Robust EM kernel-based methods for linear system identification

DOI10.1016/j.automatica.2016.01.036zbMath1335.93130arXiv1411.5915OpenAlexW41441124MaRDI QIDQ259415

Aleksandr Y. Aravkin, Gianluigi Pillonetto, Giulio Bottegal, Håkan Hjalmarsson

Publication date: 11 March 2016

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.5915

zbMATH Keywords

outlierssystem identificationEM methodkernel-based methodsMAP estimate

Mathematics Subject Classification ID

Stochastic programming (90C15) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

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