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RKRLS及在混炼胶质量建模与预报中的应用研究
引用本文:解应春,王海清,李平. RKRLS及在混炼胶质量建模与预报中的应用研究[J]. 浙江大学学报(工学版), 2004, 38(8): 941-945
作者姓名:解应春  王海清  李平
作者单位:浙江大学工业控制技术国家重点实验室工业控制技术研究所,浙江大学工业控制技术国家重点实验室工业控制技术研究所,浙江大学工业控制技术国家重点实验室工业控制技术研究所 浙江杭州310027,浙江杭州310027,浙江杭州310027
基金项目:国家自然科学基金,山东省青岛市工业信息化技术重点实验室基金
摘    要:对递推最小二乘(RLS)进行了非线性的核(kernel)变换,并采用正则化技术改写了目标范函,提出了一种正则核变换递推最小二乘(regularized kernel,RLS)算法.获得了RKRLS模型的系数和误差表达式,分析了算法的推广能力并证明了KeYnel RLS算法为其特例,进而导出了RKRLS算法在限定、增长和缩减记忆三种不同模式下的递推公式均无需进行求逆计算.RKRLS算法具有三个特性:小样本、可控的推广能力和速度快,因而非常适合于工业应用场合.通过对橡胶混炼质量的门尼指标进行建模和预测分析表明,本算法具有较好的跟踪预测性能.

关 键 词:递推最小二乘  核函数  正则化  混炼胶  时间序列分析
文章编号:1008-973X(2004)08-0941-05
修稿时间:2003-08-08

RKRLS and its application to modeling and prediction of rubber compound quality
XIE Ying-chun,WANG Hai-qing,LI Ping. RKRLS and its application to modeling and prediction of rubber compound quality[J]. Journal of Zhejiang University(Engineering Science), 2004, 38(8): 941-945
Authors:XIE Ying-chun  WANG Hai-qing  LI Ping
Abstract:The regularized kernel recursive least square (RKRLS) algorithm proposed here applies "Kenel Trick" to recursive least square (RLS) and adopts a regularized method to perfect the target function. The coefficient and error formulas of RKRLS model were obtained and the generalization ability was analyzed. Kernel RLS was proved to be a special case of RKRLS. Furthermore, three different recursive algorithms of RKRLS were deduced involving the restricted, increased and decreased modes, which all dispense with the need for calculating the matrix inversion. It was shown RKRLS has three properties: small samples, rapidity and controllable generalization ability, which makes it very suitable for real industry modeling issue. The industrial experiment on quality data modeling and prediction for rubber compound verified the obtained results and advantages of RKRLS algorithm.
Keywords:RLS  kernel function  regularization  rubber compound  time serials analysis
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