The generalized cross validation filter
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Publication:1640724
DOI10.1016/j.automatica.2017.12.054zbMath1387.93159arXiv1706.02495OpenAlexW2964196329MaRDI QIDQ1640724
Giulio Bottegal, Gianluigi Pillonetto
Publication date: 14 June 2018
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.02495
splinesregularizationinverse problemsKalman filteringsmoothness parametergeneralized cross-validationonline system identification
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)
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