Maximum entropy vector kernels for MIMO system identification

DOI10.1016/j.automatica.2017.01.020zbMath1371.93057arXiv1508.02865OpenAlexW2962898620MaRDI QIDQ2409365

Alessandro Chiuso, Gianluigi Pillonetto, Giulia Prando

Publication date: 11 October 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.02865

zbMATH Keywords

Gaussian processesBayesian interpretation of regularizationkernel-based regularizationlinear system identificationHankel nuclear normmaximum entropy paradigm

Mathematics Subject Classification ID

System identification (93B30) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Stochastic systems in control theory (general) (93E03)

Related Items (4)

Maximum entropy vector kernels for MIMO system identification ⋮ The existence and uniqueness of solutions for kernel-based system identification ⋮ Introducing system identification strategy into model predictive control ⋮ How entropic regression beats the outliers problem in nonlinear system identification

Uses Software

• ElemStatLearn

Cites Work

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