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
Gaussian processesBayesian interpretation of regularizationkernel-based regularizationlinear system identificationHankel nuclear normmaximum entropy paradigm
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)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- 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
- N2SID: nuclear norm subspace identification of innovation models
- 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
- Enhancing sparsity by reweighted \(\ell _{1}\) minimization
- 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
- Identification of the deterministic part of MIMO state space models given in innovations form from input-output data
- On the estimation of transfer functions, regularizations and Gaussian processes-revisited
- A Bayesian approach to sparse dynamic network identification
- Maximum entropy vector kernels for MIMO system identification
- Nuclear norm system identification with missing inputs and outputs
- The role of vector autoregressive modeling in predictor-based subspace identification
- System Identification Via Sparse Multiple Kernel-Based Regularization Using Sequential Convex Optimization Techniques
- A smoothness priors long AR model method for spectral estimation
- Low-rank Matrix Recovery via Iteratively Reweighted Least Squares Minimization
- Interior-Point Method for Nuclear Norm Approximation with Application to System Identification
- Iteratively reweighted least squares minimization for sparse recovery
- Quantifying the error in estimated transfer functions with application to model order selection
- 10.1162/15324430152748236
- Forecasting and conditional projection using realistic prior distributions
- 10.1162/153244304322765658
- A trace inequality for matrix product
- On the Asymptotic Properties of Closed-Loop CCA-Type Subspace Algorithms: Equivalence Results and Role of the Future Horizon
- A Scaled Gradient Projection Method for Bayesian Learning in Dynamical Systems
- On the Relation Between CCA and Predictor-Based Subspace Identification
- Maximum Entropy Kernels for System Identification
- Linear Stochastic Systems
- On Learning Vector-Valued Functions
This page was built for publication: Maximum entropy vector kernels for MIMO system identification