On the estimation of transfer functions, regularizations and Gaussian processes-revisited

DOI10.1016/J.AUTOMATICA.2012.05.026zbMATH Open1269.93126DBLPjournals/automatica/ChenOL12OpenAlexW2161083632WikidataQ59591823 ScholiaQ59591823MaRDI QIDQ2391440FDOQ2391440

Authors: Tianshi Chen, Henrik Ohlsson, Lennart Ljung 

Publication date: 31 July 2013

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0005109812001999

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zbMATH Keywords

Bayesian inferenceregularizationGaussian processbias-variance trade-offmean square errorsystem identificationfinite impulse responsetransfer function estimationmaximum likelihood (ML) approachprediction error method (PEM)

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cited In (87)

• The harmonic analysis of kernel functions
• Maximum entropy properties of discrete-time first-order stable spline kernel
• Sparse estimation in linear dynamic networks using the stable spline horseshoe prior
• High precision variational Bayesian inference of sparse linear networks
• On the mathematical foundations of stable RKHSs
• An efficient implementation for spatial-temporal Gaussian process regression and its applications
• On embeddings and inverse embeddings of input design for regularized system identification
• Robust EM kernel-based methods for linear system identification
• Kernel methods in system identification, machine learning and function estimation: a survey
• A scaled gradient projection method for Bayesian learning in dynamical systems
• A flexible state-space model for learning nonlinear dynamical systems
• Regularized LTI system identification in the presence of outliers: a variational EM approach
• Kernel-based identification of asymptotically stable continuous-time linear dynamical systems
• FRF estimation using multiple kernel-based regularisation
• Sparse plus low rank network identification: a nonparametric approach
• On semiseparable kernels and efficient implementation for regularized system identification and function estimation
• Regularized linear system identification using atomic, nuclear and kernel-based norms: the role of the stability constraint
• Benchmark problems for continuous-time model identification: design aspects, results and perspectives
• Linear system identification using the sequential stabilizing spline algorithm
• Bayesian positive system identification: truncated Gaussian prior and hyperparameter estimation
• Regularized nonparametric Volterra kernel estimation
• On the stability of reproducing kernel Hilbert spaces of discrete-time impulse responses
• The generalized cross validation filter
• A shift in paradigm for system identification
• Tuning complexity in regularized kernel-based regression and linear system identification: the robustness of the marginal likelihood estimator
• On kernel design for regularized LTI system identification
• Informative input design for kernel-based system identification
• System identification using kernel-based regularization: new insights on stability and consistency issues
• A new kernel-based approach to system identification with quantized output data
• Kernels for linear time invariant system identification
• On input design for regularized LTI system identification: power-constrained input
• On asymptotic properties of hyperparameter estimators for kernel-based regularization methods
• Transfer function and transient estimation by Gaussian process regression in the frequency domain
• Control-oriented regularization for linear system identification
• Enhancing statistical performance of data-driven controller tuning via \(\mathcal{L}_2-\)regularization
• Learning theory approach to a system identification problem involving atomic norm
• A frequency domain approach for local module identification in dynamic networks
• An iterative state-space identification method with data correlation for MIMO systems with measurement noise
• Implementation of algorithms for tuning parameters in regularized least squares problems in system identification
• Modeling and identification of uncertain-input systems
• Identification of extended Hammerstein systems with hysteresis-type input nonlinearities described by Preisach model
• Adaptive regularised kernel-based identification method for large-scale systems with unknown order
• On the end-performance metric estimator selection
• A new kernel-based approach to hybrid system identification
• A Bayesian approach to sparse dynamic network identification
• A nonparametric kernel-based approach to Hammerstein system identification
• Application of regularized Savitzky-Golay filters to identification of time-varying systems
• Four encounters with system identification
• Cost function shaping of the output error criterion
• On the regularization and optimization in quantum detector tomography
• Recursive estimation for sparse Gaussian process regression
• Autoregressive identification of Kronecker graphical models
• On convexification of system identification criteria
• Nonparametric identification of Kronecker networks
• Generalized system identification with stable spline kernels
• Consistent identification of Wiener systems: a machine learning viewpoint
• The quest for the right kernel in Bayesian impulse response identification: the use of OBFs
• Prediction-error identification of LPV systems: a nonparametric Gaussian regression approach
• Towards efficient maximum likelihood estimation of LPV-SS models
• Learning linear modules in a dynamic network using regularized kernel-based methods
• When cannot regularization improve the least squares estimate in the kernel-based regularized system identification
• Maximum entropy vector kernels for MIMO system identification
• Mercer kernel absolute integrability is only sufficient for RKHS stability
• Nonparametric identification based on Gaussian process regression for distributed parameter systems
• Stable spline identification of linear systems under missing data
• Kernel-based regularized iterative learning control of repetitive linear time-varying systems
• Data‐driven mixed‐sensitivity control with automated weighting functions selection
• Kernel‐based regularization least squares algorithm for nonlinear time‐delayed systems using self‐organizing maps
• Joint input-output identification of unstable systems with kernel regularization
• On convergence of covariance matrix of empirical Bayes hyper-parameter estimator
• Oxygen uptake response to switching stairs exercise by non-parametric modeling
• Quantum state tomography from observable time traces in closed quantum systems
• The posterior selection method for hyperparameters in regularized least squares method
• Identification of flame transfer functions in the presence of intrinsic thermoacoustic feedback and noise
• Bayesian nonparametric identification of Wiener systems
• Kernel-based identification of non-causal systems with application to inverse model control
• The existence and uniqueness of solutions for kernel-based system identification
• On cross-correlogram IRF’s estimators of two-output systems in spaces of continuous functions
• Deep networks for system identification: a survey
• On model order priors for Bayesian identification of SISO linear systems
• Leading impulse response identification via the elastic net criterion
• Regularized identification with internal positivity side-information
• Kernel-based linear system identification: when does the representer theorem hold?
• On kernel design for regularized non-causal system identification
• Sequential stabilizing spline algorithm for linear systems: eigenvalue approximation and polishing
• A refinement of the stability test for reproducing kernel Hilbert spaces
• Kernel-based identification using Lebesgue-sampled data

Uses Software

• System Identification Toolbox

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