Related papers: Filter-based regularisation for impulse response m…
Inspired by ideas taken from the machine learning literature, new regularization techniques have been recently introduced in linear system identification. In particular, all the adopted estimators solve a regularized least squares problem,…
Kernel-based methods have been recently introduced for linear system identification as an alternative to parametric prediction error methods. Adopting the Bayesian perspective, the impulse response is modeled as a non-stationary Gaussian…
We consider the identification of large-scale linear and stable dynamic systems whose outputs may be the result of many correlated inputs. Hence, severe ill-conditioning may affect the estimation problem. This is a scenario often arising…
In this paper we introduce a novel method for linear system identification with quantized output data. We model the impulse response as a zero-mean Gaussian process whose covariance (kernel) is given by the recently proposed stable spline…
In this paper we introduce a novel method for linear system identification with quantized output data. We model the impulse response as a zero-mean Gaussian process whose covariance (kernel) is given by the recently proposed stable spline…
In this paper, we propose a novel algorithm for the identification of Hammerstein systems. Adopting a Bayesian approach, we model the impulse response of the unknown linear dynamic system as a realization of a zero-mean Gaussian process.…
For data-driven iterative learning control (ILC) methods, both the model estimation and controller design problems are converted to parameter estimation problems for some chosen model structures. It is well-known that if the model order is…
We propose a new method for blind system identification. Resorting to a Gaussian regression framework, we model the impulse response of the unknown linear system as a realization of a Gaussian process. The structure of the covariance matrix…
Recent developments in linear system identification have proposed the use of non-parameteric methods, relying on regularization strategies, to handle the so-called bias/variance trade-off. This paper introduces an impulse response estimator…
Parametric prediction error methods constitute a classical approach to the identification of linear dynamic systems with excellent large-sample properties. A more recent regularized approach, inspired by machine learning and Bayesian…
Most of existing results on regularized system identification focus on regularized impulse response estimation. Since the impulse response model is a special case of orthonormal basis functions, it is interesting to consider if it is…
This paper presents a regularized recursive identification algorithm with simultaneous on-line estimation of both the model parameters and the algorithms hyperparameters. A new kernel is proposed to facilitate the algorithm development. The…
In this contribution, we propose a kernel-based method for the identification of linear systems from noisy and incomplete input-output datasets. We model the impulse response of the system as a Gaussian process whose covariance matrix is…
In this paper, the regularization approach introduced recently for nonparametric estimation of linear systems is extended to the estimation of nonlinear systems modelled as Volterra series. The kernels of order higher than one, representing…
Current methods for regularization in machine learning require quite specific model assumptions (e.g. a kernel shape) that are not derived from prior knowledge about the application, but must be imposed merely to make the method work. We…
Regularization is a popular technique to solve the overfitting problem of machine learning algorithms. Most regularization technique relies on parameter selection of the regularization coefficient. Plug-in method and cross-validation…
Standard regularization methods that are used to compute solutions to ill-posed inverse problems require knowledge of the forward model. In many real-life applications, the forward model is not known, but training data is readily available.…
There is growing body of learning problems for which it is natural to organize the parameters into matrix, so as to appropriately regularize the parameters under some matrix norm (in order to impose some more sophisticated prior knowledge).…
Regularization techniques are widely used to improve the generality, robustness, and efficiency of deep convolutional neural networks (DCNNs). In this paper, we propose a novel approach of regulating DCNN convolutional kernels by a…
Learning approaches have recently become very popular in the field of inverse problems. A large variety of methods has been established in recent years, ranging from bi-level learning to high-dimensional machine learning techniques. Most…