On input design for regularized LTI system identification: power-constrained input
From MaRDI portal
Publication:1716546
DOI10.1016/j.automatica.2018.08.010zbMath1406.93360arXiv1708.05539OpenAlexW2963093329MaRDI QIDQ1716546
Publication date: 5 February 2019
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.05539
convex optimizationkernel-based regularizationinput designBayesian mean square errorLTI system identification
Convex programming (90C25) Design techniques (robust design, computer-aided design, etc.) (93B51) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)
Related Items
On kernel design for regularized LTI system identification, On semiseparable kernels and efficient implementation for regularized system identification and function estimation, On the regularization and optimization in quantum detector tomography, A shift in paradigm for system identification, Input design for Bayesian frequency response identification via convex programming, On embeddings and inverse embeddings of input design for regularized system identification
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Maximum entropy properties of discrete-time first-order stable spline kernel
- Regularized linear system identification using atomic, nuclear and kernel-based norms: the role of the stability constraint
- Kernel methods in system identification, machine learning and function estimation: a survey
- System identification of complex and structured systems
- Prediction error identification of linear systems: a nonparametric Gaussian regression approach
- On covariance function tests used in system identification
- Least-squares estimation of a class of frequency functions: a finite sample variance expression
- Least costly identification experiment for control
- Tuning complexity in regularized kernel-based regression and linear system identification: the robustness of the marginal likelihood estimator
- A new kernel-based approach for linear system identification
- Dynamic system identification. Experiment design and data analysis
- Optimal experiment design for dynamic system identification
- Informative input design for kernel-based system identification
- On kernel design for regularized LTI system identification
- From experiment design to closed-loop control
- The harmonic analysis of kernel functions
- On asymptotic properties of hyperparameter estimators for kernel-based regularization methods
- On the estimation of transfer functions, regularizations and Gaussian processes-revisited
- Identification for control: from the early achievements to the revival of experiment design
- Simultaneous Diagonalization of Matrices and Its Applications in Quadratically Constrained Quadratic Programming
- System Identification Via Sparse Multiple Kernel-Based Regularization Using Sequential Convex Optimization Techniques
- Quantifying the error in estimated transfer functions with application to model order selection
- A Review on the Inverse of Symmetric Tridiagonal and Block Tridiagonal Matrices
- Optimal input signals for parameter estimation in dynamic systems--Survey and new results
- Identification For Control: Optimal Input Design With Respect To A Worst-Case $\nu$-gap Cost Function
- Input design via LMIs admitting frequency-wise model specifications in confidence regions
- Maximum Entropy Kernels for System Identification