A new kernel-based approach for linear system identification

DOI10.1016/j.automatica.2009.10.031zbMath1214.93116OpenAlexW2021065610MaRDI QIDQ985267

Gianluigi Pillonetto, De Nicolao, Giuseppe

Publication date: 20 July 2010

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2009.10.031

zbMATH Keywords

regularizationGaussian processesrobust identificationBayesian estimationstochastic embeddingkernel-based methodslinear system identification

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Related Items (77)

Linear system identification using the sequential stabilizing spline algorithm ⋮ Gaussian process repetitive control: beyond periodic internal models through kernels ⋮ Regularized linear system identification using atomic, nuclear and kernel-based norms: the role of the stability constraint ⋮ On the stability of reproducing kernel Hilbert spaces of discrete-time impulse responses ⋮ A new kernel-based approach to hybrid system identification ⋮ Consistent identification of Wiener systems: a machine learning viewpoint ⋮ Kernels for Linear Time Invariant System Identification ⋮ Transfer function and transient estimation by Gaussian process regression in the frequency domain ⋮ Informative input design for kernel-based system identification ⋮ On kernel design for regularized LTI system identification ⋮ The generalized cross validation filter ⋮ An empirical Bayes approach to identification of modules in dynamic networks ⋮ A frequency domain approach for local module identification in dynamic networks ⋮ Generalized System Identification with Stable Spline Kernels ⋮ On the estimation of transfer functions, regularizations and Gaussian processes-revisited ⋮ A Bayesian approach to sparse dynamic network identification ⋮ Kernel-based identification of non-causal systems with application to inverse model control ⋮ Leading impulse response identification via the elastic net criterion ⋮ A flexible state-space model for learning nonlinear dynamical systems ⋮ Control-oriented regularization for linear system identification ⋮ Learning linear modules in a dynamic network using regularized kernel-based methods ⋮ Online Bayesian inference and learning of Gaussian-process state-space models ⋮ Kernel-based methods for Volterra series identification ⋮ On semiseparable kernels and efficient implementation for regularized system identification and function estimation ⋮ Deterministic error bounds for kernel-based learning techniques under bounded noise ⋮ Regularized nonparametric Volterra kernel estimation ⋮ Maximum entropy vector kernels for MIMO system identification ⋮ A new kernel-based approach to system identification with quantized output data ⋮ A nonparametric kernel-based approach to Hammerstein system identification ⋮ On the mathematical foundations of stable RKHSs ⋮ On the end-performance metric estimator selection ⋮ Tuning complexity in regularized kernel-based regression and linear system identification: the robustness of the marginal likelihood estimator ⋮ Learning theory approach to a system identification problem involving atomic norm ⋮ A regularised fast recursive algorithm for fraction model identification of nonlinear dynamic systems ⋮ The existence and uniqueness of solutions for kernel-based system identification ⋮ On the regularization and optimization in quantum detector tomography ⋮ Stable spline identification of linear systems under missing data ⋮ Prediction error identification of linear systems: a nonparametric Gaussian regression approach ⋮ When cannot regularization improve the least squares estimate in the kernel-based regularized system identification ⋮ Kernel-based identification with frequency domain side-information ⋮ Nonparametric identification based on Gaussian process regression for distributed parameter systems ⋮ Smoothing Splines and Rank Structured Matrices: Revisiting the Spline Kernel ⋮ Data‐driven mixed‐sensitivity control with automated weighting functions selection ⋮ Kernel‐based regularization least squares algorithm for nonlinear time‐delayed systems using self‐organizing maps ⋮ Bayesian nonparametric identification of Wiener systems ⋮ Recursive estimation for sparse Gaussian process regression ⋮ Enforcing stability constraints in set-membership identification of linear dynamic systems ⋮ Non-Linear Interactions and Exchange Rate Prediction: Empirical Evidence Using Support Vector Regression ⋮ Prediction-error identification of LPV systems: a nonparametric Gaussian regression approach ⋮ On input design for regularized LTI system identification: power-constrained input ⋮ Enhancing statistical performance of data-driven controller tuning via \(\mathcal{L}_2-\)regularization ⋮ Kernel methods in system identification, machine learning and function estimation: a survey ⋮ Kernel Absolute Summability Is Sufficient but Not Necessary for RKHS Stability ⋮ Sparse plus low rank network identification: a nonparametric approach ⋮ Bayesian positive system identification: truncated Gaussian prior and hyperparameter estimation ⋮ The quest for the right kernel in Bayesian impulse response identification: the use of OBFs ⋮ Online model regression for nonlinear time-varying manufacturing systems ⋮ Four encounters with system identification ⋮ Regularized LTI system identification in the presence of outliers: a variational EM approach ⋮ Gaussian process regression for the estimation of generalized frequency response functions ⋮ On convexification of system identification criteria ⋮ System identification using kernel-based regularization: new insights on stability and consistency issues ⋮ The harmonic analysis of kernel functions ⋮ On asymptotic properties of hyperparameter estimators for kernel-based regularization methods ⋮ A shift in paradigm for system identification ⋮ Revisiting total model errors and model validation ⋮ Nonlinear system identification via data augmentation ⋮ Nonparametric identification of Kronecker networks ⋮ Boosting as a kernel-based method ⋮ A Scaled Gradient Projection Method for Bayesian Learning in Dynamical Systems ⋮ Bayesian frequentist bounds for machine learning and system identification ⋮ Sparse estimation in linear dynamic networks using the stable spline horseshoe prior ⋮ Kernel-based identification of asymptotically stable continuous-time linear dynamical systems ⋮ On embeddings and inverse embeddings of input design for regularized system identification ⋮ Maximum entropy properties of discrete-time first-order stable spline kernel ⋮ Robust EM kernel-based methods for linear system identification ⋮ Implementation of algorithms for tuning parameters in regularized least squares problems in system identification

