Constrained and regularized system identification
نویسندگان
چکیده
منابع مشابه
CONSTRAINED AND REGULARIZED SYSTEMIDENTIFICATIONTor
Prior knowledge can be introduced into system identiication problems in terms of constraints on the parameter space, or regularizing penalty functions in a prediction error criterion. The contribution of this work is mainly an extention of the well known FPE (Final Prediction Error) statistic to the case when the system identiication problem is constrainted and contains a regularization penalty...
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ژورنال
عنوان ژورنال: Modeling, Identification and Control: A Norwegian Research Bulletin
سال: 1998
ISSN: 0332-7353,1890-1328
DOI: 10.4173/mic.1998.2.4