系统仿真学报 ›› 2017, Vol. 29 ›› Issue (1): 1-6.doi: 10.16182/j.issn1004731x.joss.201701001

• 仿真建模理论与方法 •    下一篇

基于Hermite矩阵求逆的LSSVM在线预测算法研究

洪贝, 姜学鹏, 齐玉东, 陈青华   

  1. 海军航空工程学院,山东 烟台 264001
  • 收稿日期:2014-05-20 修回日期:2014-11-12 出版日期:2017-01-08 发布日期:2020-06-01
  • 作者简介:洪贝(1982-),女,湖南长沙,博士,讲师,研究方向为故障预测、预报。
  • 基金资助:
    国家自然科学基金(61174031)

Research on Online LSSVM Prediction Based on Hermite Matrix Inversion

Hong Bei, Jiang Xuepeng, Qi Yudong, Chen Qinghua   

  1. Naval Aeronautical and Astronautical University, Yantai 264001, China
  • Received:2014-05-20 Revised:2014-11-12 Online:2017-01-08 Published:2020-06-01

摘要: 为预测某导弹陀螺漂移趋势,以该陀螺漂移角速度时间序列为对象,建立基于最小二乘支持向量机的非线性时间预测模型,提出了一种基于Hermite矩阵求逆引理的在线更新算法。介绍最小二乘支持向量机及其在线算法,针对在线更新时存在复杂的矩阵求逆运算,结合核扩展矩阵为实对称矩阵的特点,利用Hermite矩阵求逆引理递推求取核扩展矩阵。某导弹实测的陀螺漂移数据预测应用研究表明,模型在线更新的过程中,该算法能充分利用历史的训练结果和核扩展矩阵的特点来减小模型计算复杂度,运算速度快、预测精度高。

关键词: 非线性系统, 最小二乘支持向量机, 自适应辨识, 陀螺漂移预测, Hermite矩阵求逆

Abstract: For forecasting the gyro drift tendency of a missile, a prediction model based on LSSVM was established taking the time series of gyro's drift as study object, and an online algorithm for nonlinear system based on hermite matrix inversion was proposed. The mathematical model of regression LSSVM, and online learning algorithm were introduced. Based on the characteristic that the reproducing kernel matrix is Hermite and positive definite, a new online learning algorithm was proposed by matrix block-inversion. The algorithm was applied to prediction research on real gyro drift data of certain missile. The experiment results show that the algorithm fully utilizes the historical training results, reduces storage space and calculate, has a fast operation speed and a high prediction precision.

Key words: nonlinear system, least squares support vector machine, adaptive identification, gyro drift prediction, Hermite matrix inversion

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