orthonormal bases, and the original method, which uses symmetric kernels with a single basis, is presented. © 2011 IEEE.
Rights: fechado
Identifier DOI: 10.1109/MED.2011.5983003
Date Issue: 2011
Appears in Collections:Unicamp - Artigos e Outros Documentos

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