Transfer learning can handle the domain adaptation of different feature spaces in nonlinear systems. Most existing studies only focus on common features between heterogeneous scenes rather than specific features that account for latent similarities between them. To deal with this problem, a filter transfer learning algorithm for nonlinear systems modeling with heterogeneous features is proposed. First, nonlinear mapping is constructed to learn the potential relationships between different feature attributes, including common features and specific features. Then, source knowledge from different domains can be obtained in the form of process parameters according to the mapping relationship. Second, a hierarchical filter framework is presented to reconstruct source knowledge in different transfer phases. In the pre-transfer phase, a knowledge filter is designed to increase the diversity of knowledge through selection, crossover, and mutation operations. In the post-transfer phase, a guided filter is established to achieve a coupling balance between source knowledge and target domain by using target samples as guidance information. Third, a dynamic parameter learning strategy is given to promote the learning performance of heterogeneous tasks. Finally, the effectiveness of innovations and the superiority of this proposed algorithm are verified by the experimental results in nonlinear systems with heterogeneous features.
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