Prediction error identification of linear systems: a nonparametric Gaussian regression approach

DOI10.1016/J.AUTOMATICA.2010.11.004zbMATH Open1207.93110OpenAlexW2037479549MaRDI QIDQ627072FDOQ627072

Alessandro Chiuso, Gianluigi Pillonetto, Giuseppe De Nicolao

Publication date: 21 February 2011

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2010.11.004

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zbMATH Keywords

Gaussian processesregularizationBayesian estimationkernel-based methodslinear system identificationsubspace methodspredictor estimation

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cited In (55)

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• High precision variational Bayesian inference of sparse linear networks
• Robust EM kernel-based methods for linear system identification
• A prediction-error and stepwise-regression estimation algorithm for non-linear systems
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• Prediction error identification of linear systems: a nonparametric Gaussian regression approach
• A flexible state-space model for learning nonlinear dynamical systems
• Maximum entropy vector kernels for MIMO system identification
• FRF estimation using multiple kernel-based regularisation
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• Sparse plus low rank network identification: a nonparametric approach
• Regularized linear system identification using atomic, nuclear and kernel-based norms: the role of the stability constraint
• Linear system identification using the sequential stabilizing spline algorithm
• Regularized nonparametric Volterra kernel estimation
• On the stability of reproducing kernel Hilbert spaces of discrete-time impulse responses
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• On the estimation of transfer functions, regularizations and Gaussian processes-revisited
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Uses Software

• System Identification Toolbox
• CAPTAIN

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