Examinando por Autor "Prado Cumplido, Mario de"

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Support Vector Method for ARMA System Identification: A Robust Cost Interpretation
(2009-07-23T12:04:20Z) Rojo-Álvarez, José Luis; Martínez Ramón, Manel; Figueiras Vidal, Aníbal R; Prado Cumplido, Mario de; Artés Rodríguez, A
This paper deals with the application of the Support Vector Method (SVM) methodology to the Auto Regressive and Moving Average (ARMA) linear-system identification problem. The SVM-ARMA algorithm for a single-input single-output transfer function is formulated. The relationship between the SVM coefficients and the residuals, together with the embedded estimation of the autocorrelation function, are presented. Also, the effect of the numerical regularization is used to highlight the robust cost character of this approach. A clinical example is presented for qualitative comparison with the classical Least Squares (LS) methods.
Support Vector Method for Robust ARMA System Identification
(2009-02-04T15:16:48Z) Rojo-Álvarez, José Luis; Martínez Ramón, Manel; Prado Cumplido, Mario de; Artés Rodríguez, Antonio; Figueiras Vidal, Aníbal R
This paper presents a new approach to auto-regressive and moving average (ARMA) modeling based on the support vector method (SVM) for identification applications. A statistical analysis of the characteristics of the proposed method is carried out. An analytical relationship between residuals andSVM-ARMA coefficients allows the linking of the fundamentals of SVM with several classical system identification methods. Additionally, the effect of outliers can be cancelled. Application examples show the performance of SVM-ARMA algorithm when it is compared with other system identification methods.