Fast Online Approximation for Hard Support Vector Regression and Its Application to Analytical Redundancy for Aeroengines

The hard support vector regression attracts little attention owing to the overfitting phenomenon. Recently, a fast offline method has been proposed to approximately train the hard support vector regression with the generation performance comparable to the soft support vector regression. Based on this achievement, this article advances a fast online approximation called the hard support vector regression (FOAHSVR for short). By adopting the greedy stagewise and iterative strategies, it is capable of online estimating parameters of complicated systems. In order to verify the effectiveness of the FOAHSVR, an FOAHSVR-based analytical redundancy for aeroengines is developed. Experiments on the sensor failure and drift evidence the viability and feasibility of the analytical redundancy for aeroengines together with its base—FOAHSVR. In addition, the FOAHSVR is anticipated to find applications in other scientific-technical fields.