Regularized LTI system identification in the presence of outliers: a variational EM approach

DOI10.1016/J.AUTOMATICA.2020.109152zbMath1448.93337OpenAlexW3047342910MaRDI QIDQ2003792

Martin Lindfors, Tianshi Chen

Publication date: 5 October 2020

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2020.109152

zbMATH Keywords

outlierssystem identificationkernel-based regularization methodsvariational expectation-maximization

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Impulsive control/observation systems (93C27)

Related Items (4)

Sparse Bayesian deep learning for dynamic system identification ⋮ On semiseparable kernels and efficient implementation for regularized system identification and function estimation ⋮ Online continuous time system identification in the presence of impulsive terms ⋮ Variational system identification for nonlinear state-space models

Uses Software

• PRMLT

Cites Work

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