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基于在线LSSVM的陀螺漂移预测算法研究
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摘要
为了预测陀螺漂移趋势,以某型陀螺的漂移角速度时间序列为对象,建立基于最小二乘支持向量机的非线性时间预测模型,提出了一种基于Hermite矩阵求逆引理的在线更新算法。首先介绍最小二乘支持向量机及其在线算法,针对在线更新时存在复杂的矩阵求逆运算,结合核扩展矩阵为实对称矩阵的特点,利用Hermite矩阵求逆引理递推求取核扩展矩阵。实测的陀螺漂移数据预测应用研究表明,模型在线更新的过程中,本文算法能充分利用历史的训练结果和核扩展矩阵的特点来减小模型计算复杂度,运算速度快、预测精度高。
For forecasting the gyro drift tendency,a prediction model based on LSSVM is established taking the time series of gyro's drift as study object,and a online algorithm for nonlinear system based on hermite matrix inversion is presented in this paper.Firstly,we introduced the mathematical model of regression LSSVM,and online learning algorithm.Based on the characteristic that the reproducing kernel matrix is Hermite and positive definite,we presented a new online learning algorithm by matrix block-inversion.The algorithm is applied to prediction research on real certain gyro drift data,and experiment results show that the algorithm fully utilizes the historical training results,reduces the storage space and calculation,resulting to a fast operation speed and a high prediction precision.
引文
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