Nonparametric identification of Kronecker networks

DOI10.1016/j.automatica.2022.110518zbMath1498.93121arXiv2206.05156OpenAlexW4295989401MaRDI QIDQ2081800

Mattia Zorzi

Publication date: 30 September 2022

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.05156

zbMATH Keywords

Gaussian processeskernel-based methodslinear system identificationsparsity inducing priors

Mathematics Subject Classification ID

System identification (93B30) Linear systems in control theory (93C05) Networked control (93B70)

Uses Software

• KronFit

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Kernel methods in system identification, machine learning and function estimation: a survey
• Sparse plus low rank network identification: a nonparametric approach
• Prediction error identification of linear systems: a nonparametric Gaussian regression approach
• On covariance function tests used in system identification
• A new kernel-based approach for linear system identification
• The harmonic analysis of kernel functions
• On asymptotic properties of hyperparameter estimators for kernel-based regularization methods
• Autoregressive identification of Kronecker graphical models
• Implementation of algorithms for tuning parameters in regularized least squares problems in system identification
• On the estimation of transfer functions, regularizations and Gaussian processes-revisited
• A Bayesian approach to sparse dynamic network identification
• Learning linear modules in a dynamic network using regularized kernel-based methods
• AR Identification of Latent-Variable Graphical Models
• System Identification Via Sparse Multiple Kernel-Based Regularization Using Sequential Convex Optimization Techniques
• Iterated Function Systems, Moments, and Transformations of Infinite Matrices
• Quantifying the error in estimated transfer functions with application to model order selection
• On Convergence of Kronecker Graphical Lasso Algorithms
• QUARKS: Identification of Large-Scale Kronecker Vector-AutoRegressive Models
• Topological Identification in Networks of Dynamical Systems
• Blind Learning of Tree Network Topologies in the Presence of Hidden Nodes
• A shift in paradigm for system identification
• Graphical model selection for a particular class of continuous-time processes
• A Scaled Gradient Projection Method for Bayesian Learning in Dynamical Systems
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• ARMA Identification of Graphical Models
• Theory of Reproducing Kernels
• Signal Selection for Estimation and Identification in Networks of Dynamic Systems: A Graphical Model Approach
• Learning Latent Variable Dynamic Graphical Models by Confidence Sets Selection
• Stochastic differential equations. An introduction with applications.
• A new look at the statistical model identification