Sparse parameter identification for stochastic systems based on L_ regularization

DOI10.1137/23M1599513MaRDI QIDQ6640587FDOQ6640587

Authors: Jian Guo, Ying Wang, Yanlong Zhao, Jifeng Zhang 

Publication date: 20 November 2024

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

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zbMATH Keywords

asymptotic normalitystrong consistencystochastic systemsparse identification\(L_\gamma\) penalty

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

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Cited In (2)

• Compressed least squares algorithm of continuous-time linear stochastic regression model using sampling data
• On sparsity‐inducing methods in system identification and state estimation

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