Uses Software

• System Identification Toolbox

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Mercer theorem for RKHS on noncompact sets
• Prediction error identification of linear systems: a nonparametric Gaussian regression approach
• On covariance function tests used in system identification
• Networks and the best approximation property
• Input estimation in nonlinear dynamical systems using differential algebra techniques
• Nonparametric Bayesian regression
• Optimal estimation theory for dynamic systems with set membership uncertainty: An overview
• On Tikhonov regularization, bias and variance in nonlinear system identification
• On the Bernstein-von Mises theorem with infinite-dimensional parameters
• Comparing different approaches to model error modeling in robust identification
• From experiment design to closed-loop control
• Worst-case control-relevant identification
• Bayes and empirical Bayes semi-blind deconvolution using eigenfunctions of a prior covariance
• Explicit expression of the parameter bias in identification of Laguerre models from step responses
• An approach to nonlinear programming
• Nonparametric identification of population models via Gaussian processes
• Learning theory estimates via integral operators and their approximations
• Stochastic processes with sample paths in reproducing kernel Hilbert spaces
• On the mathematical foundations of learning
• Regularization Algorithms for Learning That Are Equivalent to Multilayer Networks
• Estimating parameters and stochastic functions of one variable using nonlinear measurement models
• Design variables for bias distribution in transfer function estimation
• Quantifying the error in estimated transfer functions with application to model order selection
• Practical Approximate Solutions to Linear Operator Equations When the Data are Noisy
• H/sub ∞/ identification and model quality evaluation
• Identification of probabilistic system uncertainty regions by explicit evaluation of bias and variance errors
• Conditional central algorithms for worst case set-membership identification and filtering
• Composite modeling of transfer functions
• Bayes Factors
• Theory of Reproducing Kernels
• Non-stationary stochastic embedding for transfer function estimation

This page was built for publication: A new kernel-based approach for linear system identification