TY - GEN
T1 - Incorporating term selection into separable nonlinear least squares identification methods
AU - Rasouli, Mohammad
AU - Westwick, David
AU - Rosehart, William
PY - 2007
Y1 - 2007
N2 - In this paper, a method for the integration of the Least absolute shrinkage and selection operator (Lasso) into Separable Nonlinear Least Squares (SNLS) algorithms is presented. Lasso is reformulated as an equality constrained linear regression. The original SNLS problem is then solved subject to the resulting equality constraints. Simulations using the proposed algorithm to fit a Laguerre model to the output of a linear system are used to demonstrate its performance.
AB - In this paper, a method for the integration of the Least absolute shrinkage and selection operator (Lasso) into Separable Nonlinear Least Squares (SNLS) algorithms is presented. Lasso is reformulated as an equality constrained linear regression. The original SNLS problem is then solved subject to the resulting equality constraints. Simulations using the proposed algorithm to fit a Laguerre model to the output of a linear system are used to demonstrate its performance.
UR - http://www.scopus.com/inward/record.url?scp=48749122219&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=48749122219&partnerID=8YFLogxK
U2 - 10.1109/CCECE.2007.228
DO - 10.1109/CCECE.2007.228
M3 - Conference contribution
AN - SCOPUS:48749122219
SN - 1424410215
SN - 9781424410217
T3 - Canadian Conference on Electrical and Computer Engineering
SP - 892
EP - 895
BT - 2007 Canadian Conference on Electrical and Computer Engineering, CCECD
T2 - 2007 Canadian Conference on Electrical and Computer Engineering, CCECD
Y2 - 22 April 2007 through 26 April 2007
ER -