AN ALGORITHM AND ITS APPLICATION FOR GMDH——NONLINEAR SYSTEMS IDENTIFICATION
Iu D · Acta Automatica Sinica · 1990
In this paper a unidirectional stepwise regression algorithm is presented to determine the structure of the optimal partial polynomial and estimate parameters in GMDH. In order to avoid intensive iterative computation, a recursion algorithm is proposed. The algorithm is particularly suited to multistep predicted modelling. Application examples have shown its effectiveness.