Implementation of algorithms for tuning parameters in regularized least squares problems in system identification (Q2356683)

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Implementation of algorithms for tuning parameters in regularized least squares problems in system identification
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    Implementation of algorithms for tuning parameters in regularized least squares problems in system identification (English)
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    6 June 2017
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    least squares
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    regularization
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    empirical Bayes method
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    marginal likelihood maximization
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    QR factorization
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