Prediction error identification of linear systems: a nonparametric Gaussian regression approach
From MaRDI portal
Publication:627072
DOI10.1016/j.automatica.2010.11.004zbMath1207.93110MaRDI QIDQ627072
De Nicolao, Giuseppe, Alessandro Chiuso, Gianluigi Pillonetto
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
subspace methods; regularization; Gaussian processes; Bayesian estimation; kernel-based methods; linear system identification; predictor estimation
93E10: Estimation and detection in stochastic control theory
93E12: Identification in stochastic control theory
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