Informative input design for kernel-based system identification

DOI10.1016/J.AUTOMATICA.2017.11.019MaRDI QIDQ1640228zbMATH OpenOpenAlexFDO

Authors Yusuke Fujimoto, Toshiharu Sugie

Publication date 14 June 2018

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2017.11.019

zbMATH Keywords

Bayesian estimationexperiment designinformation theorykernel-based system identification

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cites work

• A new kernel-based approach for linear system identification
• A New Kernel-Based Approach for NonlinearSystem Identification
• A new kernel-based approach to system identification with quantized output data
• A projected gradient method for vector optimization problems
• Bayesian experimental design: A review
• Elements of Information Theory
• Entropy, divergence and distance measures with econometric applications
• scientific article; zbMATH DE number 1206370 (Why is no real title available?)
• scientific article; zbMATH DE number 3997615 (Why is no real title available?)
• Input design via LMIs admitting frequency-wise model specifications in confidence regions
• Kernel methods in system identification, machine learning and function estimation: a survey
• Matrix mathematics. Theory, facts, and formulas
• Near-optimal sensor placements in Gaussian processes: theory, efficient algorithms and empirical studies
• On the estimation of transfer functions, regularizations and Gaussian processes-revisited
• Optimal input signals for parameter estimation in dynamic systems--Survey and new results
• Optimum input test signals for system identification—an information-theoretical approach

Cited in

(6)

• Optimal input design using generalized binary sequence
• On input design for regularized LTI system identification: power-constrained input
• Input design for Bayesian frequency response identification via convex programming
• On embeddings and inverse embeddings of input design for regularized system identification
• On semiseparable kernels and efficient implementation for regularized system identification and function estimation
• Better M sequence design for parameter identification based on EKF

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