LAUSR

Sparse augmented Lagrangian algorithm for system identification

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0 Published in 2019 at "Neurocomputing"

DOI: 10.1016/j.neucom.2018.11.019

Abstract: Abstract A huge class of nonlinear dynamic systems can be approximated by the Nonlinear AutoRegressive with eXogenous inputs (NARX) models. This paper proposes a novel method, Sparse Augmented Lagrangian (SAL), for NARX model variable selection… read more here.

Keywords: lagrangian algorithm; augmented lagrangian; model; sparse augmented ... See more keywords