Abstract

To tackle the difficulty in identifying time-varying nonlinear Multi-Input Multi-Output (MIMO) system online, a fast online system identification approach based on Least Squares Support Vector Machine (LSSVM) was proposed. The existing LSSVM incremental and online learning algorithms were introduced, and some speeding up implementing tactics were designed and adopted in the algorithm; consequently, a fast online LSSVM learning algorithm was obtained. MIMO system was decomposed into multiple Multi-Input Single-Output (MISO) subsystems, and each MISO was modeled online via a LSSVM. The numerical simulation shows the modeling method is faster and the obtained models provide accurate prediction.

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