When cannot regularization improve the least squares estimate in the kernel-based regularized system identification

DOI10.1016/J.AUTOMATICA.2023.111442MaRDI QIDQ6152563zbMATH OpenOpenAlexFDO

Authors Bi-Qiang Mu, Lennart Ljung, Tianshi Chen

Publication date 13 February 2024

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2023.111442

least squares regularized least squares squared error criterion

Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24) Impulsive control/observation systems (93C27)

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The quest for the right kernel in Bayesian impulse response identification: the use of OBFs
Tuning complexity in regularized kernel-based regression and linear system identification: the robustness of the marginal likelihood estimator

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