Support vector regression for black-box system identification

摘要

We demonstrate the use of support vector regression (SVR) techniques for black-box system identification. These methods derive from statistical learning theory, and are of great theoretical and practical interest. We describe the theory underpinning SVR, and compare support vector methods with other approaches using radial basis networks. Finally, we apply SVR to modeling the behaviour of a hydraulic robot arm, and show that SVR improves on previously published results.