Prediction error identification of linear systems: a nonparametric Gaussian regression approach

DOI10.1016/j.automatica.2010.11.004zbMath1207.93110MaRDI QIDQ627072

Alessandro Chiuso, Gianluigi Pillonetto, De Nicolao, Giuseppe

Publication date: 21 February 2011

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2010.11.004

zbMATH Keywords

subspace methods; regularization; Gaussian processes; Bayesian estimation; kernel-based methods; linear system identification; predictor estimation

Mathematics Subject Classification ID

93E10: Estimation and detection in stochastic control theory

93E12: Identification in stochastic control theory

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Uses Software

• System Identification Toolbox
• CAPTAIN

Cites Work

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