A new kernel-based approach for linear system identification

DOI10.1016/J.AUTOMATICA.2009.10.031zbMATH Open1214.93116OpenAlexW2021065610MaRDI QIDQ985267FDOQ985267

Authors: Gianluigi Pillonetto, Giuseppe De Nicolao 

Publication date: 20 July 2010

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2009.10.031

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zbMATH Keywords

Gaussian processesregularizationBayesian estimationkernel-based methodslinear system identificationstochastic embeddingrobust identification

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cited In (98)

• The harmonic analysis of kernel functions
• Maximum entropy properties of discrete-time first-order stable spline kernel
• Robust EM kernel-based methods for linear system identification
• Kernel methods in system identification, machine learning and function estimation: a survey
• A scaled gradient projection method for Bayesian learning in dynamical systems
• Prediction error identification of linear systems: a nonparametric Gaussian regression approach
• A flexible state-space model for learning nonlinear dynamical systems
• Identification of Time-Varying Systems in Reproducing Kernel Hilbert Spaces
• Kernel-based identification of asymptotically stable continuous-time linear dynamical systems
• FRF estimation using multiple kernel-based regularisation
• 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
• Bayesian positive system identification: truncated Gaussian prior and hyperparameter estimation
• Regularized nonparametric Volterra kernel estimation
• On the stability of reproducing kernel Hilbert spaces of discrete-time impulse responses
• The generalized cross validation filter
• Tuning complexity in regularized kernel-based regression and linear system identification: the robustness of the marginal likelihood estimator
• On kernel design for regularized LTI system identification
• Informative input design for kernel-based system identification
• An empirical Bayes approach to identification of modules in dynamic networks
• System identification using kernel-based regularization: new insights on stability and consistency issues
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• A nonparametric kernel-based approach to Hammerstein system identification
• Kernel-based methods for Volterra series identification
• Four encounters with system identification
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• State-space LPV model identification using kernelized machine learning
• Enforcing stability constraints in set-membership identification of linear dynamic systems
• Recursive estimation for sparse Gaussian process regression
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• On convexification of system identification criteria
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• On semiseparable kernels and efficient implementation for regularized system identification and function estimation
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• Gaussian process repetitive control: beyond periodic internal models through kernels
• Kernel-based identification with frequency domain side-information
• Mercer kernel absolute integrability is only sufficient for RKHS stability
• Nonparametric identification based on Gaussian process regression for distributed parameter systems
• Stable spline identification of linear systems under missing data
• A shift in paradigm for system identification
• Bayesian inference and optimisation of stochastic dynamical networks
• Nonlinear system identification via data augmentation
• A frequency domain approach for local module identification in dynamic networks
• Data‐driven mixed‐sensitivity control with automated weighting functions selection
• Kernel‐based regularization least squares algorithm for nonlinear time‐delayed systems using self‐organizing maps
• A regularised fast recursive algorithm for fraction model identification of nonlinear dynamic systems
• Joint input-output identification of unstable systems with kernel regularization
• On convergence of covariance matrix of empirical Bayes hyper-parameter estimator
• Oxygen uptake response to switching stairs exercise by non-parametric modeling
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• Revisiting total model errors and model validation
• Deep networks for system identification: a survey
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• On the regularization and optimization in quantum detector tomography
• Leading impulse response identification via the elastic net criterion
• Reconstruction of linear and non-linear continuous-time system models from input/output data using the kernel invariance algorithm
• Regularized identification with internal positivity side-information
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• On kernel design for regularized non-causal system identification
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Uses Software

• System Identification Toolbox

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