A Randomized Algorithm for Parsimonious Model Identification
From MaRDI portal
Publication:4567100
DOI10.1109/TAC.2017.2723959zbMath1390.93825OpenAlexW2733635535MaRDI QIDQ4567100
Constantino M. Lagoa, Korkut Bekiroglu, Mario Sznaier, Burak Yilmaz
Publication date: 27 June 2018
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.2017.2723959
Large-scale problems in mathematical programming (90C06) Applications of mathematical programming (90C90) Identification in stochastic control theory (93E12)