English
Related papers

Related papers: A new kernel-based approach to system identificati…

200 papers

The notion of reproducing kernel Hilbert space (RKHS) has emerged in system identification during the past decade. In the resulting framework, the impulse response estimation problem is formulated as a regularized optimization defined on an…

Systems and Control · Electrical Eng. & Systems 2022-04-19 Mohammad Khosravi , Roy S. Smith

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…

Machine Learning · Statistics 2018-07-27 Aleksandr Y. Aravkin , James V. Burke , Gianluigi Pillonetto

In this paper, we consider the problem of system identification when side-information is available on the steady-state (or DC) gain of the system. We formulate a general nonparametric identification method as an infinite-dimensional…

Systems and Control · Electrical Eng. & Systems 2022-11-08 Mohammad Khosravi , Roy S. Smith

A new Bayesian approach to linear system identification has been proposed in a series of recent papers. The main idea is to frame linear system identification as predictor estimation in an infinite dimensional space, with the aid of…

Machine Learning · Statistics 2015-07-03 Diego Romeres , Gianluigi Pillonetto , Alessandro Chiuso

This paper presents a kernel-based framework for physics-informed nonlinear system identification. The key contribution is a structured methodology that extends kernel-based techniques to seamlessly embed partially known physics-based…

Systems and Control · Electrical Eng. & Systems 2025-10-20 Cesare Donati , Martina Mammarella , Giuseppe C. Calafiore , Fabrizio Dabbene , Constantino Lagoa , Carlo Novara

Sampling in control applications is increasingly done non-equidistantly in time. This includes applications in motion control, networked control, resource-aware control, and event-based control. Some of these applications, like the ones…

Systems and Control · Electrical Eng. & Systems 2024-02-27 Rodrigo A. González , Koen Tiels , Tom Oomen

Kernel-based methods have been successfully introduced in system identification to estimate the impulse response of a linear system. Adopting the Bayesian viewpoint, the impulse response is modeled as a zero mean Gaussian process whose…

Optimization and Control · Mathematics 2022-03-08 Mattia Zorzi

System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…

Methodology · Statistics 2022-01-27 Christos Merkatas , Simo Särkkä

Numerically efficient and stable algorithms are essential for kernel-based regularized system identification. The state of art algorithms exploit the semiseparable structure of the kernel and are based on the generator representation of the…

Numerical Analysis · Mathematics 2025-11-04 Zhuohua Shen , Junpeng Zhang , Martin S. Andersen , Tianshi Chen

The system identification problem is to estimate dynamical parameters from the output data, obtained by performing measurements on the output fields. We investigate system identification for quantum linear systems. Our main objectives are…

Quantum Physics · Physics 2017-12-25 Matthew Levitt , Mădălin Guţă , Theodore Kypraios

Scaling analysis, in which one infers scaling exponents and a scaling function in a scaling law from given data, is a powerful tool for determining universal properties of critical phenomena in many fields of science. However, there are…

Statistical Mechanics · Physics 2015-07-08 Kenji Harada

Identifying dynamical system (DS) is a vital task in science and engineering. Traditional methods require numerous calls to the DS solver, rendering likelihood-based or least-squares inference frameworks impractical. For efficient parameter…

Computation · Statistics 2024-09-19 Ying Zhou , Jinglai Li , Xiang Zhou , Hongqiao Wang

Learning models of dynamical systems characterized by specific stability properties is of crucial importance in applications. Existing results mainly focus on linear systems or some limited classes of nonlinear systems and stability…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Matteo Scandella , Michelangelo Bin , Thomas Parisini

In this paper, we discuss the problem of system identification when frequency domain side information is available on the system. Initially, we consider the case where the prior knowledge is provided as being the $\Hcal_{\infty}$-norm of…

Optimization and Control · Mathematics 2022-11-08 Mohammad Khosravi , Roy S. Smith

In this work, we present a new class of models, called uncertain-input models, that allows us to treat system-identification problems in which a linear system is subject to a partially unknown input signal. To encode prior information about…

Systems and Control · Computer Science 2017-09-12 Riccardo Sven Risuleo , Giulio Bottegal , Håkan Hjalmarsson

This paper investigates system identification problems with Gaussian inputs and quantized observations under fixed thresholds. By reinterpreting the nonlinear effects induced by quantization as the product of the unknown parameter and an…

Optimization and Control · Mathematics 2025-10-20 Xingrui Liu , Ying Wang , Yanlong Zhao

This paper presents a kernelized offset-free data-driven predictive control scheme for nonlinear systems. Traditional model-based and data-driven predictive controllers often struggle with inaccurate predictors or persistent disturbances,…

Systems and Control · Electrical Eng. & Systems 2024-12-02 Thomas Oliver de Jong , Mircea Lazar

This paper presents a new perspective on the identification at infinity for the intercept of the sample selection model as identification at the boundary via a transformation of the selection index. This perspective suggests generalizations…

Econometrics · Economics 2023-02-13 Zhewen Pan

This paper introduces Kernel-based Information Criterion (KIC) for model selection in regression analysis. The novel kernel-based complexity measure in KIC efficiently computes the interdependency between parameters of the model using a…

Machine Learning · Statistics 2014-12-16 Somayeh Danafar , Kenji Fukumizu , Faustino Gomez

As an example of the recently-introduced concept of rate of innovation, signals that are linear combinations of a finite number of Diracs per unit time can be acquired by linear filtering followed by uniform sampling. However, in reality,…

Applications · Statistics 2009-03-09 Vincent Y. F. Tan , Vivek K. Goyal