0000000000951753

AUTHOR

A. Navia-vazquez

showing 2 related works from this author

Support Vector Machines Framework for Linear Signal Processing

2005

This paper presents a support vector machines (SVM) framework to deal with linear signal processing (LSP) problems. The approach relies on three basic steps for model building: (1) identifying the suitable base of the Hilbert signal space in the model, (2) using a robust cost function, and (3) minimizing a constrained, regularized functional by means of the method of Lagrange multipliers. Recently, autoregressive moving average (ARMA) system identification and non-parametric spectral analysis have been formulated under this framework. The generalized, yet simple, formulation of SVM LSP problems is particularized here for three different issues: parametric spectral estimation, stability of I…

Signal processingTelecomunicacionesSupport vector machinesSystem identificationLinear signal processingSpectral density estimationSpectral estimationSupport vector machineGamma filterControl and Systems EngineeringControl theoryComplex ARMASignal ProcessingAutoregressive–moving-average model3325 Tecnología de las TelecomunicacionesComputer Vision and Pattern RecognitionElectrical and Electronic EngineeringInfinite impulse responseDigital filterAlgorithmSoftwareParametric statisticsMathematics
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Upport vector machines for nonlinear kernel ARMA system identification.

2006

Nonlinear system identification based on support vector machines (SVM) has been usually addressed by means of the standard SVM regression (SVR), which can be seen as an implicit nonlinear autoregressive and moving average (ARMA) model in some reproducing kernel Hilbert space (RKHS). The proposal of this letter is twofold. First, the explicit consideration of an ARMA model in an RKHS (SVM-ARMA 2k) is proposed. We show that stating the ARMA equations in an RKHS leads to solving the regularized normal equations in that RKHS, in terms of the autocorrelation and cross correlation of the (nonlinearly) transformed input and output discrete time processes. Second, a general class of SVM-based syste…

Computer Science::Machine LearningStatistics::TheoryComputer Networks and CommunicationsBiomedical signal processingInformation Storage and RetrievalMachine learningcomputer.software_genrePattern Recognition AutomatedStatistics::Machine LearningArtificial IntelligenceApplied mathematicsStatistics::MethodologyAutoregressive–moving-average modelComputer SimulationMathematicsTelecomunicacionesHardware_MEMORYSTRUCTURESSupport vector machinesModels StatisticalNonlinear system identificationbusiness.industryAutocorrelationSystem identificationSignal Processing Computer-AssistedGeneral MedicineComputer Science ApplicationsSupport vector machineNonlinear systemKernelAutoregressive modelNonlinear DynamicsARMA modelling3325 Tecnología de las TelecomunicacionesArtificial intelligenceNeural Networks ComputerbusinesscomputerSoftwareAlgorithmsReproducing kernel Hilbert spaceIEEE transactions on neural networks
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