Learning linear modules in a dynamic network using regularized kernel-based methods (Q2665089)

The regularized kernel-based approach (so called EBDM, empirical Bayes direct method) for local module identification in dynamic networks is proposed. The main contribution is the method's robustness in case of unstable modules contributing to the network complex behavior. It is to be noted that proposed approach provides better estimates and a reduced variance thanks to the regularization approach of the method.