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Linear system identification using stable spline kernels and PLQ penalties
linear system identification bias-variance trade off kernel-based regularization robust statistics interior point methods piecewise linear quadratic densities
2013/4/27
The classical approach to linear system identification is given by parametric Prediction Error Methods (PEM). In this context, model complexity is often unknown so that a model order selection step is...
Linear System Identification via Atomic Norm Regularization
System identification Atomic norms Hankel operators Optimization
2012/4/18
This paper proposes a new algorithm for linear system identification from noisy measurements. The proposed algorithm balances a data fidelity term with a norm induced by the set of single pole filters...