Regularized linear system identification using atomic, nuclear and kernel-based norms: the role of the stability constraint

DOI10.1016/j.automatica.2016.02.012zbMath1338.93121arXiv1507.00564OpenAlexW809676393MaRDI QIDQ286265

Alessandro Chiuso, Lennart Ljung, Gianluigi Pillonetto, Tianshi Chen, De Nicolao, Giuseppe

Publication date: 20 May 2016

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.00564

zbMATH Keywords

Gaussian processesHankel operatorreproducing kernel Hilbert spacesLASSOatomic and nuclear normsBayesian interpretation of regularizationkernel-based regularizationlinear system identification

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) System identification (93B30) Linear systems in control theory (93C05)

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Uses Software

• LASSO
• CVX
• glmnet
• ElemStatLearn

Cites Work

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