LAUSR

A new model parameter selection method for support vector machine based on adaptive fusion of multiple kernel functions is proposed in this paper. Characteristics of local kernels, global kernels, mixtures of kernels and multiple kernels were analyzed. Fusion coefficients of the multiple kernel function, kernel function parameters and regression parameters are combined to form the parameters of the state vector. Thus, the model selection problem is transformed into a nonlinear system state estimation problem. Then, we use a fifth-degree cubature Kalman filter to estimate the parameters. In this way, we realize adaptive selection of the multiple kernel function weighted coefficient, the kernel parameters and the regression parameters. A simulation experiment was performed to interpret the PE process for fault diagnosis.