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