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最小二乘支持向量回归滤波系统性能分析
引用本文:邓小英,杨顶辉,刘涛,李月,杨宝俊.最小二乘支持向量回归滤波系统性能分析[J].地球物理学报,2010,53(8):2004-2011.
作者姓名:邓小英  杨顶辉  刘涛  李月  杨宝俊
作者单位:1. 北京理工大学电子工程系,北京 100081; 2. 清华大学数学科学系,北京 100084; 3. 中国人民解放军驻航天科工集团二院军事代表室, 北京 100854; 4. 吉林大学通信工程学院,长春 130012; 5. 吉林大学地球探测科学与技术学院,长春 130026
基金项目:国家自然科学基金,中国博士后科学基金 
摘    要:支持向量机(Support Vector Machine: SVM)一直作为机器学习方法在统计学习理论基础上被研究和发展,本文从信号与系统的角度出发,证明了平移不变核最小二乘支持向量机(Least Squares SVM: LS-SVM)是一个线性时不变系统.以Ricker子波核为例,探讨了不同参数对最小二乘支持向量回归(Least Squares Support Vector Regression: LS-SVR)滤波器频率响应特性的影响,这些参数的不同选择相应地控制着滤波器通带上升沿的陡峭性、通带的中心频率、通带带宽以及信号能量的衰减,即滤波器长度越长通带的上升沿越陡,核参数值越大通带的中心频率越高,且通带带宽越宽,正则化参数值越小,通带带宽越窄(但通带中心频率基本保持恒定),有效信号幅度衰减越严重.合成地震记录的仿真实验结果表明,Ricker子波核LS-SVR滤波器在处理地震勘探信号的应用中,滤波性能优于径向基函数(Radial Basic Function: RBF)核LS-SVR滤波器以及小波变换滤波和Wiener滤波方法.

关 键 词:支持向量机  Ricker子波核  最小二乘支持向量回归滤波系统  频率响应  随机噪声  
收稿时间:2009-11-21

Performance analysis of least squares support vector regression filtering system
DENG Xiao-Ying,YANG Ding-Hui,LIU Tao,LI Yue,YANG Bao-Jun.Performance analysis of least squares support vector regression filtering system[J].Chinese Journal of Geophysics,2010,53(8):2004-2011.
Authors:DENG Xiao-Ying  YANG Ding-Hui  LIU Tao  LI Yue  YANG Bao-Jun
Institution:1. Department of Electronic Engineering, Beijing Institute of Technology, Beijing 100081, China; 2. Department of Mathematical Sciences, Tsinghua University, Beijing 100084, China; 3. Military Representative Office of PLA in Second Research Institute of CASIC, Beijing 100854, China; 4. College of Communication and Engineering, Jilin University, Changchun 130012, China; 5. College of Geo-exploration Science and Technology, Jilin University, Changchun 130026, China
Abstract:Support vector machine (SVM) is always researched and developed as a machine learning method on the base of statistical learning theory. As viewed from signal and system, the least squares support vector machine (LS-SVM) with the translation invariant kernel is a linear time invariant system. Taking the Ricker wavelet kernel as an example, we investigate the effects of different parameters on frequency responses of the least squares support vector regression (LS-SVR) filter. Those parameters affect the rising edge, the band width and central frequency of passband, and also the attenuation of signal energy. In other words, the longer the length of LS-SVR filter, the sharper the rising edge generated; the larger the kernel parameter, the higher the central frequency and the wider the bandwidth of the passband; the smaller the regularization parameter, the narrower the bandwidth of passband and the greater the attenuation of the desired signal. The experimental results of synthetic seismic data show that the LS-SVR filter with the Ricker wavelet kernel works better than the LS-SVR filter with the RBF kernel, the wavelet transform-based method and adaptive Wiener filtering method.
Keywords:Support vector machine  Ricker wavelet kernel  Least squares support vector regression filtering system  Frequency response  Random noise
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