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|Type:||Artigo de evento|
|Title:||Optimization Of Volterra Models With Asymmetrical Kernels Based On Generalized Orthonormal Functions|
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 , 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.|
|Appears in Collections:||Unicamp - Artigos e Outros Documentos|
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