Modeling nonlinear dynamical systems using support vector machine

This paper proposes a general framework for modeling nonlinear dynamical systems based on support vector machine (SVM), firstly provides a short introduction to regression SVM, then uses standard support vector machine to model nonlinear dynamical system, and gives a theoretic analysis about its robustness under noise. The simulation results indicate that the SVM method can reduce the effect of sample´s number and noise for modeling, and its performance is better than that of neural network modeling method.