Generalized System Identification with Stable Spline Kernels
نویسندگان
چکیده
منابع مشابه
Generalized System Identification with Stable Spline Kernels
Regularized least-squares approaches have been successfully applied to linear system identification. Recent approaches use quadratic penalty terms on the unknown impulse response defined by stable spline kernels, which control model space complexity by leveraging regularity and bounded-input bounded-output stability. This paper extends linear system identification to a wide class of nonsmooth s...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2018
ISSN: 1064-8275,1095-7197
DOI: 10.1137/16m1070517