Maximum entropy properties of discrete-time first-order stable spline kernel

DOI10.1016/J.AUTOMATICA.2015.12.009zbMath1335.93131arXiv1504.03253OpenAlexW1900832178MaRDI QIDQ254525

Francesca P. Carli, Alessandro Chiuso, Gianluigi Pillonetto, Tohid Ardeshiri, Tianshi Chen, Lennart Ljung

Publication date: 8 March 2016

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.03253

zbMATH Keywords

system identificationmaximum entropyregularization methodkernel structure

Mathematics Subject Classification ID

Sampled-data control/observation systems (93C57) Identification in stochastic control theory (93E12) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)

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