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Model structure selection using an integrated forward orthogonal search algorithm assisted by squared correlation and mutual information

Wei, H.L. and Billings, S.A. (2008) Model structure selection using an integrated forward orthogonal search algorithm assisted by squared correlation and mutual information. International Journal of Modelling Identification and Control, 3 (4). pp. 341-356. ISSN 1746-6172

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Abstract

Model structure selection plays a key role in non-linear system identification. The first step in non-linear system identification is to determine which model terms should be included in the model. Once significant model terms have been determined, a model selection criterion can then be applied to select a suitable model subset. The well known Orthogonal Least Squares (OLS) type algorithms are one of the most efficient and commonly used techniques for model structure selection. However, it has been observed that the OLS type algorithms may occasionally select incorrect model terms or yield a redundant model subset in the presence of particular noise structures or input signals. A very efficient Integrated Forward Orthogonal Search (IFOS) algorithm, which is assisted by the squared correlation and mutual information, and which incorporates a Generalised Cross-Validation (GCV) criterion and hypothesis tests, is introduced to overcome these limitations in model structure selection.

Item Type: Article
Copyright, Publisher and Additional Information: © 2008 Inderscience. This is an author produced version of a paper subsequently published in International Journal of Modelling and Control. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: orthogonal search, squared correlation, hypothesis tests, nonlinear systems, system identification, model selection, mutual information, NARX-NARMAX model, model structure
Academic Units: The University of Sheffield > Faculty of Engineering (Sheffield) > Department of Automatic Control and Systems Engineering (Sheffield)
Depositing User: Miss Anthea Tucker
Date Deposited: 30 Apr 2009 11:37
Last Modified: 08 Feb 2013 16:58
Published Version: http://dx.doi.org/10.1504/IJMIC.2008.020543
Status: Published
Publisher: Inderscience Publishers
Refereed: Yes
Identification Number: 10.1504/IJMIC.2008.020543
URI: http://eprints.whiterose.ac.uk/id/eprint/8554

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