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Nonlinear dynamic system kernel based reconstruction from time series data

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Abstract

A unified approach to reccurent kernel identification algorithms design is proposed. In order to fix the auxiliary vector dimension, the reduced order model kernel method is proposed and proper reccurent identification algorithms are designed.

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Lyubchyk L. M. Nonlinear dynamic system kernel based reconstruction from time series data / L. M. Lyubchyk, V. A. Kolbasin, G. L. Grinberg // Problems of Decision Making under Uncertainties (PDMU–2015) : XXV International Conference, may 11-16 2015, pp. 34-35.

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