Identification of Time-Varying Systems in Reproducing Kernel Hilbert Spaces

DOI10.1109/TAC.2008.929876MaRDI QIDQ4974361zbMATH OpenOpenAlexFDO

Authors Gianluigi Pillonetto

Publication date 8 August 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2008.929876

Mathematics Subject Classification ID

Gaussian processes (60G15) Nonparametric estimation (62G05) Inference from stochastic processes and prediction (62M20) Realizations from input-output data (93B15) Identification in stochastic control theory (93E12)

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Cited in

(7)

• The existence and uniqueness of solutions for kernel-based system identification
• Real-time identification of time-varying systems by non-parametric algorithms based on Parzen kernels
• Parameter tracking with partial forgetting method
• A new information-weighted recursive algorithm for time-varying systems: application to UAV system identification
• The use of kernel set and sample memberships in the identification of nonlinear time series
• Parameter estimation for a class of time‐varying systems with the invariant matrix
• Continuous-time linear time-varying system identification with a frequency-domain kernel-based estimator

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