Regularized linear system identification using atomic, nuclear and kernel-based norms: the role of the stability constraint

DOI10.1016/j.automatica.2016.02.012zbMath1338.93121arXiv1507.00564OpenAlexW809676393MaRDI QIDQ286265

Alessandro Chiuso, Lennart Ljung, Gianluigi Pillonetto, Tianshi Chen, De Nicolao, Giuseppe

Publication date: 20 May 2016

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.00564

zbMATH Keywords

Gaussian processesHankel operatorreproducing kernel Hilbert spacesLASSOatomic and nuclear normsBayesian interpretation of regularizationkernel-based regularizationlinear system identification

Mathematics Subject Classification ID

Related Items (20)

Fractional order neural networks for system identification ⋮ Linear system identification using the sequential stabilizing spline algorithm ⋮ The generalized cross validation filter ⋮ Kernel-based system identification with manifold regularization: a Bayesian perspective ⋮ Maximum entropy vector kernels for MIMO system identification ⋮ The existence and uniqueness of solutions for kernel-based system identification ⋮ On the regularization and optimization in quantum detector tomography ⋮ When cannot regularization improve the least squares estimate in the kernel-based regularized system identification ⋮ Kernel-based identification with frequency domain side-information ⋮ On input design for regularized LTI system identification: power-constrained input ⋮ Kernel Absolute Summability Is Sufficient but Not Necessary for RKHS Stability ⋮ Stability analysis of distributed-order nonlinear dynamic systems ⋮ Subspace-based spectrum estimation in innovation models by mixed norm minimization ⋮ System identification using kernel-based regularization: new insights on stability and consistency issues ⋮ The harmonic analysis of kernel functions ⋮ On asymptotic properties of hyperparameter estimators for kernel-based regularization methods ⋮ A shift in paradigm for system identification ⋮ Revisiting total model errors and model validation ⋮ Sparse estimation in linear dynamic networks using the stable spline horseshoe prior ⋮ On embeddings and inverse embeddings of input design for regularized system identification

Uses Software

• LASSO
• CVX
• glmnet
• ElemStatLearn

Cites Work

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