Adaptive Kernel Leaning Networks with Application to Nonlinear System Identification

By kernelizing the traditional least-square based identification method, an adaptive kernel learning (AKL) network is proposed for nonlinear process modeling, which utilizes kernel mapping and geometric angle to build the network topology adaptively. The generalization ability of AKL network is controlled by introducing a regularized optimization function. Two forms of learning strategies are addressed and their corresponding recursive algorithms are derived. Numerical simulations show this simple AKL networks can learn the process nonlinearities with very small samples, and has excellent modeling performance in both the deterministic and stochastic environments.