Support vector method for function estimation

Data processing: measuring – calibrating – or testing – Measurement system – Orientation or position

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706 20, 706 25, G06E 100

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059501464

ABSTRACT:
A method for estimating a real function that describes a phenomenon occurring in a space of any dimensionality. The function is estimated by taking a series of measurements of the phenomenon being described and using those measurements to construct an expansion that has a manageable number of terms. A reduction in the number of terms is achieved by using an approximation that is defined as an expansion on kernel functions, the kernel functions forming an inner product in Hilbert space. By finding the support vectors for the measurements one specifies the expansion functions. The number of terms in an estimation according to the present invention is generally much less than the number of observations of the real world phenomenon that is being estimated.

REFERENCES:
patent: 5640492 (1997-06-01), Cortes et al.
Vladimir N. Vapnik, The Nature of Statistical Learning Theory, pp. 151-156 (Springer-Verlag 1995).

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