Maximum likelihood identification of stable linear dynamical systems
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Semidefinite programming (90C22) Convex programming (90C25) Software, source code, etc. for problems pertaining to systems and control theory (93-04) Linear systems in control theory (93C05) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Identification in stochastic control theory (93E12)
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Cites work
- 4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems
- A Survey of the S-Lemma
- AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
- Convex Parameterizations and Fidelity Bounds for Nonlinear Identification and Reduced-Order Modelling
- Equation of state calculations by fast computing machines
- Guaranteed stability with subspace methods
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- scientific article; zbMATH DE number 3356151 (Why is no real title available?)
- scientific article; zbMATH DE number 3368525 (Why is no real title available?)
- Identification of stable models in subspace identification by using regularization
- Monte Carlo sampling methods using Markov chains and their applications
- Robust maximum-likelihood estimation of multivariable dynamic systems
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- Subspace identification with eigenvalue constraints
- Subspace identification with guaranteed stability using constrained optimization
- System identification of nonlinear state-space models
- Time series analysis by state space methods.
Cited in
(17)- Maximum likelihood estimators and worst case optimal algorithms for system identification
- Stability orthogonal regression for system identification
- Linear system identification using the sequential stabilizing spline algorithm
- Max-plus linear inverse problems: 2-norm regression and system identification of max-plus linear dynamical systems with Gaussian noise
- On convexification of system identification criteria
- scientific article; zbMATH DE number 3873207 (Why is no real title available?)
- Gradient descent learns linear dynamical systems
- Maximum likelihood gradient identification for multivariate equation‐error moving average systems using the multi‐innovation theory
- Multi‐innovation gradient parameter estimation for multivariable systems based on the maximum likelihood principle
- Hierarchical maximum likelihood generalized extended stochastic gradient algorithms for bilinear‐in‐parameter systems
- Expectation maximization based sparse identification of cyberphysical system
- Deep networks for system identification: a survey
- Stable reduced-rank VAR identification
- Combining federated learning and control: a survey
- Identification for stable second-order nonlinear systems
- Data filtering based maximum likelihood gradient estimation algorithms for a multivariate equation-error system with ARMA noise
- Data-driven recursive least squares methods for non-affined nonlinear discrete-time systems
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