Nonlinear system identification using least squares support vector machine tuned by an adaptive particle swarm optimization

Abstract

In this paper, we present a method for nonlinear system identification. The proposed method adopts least squares support vector machine (LSSVM) to approximate a nonlinear autoregressive model with eXogeneous (NARX). First, the orders of NARX model are determined from input–output data via Lipschitz quotient criterion. Then, an LSSVM model is used to approximate the NARX model. To obtain an efficient LSSVM model, a novel particle swarm optimization with adaptive inertia weight is proposed to tune the hyper-parameters of LSSVM. Two experimental results are given to illustrate the effectiveness of the proposed method.