Dealing with collinearity in large-scale linear system identification using Gaussian regression

DOI10.1016/J.AUTOMATICA.2024.111708MaRDI QIDQ6574449zbMATH OpenFDO

Authors Wenqi Cao, Gianluigi Pillonetto

Publication date 18 July 2024

Published in Automatica (Search for Journal in Brave)

zbMATH Keywords

MCMClarge-scale systemscollinearitylinear system identificationGaussian regressionstable spline kernel

Mathematics Subject Classification ID

Large-scale systems (93A15) System identification (93B30) Linear systems in control theory (93C05)

Recommendations

• A Bayesian approach to sparse dynamic network identification
• Bayesian identification of stochastic linear systems with observations at multiple scales
• A new kernel-based approach for linear system identification
• Sparse estimation in linear dynamic networks using the stable spline horseshoe prior

Cites work

• scientific article; zbMATH DE number 3753890 (Why is no real title available?)
• scientific article; zbMATH DE number 44386 (Why is no real title available?)
• scientific article; zbMATH DE number 840151 (Why is no real title available?)
• A Bayesian approach to sparse dynamic network identification
• A new kernel-based approach for linear system identification
• A new kernel-based approach to system identification with quantized output data
• An invariant form for the prior probability in estimation problems
• Bayes Factors
• Bayesian profile regression with an application to the National Survey of Children's Health
• Dynamic network reconstruction from heterogeneous datasets
• Estimating parameters and stochastic functions of one variable using nonlinear measurement models
• Gaussian processes for machine learning.
• Identifiability of Dynamical Networks With Partial Node Measurements
• Identification of dynamic models in complex networks with prediction error methods-basic methods for consistent module estimates
• Identification of low rank vector processes
• Kernel methods in system identification, machine learning and function estimation: a survey
• Necessary and Sufficient Conditions for Dynamical Structure Reconstruction of LTI Networks
• On the ill-conditioning of subspace identification with inputs
• Prediction error identification of linear dynamic networks with rank-reduced noise
• Prediction error identification of linear systems: a nonparametric Gaussian regression approach
• Regularized system identification. Learning dynamic models from data
• Sparse estimation in linear dynamic networks using the stable spline horseshoe prior
• The power grid as a complex network: a survey

This page was built for publication: Dealing with collinearity in large-scale linear system identification using Gaussian regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6574449)