Variable selection in non-linear systems modelling

A new algorithm which preselects variables in non-linear system models is i ntroduced by converting the problem into a variable selection procedure for a set of linearised models. Because on this result an algorithm which cons ists of a cluster analysis linearisation sub-region division procedure, a l inear subset selection routine using an all possible regression algorithm a nd a genetic algorithm is developed. This algorithm can be applied to the m odelling of non-linear systems using a wide class of model forms including the non-linear polynomial model, the non-linear rational model, artificial neural networks and others. Numerical simulations are included to demonstra te the efficiency of the new algorithm. (C) 1999 Academic Press.