Linear system identification using the sequential stabilizing spline algorithm

DOI10.1016/j.automatica.2022.110169zbMath1485.93131OpenAlexW4211237379MaRDI QIDQ2123234

Alessandro Chiuso, Gianluigi Pillonetto

Publication date: 8 April 2022

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2022.110169

zbMATH Keywords

stabilityGaussian processesMarkov chain Monte Carlokernel-based regularizationlinear system identificationstable spline kernels

Mathematics Subject Classification ID

Numerical computation using splines (65D07) System identification (93B30) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Linear systems in control theory (93C05)

Related Items (max. 100)

Unnamed Item

Uses Software

• CVX
• GradSamp
• ElemStatLearn

Cites Work

• 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
• Prediction error identification of linear systems: a nonparametric Gaussian regression approach
• On covariance function tests used in system identification
• 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
• Maximum likelihood identification of stable linear dynamical systems
• On the estimation of transfer functions, regularizations and Gaussian processes-revisited
• Subspace identification with eigenvalue constraints
• Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors when the Root Lies on the Unit Circle
• Quantifying the error in estimated transfer functions with application to model order selection
• Particle Markov Chain Monte Carlo Methods
• H/sub ∞/ design with pole placement constraints: an LMI approach
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• Stabilization via Nonsmooth, Nonconvex Optimization
• A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
• Variational analysis of non-Lipschitz spectral functions
• The elements of statistical learning. Data mining, inference, and prediction

This page was built for publication: Linear system identification using the sequential stabilizing spline algorithm