dc.creatorGómez, Juan Carlos
dc.creatorBaeyens, Enrique
dc.date2012-08
dc.date2012
dc.date2021-08-31T12:37:10Z
dc.date.accessioned2023-07-15T03:01:33Z
dc.date.available2023-07-15T03:01:33Z
dc.identifierhttp://sedici.unlp.edu.ar/handle/10915/123791
dc.identifierhttps://41jaiio.sadio.org.ar/sites/default/files/5_AST_2012.pdf
dc.identifierissn:1850-2806
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/7464162
dc.descriptionIn this paper, a novel method for the identification of the linear and nonlinear blocks in a Wiener model is presented. The method combines Support Vector Machines and Least Squares Prediction Error techniques. The identification is carried out by minimizing an augmented cost function defined as the sum of the standard structural risk function appearing in Support Vector Regression and the quadratic criterion on the prediction errors associated to Least Squares estimation methods. The properties of the proposed method are illustrated through simulation examples.
dc.descriptionSociedad Argentina de Informática e Investigación Operativa
dc.formatapplication/pdf
dc.format49-60
dc.languageen
dc.rightshttp://creativecommons.org/licenses/by-nc-sa/4.0/
dc.rightsCreative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0)
dc.subjectCiencias Informáticas
dc.subjectWiener Models
dc.subjectIdentification
dc.subjectSVM and Orthonormal Bases
dc.titleIdentification of Wiener Models based on SVM and Orthonormal Bases
dc.typeObjeto de conferencia
dc.typeObjeto de conferencia


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