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

DOI10.1016/j.automatica.2012.05.026zbMath1269.93126OpenAlexW2161083632WikidataQ59591823 ScholiaQ59591823MaRDI QIDQ2391440

Lennart Ljung, Tianshi Chen, Henrik Ohlsson

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

zbMATH Keywords

system identificationregularizationGaussian processmean square errorBayesian inferencefinite impulse responsebias-variance trade-offtransfer 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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Uses Software

• System Identification Toolbox

Cites Work

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