Regularized linear system identification using atomic, nuclear and kernel-based norms: the role of the stability constraint
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Publication:286265
DOI10.1016/j.automatica.2016.02.012zbMath1338.93121arXiv1507.00564MaRDI QIDQ286265
De Nicolao, Giuseppe, Lennart Ljung, Tianshi Chen, Alessandro Chiuso, Gianluigi Pillonetto
Publication date: 20 May 2016
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.00564
Gaussian processes; Hankel operator; reproducing kernel Hilbert spaces; LASSO; atomic and nuclear norms; Bayesian interpretation of regularization; kernel-based regularization; linear system identification
68T05: Learning and adaptive systems in artificial intelligence
93B30: System identification
93C05: Linear systems in control theory
Uses Software