When cannot regularization improve the least squares estimate in the kernel-based regularized system identification
DOI10.1016/J.AUTOMATICA.2023.111442OpenAlexW4389558852MaRDI QIDQ6152563FDOQ6152563
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
Recommendations
- Tuning complexity in regularized kernel-based regression and linear system identification: the robustness of the marginal likelihood estimator
- Regularized linear system identification using atomic, nuclear and kernel-based norms: the role of the stability constraint
- On the estimation of transfer functions, regularizations and Gaussian processes-revisited
- On kernel design for regularized non-causal system identification
- On kernel design for regularized LTI system identification
Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24) Impulsive control/observation systems (93C27)
Cites Work
- On the estimation of transfer functions, regularizations and Gaussian processes-revisited
- Maximum entropy properties of discrete-time first-order stable spline kernel
- System Identification Via Sparse Multiple Kernel-Based Regularization Using Sequential Convex Optimization Techniques
- Kernel methods in system identification, machine learning and function estimation: a survey
- Maximum Entropy Kernels for System Identification
- Prediction error identification of linear systems: a nonparametric Gaussian regression approach
- A new kernel-based approach for linear system identification
- Asymptotic optimality of \(C_ L\) and generalized cross-validation in ridge regression with application to spline smoothing
- On kernel design for regularized LTI system identification
- Kernels for linear time invariant system identification
- Regularized linear system identification using atomic, nuclear and kernel-based norms: the role of the stability constraint
- Convex vs non-convex estimators for regression and sparse estimation: the mean squared error properties of ARD and GLasso
- Tuning complexity in regularized kernel-based regression and linear system identification: the robustness of the marginal likelihood estimator
- The quest for the right kernel in Bayesian impulse response identification: the use of OBFs
- On the stability of reproducing kernel Hilbert spaces of discrete-time impulse responses
- On asymptotic properties of hyperparameter estimators for kernel-based regularization methods
- The harmonic analysis of kernel functions
- Regularized system identification. Learning dynamic models from data
- A shift in paradigm for system identification
- On the mathematical foundations of stable RKHSs
- Adaptive regularised kernel-based identification method for large-scale systems with unknown order
- The existence and uniqueness of solutions for kernel-based system identification
This page was built for publication: When cannot regularization improve the least squares estimate in the kernel-based regularized system identification
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6152563)
