Application of a Scaling Kernel in Signal Approximation of Least Squares Support Vector Machines
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Application of a Scaling Kernel in Signal Approximation of Least Squares Support Vector Machines
Vol. 42, Issue 12, Pages: 1464-1467+1480(2008)
作者机构:
1. 西安交通大学电子与信息工程学院,西安,710049
2. 西安石油大学电子工程学院,西安,710065
作者简介:
基金信息:
DOI:
CLC:TP18
Online First:10 December 2008,
Published:2008
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穆向阳 1, 2, 张太镒 1, et al. Application of a Scaling Kernel in Signal Approximation of Least Squares Support Vector Machines[J]. 2008, 42(12): 1464-1467+1480.
DOI:
穆向阳 1, 2, 张太镒 1, et al. Application of a Scaling Kernel in Signal Approximation of Least Squares Support Vector Machines[J]. 2008, 42(12): 1464-1467+1480.DOI:
Application of a Scaling Kernel in Signal Approximation of Least Squares Support Vector Machines
In order to overcome the problem that the least square support vector machines(LS-SVM)using Gaussian kernel cannot approximate arbitrary signal with multi-scale
a scaling kernel for LS-SVM is proposed. The scaling kernel in dot-product type is constructed under the framework of reproducing kernel Hilbert spaces. The kernel satisfies the Mercer condition
has the characteristic of dilation and translation
and forms a set of complete bases in the scale subspace. Then the Lagrangian multiplier is used to obtain the approximation coefficients under the criterion of structure risk minimization by solving the constrained programming of LS-SVM in signal approximation. The LS-SVM with scaling kernel can approximate arbitrary signal with multi-scale
and the proposed algorithm is promising in application since only one free parameter is adjusted for optimization. Simulation results show that the approximation performance of the scaling kernel is similar to the wavelet kernel; and compared with the traditional Gaussian kernel
the normalized root mean squared error increases about 8.4%.
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references
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