Filter-based regularisation for impulse response modelling

DOI10.1049/IET-CTA.2016.0908MaRDI QIDQ7008995zbMATH OpenFDO

Authors Anna Marconato, Maarten Schoukens, Johan Schoukens

Publication date 20 March 2025

Published in IET Control Theory \& Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1049/IET-CTA.2016.0908

zbMATH Keywords

identificationcovariance matricesMonte Carlo methodslinear systemsMonte Carlo simulationslinear system identificationtransient responselow-pass filtersfiltering operationband-pass filtershigh-pass filtersparameter covariance matrixband-pass systemcost function levelDC kernelsfilter-based approachfilter-based regularisationhigh-pass systemsimpulse response modellingkernel-based regularisation techniqueslow-pass systemregularisation matrixTC kernels

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) System identification (93B30) Linear systems in control theory (93C05) Impulsive control/observation systems (93C27)

Cites work

• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• A new kernel-based approach for linear system identification
• Gaussian processes for machine learning.
• Implementation of algorithms for tuning parameters in regularized least squares problems in system identification
• Kernel methods in system identification, machine learning and function estimation: a survey
• Maximum entropy properties of discrete-time first-order stable spline kernel
• On the estimation of transfer functions, regularizations and Gaussian processes-revisited
• Prediction error identification of linear systems: a nonparametric Gaussian regression approach
• The Elements of Statistical Learning

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